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-rwxr-xr-x[-rw-r--r--]numlib/powell.c121
1 files changed, 69 insertions, 52 deletions
diff --git a/numlib/powell.c b/numlib/powell.c
index 5d2adac..47acc15 100644..100755
--- a/numlib/powell.c
+++ b/numlib/powell.c
@@ -42,18 +42,34 @@
#undef SLOPE_SANITY_CHECK /* exermental */
#undef ABSTOL /* Make tollerance absolute */
-#undef DEBUG /* Some debugging printfs (not comprehensive) */
+ /* Some debugging printfs (not comprehensive): */
+#undef PDEBUG /* Powell debug */
+#undef CDEBUG /* Conjgrad debug */
+#undef LDEBUG /* Line min debug */
+
+#if defined(PDEBUG)
+# undef PDBG
+# define PDBG(xxx) printf xxx ;
+#else
+# undef PDBG
+# define PDBG(xxx)
+#endif
-#ifdef DEBUG
-#undef DBG
-#define DBG(xxx) printf xxx ;
+#if defined(CDEBUG)
+# undef CDBG
+# define CDBG(xxx) printf xxx ;
#else
-#undef DBG
-#define DBG(xxx)
+# undef CDBG
+# define CDBG(xxx)
#endif
-static double linmin(double p[], double xi[], int n, double ftol,
- double (*func)(void *fdata, double tp[]), void *fdata);
+#if defined(LDEBUG)
+# undef LDBG
+# define LDBG(xxx) printf xxx ;
+#else
+# undef LDBG
+# define LDBG(xxx)
+#endif
/* Standard interface for powell function */
/* return 0 on sucess, 1 on failure due to excessive itterions */
@@ -120,7 +136,7 @@ void *pdata /* Opaque data needed by prog() */
/* Loop over all directions in the set */
for (i = 0; i < di; i++) {
- DBG(("Looping over direction %d\n",i))
+ PDBG(("Looping over direction %d\n",i))
for (j = 0; j < di; j++) /* Extract this direction to make search vector */
svec[j] = dmtx[j][i];
@@ -161,10 +177,10 @@ void *pdata /* Opaque data needed by prog() */
/* reached a suitable tollerance, then finish */
if (iter > 1 && curdel <= stopth) {
//printf("~1 ### stopping on itter %d because curdel %f <= stopth %f\n",iter, curdel,stopth);
- DBG(("Reached stop tollerance because curdel %f <= stopth %f\n",curdel,stopth))
+ PDBG(("Reached stop tollerance because curdel %f <= stopth %f\n",curdel,stopth))
break;
}
- DBG(("Not stopping because curdel %f > stopth %f\n",curdel,stopth))
+ PDBG(("Not stopping because curdel %f > stopth %f\n",curdel,stopth))
//printf("~1 ### recomputing direction\n");
for (i = 0; i < di; i++) {
@@ -212,7 +228,7 @@ void *pdata /* Opaque data needed by prog() */
if (iter < maxit)
return 0;
- DBG(("powell: returning 1 due to excessive itterations\n"))
+ PDBG(("powell: returning 1 due to excessive itterations\n"))
return 1; /* Failed due to execessive itterations */
}
@@ -225,7 +241,7 @@ void *pdata /* Opaque data needed by prog() */
int conjgrad(
double *rv, /* If not NULL, return the residual error */
int di, /* Dimentionality */
-double cp[], /* Initial starting point */
+double cp[], /* Initial starting point and return value */
double s[], /* Size of initial search area */
#ifdef ABSTOL
double ftol, /* Absolute tollerance of error change to stop on */
@@ -257,7 +273,7 @@ void *pdata /* Opaque data needed by prog() */
if (prog != NULL) /* Report initial progress */
prog(pdata, pc);
- /* Initial function evaluation */
+ /* Initial gradient function evaluation */
retv = (*dfunc)(fdata, svec, cp);
/* svec[] seems to be large after this. */
@@ -272,21 +288,22 @@ void *pdata /* Opaque data needed by prog() */
else
svec_sca = 1.0/svec_sca;
