===================================================================
RCS file: /home/cvs/OpenXM/src/hgm/mh/src/wmain.c,v
retrieving revision 1.2
retrieving revision 1.23
diff -u -p -r1.2 -r1.23
--- OpenXM/src/hgm/mh/src/wmain.c	2013/02/19 08:03:14	1.2
+++ OpenXM/src/hgm/mh/src/wmain.c	2015/03/24 07:49:06	1.23
@@ -1,17 +1,26 @@
 /*
-$OpenXM$
-License: LGPL
- */
+  $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.22 2015/03/24 05:59:43 takayama Exp $
+  License: LGPL
+*/
 #include <stdio.h>
 #include <stdlib.h>
 #include <math.h>
 #include <string.h>
+#include "sfile.h"
+#include "mh.h"
 #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) { oxprintfe("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;
 
 /* global variables. They are set in setParam() */
+int MH_byFile=1;
 int MH_RANK;
 int MH_M;
 
@@ -26,89 +35,123 @@ 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);
-double mh_rkmain(double x0,double y0[],double xn);
 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);
+static double estimateHg(int m, double beta[],double x0);
 
 /* #define DEBUG */
 #ifdef DEBUG
 char *MH_Dfname; char *MH_Gfname; double MH_Hg;
 int mh_gopen_file(void) { }
-double mh_rkmain(double x0,double y0[],double xn) { }
+struct MH_RESULT mh_rkmain(double x0,double y0[],double xn) { }
 #endif
 
-void *mh_malloc(int s) {
-  void *p;
-  p = (void*)malloc(s);
-  if (p == NULL) {
-	fprintf(stderr,"No memory.\n"); mh_exit(-1);
-  }
-  return(p);
+void mh_freeWorkArea(void) {
+  extern int MH_deallocate;
+  MH_deallocate=1; /* switch to deallocation mode. */
+  mh_main(0,NULL); 
+  setParam(NULL);  
+  mh_rkmain(0.0, NULL, 0.0);
+  mh_rf(0.0, NULL, 0, NULL, 0);
+  MH_deallocate=0; /* switch to the normal mode. */
 }
-mh_free(void *p) {
-  free(p);
-  return(0);
-}
-static mypower(int x,int n) {
+static int mypower(int x,int n) {
   int a,i;
   a = 1;
   for (i=0; i<n; i++) a = a*x;
   return(a);
 }
-#ifdef STANDALONE
+#ifdef STANDALONE2
 main(int argc,char *argv[]) {
-  return mh_main(argc,char *argv[]);
+  int strategy=STRATEGY_DEFAULT;
+  double err[2]={-1.0,-1.0};
+  int i;
+  mh_exit(MH_RESET_EXIT); /* standalone mode */
+  /*  mh_main(argc,argv);
+      mh_freeWorkArea(); */
+  mh_main(argc,argv);
+  /* showParam(); */
+  return(0);
 }
 #endif
-mh_main(int argc,char *argv[]) {
-  double *y0;
+struct MH_RESULT *mh_main(int argc,char *argv[]) {
+  static double *y0=NULL;
   double x0,xn;
   double ef;
   int i,rank;
+  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++) {
-	if (strcmp(argv[i],"--idata")==0) {
-	  inci(i);
-	  setParam(argv[i]); MH_Verbose=0;
-	}else if (strcmp(argv[i],"--gnuplotf")==0) {
-	  inci(i);
-	  MH_Gfname = (char *)mh_malloc(SMAX);
-	  strncpy(MH_Gfname,argv[i],SMAX-1);
-	}else if (strcmp(argv[i],"--dataf")==0) {
-	  inci(i);
-	  MH_Dfname = (char *)mh_malloc(SMAX);
-	  strncpy(MH_Dfname,argv[i],SMAX-1);
-	}else if (strcmp(argv[i],"--xmax")==0) {
+    if (strcmp(argv[i],"--idata")==0) {
       inci(i);
-	  sscanf(argv[i],"%lf",&Xng);
-	}else if (strcmp(argv[i],"--step")==0) {
+      setParam(argv[i]); MH_Verbose=0;
+    }else if (strcmp(argv[i],"--gnuplotf")==0) {
       inci(i);
-	  sscanf(argv[i],"%lg",&MH_Hg);
-	}else if (strcmp(argv[i],"--help")==0) {
-	  mh_usage(); return(0);
-	}else if (strcmp(argv[i],"--raw")==0) {
-	  MH_RawName = 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 {
-	  fprintf(stderr,"Unknown option %s\n",argv[i]);
-	  mh_usage();
-	  return(-1);
-	}
+      MH_Gfname = (char *)mh_malloc(SMAX);
+      strcpy(MH_Gfname,argv[i]);
+    }else if (strcmp(argv[i],"--dataf")==0) {
+      inci(i);
+      MH_Dfname = (char *)mh_malloc(SMAX);
+      strcpy(MH_Dfname,argv[i]);
+    }else if (strcmp(argv[i],"--xmax")==0) {
+      inci(i);
+      sscanf(argv[i],"%lf",&Xng);
+    }else if (strcmp(argv[i],"--step")==0) {
+      inci(i);
+      sscanf(argv[i],"%lg",&MH_Hg);
+    }else if (strcmp(argv[i],"--help")==0) {
+      mh_usage(); return(rp);
+    }else if (strcmp(argv[i],"--raw")==0) {
+      MH_RawName = 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++; 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 {
+      oxprintfe("Unknown option %s\n",argv[i]);
+      mh_usage();
+      return(rp);
+    }
   }
-  if (MH_Verbose) showParam();
   x0 = MH_X0g;
   xn = Xng;
   ef = Ef;
@@ -116,41 +159,64 @@ 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]); }
-  mh_rkmain(x0,y0,xn);
+  rp = (struct MH_RESULT*) mh_malloc(sizeof(struct MH_RESULT));
+
+  if (MH_strategy) {
+    if (MH_abserr > SIGDIGIT_DEFAULT*myabs(y0[0])) {
+      MH_success = 0;
+      oxprintfe("%%%%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++) oxprintf("%lf\n",y0[i]); }
+
+  *rp=mh_rkmain(x0,y0,xn);
+  return(rp);
 }
 
