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version 1.1, 2013/02/19 03:06:19 version 1.18, 2014/03/14 02:21:40
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 /*  /*
 License: LGPL    $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.17 2014/03/12 07:50:37 takayama Exp $
 $Id$    License: LGPL
  */  */
 #include <stdio.h>  #include <stdio.h>
 #include <stdlib.h>  #include <stdlib.h>
 #include <math.h>  #include <math.h>
 #include <string.h>  #include <string.h>
   #include "sfile.h"
   #include "mh.h"
 #define SMAX 4096  #define SMAX 4096
 #define inci(i) { i++; if (i >= argc) { fprintf(stderr,"Option argument is not given.\n"); return(-1); }}  #define inci(i) { i++; if (i >= argc) { fprintf(stderr,"Option argument is not given.\n"); return(NULL); }}
   int MH_deallocate=0;
   
 extern char *MH_Gfname;  extern char *MH_Gfname;
 extern char *MH_Dfname;  extern char *MH_Dfname;
   
 /* global variables. They are set in setParam() */  /* global variables. They are set in setParam() */
   int MH_byFile=1;
 int MH_RANK;  int MH_RANK;
 int MH_M;  int MH_M;
   
 int MH_Mg;  /* m */  int MH_Mg;  /* m */
 double *MH_Beta; /* beta[0], ..., beta[m-1] */  double *MH_Beta; /* beta[0], ..., beta[m-1] */
 double *Ng;   /* freedom n.  c=(m+1)/2+n/2; Note that it is a pointer */  double *MH_Ng;   /* freedom n.  c=(m+1)/2+n/2; Note that it is a pointer */
 double X0g;   /* initial point */  double MH_X0g;   /* initial point */
 double *Iv;   /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */  static double *Iv;   /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */
 double Ef;   /* exponential factor at beta*x0 */  static double Ef;   /* exponential factor at beta*x0 */
 extern double Hg;   /* step size of rk defined in rk.c */  extern double MH_Hg;   /* step size of rk defined in rk.c */
 int Dp;      /* Data sampling period */  int MH_Dp;      /* Data sampling period */
 double Xng=0.0;   /* the last point */  static double Xng=0.0;   /* the last point */
 int RawName = 0;  int MH_RawName = 0;
 int Testrank=0;  static int Testrank=0;
 extern int Verbose;  extern int MH_Verbose;
   
 extern int P95;  /* 95 % points */  
 int gopen_file(void);  
 double rkmain(double x0,double y0[],double xn);  
 int setParam(char *fname);  
 int showParam(void);  
   
   extern int MH_P95;  /* 95 % points */
   int mh_gopen_file(void);
   static int setParamTest(void);
   static int setParamDefault(void);
   static int setParam(char *fname);
   static int showParam(void);
   static int next(struct SFILE *fp,char *s, char *msg);
   
 /* #define DEBUG */  /* #define DEBUG */
 #ifdef DEBUG  #ifdef DEBUG
 char *MH_Dfname; char *MH_Gfname; double Hg;  char *MH_Dfname; char *MH_Gfname; double MH_Hg;
 int gopen_file(void) { }  int mh_gopen_file(void) { }
 double rkmain(double x0,double y0[],double xn) { }  struct MH_RESULT mh_rkmain(double x0,double y0[],double xn) { }
 #endif  #endif
   