-//printf("~1 ### initial dir = %f %f\n", svec[0],svec[1]);
-//printf("~1 ### initial retv = %f\n",retv);
+ CDBG((" initial dir = %s\n", debPdv(di,svec)));
+ CDBG((" initial retv = %f\n",retv));
+
/* Initial vector setup */
for (i = 0; i < di; i++) {
gvec[i] = hvec[i] = -svec[i]; /* Inverse gradient */
svec[i] = s[i] * -svec[i] * svec_sca; /* Scale the search vector */
}
-//printf("~1 ### svec = %f %f\n", svec[0],svec[1]);
+ CDBG(("Initial svec = %s\n", debPdv(di,svec)));
/* Itterate untill we converge on a solution, or give up. */
for (iter = 1; iter < maxit; iter++) {
double gamden, gamnum, gam;
double pretv; /* Previous function return value */
- DBG(("conjrad: about to do linmin\n"))
+ CDBG(("conjrad: about to do linmin\n"))
pretv = retv;
retv = linmin(cp, svec, di, ftol, func, fdata);
@@ -296,7 +313,7 @@ void *pdata /* Opaque data needed by prog() */
stopth = ftol * 0.5 * (fabs(pretv) + fabs(retv) + DBL_EPSILON); // Old code
#endif
curdel = fabs(pretv - retv);
-//printf("~1 ### this retv = %f, pretv = %f, curdel = %f\n",retv,pretv,curdel);
+ CDBG((" this retv = %f, pretv = %f, curdel = %f\n",retv,pretv,curdel));
if (startdel < 0.0) {
startdel = curdel;
} else {
@@ -312,31 +329,30 @@ void *pdata /* Opaque data needed by prog() */
/* If we have had at least one change of direction and */
/* reached a suitable tollerance, then finish */
if (iter > 1 && curdel <= stopth) {
-//printf("~1 ### stopping on itter %d because curdel %f <= stopth %f\n",iter, curdel,stopth);
+ CDBG((" stopping on itter %d because curdel %f <= stopth %f\n",iter, curdel,stopth));
break;
}
-//printf("~1 ### Not stopping on itter %d because curdel %f > stopth %f\n",iter, curdel,stopth);
+ CDBG((" not stopping on itter %d because curdel %f > stopth %f\n",iter, curdel,stopth));
- DBG(("conjrad: recomputing direction\n"))
-//printf("~1 ### recomputing direction\n");
+ CDBG(("conjrad: recomputing direction\n"))
(*dfunc)(fdata, svec, cp); /* (Don't use retv as it wrecks stop test) */
+ CDBG((" pderiv = %s\n", debPdv(di,svec)));
-//printf("~1 ### pderiv = %f %f\n", svec[0],svec[1]);
/* Compute gamma */
for (gamnum = gamden = 0.0, i = 0; i < di; i++) {
gamnum += svec[i] * (gvec[i] + svec[i]);
gamden += gvec[i] * gvec[i];
}
-//printf("~1 ### gamnum = %f, gamden = %f\n", gamnum,gamden);
+ CDBG((" gamnum = %f, gamden = %f\n", gamnum,gamden));
if (gamden == 0.0) { /* Gradient is exactly zero */
- DBG(("conjrad: gradient is exactly zero\n"))
+ CDBG(("conjrad: gradient is exactly zero\n"))
break;
}
gam = gamnum/gamden;
- DBG(("conjrad: gamma = %f = %f/%f\n",gam,gamnum,gamden))
-//printf("~1 ### gvec[] = %f %f, gamma = %f, hvec = %f %f\n", gvec[0],gvec[1],gam,hvec[0],hvec[1]);
+ CDBG(("conjrad: gamma = %f = %f/%f\n",gam,gamnum,gamden));
+ CDBG((" gvec[] = %s, hvec = %s\n", debPdv(di,gvec),debPdv(di,hvec)));
/* Adjust seach direction */
for (i = 0; i < di; i++) {
@@ -357,8 +373,7 @@ void *pdata /* Opaque data needed by prog() */
svec_sca = 1.0/svec_sca;
for (i = 0; i < di; i++)
svec[i] = svec[i] * s[i] * svec_sca;
-//printf("~1 ### svec = %f %f\n", svec[0],svec[1]);
-
+ CDBG((" svec = %s\n", debPdv(di,svec)));
}
/* Free up all the temporary vectors and matrix */
free_dvector(hvec,0,di-1);
@@ -371,7 +386,7 @@ void *pdata /* Opaque data needed by prog() */
if (rv != NULL)
*rv = retv;
-//printf("~1 ### done\n");
