===================================================================
RCS file: /home/cvs/OpenXM/src/hgm/mh/src/wmain.c,v
retrieving revision 1.11
retrieving revision 1.24
diff -u -p -r1.11 -r1.24
--- OpenXM/src/hgm/mh/src/wmain.c	2013/03/07 05:23:31	1.11
+++ OpenXM/src/hgm/mh/src/wmain.c	2015/04/02 01:11:13	1.24
@@ -1,5 +1,5 @@
 /*
-  $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.10 2013/03/07 03:00:43 takayama Exp $
+  $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.23 2015/03/24 07:49:06 takayama Exp $
   License: LGPL
 */
 #include <stdio.h>
@@ -9,9 +9,13 @@
 #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(NULL); }}
+#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;
 
@@ -31,7 +35,23 @@ 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);
@@ -40,6 +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
@@ -64,15 +85,20 @@ static int mypower(int x,int n) {
   return(a);
 }
 #ifdef STANDALONE2
-main(int argc,char *argv[]) {
+int main(int 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
 struct MH_RESULT *mh_main(int argc,char *argv[]) {
-  static double *y0;
+  static double *y0=NULL;
   double x0,xn;
   double ef;
   int i,rank;
@@ -114,13 +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++; 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]);
+      oxprintfe("Unknown option %s\n",argv[i]);
       mh_usage();
       return(rp);
     }
   }
-  if (MH_Verbose) showParam();
   x0 = MH_X0g;
   xn = Xng;
   ef = Ef;
@@ -128,40 +159,61 @@ 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));
+
+  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);
 }
 
 int 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");
+  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 int setParamTest() {
@@ -182,7 +234,7 @@ static int setParamTest() {
   MH_X0g = 0.3;
   MH_Hg = 0.001;
   MH_Dp = 1;
-  Xng = 10.0;
+  Xng = 10.0; return(0);
 }
 static int setParamDefault() {
   int rank;
@@ -200,24 +252,25 @@ static int setParamDefault() {
   MH_X0g = 0.3;
   MH_Hg = 0.001;
   MH_Dp = 1;
-  Xng = 10.0;
+  Xng = 10.0; return(0);
 }
 
 static int next(struct SFILE *sfp,char *s,char *msg) {
   s[0] = '%';
   while (s[0] == '%') {
     if (!mh_fgets(s,SMAX,sfp)) {
-      fprintf(stderr,"Data format error at %s\n",msg);
+      oxprintfe("Data format error at %s\n",msg);
       mh_exit(-1);
     }
     if (s[0] != '%') return(0);
-  }
+  } return(0);
 }
 static int setParam(char *fname) {
   int rank;
   char s[SMAX];
   struct SFILE *fp;
   int i;
+  struct mh_token tk;
   extern int MH_deallocate;
   extern int MH_byFile;
   if (MH_deallocate) {
@@ -229,7 +282,7 @@ static int setParam(char *fname) {
   if (fname == NULL) return(setParamDefault());
 
   if ((fp=mh_fopen(fname,"r",MH_byFile)) == NULL) {
-    fprintf(stderr,"File %s is not found.\n",fname);
+    oxprintfe("File %s is not found.\n",fname);
     mh_exit(-1);
   }
   next(fp,s,"MH_Mg(m)");
@@ -266,24 +319,94 @@ static int setParam(char *fname) {
 
   next(fp,s,"Xng (the last point, cf. --xmax)");
   sscanf(s,"%lf",&Xng);
-  mh_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);
 }
 
-int 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);
 }
 
+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;
+}