-mh_usage() {
-  fprintf(stderr,"Usages:\n");
-  fprintf(stderr,"w-m [--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,"[ --95 --verbose] \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,"All the eigenvalues of sigma must be simple.\n");
-  fprintf(stderr,"Parameters are specified by the input_data_file.\n");
-  fprintf(stderr,"The format of the input_data_file.\n");
-  fprintf(stderr," MH_Mg: m, MH_Beta: beta=sigma^(-1)/2 (diagonized), MH_Ng: n, 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," MH_Hg: h (step size), MH_X0g: starting value of x, Xng: terminating value of x\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," 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,"\nExamples:\n");
-  fprintf(stderr,"[1] ./w-2 \n");
-  fprintf(stderr,"[2] ./w-2 --xmax 20\n");
-  fprintf(stderr,"[3] ./w-6 --test 6\n");
-  fprintf(stderr,"   A test run of w-6.\n");
-  fprintf(stderr,"   The number m and mm must agree for  ./w-m --test mm.\n");
-  fprintf(stderr,"[4] ./w-5 --idata tmp-inm-m5* --gnuplot tmp-graph\n");
-  fprintf(stderr,"  tmp-inm-m5* is a sample input data distributed with this file.\n");
-  fprintf(stderr,"  tmp-graph-gp.txt is an input file of the gnuplot\n");
-  fprintf(stderr,"  It can be executed with the load command in the gnuplot.\n");
-  fprintf(stderr,"  tmp-graph is the table of x and the values of Pr({y | y<x}).\n");
+int mh_usage() {
+  oxprintfe("Usages:\n");
+  oxprintfe("hgm_w-n [--idata input_data_file --gnuplotf gnuplot_file_name\n");
+  oxprintfe(" --dataf output_data_file --raw --xmax xmax --test m --step h]\n");
+  oxprintfe("[ --95 --verbose] \n");
+  oxprintfe("[ --strategy s --abserr ae --relerr re] \n");
+  oxprintfe("s:0 rk, s:1 adaptive, s:2 adaptive&multiply, see rk.c for the default value of ae and re.\n");
+  oxprintfe("strategy default = %d\n",MH_strategy);
+  oxprintfe("--raw does not add data parameters to the output_data_file.\n");
+  oxprintfe("\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");
+  oxprintfe("All the eigenvalues of sigma must be simple.\n");
+  oxprintfe("Parameters are specified by the input_data_file.\n");
+  oxprintfe("Parameters are redefined when they appear more than once in the idata file and the command line options.\n");
+  oxprintfe("The format of the input_data_file, which should be generated by the command hgm_jack-n.\n");
+  oxprintfe(" MH_Mg: m, MH_Beta: beta=sigma^(-1)/2 (diagonized), MH_Ng: n, MH_X0g: starting value of x,\n");
+  oxprintfe(" Iv: initial values at MH_X0g*MH_Beta (see our paper how to order them), \n");
+  oxprintfe(" Ef: a scalar factor to the initial value. It may set to 1.\n");
+  oxprintfe(" MH_Hg: h (step size),\n");
+  oxprintfe(" MH_Dp: output data is stored in every MH_Dp steps when output_data_file is specified.\n");
+  oxprintfe(" Xng: terminating value of x.\n\n");
+  oxprintfe("--95: output the 95%% point. --verbose: verbose mode.\n");
+  oxprintfe("The line started with %%%% or # is a comment line.\n");
+  oxprintfe("An example format of the input_data_file can be obtained by executing hgm_jack-n with no option.\n");
+  oxprintfe("When --idata option is used, this command is quiet. Use --verbose option if you want to see some messages.\n");
+  oxprintfe("\nExamples:\n");
+  oxprintfe("[1] ./hgm_w-n \n");
+  oxprintfe("[2] ./hgm_w-n --xmax 20\n");
+  oxprintfe("[3] ./hgm_w-n --test 6\n");
+  oxprintfe("   A test run in Mg=6.\n");
+  oxprintfe("[4] ./hgm_jack-n --idata Testdata/tmp-idata3.txt >t.txt\n");
+  oxprintfe("    ./hgm_w-n --idata t.txt --gnuplotf test-g --verbose\n");
+  oxprintfe("    gnuplot -persist <test-g-gp.txt\n");
+  oxprintfe("  tmp-idata3.txt is a sample input data distributed with this file.\n");
+  oxprintfe("  test-g-gp.txt is an input file of the gnuplot\n");
+  oxprintfe("  test-g is the table of x and the values of Pr({y | y<x}).\n"); return(0);
 }
 