+ CDBG((" conjgrad returning = %f\n", retv));
if (iter < maxit)
return 0;
@@ -386,7 +401,7 @@ void *pdata /* Opaque data needed by prog() */
/* Line bracketing and minimisation routine. */
/* Return value at minimum. */
-static double linmin(
+double linmin(
double cp[], /* Start point, and returned value */
double xi[], /* Search vector */
int di, /* Dimensionality */
@@ -411,7 +426,7 @@ void *fdata) /* Opaque data for func() */
/* -------------------------- */
/* First bracket the solution */
- DBG(("linmin: Bracketing solution\n"))
+ LDBG(("linmin: Bracketing solution\n"))
/* The line is measured as startpoint + offset * search vector. */
/* (Search isn't symetric, but it seems to depend on cp being */
@@ -427,7 +442,7 @@ void *fdata) /* Opaque data for func() */
xt[i] = cp[i] + xx * xi[i];
xf = (*func)(fdata, xt);
- DBG(("linmin: Initial points a:%f:%f -> b:%f:%f\n",ax,af,xx,xf))
+ LDBG(("linmin: Initial points a:%f:%f -> b:%f:%f\n",ax,af,xx,xf))
/* Fix it so that we are decreasing from point a -> x */
if (xf > af) {
@@ -435,21 +450,21 @@ void *fdata) /* Opaque data for func() */
tt = ax; ax = xx; xx = tt;
tt = af; af = xf; xf = tt;
}
- DBG(("linmin: Ordered Initial points a:%f:%f -> b:%f:%f\n",ax,af,xx,xf))
+ LDBG(("linmin: Ordered Initial points a:%f:%f -> b:%f:%f\n",ax,af,xx,xf))
bx = xx + POWELL_GOLD * (xx-ax); /* Guess b beyond a -> x */
for (i = 0; i < di; i++)
xt[i] = cp[i] + bx * xi[i];
bf = (*func)(fdata, xt);
- DBG(("linmin: Initial bracket a:%f:%f x:%f:%f b:%f:%f\n",ax,af,xx,xf,bx,bf))
+ LDBG(("linmin: Initial bracket a:%f:%f x:%f:%f b:%f:%f\n",ax,af,xx,xf,bx,bf))
#ifdef SLOPE_SANITY_CHECK
/* If we're not seeing a slope indicitive of progress */
/* of order ftol, give up straight away */
if (2000.0 * fabs(xf - bf) <= ftol * (fabs(xf) + fabs(bf))
&& 2000.0 * fabs(af - xf) <= ftol * (fabs(af) + fabs(xf))) {
- DBG(("linmin: giving up because slope is too shallow\n"))
+ LDBG(("linmin: giving up because slope is too shallow\n"))
if (xt != XT)
free_dvector(xt,0,di-1);
@@ -470,9 +485,9 @@ void *fdata) /* Opaque data for func() */
double ulim, ux, uf;
double tt, r, q;
-// DBG(("linmin: Not bracketed a:%f:%f x:%f%f b:%f:%f\n",ax,af,xx,xf,bx,bf))
- DBG(("linmin: Not bracketed because xf %f > bf %f\n",xf, bf))
- DBG((" ax = %f, xx = %f, bx = %f\n",ax,xx,bx))
+// LDBG(("linmin: Not bracketed a:%f:%f x:%f%f b:%f:%f\n",ax,af,xx,xf,bx,bf))
+ LDBG(("linmin: Not bracketed because xf %f > bf %f\n",xf, bf))
+ LDBG((" ax = %f, xx = %f, bx = %f\n",ax,xx,bx))
/* Compute ux by parabolic interpolation from a, x & b */
q = (xx - bx) * (xf - af);
@@ -544,7 +559,7 @@ void *fdata) /* Opaque data for func() */
bx = ux; bf = uf;
//printf("~1 move along to the right (a<-x, x<-b, b-<u)\n");
}
- DBG(("linmin: Got bracket a:%f:%f x:%f:%f b:%f:%f\n",ax,af,xx,xf,bx,bf))
+ LDBG(("linmin: Got bracket a:%f:%f x:%f:%f b:%f:%f\n",ax,af,xx,xf,bx,bf))
/* Got bracketed minimum between a -> x -> b */
//printf("~1 got bracketed minimum at %f (%f), %f (%f), %f (%f)\n",ax,af,xx,xf,bx,bf);
@@ -581,12 +596,12 @@ void *fdata) /* Opaque data for func() */
#endif
double tol2 = 2.0 * tol1;
- DBG(("linmin: Got bracket a:%f:%f x:%f:%f b:%f:%f\n",ax,af,xx,xf,bx,bf))
+ LDBG(("linmin: Got bracket a:%f:%f x:%f:%f b:%f:%f\n",ax,af,xx,xf,bx,bf))
/* See if we're done */
