Annotation of OpenXM/src/hgm/mh/src/wmain.c, Revision 1.1
1.1 ! takayama 1: /*
! 2: License: LGPL
! 3: $Id: wmain.c,v 1.16 2011/12/25 00:41:30 taka Exp $
! 4: */
! 5: #include <stdio.h>
! 6: #include <stdlib.h>
! 7: #include <math.h>
! 8: #include <string.h>
! 9: #define SMAX 4096
! 10: #define inci(i) { i++; if (i >= argc) { fprintf(stderr,"Option argument is not given.\n"); return(-1); }}
! 11: extern char *MH_Gfname;
! 12: extern char *MH_Dfname;
! 13:
! 14: /* global variables. They are set in setParam() */
! 15: int MH_RANK;
! 16: int MH_M;
! 17:
! 18: int MH_Mg; /* m */
! 19: double *MH_Beta; /* beta[0], ..., beta[m-1] */
! 20: double *Ng; /* freedom n. c=(m+1)/2+n/2; Note that it is a pointer */
! 21: double X0g; /* initial point */
! 22: double *Iv; /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */
! 23: double Ef; /* exponential factor at beta*x0 */
! 24: extern double Hg; /* step size of rk defined in rk.c */
! 25: int Dp; /* Data sampling period */
! 26: double Xng=0.0; /* the last point */
! 27: int RawName = 0;
! 28: int Testrank=0;
! 29: extern int Verbose;
! 30:
! 31: extern int P95; /* 95 % points */
! 32: int gopen_file(void);
! 33: double rkmain(double x0,double y0[],double xn);
! 34: int setParam(char *fname);
! 35: int showParam(void);
! 36:
! 37: /* #define DEBUG */
! 38: #ifdef DEBUG
! 39: char *MH_Dfname; char *MH_Gfname; double Hg;
! 40: int gopen_file(void) { }
! 41: double rkmain(double x0,double y0[],double xn) { }
! 42: #endif
! 43:
! 44: void *mymalloc(int s) {
! 45: void *p;
! 46: p = (void*)malloc(s);
! 47: if (p == NULL) {
! 48: fprintf(stderr,"No memory.\n"); exit(-1);
! 49: }
! 50: return(p);
! 51: }
! 52: static mypower(int x,int n) {
! 53: int a,i;
! 54: a = 1;
! 55: for (i=0; i<n; i++) a = a*x;
! 56: return(a);
! 57: }
! 58: main(int argc,char *argv[]) {
! 59: double *y0;
! 60: double x0,xn;
! 61: double ef;
! 62: int i,rank;
! 63: setParam(NULL); MH_Gfname = MH_Dfname = NULL; Verbose=1;
! 64: for (i=1; i<argc; i++) {
! 65: if (strcmp(argv[i],"--idata")==0) {
! 66: inci(i);
! 67: setParam(argv[i]); Verbose=0;
! 68: }else if (strcmp(argv[i],"--gnuplotf")==0) {
! 69: inci(i);
! 70: MH_Gfname = (char *)mymalloc(SMAX);
! 71: strncpy(MH_Gfname,argv[i],SMAX-1);
! 72: }else if (strcmp(argv[i],"--dataf")==0) {
! 73: inci(i);
! 74: MH_Dfname = (char *)mymalloc(SMAX);
! 75: strncpy(MH_Dfname,argv[i],SMAX-1);
! 76: }else if (strcmp(argv[i],"--xmax")==0) {
! 77: inci(i);
! 78: sscanf(argv[i],"%lf",&Xng);
! 79: }else if (strcmp(argv[i],"--step")==0) {
! 80: inci(i);
! 81: sscanf(argv[i],"%lg",&Hg);
! 82: }else if (strcmp(argv[i],"--help")==0) {
! 83: usage(); return(0);
! 84: }else if (strcmp(argv[i],"--raw")==0) {
! 85: RawName = 1;
! 86: }else if (strcmp(argv[i],"--test")==0) {
! 87: inci(i);
! 88: sscanf(argv[i],"%d",&Testrank);
! 89: setParamTest();
! 90: }else if (strcmp(argv[i],"--95")==0) {
! 91: P95=1;
! 92: }else if (strcmp(argv[i],"--verbose")==0) {