-static setParamTest() {
+static int setParamTest() {
   int rank;
   int i;
   extern int Testrank;
@@ -168,9 +234,9 @@ static setParamTest() {
   MH_X0g = 0.3;
   MH_Hg = 0.001;
   MH_Dp = 1;
-  Xng = 10.0;
+  Xng = 10.0; return(0);
 }
-static setParamDefault() {
+static int setParamDefault() {
   int rank;
   MH_M=MH_Mg = 2 ;
   MH_RANK=rank = mypower(2,MH_Mg);
@@ -186,29 +252,38 @@ static setParamDefault() {
   MH_X0g = 0.3;
   MH_Hg = 0.001;
   MH_Dp = 1;
-  Xng = 10.0;
+  Xng = 10.0; return(0);
 }
 
-next(FILE *fp,char *s,char *msg) {
+static int next(struct SFILE *sfp,char *s,char *msg) {
   s[0] = '%';
   while (s[0] == '%') {
-	if (!fgets(s,SMAX,fp)) {
-	  fprintf(stderr,"Data format error at %s\n",msg);
-	  mh_exit(-1);
-	}
-	if (s[0] != '%') return(0);
-  }
+    if (!mh_fgets(s,SMAX,sfp)) {
+      oxprintfe("Data format error at %s\n",msg);
+      mh_exit(-1);
+    }
+    if (s[0] != '%') return(0);
+  } return(0);
 }
-static setParam(char *fname) {
+static int setParam(char *fname) {
   int rank;
   char s[SMAX];
-  FILE *fp;
+  struct SFILE *fp;
   int i;
+  struct mh_token tk;
+  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 ((fp=fopen(fname,"r")) == NULL) {
-	fprintf(stderr,"File %s is not found.\n",fname);
-	mh_exit(-1);
+  if ((fp=mh_fopen(fname,"r",MH_byFile)) == NULL) {
+    oxprintfe("File %s is not found.\n",fname);
+    mh_exit(-1);
   }
   next(fp,s,"MH_Mg(m)");
   sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;
@@ -217,7 +292,7 @@ static setParam(char *fname) {
   MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
   for (i=0; i<MH_Mg; i++) {
     next(fp,s,"MH_Beta");
-	sscanf(s,"%lf",&(MH_Beta[i]));
+    sscanf(s,"%lf",&(MH_Beta[i]));
   }
 
