Annotation of OpenXM/src/hgm/mh/src/wmain.c, Revision 1.10
1.1 takayama 1: /*
1.10 ! takayama 2: $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.9 2013/03/05 05:26:07 takayama Exp $
! 3: License: LGPL
! 4: */
1.1 takayama 5: #include <stdio.h>
6: #include <stdlib.h>
7: #include <math.h>
8: #include <string.h>
1.4 takayama 9: #include "sfile.h"
1.1 takayama 10: #define SMAX 4096
1.4 takayama 11: #define inci(i) { i++; if (i >= argc) { fprintf(stderr,"Option argument is not given.\n"); return(NULL); }}
1.3 takayama 12: int MH_deallocate=0;
13:
1.1 takayama 14: extern char *MH_Gfname;
15: extern char *MH_Dfname;
16:
17: /* global variables. They are set in setParam() */
1.4 takayama 18: int MH_byFile=1;
1.1 takayama 19: int MH_RANK;
20: int MH_M;
21:
22: int MH_Mg; /* m */
23: double *MH_Beta; /* beta[0], ..., beta[m-1] */
1.2 takayama 24: double *MH_Ng; /* freedom n. c=(m+1)/2+n/2; Note that it is a pointer */
25: double MH_X0g; /* initial point */
26: static double *Iv; /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */
27: static double Ef; /* exponential factor at beta*x0 */
28: extern double MH_Hg; /* step size of rk defined in rk.c */
29: int MH_Dp; /* Data sampling period */
30: static double Xng=0.0; /* the last point */
31: int MH_RawName = 0;
32: static int Testrank=0;
33: extern int MH_Verbose;
34:
35: extern int MH_P95; /* 95 % points */
36: int mh_gopen_file(void);
37: static int setParamTest(void);
38: static int setParamDefault(void);
39: static int setParam(char *fname);
40: static int showParam(void);
1.6 takayama 41: static int next(struct SFILE *fp,char *s, char *msg);
1.1 takayama 42:
43: /* #define DEBUG */
44: #ifdef DEBUG
1.2 takayama 45: char *MH_Dfname; char *MH_Gfname; double MH_Hg;
46: int mh_gopen_file(void) { }
1.4 takayama 47: struct MH_RESULT mh_rkmain(double x0,double y0[],double xn) { }
1.1 takayama 48: #endif
49:
1.3 takayama 50: void mh_freeWorkArea(void) {
51: extern int MH_deallocate;
52: MH_deallocate=1; /* switch to deallocation mode. */
53: mh_main(0,NULL);
54: setParam(NULL);
55: mh_rkmain(0.0, NULL, 0.0);
56: mh_rf(0.0, NULL, 0, NULL, 0);
57: MH_deallocate=0; /* switch to the normal mode. */
58: }
1.8 takayama 59: static int mypower(int x,int n) {
1.1 takayama 60: int a,i;
61: a = 1;
62: for (i=0; i<n; i++) a = a*x;
63: return(a);
64: }
1.9 takayama 65: #ifdef STANDALONE2
1.1 takayama 66: main(int argc,char *argv[]) {
1.6 takayama 67: mh_exit(MH_RESET_EXIT); /* standalone mode */
1.10 ! takayama 68: /* mh_main(argc,argv);
! 69: mh_freeWorkArea(); */
1.3 takayama 70: mh_main(argc,argv);
1.2 takayama 71: }
72: #endif
1.4 takayama 73: struct MH_RESULT *mh_main(int argc,char *argv[]) {
1.3 takayama 74: static double *y0;
1.1 takayama 75: double x0,xn;
76: double ef;
77: int i,rank;
1.4 takayama 78: struct MH_RESULT *rp=NULL;
1.3 takayama 79: extern int MH_deallocate;
1.4 takayama 80: extern int MH_byFile;
81: MH_byFile=1;
82: if (MH_deallocate) { if (y0) mh_free(y0); return(rp); }
1.2 takayama 83: setParam(NULL); MH_Gfname = MH_Dfname = NULL; MH_Verbose=1;
1.1 takayama 84: for (i=1; i<argc; i++) {
1.10 ! takayama 85: if (strcmp(argv[i],"--idata")==0) {
1.1 takayama 86: inci(i);
1.10 ! takayama 87: setParam(argv[i]); MH_Verbose=0;
! 88: }else if (strcmp(argv[i],"--gnuplotf")==0) {
1.1 takayama 89: inci(i);
1.10 ! takayama 90: MH_Gfname = (char *)mh_malloc(SMAX);
! 91: strcpy(MH_Gfname,argv[i]);
! 92: }else if (strcmp(argv[i],"--dataf")==0) {
! 93: inci(i);
! 94: MH_Dfname = (char *)mh_malloc(SMAX);
! 95: strcpy(MH_Dfname,argv[i]);
! 96: }else if (strcmp(argv[i],"--xmax")==0) {
! 97: inci(i);
! 98: sscanf(argv[i],"%lf",&Xng);
! 99: }else if (strcmp(argv[i],"--step")==0) {
! 100: inci(i);
! 101: sscanf(argv[i],"%lg",&MH_Hg);
