Annotation of OpenXM/src/hgm/mh/src/wmain.c, Revision 1.3
1.1 takayama 1: /*
1.3 ! takayama 2: $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.2 2013/02/19 08:03:14 takayama Exp $
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); }}
1.3 ! takayama 11: int MH_deallocate=0;
! 12:
1.1 takayama 13: extern char *MH_Gfname;
14: extern char *MH_Dfname;
15:
16: /* global variables. They are set in setParam() */
17: int MH_RANK;
18: int MH_M;
19:
20: int MH_Mg; /* m */
21: double *MH_Beta; /* beta[0], ..., beta[m-1] */
1.2 takayama 22: double *MH_Ng; /* freedom n. c=(m+1)/2+n/2; Note that it is a pointer */
23: double MH_X0g; /* initial point */
24: static double *Iv; /* Initial values of mhg sorted by mhbase() in rd.rr at beta*x0 */
25: static double Ef; /* exponential factor at beta*x0 */
26: extern double MH_Hg; /* step size of rk defined in rk.c */
27: int MH_Dp; /* Data sampling period */
28: static double Xng=0.0; /* the last point */
29: int MH_RawName = 0;
30: static int Testrank=0;
31: extern int MH_Verbose;
32:
33: extern int MH_P95; /* 95 % points */
34: int mh_gopen_file(void);
35: double mh_rkmain(double x0,double y0[],double xn);
36: static int setParamTest(void);
37: static int setParamDefault(void);
38: static int setParam(char *fname);
39: static int showParam(void);
1.1 takayama 40:
41: /* #define DEBUG */
42: #ifdef DEBUG
1.2 takayama 43: char *MH_Dfname; char *MH_Gfname; double MH_Hg;
44: int mh_gopen_file(void) { }
45: double mh_rkmain(double x0,double y0[],double xn) { }
1.1 takayama 46: #endif
47:
1.3 ! takayama 48: void mh_freeWorkArea(void) {
! 49: extern int MH_deallocate;
! 50: MH_deallocate=1; /* switch to deallocation mode. */
! 51: mh_main(0,NULL);
! 52: setParam(NULL);
! 53: mh_rkmain(0.0, NULL, 0.0);
! 54: mh_rf(0.0, NULL, 0, NULL, 0);
! 55: MH_deallocate=0; /* switch to the normal mode. */
! 56: }
1.2 takayama 57: void *mh_malloc(int s) {
1.1 takayama 58: void *p;
59: p = (void*)malloc(s);
60: if (p == NULL) {
1.2 takayama 61: fprintf(stderr,"No memory.\n"); mh_exit(-1);
1.1 takayama 62: }
63: return(p);
64: }
1.2 takayama 65: mh_free(void *p) {
66: free(p);
67: return(0);
68: }
1.1 takayama 69: static mypower(int x,int n) {
70: int a,i;
71: a = 1;
72: for (i=0; i<n; i++) a = a*x;
73: return(a);
74: }
1.2 takayama 75: #ifdef STANDALONE
1.1 takayama 76: main(int argc,char *argv[]) {
1.3 ! takayama 77: mh_main(argc,argv);
! 78: mh_freeWorkArea();
! 79: return mh_main(argc,argv);
1.2 takayama 80: }
81: #endif
82: mh_main(int argc,char *argv[]) {
1.3 ! takayama 83: static double *y0;
1.1 takayama 84: double x0,xn;
85: double ef;
86: int i,rank;
1.3 ! takayama 87: extern int MH_deallocate;
! 88: if (MH_deallocate) { if (y0) mh_free(y0); return(0); }
1.2 takayama 89: setParam(NULL); MH_Gfname = MH_Dfname = NULL; MH_Verbose=1;
1.1 takayama 90: for (i=1; i<argc; i++) {
91: if (strcmp(argv[i],"--idata")==0) {
92: inci(i);
1.2 takayama 93: setParam(argv[i]); MH_Verbose=0;
1.1 takayama 94: }else if (strcmp(argv[i],"--gnuplotf")==0) {
95: inci(i);
1.2 takayama 96: MH_Gfname = (char *)mh_malloc(SMAX);
1.1 takayama 97: strncpy(MH_Gfname,argv[i],SMAX-1);
98: }else if (strcmp(argv[i],"--dataf")==0) {
99: inci(i);
1.2 takayama 100: MH_Dfname = (char *)mh_malloc(SMAX);
1.1 takayama 101: strncpy(MH_Dfname,argv[i],SMAX-1);
102: }else if (strcmp(argv[i],"--xmax")==0) {
103: inci(i);
104: sscanf(argv[i],"%lf",&Xng);
105: }else if (strcmp(argv[i],"--step")==0) {
106: inci(i);
1.2 takayama 107: sscanf(argv[i],"%lg",&MH_Hg);
1.1 takayama 108: }else if (strcmp(argv[i],"--help")==0) {