! 93: Verbose=1;
! 94: }else {
! 95: fprintf(stderr,"Unknown option %s\n",argv[i]);
! 96: usage();
! 97: return(-1);
! 98: }
! 99: }
! 100: if (Verbose) showParam();
! 101: x0 = X0g;
! 102: xn = Xng;
! 103: ef = Ef;
! 104: rank = mypower(2,MH_Mg);
! 105: y0 = (double *) mymalloc(sizeof(double)*rank);
! 106: for (i=0; i<rank; i++) y0[i] = ef*Iv[i];
! 107: gopen_file();
! 108: if (Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }
! 109: rkmain(x0,y0,xn);
! 110: }
! 111:
! 112: usage() {
! 113: fprintf(stderr,"Usages:\n");
! 114: fprintf(stderr,"w-m [--idata input_data_file --gnuplotf gnuplot_file_name\n");
! 115: fprintf(stderr," --dataf output_data_file --raw --xmax xmax --test m --step h]\n");
! 116: fprintf(stderr,"[ --95 --verbose] \n");
! 117: fprintf(stderr,"--raw does not add data parameters to the output_data_file.\n");
! 118: 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");
! 119: fprintf(stderr,"All the eigenvalues of sigma must be simple.\n");
! 120: fprintf(stderr,"Parameters are specified by the input_data_file.\n");
! 121: fprintf(stderr,"The format of the input_data_file.\n");
! 122: 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");
! 123: fprintf(stderr," Ef: a scalar factor to the initial value. It may set to 1.\n");
! 124: fprintf(stderr," Hg: h (step size), X0g: starting value of x, Xng: terminating value of x\n");
! 125: fprintf(stderr," Dp: output data is stored in every Dp steps when output_data_file is specified.\n");
! 126: fprintf(stderr," --95: output the 95% point. --verbose: verbose mode.\n");
! 127: fprintf(stderr," The line started with %% is a comment line.\n");
! 128: fprintf(stderr," An example format of the input_data_file can be obtained by executing w-2 with no option.\n");
! 129: fprintf(stderr,"\nExamples:\n");
! 130: fprintf(stderr,"[1] ./w-2 \n");
! 131: fprintf(stderr,"[2] ./w-2 --xmax 20\n");
! 132: fprintf(stderr,"[3] ./w-6 --test 6\n");
! 133: fprintf(stderr," A test run of w-6.\n");
! 134: fprintf(stderr," The number m and mm must agree for ./w-m --test mm.\n");
! 135: fprintf(stderr,"[4] ./w-5 --idata tmp-inm-m5* --gnuplot tmp-graph\n");
! 136: fprintf(stderr," tmp-inm-m5* is a sample input data distributed with this file.\n");
! 137: fprintf(stderr," tmp-graph-gp.txt is an input file of the gnuplot\n");
! 138: fprintf(stderr," It can be executed with the load command in the gnuplot.\n");
! 139: fprintf(stderr," tmp-graph is the table of x and the values of Pr({y | y<x}).\n");
! 140: }
! 141:
! 142: setParamTest() {
! 143: int rank;
! 144: int i;
! 145: extern int Testrank;
! 146: extern int Verbose;
! 147: Verbose=1;
! 148: MH_M= MH_Mg = Testrank ;
! 149: MH_RANK = rank = mypower(2,MH_Mg);
! 150: MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg);
! 151: for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i;
! 152: Ng = (double *)mymalloc(sizeof(double)); *Ng = 3.0;
