Annotation of OpenXM/src/hgm/mh/src/wmain.c, Revision 1.19
1.1 takayama 1: /*
1.19 ! takayama 2: $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.18 2014/03/14 02:21:40 takayama Exp $
1.10 takayama 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"
1.11 takayama 10: #include "mh.h"
1.1 takayama 11: #define SMAX 4096
1.4 takayama 12: #define inci(i) { i++; if (i >= argc) { fprintf(stderr,"Option argument is not given.\n"); return(NULL); }}
1.3 takayama 13: int MH_deallocate=0;
14:
1.1 takayama 15: extern char *MH_Gfname;
16: extern char *MH_Dfname;
17:
18: /* global variables. They are set in setParam() */
1.4 takayama 19: int MH_byFile=1;
1.1 takayama 20: int MH_RANK;
21: int MH_M;
22:
23: int MH_Mg; /* m */
24: double *MH_Beta; /* beta[0], ..., beta[m-1] */
1.2 takayama 25: double *MH_Ng; /* freedom n. c=(m+1)/2+n/2; Note that it is a pointer */
26: double MH_X0g; /* initial point */
27: static double *Iv; /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */
28: static double Ef; /* exponential factor at beta*x0 */
29: extern double MH_Hg; /* step size of rk defined in rk.c */
30: int MH_Dp; /* Data sampling period */
31: static double Xng=0.0; /* the last point */
32: int MH_RawName = 0;
33: static int Testrank=0;
34: extern int MH_Verbose;
35:
1.16 takayama 36:
1.2 takayama 37: extern int MH_P95; /* 95 % points */
38: int mh_gopen_file(void);
39: static int setParamTest(void);
40: static int setParamDefault(void);
41: static int setParam(char *fname);
42: static int showParam(void);
1.6 takayama 43: static int next(struct SFILE *fp,char *s, char *msg);
1.1 takayama 44:
45: /* #define DEBUG */
46: #ifdef DEBUG
1.2 takayama 47: char *MH_Dfname; char *MH_Gfname; double MH_Hg;
48: int mh_gopen_file(void) { }
1.4 takayama 49: struct MH_RESULT mh_rkmain(double x0,double y0[],double xn) { }
1.1 takayama 50: #endif
51:
1.3 takayama 52: void mh_freeWorkArea(void) {
53: extern int MH_deallocate;
54: MH_deallocate=1; /* switch to deallocation mode. */
55: mh_main(0,NULL);
56: setParam(NULL);
57: mh_rkmain(0.0, NULL, 0.0);
58: mh_rf(0.0, NULL, 0, NULL, 0);
59: MH_deallocate=0; /* switch to the normal mode. */
60: }
1.8 takayama 61: static int mypower(int x,int n) {
1.1 takayama 62: int a,i;
63: a = 1;
64: for (i=0; i<n; i++) a = a*x;
65: return(a);
66: }
1.9 takayama 67: #ifdef STANDALONE2
1.1 takayama 68: main(int argc,char *argv[]) {
1.12 takayama 69: int strategy=STRATEGY_DEFAULT;
70: double err[2]={-1.0,-1.0};
71: int i;
72: for (i=1; i<argc; i++) {
73: if (strcmp(argv[i],"--strategy")==0) {
74: i++; sscanf(argv[i],"%d",&strategy);
75: }else if (strcmp(argv[i],"--abserr")==0) {
76: i++; sscanf(argv[i],"%lg",&(err[0]));
77: }else if (strcmp(argv[i],"--relerr")==0) {
78: i++; sscanf(argv[i],"%lg",&(err[1]));
79: }else ;
80: }
81: mh_set_strategy(strategy,err);
1.6 takayama 82: mh_exit(MH_RESET_EXIT); /* standalone mode */
1.10 takayama 83: /* mh_main(argc,argv);
84: mh_freeWorkArea(); */
1.3 takayama 85: mh_main(argc,argv);
1.12 takayama 86: /* showParam(); */
1.18 takayama 87: return(0);
1.2 takayama 88: }
89: #endif
1.4 takayama 90: struct MH_RESULT *mh_main(int argc,char *argv[]) {
1.13 takayama 91: static double *y0=NULL;
1.1 takayama 92: double x0,xn;
93: double ef;