1.2 takayama 109: mh_usage(); return(0);
1.1 takayama 110: }else if (strcmp(argv[i],"--raw")==0) {
1.2 takayama 111: MH_RawName = 1;
1.1 takayama 112: }else if (strcmp(argv[i],"--test")==0) {
113: inci(i);
114: sscanf(argv[i],"%d",&Testrank);
115: setParamTest();
116: }else if (strcmp(argv[i],"--95")==0) {
1.2 takayama 117: MH_P95=1;
1.1 takayama 118: }else if (strcmp(argv[i],"--verbose")==0) {
1.2 takayama 119: MH_Verbose=1;
1.1 takayama 120: }else {
121: fprintf(stderr,"Unknown option %s\n",argv[i]);
1.2 takayama 122: mh_usage();
1.1 takayama 123: return(-1);
124: }
125: }
1.2 takayama 126: if (MH_Verbose) showParam();
127: x0 = MH_X0g;
1.1 takayama 128: xn = Xng;
129: ef = Ef;
130: rank = mypower(2,MH_Mg);
1.2 takayama 131: y0 = (double *) mh_malloc(sizeof(double)*rank);
1.1 takayama 132: for (i=0; i<rank; i++) y0[i] = ef*Iv[i];
1.2 takayama 133: mh_gopen_file();
134: if (MH_Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }
135: mh_rkmain(x0,y0,xn);
1.1 takayama 136: }
137:
1.2 takayama 138: mh_usage() {
1.1 takayama 139: fprintf(stderr,"Usages:\n");
140: fprintf(stderr,"w-m [--idata input_data_file --gnuplotf gnuplot_file_name\n");
141: fprintf(stderr," --dataf output_data_file --raw --xmax xmax --test m --step h]\n");
142: fprintf(stderr,"[ --95 --verbose] \n");
143: fprintf(stderr,"--raw does not add data parameters to the output_data_file.\n");
144: 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");
145: fprintf(stderr,"All the eigenvalues of sigma must be simple.\n");
146: fprintf(stderr,"Parameters are specified by the input_data_file.\n");
147: fprintf(stderr,"The format of the input_data_file.\n");
1.2 takayama 148: 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 149: fprintf(stderr," Ef: a scalar factor to the initial value. It may set to 1.\n");
1.2 takayama 150: fprintf(stderr," MH_Hg: h (step size), MH_X0g: starting value of x, Xng: terminating value of x\n");
151: fprintf(stderr," MH_Dp: output data is stored in every MH_Dp steps when output_data_file is specified.\n");
1.1 takayama 152: fprintf(stderr," --95: output the 95% point. --verbose: verbose mode.\n");
153: fprintf(stderr," The line started with %% is a comment line.\n");
154: fprintf(stderr," An example format of the input_data_file can be obtained by executing w-2 with no option.\n");
155: fprintf(stderr,"\nExamples:\n");
156: fprintf(stderr,"[1] ./w-2 \n");
157: fprintf(stderr,"[2] ./w-2 --xmax 20\n");
158: fprintf(stderr,"[3] ./w-6 --test 6\n");
159: fprintf(stderr," A test run of w-6.\n");
160: fprintf(stderr," The number m and mm must agree for ./w-m --test mm.\n");
161: fprintf(stderr,"[4] ./w-5 --idata tmp-inm-m5* --gnuplot tmp-graph\n");
162: fprintf(stderr," tmp-inm-m5* is a sample input data distributed with this file.\n");
163: fprintf(stderr," tmp-graph-gp.txt is an input file of the gnuplot\n");
164: fprintf(stderr," It can be executed with the load command in the gnuplot.\n");
165: fprintf(stderr," tmp-graph is the table of x and the values of Pr({y | y<x}).\n");
166: }
167:
1.2 takayama 168: static setParamTest() {
1.1 takayama 169: int rank;
170: int i;
171: extern int Testrank;
1.2 takayama 172: extern int MH_Verbose;
173: MH_Verbose=1;
1.1 takayama 174: MH_M= MH_Mg = Testrank ;
175: MH_RANK = rank = mypower(2,MH_Mg);
1.2 takayama 176: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 177: for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i;
1.2 takayama 178: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
179: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 180: for (i=0; i<rank; i++) Iv[i] = 0;