 void *mymalloc(int s) {  void mh_freeWorkArea(void) {
   void *p;    extern int MH_deallocate;
   p = (void*)malloc(s);    MH_deallocate=1; /* switch to deallocation mode. */
   if (p == NULL) {    mh_main(0,NULL);
         fprintf(stderr,"No memory.\n"); exit(-1);    setParam(NULL);
   }    mh_rkmain(0.0, NULL, 0.0);
   return(p);    mh_rf(0.0, NULL, 0, NULL, 0);
     MH_deallocate=0; /* switch to the normal mode. */
 }  }
 static mypower(int x,int n) {  static int mypower(int x,int n) {
   int a,i;    int a,i;
   a = 1;    a = 1;
   for (i=0; i<n; i++) a = a*x;    for (i=0; i<n; i++) a = a*x;
   return(a);    return(a);
 }  }
   #ifdef STANDALONE2
 main(int argc,char *argv[]) {  main(int argc,char *argv[]) {
   double *y0;    int strategy=STRATEGY_DEFAULT;
     double err[2]={-1.0,-1.0};
     int i;
     for (i=1; i<argc; i++) {
       if (strcmp(argv[i],"--strategy")==0) {
         i++; sscanf(argv[i],"%d",&strategy);
       }else if (strcmp(argv[i],"--abserr")==0) {
         i++; sscanf(argv[i],"%lg",&(err[0]));
       }else if (strcmp(argv[i],"--relerr")==0) {
         i++; sscanf(argv[i],"%lg",&(err[1]));
       }else ;
     }
     mh_set_strategy(strategy,err);
     mh_exit(MH_RESET_EXIT); /* standalone mode */
     /*  mh_main(argc,argv);
         mh_freeWorkArea(); */
     mh_main(argc,argv);
     /* showParam(); */
     return(0);
   }
   #endif
   struct MH_RESULT *mh_main(int argc,char *argv[]) {
     static double *y0=NULL;
   double x0,xn;    double x0,xn;
   double ef;    double ef;
   int i,rank;    int i,rank;
   setParam(NULL); MH_Gfname = MH_Dfname = NULL; Verbose=1;    struct MH_RESULT *rp=NULL;
     extern int MH_deallocate;
     extern int MH_byFile;
     MH_byFile=1;
     if (MH_deallocate) { if (y0) mh_free(y0); return(rp); }
     setParam(NULL); MH_Gfname = MH_Dfname = NULL; MH_Verbose=1;
   for (i=1; i<argc; i++) {    for (i=1; i<argc; i++) {
         if (strcmp(argv[i],"--idata")==0) {      if (strcmp(argv[i],"--idata")==0) {
           inci(i);  
           setParam(argv[i]); Verbose=0;  
         }else if (strcmp(argv[i],"--gnuplotf")==0) {  
           inci(i);  
           MH_Gfname = (char *)mymalloc(SMAX);  
           strncpy(MH_Gfname,argv[i],SMAX-1);  
         }else if (strcmp(argv[i],"--dataf")==0) {  
           inci(i);  
           MH_Dfname = (char *)mymalloc(SMAX);  
           strncpy(MH_Dfname,argv[i],SMAX-1);  
         }else if (strcmp(argv[i],"--xmax")==0) {  
       inci(i);        inci(i);
           sscanf(argv[i],"%lf",&Xng);        setParam(argv[i]); MH_Verbose=0;
         }else if (strcmp(argv[i],"--step")==0) {      }else if (strcmp(argv[i],"--gnuplotf")==0) {
       inci(i);        inci(i);
           sscanf(argv[i],"%lg",&Hg);        MH_Gfname = (char *)mh_malloc(SMAX);
         }else if (strcmp(argv[i],"--help")==0) {        strcpy(MH_Gfname,argv[i]);
           usage(); return(0);      }else if (strcmp(argv[i],"--dataf")==0) {
         }else if (strcmp(argv[i],"--raw")==0) {        inci(i);
           RawName = 1;        MH_Dfname = (char *)mh_malloc(SMAX);
         }else if (strcmp(argv[i],"--test")==0) {        strcpy(MH_Dfname,argv[i]);
           inci(i);      }else if (strcmp(argv[i],"--xmax")==0) {
           sscanf(argv[i],"%d",&Testrank);        inci(i);
           setParamTest();        sscanf(argv[i],"%lf",&Xng);
         }else if (strcmp(argv[i],"--95")==0) {      }else if (strcmp(argv[i],"--step")==0) {
           P95=1;        inci(i);
         }else if (strcmp(argv[i],"--verbose")==0) {        sscanf(argv[i],"%lg",&MH_Hg);
           Verbose=1;      }else if (strcmp(argv[i],"--help")==0) {
         }else {        mh_usage(); return(rp);
           fprintf(stderr,"Unknown option %s\n",argv[i]);      }else if (strcmp(argv[i],"--raw")==0) {
           usage();        MH_RawName = 1;
           return(-1);      }else if (strcmp(argv[i],"--test")==0) {
         }        inci(i);
         sscanf(argv[i],"%d",&Testrank);
         setParamTest();
       }else if (strcmp(argv[i],"--95")==0) {
         MH_P95=1;
       }else if (strcmp(argv[i],"--verbose")==0) {
         MH_Verbose=1;
       }else if (strcmp(argv[i],"--bystring")==0) {
         MH_byFile = 0;
           }else if (strcmp(argv[i],"--strategy")==0) {
             i++; /* ignore */
           }else if (strcmp(argv[i],"--abserr")==0) {
             i++; /* ignore */
           }else if (strcmp(argv[i],"--relerr")==0) {
             i++; /* ignore */
       }else {
         fprintf(stderr,"Unknown option %s\n",argv[i]);
         mh_usage();
         return(rp);
       }
   }    }
   if (Verbose) showParam();    if (MH_Verbose) showParam();
   x0 = X0g;    x0 = MH_X0g;
   xn = Xng;    xn = Xng;
   ef = Ef;    ef = Ef;
   rank = mypower(2,MH_Mg);    rank = mypower(2,MH_Mg);
   y0 = (double *) mymalloc(sizeof(double)*rank);    y0 = (double *) mh_malloc(sizeof(double)*rank);
   for (i=0; i<rank; i++) y0[i] = ef*Iv[i];    for (i=0; i<rank; i++) y0[i] = ef*Iv[i];
   gopen_file();    mh_gopen_file();
   if (Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }    if (MH_Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }
   rkmain(x0,y0,xn);    rp = (struct MH_RESULT*) mh_malloc(sizeof(struct MH_RESULT));
     rp->message = NULL;
     *rp=mh_rkmain(x0,y0,xn);
     return(rp);
 }  }
   
