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Diffstat (limited to 'src/libs/lprof/cmslm.cpp')
| -rw-r--r-- | src/libs/lprof/cmslm.cpp | 288 |
1 files changed, 288 insertions, 0 deletions
diff --git a/src/libs/lprof/cmslm.cpp b/src/libs/lprof/cmslm.cpp new file mode 100644 index 00000000..81d86ba6 --- /dev/null +++ b/src/libs/lprof/cmslm.cpp @@ -0,0 +1,288 @@ +/* */ +/* Little cms - profiler construction set */ +/* Copyright (C) 1998-2001 Marti Maria <[email protected]> */ +/* */ +/* THIS SOFTWARE IS PROVIDED "AS-IS" AND WITHOUT WARRANTY OF ANY KIND, */ +/* EXPRESS, IMPLIED OR OTHERWISE, INCLUDING WITHOUT LIMITATION, ANY */ +/* WARRANTY OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE. */ +/* */ +/* IN NO EVENT SHALL MARTI MARIA BE LIABLE FOR ANY SPECIAL, INCIDENTAL, */ +/* INDIRECT OR CONSEQUENTIAL DAMAGES OF ANY KIND, */ +/* OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, */ +/* WHETHER OR NOT ADVISED OF THE POSSIBILITY OF DAMAGE, AND ON ANY THEORY OF */ +/* LIABILITY, ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE */ +/* OF THIS SOFTWARE. */ +/* */ +/* This file is free software; you can redistribute it and/or modify it */ +/* under the terms of the GNU General Public License as published by */ +/* the Free Software Foundation; either version 2 of the License, or */ +/* (at your option) any later version. */ +/* */ +/* This program is distributed in the hope that it will be useful, but */ +/* WITHOUT ANY WARRANTY; without even the implied warranty of */ +/* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU */ +/* General Public License for more details. */ +/* */ +/* You should have received a copy of the GNU General Public License */ +/* along with this program; if not, write to the Free Software */ +/* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, ma 02110-1301, USA. */ +/* */ +/* As a special exception to the GNU General Public License, if you */ +/* distribute this file as part of a program that contains a */ +/* configuration script generated by Autoconf, you may include it under */ +/* the same distribution terms that you use for the rest of that program. */ +/* */ +/* Version 1.09a */ + +#include "lcmsprf.h" + + +/* From "numerical recipes in C" */ +/* */ +/* Levenberg-Marquardt method, attempting to reduce the value X2 of a */ +/* fit between a set of data points x[1..ndata], y[1..ndata] with individual */ +/* standard deviations sig[1..ndata], and a nonlinear function dependent */ +/* on ma coefficients a[1..ma]. The input array ia[1..ma] */ +/* indicates by nonzero entries those components of a that should be */ +/* fitted for, and by zero entries those components that should be held */ +/* fixed at their input values. The program returns current best-fitt */ +/* values for the parameters a[1..ma], and chisq. The arrays */ +/* covar[1..ma][1..ma], alpha[1..ma][1..ma] are used as */ +/* working space during most iterations. Supply a routine */ +/* funcs(x, a, yfit, dyda, ma) */ +/* that evaluates the fitting function yfit, and its derivatives dyda[1..ma] */ +/* with respect to the fitting parameters a at x. On the first call provide */ +/* an initial guess for the parameters a, and set alamda<0 for initialization */ +/* (which then sets alamda=.001). If a step succeeds chisq becomes smaller */ +/* and alamda decreases by a factor of 10. If a step fails alamda grows by */ +/* a factor of 10. You must call this routine repeatedly until convergence */ +/* is achieved. Then, make one final call with alamda=0, so that */ +/* covar[1..ma][1..ma] returns the covar matrix, and alpha the */ +/* alpha matrix. (Parameters held fixed will return zero covariances.) */ + + +LCMSHANDLE cdecl cmsxLevenbergMarquardtInit(LPSAMPLEDCURVE x, LPSAMPLEDCURVE y, double sig, + double a[], + int ma, + void (*funcs)(double, double[], double*, double[], int) + ); + +double cdecl cmsxLevenbergMarquardtAlamda(LCMSHANDLE hMRQ); +double cdecl cmsxLevenbergMarquardtChiSq(LCMSHANDLE hMRQ); +BOOL cdecl cmsxLevenbergMarquardtIterate(LCMSHANDLE hMRQ); +BOOL cdecl cmsxLevenbergMarquardtFree(LCMSHANDLE hMRQ); + +/* ---------------------------------------------------------------------------- */ + + + +typedef struct { + + LPSAMPLEDCURVE x; + LPSAMPLEDCURVE