! 102: }else if (strcmp(argv[i],"--help")==0) {
! 103: mh_usage(); return(rp);
! 104: }else if (strcmp(argv[i],"--raw")==0) {
! 105: MH_RawName = 1;
! 106: }else if (strcmp(argv[i],"--test")==0) {
! 107: inci(i);
! 108: sscanf(argv[i],"%d",&Testrank);
! 109: setParamTest();
! 110: }else if (strcmp(argv[i],"--95")==0) {
! 111: MH_P95=1;
! 112: }else if (strcmp(argv[i],"--verbose")==0) {
! 113: MH_Verbose=1;
! 114: }else if (strcmp(argv[i],"--bystring")==0) {
! 115: MH_byFile = 0;
! 116: }else {
! 117: fprintf(stderr,"Unknown option %s\n",argv[i]);
! 118: mh_usage();
! 119: return(rp);
! 120: }
1.1 takayama 121: }
1.2 takayama 122: if (MH_Verbose) showParam();
123: x0 = MH_X0g;
1.1 takayama 124: xn = Xng;
125: ef = Ef;
126: rank = mypower(2,MH_Mg);
1.2 takayama 127: y0 = (double *) mh_malloc(sizeof(double)*rank);
1.1 takayama 128: for (i=0; i<rank; i++) y0[i] = ef*Iv[i];
1.2 takayama 129: mh_gopen_file();
130: if (MH_Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }
1.4 takayama 131: rp = (struct MH_RESULT*) mh_malloc(sizeof(struct MH_RESULT));
132: *rp=mh_rkmain(x0,y0,xn);
133: return(rp);
1.1 takayama 134: }
135:
1.8 takayama 136: int mh_usage() {
1.1 takayama 137: fprintf(stderr,"Usages:\n");
138: fprintf(stderr,"w-m [--idata input_data_file --gnuplotf gnuplot_file_name\n");
139: fprintf(stderr," --dataf output_data_file --raw --xmax xmax --test m --step h]\n");
140: fprintf(stderr,"[ --95 --verbose] \n");
141: fprintf(stderr,"--raw does not add data parameters to the output_data_file.\n");
142: 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");
143: fprintf(stderr,"All the eigenvalues of sigma must be simple.\n");
144: fprintf(stderr,"Parameters are specified by the input_data_file.\n");
145: fprintf(stderr,"The format of the input_data_file.\n");
1.2 takayama 146: 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");
1.1 takayama 147: fprintf(stderr," Ef: a scalar factor to the initial value. It may set to 1.\n");
1.2 takayama 148: fprintf(stderr," MH_Hg: h (step size), MH_X0g: starting value of x, Xng: terminating value of x\n");
149: fprintf(stderr," MH_Dp: output data is stored in every MH_Dp steps when output_data_file is specified.\n");
1.7 takayama 150: fprintf(stderr," --95: output the 95%% point. --verbose: verbose mode.\n");
1.1 takayama 151: fprintf(stderr," The line started with %% is a comment line.\n");
152: fprintf(stderr," An example format of the input_data_file can be obtained by executing w-2 with no option.\n");
153: fprintf(stderr,"\nExamples:\n");
154: fprintf(stderr,"[1] ./w-2 \n");
155: fprintf(stderr,"[2] ./w-2 --xmax 20\n");
156: fprintf(stderr,"[3] ./w-6 --test 6\n");
157: fprintf(stderr," A test run of w-6.\n");
158: fprintf(stderr," The number m and mm must agree for ./w-m --test mm.\n");
159: fprintf(stderr,"[4] ./w-5 --idata tmp-inm-m5* --gnuplot tmp-graph\n");
160: fprintf(stderr," tmp-inm-m5* is a sample input data distributed with this file.\n");
161: fprintf(stderr," tmp-graph-gp.txt is an input file of the gnuplot\n");
162: fprintf(stderr," It can be executed with the load command in the gnuplot.\n");
163: fprintf(stderr," tmp-graph is the table of x and the values of Pr({y | y<x}).\n");
164: }
165:
1.8 takayama 166: static int setParamTest() {
1.1 takayama 167: int rank;
168: int i;
169: extern int Testrank;
1.2 takayama 170: extern int MH_Verbose;
171: MH_Verbose=1;
1.1 takayama 172: MH_M= MH_Mg = Testrank ;
173: MH_RANK = rank = mypower(2,MH_Mg);
1.2 takayama 174: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 175: for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i;
1.2 takayama 176: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
177: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 178: for (i=0; i<rank; i++) Iv[i] = 0;