 usage() {  int mh_usage() {
   fprintf(stderr,"Usages:\n");    fprintf(stderr,"Usages:\n");
   fprintf(stderr,"w-m [--idata input_data_file --gnuplotf gnuplot_file_name\n");    fprintf(stderr,"hgm_w-n [--idata input_data_file --gnuplotf gnuplot_file_name\n");
   fprintf(stderr," --dataf output_data_file --raw --xmax xmax --test m --step h]\n");    fprintf(stderr," --dataf output_data_file --raw --xmax xmax --test m --step h]\n");
   fprintf(stderr,"[ --95 --verbose] \n");    fprintf(stderr,"[ --95 --verbose] \n");
     fprintf(stderr,"[ --strategy s --abserr ae --relerr re] \n");
     fprintf(stderr,"s:0 rk, s:1 adaptive, s:2 adaptive&multiply, see rk.c for the default value of ae and re.\n");
   fprintf(stderr,"--raw does not add data parameters to the output_data_file.\n");    fprintf(stderr,"--raw does not add data parameters to the output_data_file.\n");
   fprintf(stderr,"\nThe command w-m [options] evaluates Pr({y | y<xmax}), which is the cumulative distribution function of the largest root of the m by m Wishart matrix with n degrees of freedom and the covariantce matrix sigma.\n");    fprintf(stderr,"\nThe command hgm_w-n [options] evaluates Pr({y | y<xmax}), which is the cumulative distribution function of the largest root of the m by m Wishart matrix with n degrees of freedom and the covariantce matrix sigma.\n");
   fprintf(stderr,"All the eigenvalues of sigma must be simple.\n");    fprintf(stderr,"All the eigenvalues of sigma must be simple.\n");
   fprintf(stderr,"Parameters are specified by the input_data_file.\n");    fprintf(stderr,"Parameters are specified by the input_data_file.\n");
   fprintf(stderr,"The format of the input_data_file.\n");    fprintf(stderr,"The format of the input_data_file, which should be generated by the command hgm_jack-n.\n");
   fprintf(stderr," MH_Mg: m, MH_Beta: beta=sigma^(-1)/2 (diagonized), Ng: n, Iv: initial values at X0g*MH_Beta (see our paper how to order them), \n");    fprintf(stderr," MH_Mg: m, MH_Beta: beta=sigma^(-1)/2 (diagonized), MH_Ng: n, MH_X0g: starting value of x,\n");
     fprintf(stderr," Iv: initial values at MH_X0g*MH_Beta (see our paper how to order them), \n");
   fprintf(stderr," Ef: a scalar factor to the initial value. It may set to 1.\n");    fprintf(stderr," Ef: a scalar factor to the initial value. It may set to 1.\n");
   fprintf(stderr," Hg: h (step size), X0g: starting value of x, Xng: terminating value of x\n");    fprintf(stderr," MH_Hg: h (step size),\n");
   fprintf(stderr," Dp: output data is stored in every Dp steps when output_data_file is specified.\n");    fprintf(stderr," MH_Dp: output data is stored in every MH_Dp steps when output_data_file is specified.\n");
   fprintf(stderr," --95: output the 95% point. --verbose: verbose mode.\n");    fprintf(stderr," Xng: terminating value of x.\n");
     fprintf(stderr," --95: output the 95%% point. --verbose: verbose mode.\n");
   fprintf(stderr," The line started with %% is a comment line.\n");    fprintf(stderr," The line started with %% is a comment line.\n");
   fprintf(stderr," An example format of the input_data_file can be obtained by executing w-2 with no option.\n");    fprintf(stderr," An example format of the input_data_file can be obtained by executing hgm_jack-n with no option.\n");
     fprintf(stderr,"When --idata option is used, this command is quiet. Use --verbose option if you want to see some messages.\n");
   fprintf(stderr,"\nExamples:\n");    fprintf(stderr,"\nExamples:\n");
   fprintf(stderr,"[1] ./w-2 \n");    fprintf(stderr,"[1] ./hgm_w-n \n");
   fprintf(stderr,"[2] ./w-2 --xmax 20\n");    fprintf(stderr,"[2] ./hgm_w-n --xmax 20\n");
   fprintf(stderr,"[3] ./w-6 --test 6\n");    fprintf(stderr,"[3] ./hgm_w-n --test 6\n");
   fprintf(stderr,"   A test run of w-6.\n");    fprintf(stderr,"   A test run in Mg=6.\n");
   fprintf(stderr,"   The number m and mm must agree for  ./w-m --test mm.\n");    fprintf(stderr,"[4] ./hgm_jack-n --idata Testdata/tmp-idata3.txt --degree 15 >t.txt\n");
   fprintf(stderr,"[4] ./w-5 --idata tmp-inm-m5* --gnuplot tmp-graph\n");    fprintf(stderr,"    ./hgm_w-n --idata t.txt --gnuplotf test-g\n");
   fprintf(stderr,"  tmp-inm-m5* is a sample input data distributed with this file.\n");    fprintf(stderr,"    gnuplot -persist <test-g-gp.txt\n");
   fprintf(stderr,"  tmp-graph-gp.txt is an input file of the gnuplot\n");    fprintf(stderr,"  tmp-idata3.txt is a sample input data distributed with this file.\n");
   fprintf(stderr,"  It can be executed with the load command in the gnuplot.\n");    fprintf(stderr,"  test-g-gp.txt is an input file of the gnuplot\n");
   fprintf(stderr,"  tmp-graph is the table of x and the values of Pr({y | y<x}).\n");    fprintf(stderr,"  test-g is the table of x and the values of Pr({y | y<x}).\n");
 }  }
   