y; + int ndata; + double* a; + int ma; + LPMATN covar; + LPMATN alpha; + double* atry; + LPMATN beta; + LPMATN oneda; + double* dyda; + double ochisq; + double sig; + + + void (*funcs)(double, double[], double*, double[], int); + + double alamda; + double chisq; + +} LMRTQMIN, FAR* LPLMRTQMIN; + + + + +static +void mrqcof(LPLMRTQMIN pLM, double *a, LPMATN alpha, LPMATN beta, double *chisq) +{ + int i, j, k; + double ymod, wt, sig2i, dy; + + for(j = 0; j < pLM->ma; j++) + { + for(k = 0; k <= j; k++) + alpha->Values[j][k] = 0.0; + + beta->Values[j][0] = 0.0; + } + + *chisq = 0.0; + sig2i = 1.0 / (pLM->sig * pLM->sig); + + for(i = 0; i < pLM->ndata; i++) + { + (*(pLM->funcs))(pLM->x ->Values[i], a, &ymod, pLM->dyda, pLM->ma); + + dy = pLM->y->Values[i] - ymod; + + for(j = 0; j < pLM->ma; j++) + { + wt = pLM->dyda[j] * sig2i; + + for(k = 0; k <= j; k++) + alpha->Values[j][k] += wt * pLM->dyda[k]; + + beta->Values[j][0] += dy * wt; + } + + *chisq += dy * dy * sig2i; + } + + for(j = 1; j < pLM->ma; j++) /* Fill in the symmetric side. */ + for(k = 0; k < j; k++) + alpha->Values[k][j] = alpha->Values[j][k]; +} + + + +static +void FreeStruct(LPLMRTQMIN pLM) +{ + if(pLM == NULL) return; + + if(pLM->covar) MATNfree (pLM->covar); + if(pLM->alpha) MATNfree (pLM->alpha); + if(pLM->atry) free(pLM->atry); + if(pLM->beta) MATNfree (pLM->beta); + if(pLM->oneda) MATNfree (pLM->oneda); + if(pLM->dyda) free(pLM->dyda); + free(pLM); +} + + + +LCMSHANDLE cmsxLevenbergMarquardtInit(LPSAMPLEDCURVE x, LPSAMPLEDCURVE y, double sig, + double a[], + int ma, + void (*funcs)(double, double[], double*, double[], int)) + +{ + int i; + LPLMRTQMIN pLM; + + if (x ->nItems != y ->nItems) return NULL; + + pLM = (LPLMRTQMIN) malloc(sizeof(LMRTQMIN)); + if(!pLM) + return NULL; + + ZeroMemory(pLM, sizeof(LMRTQMIN)); + + if((pLM->atry = (double*)malloc(ma * sizeof(double))) == NULL) goto failed; + if((pLM->beta = MATNalloc (ma, 1)) == NULL) goto failed; + if((pLM->oneda = MATNalloc (ma, 1)) == NULL) goto failed; + + + + if((pLM->covar = MATNalloc(ma, ma)) == NULL) goto failed; + if((pLM->alpha = MATNalloc(ma, ma)) == NULL) goto failed; + if((pLM->dyda = (double*)malloc(ma * sizeof(double))) == NULL) goto failed; + + pLM->alamda = 0.001; + + pLM->ndata = x ->nItems; + pLM->x = x; + pLM->y = y; + pLM->ma = ma; + pLM->a = a; + pLM->funcs = funcs; + pLM->sig = sig; + + mrqcof(pLM, a, pLM->alpha, pLM->beta, &pLM->chisq); + pLM->ochisq = (pLM->chisq); + + for(i = 0; i < ma; i++) pLM->atry[i] = a[i]; + + return (LCMSHANDLE) pLM; + +failed: + FreeStruct(pLM); + return NULL; +} + + +BOOL cmsxLevenbergMarquardtFree(LCMSHANDLE hMRQ) +{ + LPLMRTQMIN pLM = (LPLMRTQMIN)hMRQ; + if(!pLM) + return false; + + FreeStruct(pLM); + return true; +} + + +BOOL cmsxLevenbergMarquardtIterate(LCMSHANDLE hMRQ) +{ + int j, k; + BOOL sts; + LPLMRTQMIN pLM = (LPLMRTQMIN)hMRQ; + if(!pLM) + return false; + + for(j = 0; j < pLM->ma; j++) /* Alter linearized fitting matrix, by augmenting diagonal elements. */ + { + for(k = 0; k < pLM->ma; k++) + pLM->covar->Values[j][k] = pLM->alpha->Values[j][k]; + + pLM->covar->Values[j][j] = pLM->alpha->Values[j][j] * (1.0 + pLM ->alamda); + pLM->oneda->Values[j][0] = pLM->beta->Values[j][0]; + } + + if((sts = MATNsolve (pLM->covar, pLM->oneda)) != true) /* Matrix solution. */ + return sts; + + for(j = 0; j < pLM->ma; j++) /* Did the trial succeed? */ + pLM->atry[j] = pLM->a[j] + pLM->oneda->Values[j][0]; + + mrqcof(pLM, pLM->atry, pLM->covar, pLM->oneda, &pLM -> chisq); + + if (pLM->chisq < pLM->ochisq) { /* Success, accept the new solution. */ + + pLM->alamda *= 0.1; + pLM->ochisq = pLM->chisq; + + for(j = 0; j < pLM->ma; j++) + { + for(k = 0; k < pLM->ma; k++) + pLM->alpha->Values[j][k] = pLM->covar->Values[j][k]; + + pLM->beta->Values[j][0] = pLM->oneda->Values[j][0]; + } + + for (j=0; j < pLM ->ma; j++) pLM->a[j] = pLM->atry[j]; + } + else /* Failure, increase alamda and return. */ + { + pLM -> alamda *= 10.0; + pLM->chisq = pLM->ochisq; + } + + return true; +} + + +double cmsxLevenbergMarquardtAlamda(LCMSHANDLE hMRQ) +{ + LPLMRTQMIN pLM = (LPLMRTQMIN)hMRQ; + + return pLM ->alamda; +} + +double cmsxLevenbergMarquardtChiSq(LCMSHANDLE hMRQ) +{ + LPLMRTQMIN pLM = (LPLMRTQMIN)hMRQ; + + return pLM ->chisq; +} |