! 153: Iv = (double *)mymalloc(sizeof(double)*rank);
! 154: for (i=0; i<rank; i++) Iv[i] = 0;
! 155: Iv[0] = 0.001;
! 156: Ef = 1;
! 157: X0g = 0.3;
! 158: Hg = 0.001;
! 159: Dp = 1;
! 160: Xng = 10.0;
! 161: }
! 162: setParamDefault() {
! 163: int rank;
! 164: MH_M=MH_Mg = 2 ;
! 165: MH_RANK=rank = mypower(2,MH_Mg);
! 166: MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg);
! 167: MH_Beta[0] = 1.0; MH_Beta[1] = 2.0;
! 168: Ng = (double *)mymalloc(sizeof(double)); *Ng = 3.0;
! 169: Iv = (double *)mymalloc(sizeof(double)*rank);
! 170: Iv[0] = 1.58693;
! 171: Iv[1] = 0.811369;
! 172: Iv[2] = 0.846874;
! 173: Iv[3] = 0.413438;
! 174: Ef = 0.01034957388338225707;
! 175: X0g = 0.3;
! 176: Hg = 0.001;
! 177: Dp = 1;
! 178: Xng = 10.0;
! 179: }
! 180:
! 181: next(FILE *fp,char *s,char *msg) {
! 182: s[0] = '%';
! 183: while (s[0] == '%') {
! 184: if (!fgets(s,SMAX,fp)) {
! 185: fprintf(stderr,"Data format error at %s\n",msg);
! 186: exit(-1);
! 187: }
! 188: if (s[0] != '%') return(0);
! 189: }
! 190: }
! 191: setParam(char *fname) {
! 192: int rank;
! 193: char s[SMAX];
! 194: FILE *fp;
! 195: int i;
! 196: if (fname == NULL) return(setParamDefault());
! 197:
! 198: if ((fp=fopen(fname,"r")) == NULL) {
! 199: fprintf(stderr,"File %s is not found.\n",fname);
! 200: exit(-1);
! 201: }
! 202: next(fp,s,"MH_Mg(m)");
! 203: sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;
! 204: MH_RANK=rank = mypower(2,MH_Mg);
! 205:
! 206: MH_Beta = (double *)mymalloc(sizeof(double)*MH_Mg);
! 207: for (i=0; i<MH_Mg; i++) {
! 208: next(fp,s,"MH_Beta");
! 209: sscanf(s,"%lf",&(MH_Beta[i]));
! 210: }
! 211:
! 212: Ng = (double *)mymalloc(sizeof(double));
! 213: next(fp,s,"Ng(freedom parameter n)");
! 214: sscanf(s,"%lf",Ng);
! 215:
! 216: next(fp,s,"X0g(initial point)");
! 217: sscanf(s,"%lf",&X0g);
! 218:
! 219: Iv = (double *)mymalloc(sizeof(double)*rank);
! 220: for (i=0; i<rank; i++) {
! 221: next(fp,s,"Iv(initial values)");
! 222: sscanf(s,"%lg",&(Iv[i]));
! 223: }
! 224:
! 225: next(fp,s,"Ef(exponential factor)");
! 226: sscanf(s,"%lg",&Ef);
! 227:
! 228: next(fp,s,"Hg (step size of rk)");
! 229: sscanf(s,"%lg",&Hg);
! 230:
! 231: next(fp,s,"Dp (data sampling period)");
! 232: sscanf(s,"%d",&Dp);
! 233:
! 234: next(fp,s,"Xng (the last point, cf. --xmax)");
! 235: sscanf(s,"%lf",&Xng);
! 236: fclose(fp);
! 237: }
! 238:
! 239: showParam() {
! 240: int rank,i;
! 241: rank = mypower(2,MH_Mg);
! 242: printf("%%MH_Mg=\n%d\n",MH_Mg);
! 243: for (i=0; i<MH_Mg; i++) {
! 244: printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
! 245: }
! 246: printf("%%Ng=\n%lf\n",*Ng);
! 247: printf("%%X0g=\n%lf\n",X0g);
! 248: for (i=0; i<rank; i++) {
! 249: printf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
! 250: }
! 251: printf("%%Ef=\n%lf\n",Ef);
! 252: printf("%%Hg=\n%lf\n",Hg);
! 253: printf("%%Dp=\n%d\n",Dp);
! 254: printf("%%Xng=\n%lf\n",Xng);
! 255: }
! 256:
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