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