94: int i,rank;
1.4 takayama 95: struct MH_RESULT *rp=NULL;
1.3 takayama 96: extern int MH_deallocate;
1.4 takayama 97: extern int MH_byFile;
98: MH_byFile=1;
99: if (MH_deallocate) { if (y0) mh_free(y0); return(rp); }
1.2 takayama 100: setParam(NULL); MH_Gfname = MH_Dfname = NULL; MH_Verbose=1;
1.1 takayama 101: for (i=1; i<argc; i++) {
1.10 takayama 102: if (strcmp(argv[i],"--idata")==0) {
1.1 takayama 103: inci(i);
1.10 takayama 104: setParam(argv[i]); MH_Verbose=0;
105: }else if (strcmp(argv[i],"--gnuplotf")==0) {
1.1 takayama 106: inci(i);
1.10 takayama 107: MH_Gfname = (char *)mh_malloc(SMAX);
108: strcpy(MH_Gfname,argv[i]);
109: }else if (strcmp(argv[i],"--dataf")==0) {
110: inci(i);
111: MH_Dfname = (char *)mh_malloc(SMAX);
112: strcpy(MH_Dfname,argv[i]);
113: }else if (strcmp(argv[i],"--xmax")==0) {
114: inci(i);
115: sscanf(argv[i],"%lf",&Xng);
116: }else if (strcmp(argv[i],"--step")==0) {
117: inci(i);
118: sscanf(argv[i],"%lg",&MH_Hg);
119: }else if (strcmp(argv[i],"--help")==0) {
120: mh_usage(); return(rp);
121: }else if (strcmp(argv[i],"--raw")==0) {
122: MH_RawName = 1;
123: }else if (strcmp(argv[i],"--test")==0) {
124: inci(i);
125: sscanf(argv[i],"%d",&Testrank);
126: setParamTest();
127: }else if (strcmp(argv[i],"--95")==0) {
128: MH_P95=1;
129: }else if (strcmp(argv[i],"--verbose")==0) {
130: MH_Verbose=1;
131: }else if (strcmp(argv[i],"--bystring")==0) {
132: MH_byFile = 0;
1.12 takayama 133: }else if (strcmp(argv[i],"--strategy")==0) {
134: i++; /* ignore */
135: }else if (strcmp(argv[i],"--abserr")==0) {
136: i++; /* ignore */
137: }else if (strcmp(argv[i],"--relerr")==0) {
138: i++; /* ignore */
1.10 takayama 139: }else {
140: fprintf(stderr,"Unknown option %s\n",argv[i]);
141: mh_usage();
142: return(rp);
143: }
1.1 takayama 144: }
1.2 takayama 145: if (MH_Verbose) showParam();
146: x0 = MH_X0g;
1.1 takayama 147: xn = Xng;
148: ef = Ef;
149: rank = mypower(2,MH_Mg);
1.2 takayama 150: y0 = (double *) mh_malloc(sizeof(double)*rank);
1.1 takayama 151: for (i=0; i<rank; i++) y0[i] = ef*Iv[i];
1.2 takayama 152: mh_gopen_file();
153: if (MH_Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }
1.4 takayama 154: rp = (struct MH_RESULT*) mh_malloc(sizeof(struct MH_RESULT));
1.16 takayama 155: rp->message = NULL;
1.19 ! takayama 156: rp->t_success = 0;
! 157: rp->series_error = 1.0e+10;
! 158: rp->recommended_abserr = 1.0e-10;
! 159:
1.4 takayama 160: *rp=mh_rkmain(x0,y0,xn);
161: return(rp);
1.1 takayama 162: }
163:
1.8 takayama 164: int mh_usage() {
1.1 takayama 165: fprintf(stderr,"Usages:\n");
1.14 takayama 166: fprintf(stderr,"hgm_w-n [--idata input_data_file --gnuplotf gnuplot_file_name\n");
1.1 takayama 167: fprintf(stderr," --dataf output_data_file --raw --xmax xmax --test m --step h]\n");
168: fprintf(stderr,"[ --95 --verbose] \n");
1.17 takayama 169: fprintf(stderr,"[ --strategy s --abserr ae --relerr re] \n");
170: fprintf(stderr,"s:0 rk, s:1 adaptive, s:2 adaptive&multiply, see rk.c for the default value of ae and re.\n");
1.1 takayama 171: fprintf(stderr,"--raw does not add data parameters to the output_data_file.\n");
1.14 takayama 172: 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");
1.1 takayama 173: fprintf(stderr,"All the eigenvalues of sigma must be simple.\n");