 setParamTest() {  static int setParamTest() {
   int rank;    int rank;
   int i;    int i;
   extern int Testrank;    extern int Testrank;
   extern int Verbose;    extern int MH_Verbose;
   Verbose=1;    MH_Verbose=1;
   MH_M= MH_Mg = Testrank ;    MH_M= MH_Mg = Testrank ;
   MH_RANK = rank = mypower(2,MH_Mg);    MH_RANK = rank = mypower(2,MH_Mg);
   MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg);    MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
   for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i;    for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i;
   Ng = (double *)mymalloc(sizeof(double)); *Ng = 3.0;    MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
   Iv = (double *)mymalloc(sizeof(double)*rank);    Iv = (double *)mh_malloc(sizeof(double)*rank);
   for (i=0; i<rank; i++) Iv[i] = 0;    for (i=0; i<rank; i++) Iv[i] = 0;
   Iv[0] = 0.001;    Iv[0] = 0.001;
   Ef = 1;    Ef = 1;
   X0g = 0.3;    MH_X0g = 0.3;
   Hg = 0.001;    MH_Hg = 0.001;
   Dp = 1;    MH_Dp = 1;
   Xng = 10.0;    Xng = 10.0;
 }  }
 setParamDefault() {  static int setParamDefault() {
   int rank;    int rank;
   MH_M=MH_Mg = 2 ;    MH_M=MH_Mg = 2 ;
   MH_RANK=rank = mypower(2,MH_Mg);    MH_RANK=rank = mypower(2,MH_Mg);
   MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg);    MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
   MH_Beta[0] = 1.0; MH_Beta[1] = 2.0;    MH_Beta[0] = 1.0; MH_Beta[1] = 2.0;
   Ng = (double *)mymalloc(sizeof(double)); *Ng = 3.0;    MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
   Iv = (double *)mymalloc(sizeof(double)*rank);    Iv = (double *)mh_malloc(sizeof(double)*rank);
   Iv[0] = 1.58693;    Iv[0] = 1.58693;
   Iv[1] = 0.811369;    Iv[1] = 0.811369;
   Iv[2] = 0.846874;    Iv[2] = 0.846874;
   Iv[3] = 0.413438;    Iv[3] = 0.413438;
   Ef = 0.01034957388338225707;    Ef = 0.01034957388338225707;
   X0g = 0.3;    MH_X0g = 0.3;
   Hg = 0.001;    MH_Hg = 0.001;
   Dp = 1;    MH_Dp = 1;
   Xng = 10.0;    Xng = 10.0;
 }  }
   