181: Iv[0] = 0.001;
182: Ef = 1;
1.2 takayama 183: MH_X0g = 0.3;
184: MH_Hg = 0.001;
185: MH_Dp = 1;
1.1 takayama 186: Xng = 10.0;
187: }
1.2 takayama 188: static setParamDefault() {
1.1 takayama 189: int rank;
190: MH_M=MH_Mg = 2 ;
191: MH_RANK=rank = mypower(2,MH_Mg);
1.2 takayama 192: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 193: MH_Beta[0] = 1.0; MH_Beta[1] = 2.0;
1.2 takayama 194: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
195: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 196: Iv[0] = 1.58693;
197: Iv[1] = 0.811369;
198: Iv[2] = 0.846874;
199: Iv[3] = 0.413438;
200: Ef = 0.01034957388338225707;
1.2 takayama 201: MH_X0g = 0.3;
202: MH_Hg = 0.001;
203: MH_Dp = 1;
1.1 takayama 204: Xng = 10.0;
205: }
206:
207: next(FILE *fp,char *s,char *msg) {
208: s[0] = '%';
209: while (s[0] == '%') {
210: if (!fgets(s,SMAX,fp)) {
211: fprintf(stderr,"Data format error at %s\n",msg);
1.2 takayama 212: mh_exit(-1);
1.1 takayama 213: }
214: if (s[0] != '%') return(0);
215: }
216: }
1.2 takayama 217: static setParam(char *fname) {
1.1 takayama 218: int rank;
219: char s[SMAX];
220: FILE *fp;
221: int i;
1.3 ! takayama 222: extern int MH_deallocate;
! 223: if (MH_deallocate) {
! 224: if (MH_Beta) mh_free(MH_Beta);
! 225: if (MH_Ng) mh_free(MH_Ng);
! 226: if (Iv) mh_free(Iv);
! 227: return(0);
! 228: }
1.1 takayama 229: if (fname == NULL) return(setParamDefault());
230:
231: if ((fp=fopen(fname,"r")) == NULL) {
232: fprintf(stderr,"File %s is not found.\n",fname);
1.2 takayama 233: mh_exit(-1);
1.1 takayama 234: }
235: next(fp,s,"MH_Mg(m)");
236: sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;
237: MH_RANK=rank = mypower(2,MH_Mg);
238:
1.2 takayama 239: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 240: for (i=0; i<MH_Mg; i++) {
241: next(fp,s,"MH_Beta");
242: sscanf(s,"%lf",&(MH_Beta[i]));
243: }
244:
1.2 takayama 245: MH_Ng = (double *)mh_malloc(sizeof(double));
246: next(fp,s,"MH_Ng(freedom parameter n)");
247: sscanf(s,"%lf",MH_Ng);
1.1 takayama 248:
1.2 takayama 249: next(fp,s,"MH_X0g(initial point)");
250: sscanf(s,"%lf",&MH_X0g);
1.1 takayama 251:
1.2 takayama 252: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 253: for (i=0; i<rank; i++) {
254: next(fp,s,"Iv(initial values)");
255: sscanf(s,"%lg",&(Iv[i]));
256: }
257:
258: next(fp,s,"Ef(exponential factor)");
259: sscanf(s,"%lg",&Ef);
260:
1.2 takayama 261: next(fp,s,"MH_Hg (step size of rk)");
262: sscanf(s,"%lg",&MH_Hg);
1.1 takayama 263:
1.2 takayama 264: next(fp,s,"MH_Dp (data sampling period)");
265: sscanf(s,"%d",&MH_Dp);
1.1 takayama 266:
267: next(fp,s,"Xng (the last point, cf. --xmax)");
268: sscanf(s,"%lf",&Xng);
269: fclose(fp);
270: }
271:
272: showParam() {
273: int rank,i;
274: rank = mypower(2,MH_Mg);
275: printf("%%MH_Mg=\n%d\n",MH_Mg);
276: for (i=0; i<MH_Mg; i++) {
277: printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
278: }
1.2 takayama 279: printf("%%MH_Ng=\n%lf\n",*MH_Ng);
280: printf("%%MH_X0g=\n%lf\n",MH_X0g);
1.1 takayama 281: for (i=0; i<rank; i++) {
282: printf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
283: }
284: printf("%%Ef=\n%lf\n",Ef);
1.2 takayama 285: printf("%%MH_Hg=\n%lf\n",MH_Hg);
286: printf("%%MH_Dp=\n%d\n",MH_Dp);
1.1 takayama 287: printf("%%Xng=\n%lf\n",Xng);
288: }
289:
1.2 takayama 290: mh_exit(int n) {
291: #ifdef STANDALONE
292: exit(n);
293: #else
1.3 ! takayama 294: /* todo, use setjmp, longjmp */
1.2 takayama 295: fprintf(stderr,"Fatal error mh_exit(%d) in mh-w-n.\n",n);
296: #endif
297: }
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