Annotation of OpenXM/src/hgm/mh/src/wmain.c, Revision 1.5
1.1 takayama 1: /*
1.5 ! takayama 2: $OpenXM: OpenXM/src/hgm/mh/src/wmain.c,v 1.4 2013/02/20 05:20:49 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>
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);
1.1 takayama 41:
42: /* #define DEBUG */
43: #ifdef DEBUG
1.2 takayama 44: char *MH_Dfname; char *MH_Gfname; double MH_Hg;
45: int mh_gopen_file(void) { }
1.4 takayama 46: struct MH_RESULT mh_rkmain(double x0,double y0[],double xn) { }
1.1 takayama 47: #endif
48:
1.3 takayama 49: void mh_freeWorkArea(void) {
50: extern int MH_deallocate;
51: MH_deallocate=1; /* switch to deallocation mode. */
52: mh_main(0,NULL);
53: setParam(NULL);
54: mh_rkmain(0.0, NULL, 0.0);
55: mh_rf(0.0, NULL, 0, NULL, 0);
56: MH_deallocate=0; /* switch to the normal mode. */
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[]) {
1.5 ! takayama 66: mh_exit(0x7fffffff); /* standalone mode */
1.4 takayama 67: /* mh_main(argc,argv);
68: mh_freeWorkArea(); */
1.3 takayama 69: mh_main(argc,argv);
1.2 takayama 70: }
71: #endif
1.4 takayama 72: struct MH_RESULT *mh_main(int argc,char *argv[]) {
1.3 takayama 73: static double *y0;
1.1 takayama 74: double x0,xn;
75: double ef;
76: int i,rank;
1.4 takayama 77: struct MH_RESULT *rp=NULL;
1.3 takayama 78: extern int MH_deallocate;
1.4 takayama 79: extern int MH_byFile;
80: MH_byFile=1;
81: if (MH_deallocate) { if (y0) mh_free(y0); return(rp); }
1.2 takayama 82: setParam(NULL); MH_Gfname = MH_Dfname = NULL; MH_Verbose=1;
1.1 takayama 83: for (i=1; i<argc; i++) {
84: if (strcmp(argv[i],"--idata")==0) {
85: inci(i);
1.2 takayama 86: setParam(argv[i]); MH_Verbose=0;
1.1 takayama 87: }else if (strcmp(argv[i],"--gnuplotf")==0) {
88: inci(i);
1.2 takayama 89: MH_Gfname = (char *)mh_malloc(SMAX);
1.4 takayama 90: strcpy(MH_Gfname,argv[i]);
1.1 takayama 91: }else if (strcmp(argv[i],"--dataf")==0) {
92: inci(i);
1.2 takayama 93: MH_Dfname = (char *)mh_malloc(SMAX);
1.4 takayama 94: strcpy(MH_Dfname,argv[i]);
1.1 takayama 95: }else if (strcmp(argv[i],"--xmax")==0) {
96: inci(i);
97: sscanf(argv[i],"%lf",&Xng);
98: }else if (strcmp(argv[i],"--step")==0) {
99: inci(i);
1.2 takayama 100: sscanf(argv[i],"%lg",&MH_Hg);
1.1 takayama 101: }else if (strcmp(argv[i],"--help")==0) {
1.4 takayama 102: mh_usage(); return(rp);
1.1 takayama 103: }else if (strcmp(argv[i],"--raw")==0) {
1.2 takayama 104: MH_RawName = 1;
1.1 takayama 105: }else if (strcmp(argv[i],"--test")==0) {
106: inci(i);
107: sscanf(argv[i],"%d",&Testrank);
108: setParamTest();
109: }else if (strcmp(argv[i],"--95")==0) {
1.2 takayama 110: MH_P95=1;
1.1 takayama 111: }else if (strcmp(argv[i],"--verbose")==0) {
1.2 takayama 112: MH_Verbose=1;
1.4 takayama 113: }else if (strcmp(argv[i],"--bystring")==0) {
114: MH_byFile = 0;
1.1 takayama 115: }else {
116: fprintf(stderr,"Unknown option %s\n",argv[i]);
1.2 takayama 117: mh_usage();
1.4 takayama 118: return(rp);
1.1 takayama 119: }
120: }
1.2 takayama 121: if (MH_Verbose) showParam();
122: x0 = MH_X0g;
1.1 takayama 123: xn = Xng;
124: ef = Ef;
125: rank = mypower(2,MH_Mg);
1.2 takayama 126: y0 = (double *) mh_malloc(sizeof(double)*rank);