 next(FILE *fp,char *s,char *msg) {  static int next(struct SFILE *sfp,char *s,char *msg) {
   s[0] = '%';    s[0] = '%';
   while (s[0] == '%') {    while (s[0] == '%') {
         if (!fgets(s,SMAX,fp)) {      if (!mh_fgets(s,SMAX,sfp)) {
           fprintf(stderr,"Data format error at %s\n",msg);        fprintf(stderr,"Data format error at %s\n",msg);
           exit(-1);        mh_exit(-1);
         }      }
         if (s[0] != '%') return(0);      if (s[0] != '%') return(0);
   }    }
 }  }
 setParam(char *fname) {  static int setParam(char *fname) {
   int rank;    int rank;
   char s[SMAX];    char s[SMAX];
   FILE *fp;    struct SFILE *fp;
   int i;    int i;
     extern int MH_deallocate;
     extern int MH_byFile;
     if (MH_deallocate) {
       if (MH_Beta) mh_free(MH_Beta);
       if (MH_Ng) mh_free(MH_Ng);
       if (Iv) mh_free(Iv);
       return(0);
     }
   if (fname == NULL) return(setParamDefault());    if (fname == NULL) return(setParamDefault());
   
   if ((fp=fopen(fname,"r")) == NULL) {    if ((fp=mh_fopen(fname,"r",MH_byFile)) == NULL) {
         fprintf(stderr,"File %s is not found.\n",fname);      fprintf(stderr,"File %s is not found.\n",fname);
         exit(-1);      mh_exit(-1);
   }    }
   next(fp,s,"MH_Mg(m)");    next(fp,s,"MH_Mg(m)");
   sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;    sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;
   MH_RANK=rank = mypower(2,MH_Mg);    MH_RANK=rank = mypower(2,MH_Mg);
   
   MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg);    MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
   for (i=0; i<MH_Mg; i++) {    for (i=0; i<MH_Mg; i++) {
     next(fp,s,"MH_Beta");      next(fp,s,"MH_Beta");
         sscanf(s,"%lf",&(MH_Beta[i]));      sscanf(s,"%lf",&(MH_Beta[i]));
   }    }
   
   Ng = (double *)mymalloc(sizeof(double));    MH_Ng = (double *)mh_malloc(sizeof(double));
   next(fp,s,"Ng(freedom parameter n)");    next(fp,s,"MH_Ng(freedom parameter n)");
   sscanf(s,"%lf",Ng);    sscanf(s,"%lf",MH_Ng);
   
   next(fp,s,"X0g(initial point)");    next(fp,s,"MH_X0g(initial point)");
   sscanf(s,"%lf",&X0g);    sscanf(s,"%lf",&MH_X0g);
   
   Iv = (double *)mymalloc(sizeof(double)*rank);    Iv = (double *)mh_malloc(sizeof(double)*rank);
   for (i=0; i<rank; i++) {    for (i=0; i<rank; i++) {
         next(fp,s,"Iv(initial values)");      next(fp,s,"Iv(initial values)");
         sscanf(s,"%lg",&(Iv[i]));      sscanf(s,"%lg",&(Iv[i]));
   }    }
   
   next(fp,s,"Ef(exponential factor)");    next(fp,s,"Ef(exponential factor)");
   sscanf(s,"%lg",&Ef);    sscanf(s,"%lg",&Ef);
   
   next(fp,s,"Hg (step size of rk)");    next(fp,s,"MH_Hg (step size of rk)");
   sscanf(s,"%lg",&Hg);    sscanf(s,"%lg",&MH_Hg);
   
   next(fp,s,"Dp (data sampling period)");    next(fp,s,"MH_Dp (data sampling period)");
   sscanf(s,"%d",&Dp);    sscanf(s,"%d",&MH_Dp);
   
   next(fp,s,"Xng (the last point, cf. --xmax)");    next(fp,s,"Xng (the last point, cf. --xmax)");
   sscanf(s,"%lf",&Xng);    sscanf(s,"%lf",&Xng);
   fclose(fp);    mh_fclose(fp);
 }  }
   
 showParam() {  int showParam() {
   int rank,i;    int rank,i;
     extern int MH_strategy;
     extern double MH_abserr;
     extern double MH_relerr;
   rank = mypower(2,MH_Mg);    rank = mypower(2,MH_Mg);
   printf("%%MH_Mg=\n%d\n",MH_Mg);    printf("%%MH_Mg=\n%d\n",MH_Mg);
   for (i=0; i<MH_Mg; i++) {    for (i=0; i<MH_Mg; i++) {
         printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);      printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
   }    }
   printf("%%Ng=\n%lf\n",*Ng);    printf("%%MH_Ng=\n%lf\n",*MH_Ng);
   printf("%%X0g=\n%lf\n",X0g);    printf("%%MH_X0g=\n%lf\n",MH_X0g);
   for (i=0; i<rank; i++) {    for (i=0; i<rank; i++) {
         printf("%%Iv[%d]=\n%lg\n",i,Iv[i]);      printf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
   }    }
   printf("%%Ef=\n%lf\n",Ef);    printf("%%Ef=\n%lf\n",Ef);
   printf("%%Hg=\n%lf\n",Hg);    printf("%%MH_Hg=\n%lf\n",MH_Hg);
   printf("%%Dp=\n%d\n",Dp);    printf("%%MH_Dp=\n%d\n",MH_Dp);
   printf("%%Xng=\n%lf\n",Xng);    printf("%%Xng=\n%lf\n",Xng);
     printf("%%strategy=%d\n",MH_strategy);
     printf("%%abserr=%lg, relerr=%lg\n",MH_abserr,MH_relerr);
 }  }
   
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  Added in v.1.18
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