174: fprintf(stderr,"Parameters are specified by the input_data_file.\n");
1.14 takayama 175: fprintf(stderr,"The format of the input_data_file, which should be generated by the command hgm_jack-n.\n");
176: fprintf(stderr," MH_Mg: m, MH_Beta: beta=sigma^(-1)/2 (diagonized), MH_Ng: n, MH_X0g: starting value of x,\n");
177: fprintf(stderr," Iv: initial values at MH_X0g*MH_Beta (see our paper how to order them), \n");
1.1 takayama 178: fprintf(stderr," Ef: a scalar factor to the initial value. It may set to 1.\n");
1.14 takayama 179: fprintf(stderr," MH_Hg: h (step size),\n");
1.2 takayama 180: fprintf(stderr," MH_Dp: output data is stored in every MH_Dp steps when output_data_file is specified.\n");
1.14 takayama 181: fprintf(stderr," Xng: terminating value of x.\n");
1.7 takayama 182: fprintf(stderr," --95: output the 95%% point. --verbose: verbose mode.\n");
1.1 takayama 183: fprintf(stderr," The line started with %% is a comment line.\n");
1.15 takayama 184: fprintf(stderr," An example format of the input_data_file can be obtained by executing hgm_jack-n with no option.\n");
185: fprintf(stderr,"When --idata option is used, this command is quiet. Use --verbose option if you want to see some messages.\n");
1.1 takayama 186: fprintf(stderr,"\nExamples:\n");
1.14 takayama 187: fprintf(stderr,"[1] ./hgm_w-n \n");
188: fprintf(stderr,"[2] ./hgm_w-n --xmax 20\n");
189: fprintf(stderr,"[3] ./hgm_w-n --test 6\n");
190: fprintf(stderr," A test run in Mg=6.\n");
191: fprintf(stderr,"[4] ./hgm_jack-n --idata Testdata/tmp-idata3.txt --degree 15 >t.txt\n");
192: fprintf(stderr," ./hgm_w-n --idata t.txt --gnuplotf test-g\n");
193: fprintf(stderr," gnuplot -persist <test-g-gp.txt\n");
194: fprintf(stderr," tmp-idata3.txt is a sample input data distributed with this file.\n");
195: fprintf(stderr," test-g-gp.txt is an input file of the gnuplot\n");
196: fprintf(stderr," test-g is the table of x and the values of Pr({y | y<x}).\n");
1.1 takayama 197: }
198:
1.8 takayama 199: static int setParamTest() {
1.1 takayama 200: int rank;
201: int i;
202: extern int Testrank;
1.2 takayama 203: extern int MH_Verbose;
204: MH_Verbose=1;
1.1 takayama 205: MH_M= MH_Mg = Testrank ;
206: MH_RANK = rank = mypower(2,MH_Mg);
1.2 takayama 207: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 208: for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i;
1.2 takayama 209: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
210: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 211: for (i=0; i<rank; i++) Iv[i] = 0;
212: Iv[0] = 0.001;
213: Ef = 1;
1.2 takayama 214: MH_X0g = 0.3;
215: MH_Hg = 0.001;
216: MH_Dp = 1;
1.1 takayama 217: Xng = 10.0;
218: }
1.8 takayama 219: static int setParamDefault() {
1.1 takayama 220: int rank;
221: MH_M=MH_Mg = 2 ;
222: MH_RANK=rank = mypower(2,MH_Mg);
1.2 takayama 223: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 224: MH_Beta[0] = 1.0; MH_Beta[1] = 2.0;
1.2 takayama 225: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
226: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 227: Iv[0] = 1.58693;
228: Iv[1] = 0.811369;
229: Iv[2] = 0.846874;
230: Iv[3] = 0.413438;
231: Ef = 0.01034957388338225707;
1.2 takayama 232: MH_X0g = 0.3;
233: MH_Hg = 0.001;