   MH_Ng = (double *)mh_malloc(sizeof(double));
@@ -229,8 +304,8 @@ static setParam(char *fname) {
   
   Iv = (double *)mh_malloc(sizeof(double)*rank);
   for (i=0; i<rank; i++) {
-	next(fp,s,"Iv(initial values)");
-	sscanf(s,"%lg",&(Iv[i]));
+    next(fp,s,"Iv(initial values)");
+    sscanf(s,"%lg",&(Iv[i]));
   }
 
   next(fp,s,"Ef(exponential factor)");
@@ -244,31 +319,94 @@ static setParam(char *fname) {
 
   next(fp,s,"Xng (the last point, cf. --xmax)");
   sscanf(s,"%lf",&Xng);
-  fclose(fp);
+
+  /* Reading the optional parameters */
+  while ((tk = mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_EOF) {
+    /* expect ID */
+    if (tk.type != MH_TOKEN_ID) {
+      oxprintfe("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) {
+        oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
+      }
+      if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_DOUBLE) {
+        oxprintfe("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) {
+        oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
+      }
+      if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_DOUBLE) {
+        oxprintfe("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) {
+        oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
+      }
+      if ((tk=mh_getoken(s,SMAX-1,fp)).type != MH_TOKEN_INT) {
+        oxprintfe("Syntax error at %s\n",s); mh_exit(-1);
+      }
+      MH_strategy = tk.ival;
+      continue;
+    }
+    oxprintfe("Unknown ID at %s\n",s); mh_exit(-1);
+  }
+
+  mh_fclose(fp); return(0);
 }
 
-showParam() {
+static int showParam() {
   int rank,i;
+  extern int MH_strategy;
+  extern double MH_abserr;
+  extern double MH_relerr;
   rank = mypower(2,MH_Mg);
-  printf("%%MH_Mg=\n%d\n",MH_Mg);
+  oxprintf("%%MH_Mg=\n%d\n",MH_Mg);
   for (i=0; i<MH_Mg; i++) {
-	printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
+    oxprintf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
   }
-  printf("%%MH_Ng=\n%lf\n",*MH_Ng);
-  printf("%%MH_X0g=\n%lf\n",MH_X0g);
+  oxprintf("%%MH_Ng=\n%lf\n",*MH_Ng);
+  oxprintf("%%MH_X0g=\n%lf\n",MH_X0g);
   for (i=0; i<rank; i++) {
-	printf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
+    oxprintf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
   }
-  printf("%%Ef=\n%lf\n",Ef);
-  printf("%%MH_Hg=\n%lf\n",MH_Hg);
-  printf("%%MH_Dp=\n%d\n",MH_Dp);
-  printf("%%Xng=\n%lf\n",Xng);
+  oxprintf("%%Ef=\n%lf\n",Ef);
+  oxprintf("%%MH_Hg=\n%lf\n",MH_Hg);
+  oxprintf("%%MH_Dp=\n%d\n",MH_Dp);
+  oxprintf("%%Xng=\n%lf\n",Xng);
+  oxprintf("%%strategy=%d\n",MH_strategy);
+  oxprintf("%%abserr=%lg, %%relerr=%lg\n",MH_abserr,MH_relerr);
+  oxprintf("#MH_success=%d\n",MH_success);
+  oxprintf("#MH_coeff_max=%lg\n",MH_coeff_max);
+  oxprintf("#MH_estimated_start_step=%lg\n",MH_estimated_start_step); return(0);
 }
 
-mh_exit(int n) {
-#ifdef STANDALONE
-  exit(n);
-#else
-  fprintf(stderr,"Fatal error mh_exit(%d) in mh-w-n.\n",n);
-#endif  
+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;
 }