1.1 takayama 127: for (i=0; i<rank; i++) y0[i] = ef*Iv[i];
1.2 takayama 128: mh_gopen_file();
129: if (MH_Verbose) {for (i=0; i<rank; i++) printf("%lf\n",y0[i]); }
1.4 takayama 130: rp = (struct MH_RESULT*) mh_malloc(sizeof(struct MH_RESULT));
131: *rp=mh_rkmain(x0,y0,xn);
132: return(rp);
1.1 takayama 133: }
134:
1.2 takayama 135: mh_usage() {
1.1 takayama 136: fprintf(stderr,"Usages:\n");
137: fprintf(stderr,"w-m [--idata input_data_file --gnuplotf gnuplot_file_name\n");
138: fprintf(stderr," --dataf output_data_file --raw --xmax xmax --test m --step h]\n");
139: fprintf(stderr,"[ --95 --verbose] \n");
140: fprintf(stderr,"--raw does not add data parameters to the output_data_file.\n");
141: 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");
142: fprintf(stderr,"All the eigenvalues of sigma must be simple.\n");
143: fprintf(stderr,"Parameters are specified by the input_data_file.\n");
144: fprintf(stderr,"The format of the input_data_file.\n");
1.2 takayama 145: 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 146: fprintf(stderr," Ef: a scalar factor to the initial value. It may set to 1.\n");
1.2 takayama 147: fprintf(stderr," MH_Hg: h (step size), MH_X0g: starting value of x, Xng: terminating value of x\n");
148: fprintf(stderr," MH_Dp: output data is stored in every MH_Dp steps when output_data_file is specified.\n");
1.1 takayama 149: fprintf(stderr," --95: output the 95% point. --verbose: verbose mode.\n");
150: fprintf(stderr," The line started with %% is a comment line.\n");
151: fprintf(stderr," An example format of the input_data_file can be obtained by executing w-2 with no option.\n");
152: fprintf(stderr,"\nExamples:\n");
153: fprintf(stderr,"[1] ./w-2 \n");
154: fprintf(stderr,"[2] ./w-2 --xmax 20\n");
155: fprintf(stderr,"[3] ./w-6 --test 6\n");
156: fprintf(stderr," A test run of w-6.\n");
157: fprintf(stderr," The number m and mm must agree for ./w-m --test mm.\n");
158: fprintf(stderr,"[4] ./w-5 --idata tmp-inm-m5* --gnuplot tmp-graph\n");
159: fprintf(stderr," tmp-inm-m5* is a sample input data distributed with this file.\n");
160: fprintf(stderr," tmp-graph-gp.txt is an input file of the gnuplot\n");
161: fprintf(stderr," It can be executed with the load command in the gnuplot.\n");
162: fprintf(stderr," tmp-graph is the table of x and the values of Pr({y | y<x}).\n");
163: }
164:
1.2 takayama 165: static setParamTest() {
1.1 takayama 166: int rank;
167: int i;
168: extern int Testrank;
1.2 takayama 169: extern int MH_Verbose;
170: MH_Verbose=1;
1.1 takayama 171: MH_M= MH_Mg = Testrank ;
172: MH_RANK = rank = mypower(2,MH_Mg);
1.2 takayama 173: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 174: for (i=0; i<MH_Mg; i++) MH_Beta[i] = 1.0+0.1*i;
1.2 takayama 175: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
176: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 177: for (i=0; i<rank; i++) Iv[i] = 0;
178: Iv[0] = 0.001;
179: Ef = 1;
1.2 takayama 180: MH_X0g = 0.3;
181: MH_Hg = 0.001;
182: MH_Dp = 1;
1.1 takayama 183: Xng = 10.0;
184: }
1.2 takayama 185: static setParamDefault() {
1.1 takayama 186: int rank;
187: MH_M=MH_Mg = 2 ;
188: MH_RANK=rank = mypower(2,MH_Mg);