179: Iv[0] = 0.001;
180: Ef = 1;
1.2 takayama 181: MH_X0g = 0.3;
182: MH_Hg = 0.001;
183: MH_Dp = 1;
1.1 takayama 184: Xng = 10.0;
185: }
1.8 takayama 186: static int setParamDefault() {
1.1 takayama 187: int rank;
188: MH_M=MH_Mg = 2 ;
189: MH_RANK=rank = mypower(2,MH_Mg);
1.2 takayama 190: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 191: MH_Beta[0] = 1.0; MH_Beta[1] = 2.0;
1.2 takayama 192: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
193: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 194: Iv[0] = 1.58693;
195: Iv[1] = 0.811369;
196: Iv[2] = 0.846874;
197: Iv[3] = 0.413438;
198: Ef = 0.01034957388338225707;
1.2 takayama 199: MH_X0g = 0.3;
200: MH_Hg = 0.001;
201: MH_Dp = 1;
1.1 takayama 202: Xng = 10.0;
203: }
204:
1.8 takayama 205: static int next(struct SFILE *sfp,char *s,char *msg) {
1.1 takayama 206: s[0] = '%';
207: while (s[0] == '%') {
1.10 ! takayama 208: if (!mh_fgets(s,SMAX,sfp)) {
! 209: fprintf(stderr,"Data format error at %s\n",msg);
! 210: mh_exit(-1);
! 211: }
! 212: if (s[0] != '%') return(0);
1.1 takayama 213: }
214: }
1.8 takayama 215: static int setParam(char *fname) {
1.1 takayama 216: int rank;
217: char s[SMAX];
1.4 takayama 218: struct SFILE *fp;
1.1 takayama 219: int i;
1.3 takayama 220: extern int MH_deallocate;
1.4 takayama 221: extern int MH_byFile;
1.3 takayama 222: if (MH_deallocate) {
1.10 ! takayama 223: if (MH_Beta) mh_free(MH_Beta);
! 224: if (MH_Ng) mh_free(MH_Ng);
! 225: if (Iv) mh_free(Iv);
! 226: return(0);
1.3 takayama 227: }
1.1 takayama 228: if (fname == NULL) return(setParamDefault());
229:
1.4 takayama 230: if ((fp=mh_fopen(fname,"r",MH_byFile)) == NULL) {
1.10 ! takayama 231: fprintf(stderr,"File %s is not found.\n",fname);
! 232: mh_exit(-1);
1.1 takayama 233: }
234: next(fp,s,"MH_Mg(m)");
235: sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;
236: MH_RANK=rank = mypower(2,MH_Mg);
237:
1.2 takayama 238: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 239: for (i=0; i<MH_Mg; i++) {
240: next(fp,s,"MH_Beta");
1.10 ! takayama 241: sscanf(s,"%lf",&(MH_Beta[i]));
1.1 takayama 242: }
243:
1.2 takayama 244: MH_Ng = (double *)mh_malloc(sizeof(double));
245: next(fp,s,"MH_Ng(freedom parameter n)");
246: sscanf(s,"%lf",MH_Ng);
1.1 takayama 247:
1.2 takayama 248: next(fp,s,"MH_X0g(initial point)");
249: sscanf(s,"%lf",&MH_X0g);
1.1 takayama 250:
1.2 takayama 251: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 252: for (i=0; i<rank; i++) {
1.10 ! takayama 253: next(fp,s,"Iv(initial values)");
! 254: sscanf(s,"%lg",&(Iv[i]));
1.1 takayama 255: }
256:
257: next(fp,s,"Ef(exponential factor)");
258: sscanf(s,"%lg",&Ef);
259:
1.2 takayama 260: next(fp,s,"MH_Hg (step size of rk)");
261: sscanf(s,"%lg",&MH_Hg);
1.1 takayama 262:
1.2 takayama 263: next(fp,s,"MH_Dp (data sampling period)");
264: sscanf(s,"%d",&MH_Dp);
1.1 takayama 265:
266: next(fp,s,"Xng (the last point, cf. --xmax)");
267: sscanf(s,"%lf",&Xng);
1.4 takayama 268: mh_fclose(fp);
1.1 takayama 269: }
270:
1.8 takayama 271: int showParam() {
1.1 takayama 272: int rank,i;
273: rank = mypower(2,MH_Mg);
274: printf("%%MH_Mg=\n%d\n",MH_Mg);
275: for (i=0; i<MH_Mg; i++) {
1.10 ! takayama 276: printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
1.1 takayama 277: }
1.2 takayama 278: printf("%%MH_Ng=\n%lf\n",*MH_Ng);
279: printf("%%MH_X0g=\n%lf\n",MH_X0g);
1.1 takayama 280: for (i=0; i<rank; i++) {
1.10 ! takayama 281: printf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
1.1 takayama 282: }
283: printf("%%Ef=\n%lf\n",Ef);
1.2 takayama 284: printf("%%MH_Hg=\n%lf\n",MH_Hg);
285: printf("%%MH_Dp=\n%d\n",MH_Dp);
1.1 takayama 286: printf("%%Xng=\n%lf\n",Xng);
287: }
288:
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