===================================================================
RCS file: /home/cvs/OpenXM/src/hgm/mh/src/wmain.c,v
retrieving revision 1.19
retrieving revision 1.20
diff -u -p -r1.19 -r1.20
--- OpenXM/src/hgm/mh/src/wmain.c	2014/03/14 05:58:16	1.19
+++ OpenXM/src/hgm/mh/src/wmain.c	2014/03/15 00:43:47	1.20
@@ -1,5 +1,5 @@
 /*
-  $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.18 2014/03/14 02:21:40 takayama Exp $
+  $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.19 2014/03/14 05:58:16 takayama Exp $
   License: LGPL
 */
 #include <stdio.h>
@@ -12,6 +12,10 @@
 #define inci(i) { i++; if (i >= argc) { fprintf(stderr,"Option argument is not given.\n"); return(NULL); }}
 int MH_deallocate=0;
 
+/*
+  changelog
+  2014.03.15  --strategy 1 is default. A new parser in setParam()
+ */
 extern char *MH_Gfname;
 extern char *MH_Dfname;
 
@@ -31,9 +35,24 @@ int MH_Dp;      /* Data sampling period */
 static double Xng=0.0;   /* the last point */
 int MH_RawName = 0;
 static int Testrank=0;
+/* If MH_success is set to 1, then strategy, MH_abserr, MH_relerr seem to
+  be properly set.
+*/
+int MH_success=0;
+/*
+  Estimation of the maximal coeff of A in y'=Ay.
+  This might be too rough estimate.
+ */
+double MH_coeff_max;
+/*
+  Estimation of h by MH_coeff_max;
+ */
+double MH_estimated_start_step;
 extern int MH_Verbose;
+extern int MH_strategy;
+extern double MH_abserr;
+extern double MH_relerr;
 
-
 extern int MH_P95;  /* 95 % points */
 int mh_gopen_file(void);
 static int setParamTest(void);
@@ -41,6 +60,7 @@ static int setParamDefault(void);
 static int setParam(char *fname);
 static int showParam(void);
 static int next(struct SFILE *fp,char *s, char *msg);
+static double estimateHg(int m, double beta[],double x0);
 
 /* #define DEBUG */
 #ifdef DEBUG
@@ -69,16 +89,6 @@ main(int argc,char *argv[]) {
   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(); */
@@ -130,19 +140,18 @@ struct MH_RESULT *mh_main(int argc,char *argv[]) {
       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 if (strcmp(argv[i],"--strategy")==0) {
+      i++; sscanf(argv[i],"%d",&MH_strategy);
+    }else if (strcmp(argv[i],"--abserr")==0) {
+      i++; sscanf(argv[i],"%lg",&MH_abserr);
+    }else if (strcmp(argv[i],"--relerr")==0) {
+      i++; sscanf(argv[i],"%lg",&MH_relerr);
     }else {
       fprintf(stderr,"Unknown option %s\n",argv[i]);
       mh_usage();
       return(rp);
     }
   }
-  if (MH_Verbose) showParam();
   x0 = MH_X0g;
   xn = Xng;
   ef = Ef;
@@ -150,13 +159,22 @@ struct MH_RESULT *mh_main(int argc,char *argv[]) {
   y0 = (double *) mh_malloc(sizeof(double)*rank);
   for (i=0; i<rank; i++) y0[i] = ef*Iv[i];
   mh_gopen_file();
-  if (MH_Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }
   rp = (struct MH_RESULT*) mh_malloc(sizeof(struct MH_RESULT));
-  rp->message = NULL;
-  rp->t_success = 0;
-  rp->series_error = 1.0e+10;
-  rp->recommended_abserr = 1.0e-10;
 