1.2 takayama 189: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 190: MH_Beta[0] = 1.0; MH_Beta[1] = 2.0;
1.2 takayama 191: MH_Ng = (double *)mh_malloc(sizeof(double)); *MH_Ng = 3.0;
192: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 193: Iv[0] = 1.58693;
194: Iv[1] = 0.811369;
195: Iv[2] = 0.846874;
196: Iv[3] = 0.413438;
197: Ef = 0.01034957388338225707;
1.2 takayama 198: MH_X0g = 0.3;
199: MH_Hg = 0.001;
200: MH_Dp = 1;
1.1 takayama 201: Xng = 10.0;
202: }
203:
1.4 takayama 204: next(struct SFILE *sfp,char *s,char *msg) {
1.1 takayama 205: s[0] = '%';
206: while (s[0] == '%') {
1.4 takayama 207: if (!mh_fgets(s,SMAX,sfp)) {
1.1 takayama 208: fprintf(stderr,"Data format error at %s\n",msg);
1.2 takayama 209: mh_exit(-1);
1.1 takayama 210: }
211: if (s[0] != '%') return(0);
212: }
213: }
1.2 takayama 214: static setParam(char *fname) {
1.1 takayama 215: int rank;
216: char s[SMAX];
1.4 takayama 217: struct SFILE *fp;
1.1 takayama 218: int i;
1.3 takayama 219: extern int MH_deallocate;
1.4 takayama 220: extern int MH_byFile;
1.3 takayama 221: if (MH_deallocate) {
222: if (MH_Beta) mh_free(MH_Beta);
223: if (MH_Ng) mh_free(MH_Ng);
224: if (Iv) mh_free(Iv);
225: return(0);
226: }
1.1 takayama 227: if (fname == NULL) return(setParamDefault());
228:
1.4 takayama 229: if ((fp=mh_fopen(fname,"r",MH_byFile)) == NULL) {
1.1 takayama 230: fprintf(stderr,"File %s is not found.\n",fname);
1.2 takayama 231: mh_exit(-1);
1.1 takayama 232: }
233: next(fp,s,"MH_Mg(m)");
234: sscanf(s,"%d",&MH_Mg); MH_M=MH_Mg;
235: MH_RANK=rank = mypower(2,MH_Mg);
236:
1.2 takayama 237: MH_Beta = (double *)mh_malloc(sizeof(double)*MH_Mg);
1.1 takayama 238: for (i=0; i<MH_Mg; i++) {
239: next(fp,s,"MH_Beta");
240: sscanf(s,"%lf",&(MH_Beta[i]));
241: }
242:
1.2 takayama 243: MH_Ng = (double *)mh_malloc(sizeof(double));
244: next(fp,s,"MH_Ng(freedom parameter n)");
245: sscanf(s,"%lf",MH_Ng);
1.1 takayama 246:
1.2 takayama 247: next(fp,s,"MH_X0g(initial point)");
248: sscanf(s,"%lf",&MH_X0g);
1.1 takayama 249:
1.2 takayama 250: Iv = (double *)mh_malloc(sizeof(double)*rank);
1.1 takayama 251: for (i=0; i<rank; i++) {
252: next(fp,s,"Iv(initial values)");
253: sscanf(s,"%lg",&(Iv[i]));
254: }
255:
256: next(fp,s,"Ef(exponential factor)");
257: sscanf(s,"%lg",&Ef);
258:
1.2 takayama 259: next(fp,s,"MH_Hg (step size of rk)");
260: sscanf(s,"%lg",&MH_Hg);
1.1 takayama 261:
1.2 takayama 262: next(fp,s,"MH_Dp (data sampling period)");
263: sscanf(s,"%d",&MH_Dp);
1.1 takayama 264:
265: next(fp,s,"Xng (the last point, cf. --xmax)");
266: sscanf(s,"%lf",&Xng);
1.4 takayama 267: mh_fclose(fp);
1.1 takayama 268: }
269:
270: showParam() {
271: int rank,i;
272: rank = mypower(2,MH_Mg);
273: printf("%%MH_Mg=\n%d\n",MH_Mg);
274: for (i=0; i<MH_Mg; i++) {
275: printf("%%MH_Beta[%d]=\n%lf\n",i,MH_Beta[i]);
276: }
1.2 takayama 277: printf("%%MH_Ng=\n%lf\n",*MH_Ng);
278: printf("%%MH_X0g=\n%lf\n",MH_X0g);
1.1 takayama 279: for (i=0; i<rank; i++) {
280: printf("%%Iv[%d]=\n%lg\n",i,Iv[i]);
281: }
282: printf("%%Ef=\n%lf\n",Ef);
1.2 takayama 283: printf("%%MH_Hg=\n%lf\n",MH_Hg);
284: printf("%%MH_Dp=\n%d\n",MH_Dp);
1.1 takayama 285: printf("%%Xng=\n%lf\n",Xng);
286: }
287:
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