234: MH_Dp = 1;
1.1 takayama 235: Xng = 10.0;
236: }
237:
1.8 takayama 238: static int next(struct SFILE *sfp,char *s,char *msg) {
1.1 takayama 239: s[0] = '%';
240: while (s[0] == '%') {
1.10 takayama 241: if (!mh_fgets(s,SMAX,sfp)) {
242: fprintf(stderr,"Data format error at %s\n",msg);
243: mh_exit(-1);
244: }
245: if (s[0] != '%') return(0);
1.1 takayama 246: }
247: }
1.8 takayama 248: static int setParam(char *fname) {
1.1 takayama 249: int rank;
250: char s[SMAX];
1.4 takayama 251: struct SFILE *fp;
1.1 takayama 252: int i;
1.3 takayama 253: extern int MH_deallocate;
1.4 takayama 254: extern int MH_byFile;
1.3 takayama 255: if (MH_deallocate) {
1.10 takayama 256: if (MH_Beta) mh_free(MH_Beta);
257: if (MH_Ng) mh_free(MH_Ng);
258: if (Iv) mh_free(Iv);
259: return(0);
1.3 takayama 260: }
1.1 takayama 261: if (fname == NULL) return(setParamDefault());
262:
1.4 takayama 263: if ((fp=mh_fopen(fname,"r",MH_byFile)) == NULL) {
1.10 takayama 264: fprintf(stderr,"File %s is not found.\n",fname);
265: mh_exit(-1);
1.1 takayama 266: }
267: next(fp,s,"MH_Mg(m)");
268: sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;
269: MH_RANK=rank = mypower(2,MH_Mg);
270:
1.2 takayama 271: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 272: for (i=0; i<MH_Mg; i++) {
273: next(fp,s,"MH_Beta");
1.10 takayama 274: sscanf(s,"%lf",&(MH_Beta[i]));
1.1 takayama 275: }
276:
1.2 takayama 277: MH_Ng = (double *)mh_malloc(sizeof(double));
278: next(fp,s,"MH_Ng(freedom parameter n)");
279: sscanf(s,"%lf",MH_Ng);
1.1 takayama 280:
1.2 takayama 281: next(fp,s,"MH_X0g(initial point)");
282: sscanf(s,"%lf",&MH_X0g);
1.1 takayama 283:
1.2 takayama 284: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 285: for (i=0; i<rank; i++) {
1.10 takayama 286: next(fp,s,"Iv(initial values)");
287: sscanf(s,"%lg",&(Iv[i]));
1.1 takayama 288: }
289:
290: next(fp,s,"Ef(exponential factor)");
291: sscanf(s,"%lg",&Ef);
292:
1.2 takayama 293: next(fp,s,"MH_Hg (step size of rk)");
294: sscanf(s,"%lg",&MH_Hg);
1.1 takayama 295:
1.2 takayama 296: next(fp,s,"MH_Dp (data sampling period)");
297: sscanf(s,"%d",&MH_Dp);
1.1 takayama 298:
299: next(fp,s,"Xng (the last point, cf. --xmax)");
300: sscanf(s,"%lf",&Xng);
1.4 takayama 301: mh_fclose(fp);
1.1 takayama 302: }
303:
1.8 takayama 304: int showParam() {
1.1 takayama 305: int rank,i;
1.12 takayama 306: extern int MH_strategy;
307: extern double MH_abserr;
308: extern double MH_relerr;
1.1 takayama 309: rank = mypower(2,MH_Mg);
310: printf("%%MH_Mg=\n%d\n",MH_Mg);
311: for (i=0; i<MH_Mg; i++) {
1.10 takayama 312: printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
1.1 takayama 313: }
1.2 takayama 314: printf("%%MH_Ng=\n%lf\n",*MH_Ng);
315: printf("%%MH_X0g=\n%lf\n",MH_X0g);
1.1 takayama 316: for (i=0; i<rank; i++) {
1.10 takayama 317: printf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
1.1 takayama 318: }
319: printf("%%Ef=\n%lf\n",Ef);
1.2 takayama 320: printf("%%MH_Hg=\n%lf\n",MH_Hg);
321: printf("%%MH_Dp=\n%d\n",MH_Dp);
1.1 takayama 322: printf("%%Xng=\n%lf\n",Xng);
1.12 takayama 323: printf("%%strategy=%d\n",MH_strategy);
324: printf("%%abserr=%lg, relerr=%lg\n",MH_abserr,MH_relerr);
1.1 takayama 325: }
326:
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