//printf("~1 linmin check %f <= %f\n",fabs(xx - mx), tol2 - 0.5 * (bx - ax));
if (fabs(xx - mx) <= (tol2 - 0.5 * (bx - ax))) {
- DBG(("linmin: We're done because %f <= %f\n",fabs(xx - mx), tol2 - 0.5 * (bx - ax)))
+ LDBG(("linmin: We're done because %f <= %f\n",fabs(xx - mx), tol2 - 0.5 * (bx - ax)))
break;
}
@@ -603,13 +618,13 @@ void *fdata) /* Opaque data for func() */
te = e; /* Save previous e value */
e = de; /* Previous steps distance moved */
- DBG(("linmin: Trial parabolic fit\n" ))
+ LDBG(("linmin: Trial parabolic fit\n" ))
if (fabs(p) >= fabs(0.5 * q * te) || p <= q * (ax-xx) || p >= q * (bx-xx)) {
/* Give up on the parabolic fit, and use the golden section search */
e = ((xx >= mx) ? ax-xx : bx-xx); /* Override previous distance moved */
de = POWELL_CGOLD * e;
- DBG(("linmin: Moving to golden section search\n" ))
+ LDBG(("linmin: Moving to golden section search\n" ))
} else { /* Use parabolic fit */
de = p/q; /* Change in xb */
ux = xx + de; /* Trial point according to parabolic fit */
@@ -619,24 +634,24 @@ void *fdata) /* Opaque data for func() */
else
de = -tol1;
}
- DBG(("linmin: Using parabolic fit\n" ))
+ LDBG(("linmin: Using parabolic fit\n" ))
}
} else { /* Keep using the golden section search */
e = ((xx >= mx) ? ax-xx : bx-xx); /* Override previous distance moved */
de = POWELL_CGOLD * e;
- DBG(("linmin: Continuing golden section search\n" ))
+ LDBG(("linmin: Continuing golden section search\n" ))
}
if (fabs(de) >= tol1) { /* If de moves as much as tol1 would */
ux = xx + de; /* use it */
- DBG(("linmin: ux = %f = xx %f + de %f\n",ux,xx,de))
+ LDBG(("linmin: ux = %f = xx %f + de %f\n",ux,xx,de))
} else { /* else move by tol1 in direction de */
if (de > 0.0) {
ux = xx + tol1;
- DBG(("linmin: ux = %f = xx %f + tol1 %f\n",ux,xx,tol1))
+ LDBG(("linmin: ux = %f = xx %f + tol1 %f\n",ux,xx,tol1))
} else {
ux = xx - tol1;
- DBG(("linmin: ux = %f = xx %f - tol1 %f\n",ux,xx,tol1))
+ LDBG(("linmin: ux = %f = xx %f - tol1 %f\n",ux,xx,tol1))
}
}
@@ -646,6 +661,7 @@ void *fdata) /* Opaque data for func() */
uf = (*func)(fdata, xt);
if (uf <= xf) { /* Found new best solution */
+ LDBG(("linmin: found new best solution at %f val %f\n",ux,uf))
if (ux >= xx) {
ax = xx; af = xf; /* New lower bracket */
} else {
@@ -654,8 +670,9 @@ void *fdata) /* Opaque data for func() */
vx = wx; vf = wf; /* New previous 2nd best solution */
wx = xx; wf = xf; /* New 2nd best solution from previous best */
xx = ux; xf = uf; /* New best solution from latest */
- DBG(("linmin: found new best solution\n"))
} else { /* Found a worse solution */
+ LDBG(("linmin: found new worse solution at %f val %f\n",ux,uf))
+ LDBG(("linmin: current best at %f val %f\n",xx,xf))
if (ux < xx) {
ax = ux; af = uf; /* New lower bracket */
} else {
@@ -667,13 +684,13 @@ void *fdata) /* Opaque data for func() */
} else if (uf <= vf || vx == xx || vx == wx) { /* New 3rd best, or equal 1st & 2nd */
vx = ux; vf = uf; /* New previous 2nd best from latest */
}
- DBG(("linmin: found new worse solution\n"))
}
}
/* !!! should do something if iter > POWELL_MAXIT !!!! */
/* Solution is at xx, xf */
/* Compute solution vector */
+ LDBG(("linmin: computing soln from best at %f val %f\n",xx,xf))
for (i = 0; i < di; i++)
cp[i] += xx * xi[i];
}
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