+  if (MH_strategy) {
+    if (MH_abserr > SIGDIGIT_DEFAULT*myabs(y0[0])) {
+      MH_success = 0;
+      fprintf(stderr,"%%%%Warning, abserr seems not to be small enough, abserr=%lg, y[0]=%lg\n",MH_abserr,y0[0]);
+    }else{
+      MH_success = 1;
+    }
+  }else{
+    MH_success = 0;
+  }
+  MH_estimated_start_step = estimateHg(MH_Mg,MH_Beta,MH_X0g);
+  if (MH_Verbose) showParam();
+  if (MH_Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }
+
   *rp=mh_rkmain(x0,y0,xn);
   return(rp);
 }
@@ -168,10 +186,12 @@ int mh_usage() {
   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,"strategy default = %d\n",MH_strategy);
   fprintf(stderr,"--raw does not add data parameters to the output_data_file.\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,"Parameters are specified by the input_data_file.\n");
+  fprintf(stderr,"Parameters are redefined when they appear more than once in the idata file and the command line options.\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), 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");
@@ -189,7 +209,7 @@ int mh_usage() {
   fprintf(stderr,"[3] ./hgm_w-n --test 6\n");
   fprintf(stderr,"   A test run in Mg=6.\n");
   fprintf(stderr,"[4] ./hgm_jack-n --idata Testdata/tmp-idata3.txt --degree 15 >t.txt\n");
-  fprintf(stderr,"    ./hgm_w-n --idata t.txt --gnuplotf test-g\n");
+  fprintf(stderr,"    ./hgm_w-n --idata t.txt --gnuplotf test-g --verbose\n");
   fprintf(stderr,"    gnuplot -persist <test-g-gp.txt\n");
   fprintf(stderr,"  tmp-idata3.txt is a sample input data distributed with this file.\n");
   fprintf(stderr,"  test-g-gp.txt is an input file of the gnuplot\n");
@@ -250,6 +270,7 @@ static int setParam(char *fname) {
   char s[SMAX];
   struct SFILE *fp;
   int i;
+  struct mh_token tk;
   extern int MH_deallocate;
   extern int MH_byFile;
   if (MH_deallocate) {
@@ -298,10 +319,50 @@ static int setParam(char *fname) {
 
   next(fp,s,"Xng (the last point, cf. --xmax)");
   sscanf(s,"%lf",&Xng);
+
+  /* Reading the optional parameters */
+  while ((tk = mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_EOF) {
+    /* expect ID */
+    if (tk.type != MH_TOKEN_ID) {
+      fprintf(stderr,"Syntax error at %s\n",s); mh_exit(-1);
+    }
+    if ((strcmp(s,"abserr")==0) || (strcmp(s,"abserror")==0)) {
+      if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
+        fprintf(stderr,"Syntax error at %s\n",s); mh_exit(-1);
+      }
+      if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_DOUBLE) {
+        fprintf(stderr,"Syntax error at %s\n",s); mh_exit(-1);
+      }
+      MH_abserr = tk.dval;
+      continue;
+    }
+    if ((strcmp(s,"relerr")==0) || (strcmp(s,"relerror")==0)) {
+      if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
+        fprintf(stderr,"Syntax error at %s\n",s); mh_exit(-1);
+      }
+      if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_DOUBLE) {
+        fprintf(stderr,"Syntax error at %s\n",s); mh_exit(-1);
+      }
+      MH_relerr = tk.dval;
+      continue;
+    }
+    if (strcmp(s,"strategy")==0) {
+      if (mh_getoken(s,SMAX-1,fp).type != MH_TOKEN_EQ) {
+        fprintf(stderr,"Syntax error at %s\n",s); mh_exit(-1);
+      }
+      if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_INT) {
+        fprintf(stderr,"Syntax error at %s\n",s); mh_exit(-1);
+      }
+      MH_strategy = tk.ival;
+      continue;
+    }
+    fprintf(stderr,"Unknown ID at %s\n",s); mh_exit(-1);
+  }
+
   mh_fclose(fp);
 }
 
-int showParam() {
+static int showParam() {
   int rank,i;
   extern int MH_strategy;
   extern double MH_abserr;
@@ -321,6 +382,31 @@ int showParam() {
   printf("%%MH_Dp=\n%d\n",MH_Dp);
   printf("%%Xng=\n%lf\n",Xng);
   printf("%%strategy=%d\n",MH_strategy);
-  printf("%%abserr=%lg, relerr=%lg\n",MH_abserr,MH_relerr);
+  printf("%%abserr=%lg, %%relerr=%lg\n",MH_abserr,MH_relerr);
+  printf("#MH_success=%d\n",MH_success);
+  printf("#MH_coeff_max=%lg\n",MH_coeff_max);
+  printf("#MH_estimated_start_step=%lg\n",MH_estimated_start_step);
 }
 
+static double estimateHg(int m, double beta[],double x0) {
+  int i,j;
+  double dmin;
+  double cmax;
+  double h;
+  /* mynote on 2014.03.15 */
+  if (m>1) dmin = myabs(beta[1]-beta[0]);
+  else dmin=myabs(beta[0]);
+  for (i=0; i<m; i++) {
+    for (j=i+1; j<m; j++) {
+      if (myabs(beta[i]-beta[j]) < dmin) dmin = myabs(beta[i]-beta[j]);
+    }
+  }
+  dmin = dmin*x0*2;
+  cmax = 1.0;
+  for (i=0; i<m; i++) cmax = cmax*dmin;
+  cmax = 1.0/cmax;
+  MH_coeff_max=cmax;
+  h = exp(log(MH_abserr/cmax)/5.0);
+  MH_estimated_start_step = h;
+  return h;
+}