*/
#include <math.h>
+#include <string.h>
+#include <assert.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_sf.h>
-#include <gsl/gsl_multiroots.h>
+#include <gsl/gsl_siman.h>
+#include <gsl/gsl_randist.h>
+#include <gsl/gsl_multimin.h>
#include "symbolic.c"
-#define X(i) gsl_vector_get(x,i)
#define J_END_COL(i) \
- for (j=0; j<N; j++) gsl_matrix_set(J,i,j,J_COL[j]);
+ for (j=0; j<PN; j++) gsl_matrix_set(J,i,j,J_COL[j]);
static inline _Bool IS_SMALL(double v) {
return v < 1E6;
return gsl_sf_sinc(x / M_PI);
}
-static int cb_f(const gsl_vector *x, void *params, gsl_vector *f) {
- double *target = params;
- double F[6];
+static int NP;
+static double *INPUT; /* dyanmic array, on main's stack */
+static double PREP[NPREP];
+#define GET_X(xg) \
+ double X[NX]; \
+ ({ int get_x_i; \
+ for (get_x_i=0; get_x_i<NX; get_x_i++) \
+ X[get_x_i] = gsl_vector_get(xg, get_x_i); \
+ })
+
+static void printcore(const double *X) {
+ int i, j;
+ DECLARE_F_G;
+ CALCULATE_F_G;
+ printf("[");
+ for (i=0; i<NP; i++)
+ for (j=0; j<3; j++)
+ printf(" %25.18g,", POINT(i)[j]);
+ printf(" ]\n");
+}
+
+static void prepare(double X[] /* startpoint */) {
+ /* fills in PREP and startpoint */
+ PREPARE;
+}
+
+//#define DEBUG
+
+static double cb_f(const gsl_vector *xg, void *params) {
+ int P;
+
+ GET_X(xg);
+
+ DECLARE_F_G;
+ CALCULATE_F_G;
+
+#ifdef DEBUG
+ int i,j;
+ printf(" Efunc\n");
+ for (j=0; j<3; j++) {
+ for (P=0; P<NP; P++)
+ printf(" %7.4f", POINT(P)[j]);
+ printf("\n");
+ }
+ printf(" ");
+#endif
+
+ CALCULATE_COST;
+ return cost;
+}
+
+static void __attribute__((unused)) cb_step(const gsl_rng *rng, void *xp, double step_size) {
+ double *x = xp;
int i;
- X_EXTRACT;
- F_POPULATE;
- for (i=0; i<N; i++) gsl_vector_set(f,i, F[i] - target[i]);
- return 0;
+ double step[NX];
+ gsl_ran_dir_nd(rng, NX, step);
+ for (i=0; i<NX; i++)
+ x[i] += step_size * step[i];
+ //printf("\n cb_step %p %10.7f [", xp, step_size);
+ //for (i=0; i<N; i++) printf(" %10.7f,", step[i]);
+ //printf("]\n");
}
-static int cb_df(const gsl_vector *x, void *params, gsl_matrix *J) {
- double J_COL[N];
- int j;
- X_EXTRACT;
- J_POPULATE;
- return 0;
+static double __attribute__((unused)) cb_metric(void *xp, void *yp) {
+ const double *x=xp, *y=yp;
+ int i;
+ double s;
+ for (i=0, s=0; i<NX; i++) {
+ double d = x[i] - y[i];
+ s += d*d;
+ }
+ return sqrt(s);
}
-static int cb_fdf(const gsl_vector *x, void *params,
- gsl_vector *f, gsl_matrix *J) {
- cb_f(x,params,f);
- cb_df(x,params,J);
- return 0;
+static void __attribute__((unused)) cb_print(gsl_vector *xp) {
+ GET_X(xp);
+ printf("\n");
+ printcore(X);
}
static double scan1double(void) {
return v;
}
-int main(void) {
- double target[N], epsilon;
- int i, j;
+int main(int argc, const char *const *argv) {
+ double epsilon;
+ int i, r;
+
+ NP = atoi(argv[1]);
+ epsilon = atof(argv[2]);
- gsl_multiroot_function_fdf function;
- function.f = cb_f;
- function.df = cb_df;
- function.fdf = cb_fdf;
- function.n = N;
- function.params = target;
+ double startpoint_X[NX];
+ double input[NINPUT]; INPUT = input;
- gsl_vector *startpoint = gsl_vector_alloc(N);
+ gsl_multimin_function func = {
+ .f = cb_f,
+ .n = NX,
+ .params = 0,
+ };
- gsl_multiroot_fdfsolver *solver
- = gsl_multiroot_fdfsolver_alloc(gsl_multiroot_fdfsolver_hybridsj, N);
+ gsl_vector *current_gx = gsl_vector_alloc(NX);
+ gsl_vector *step_size = gsl_vector_alloc(NX);
+ gsl_vector_set_all(step_size, 0.01);
+
+ gsl_multimin_fminimizer *minimiser =
+ gsl_multimin_fminimizer_alloc(gsl_multimin_fminimizer_nmsimplex2rand, NX);
for (;;) {
- /* 2N+1 doubles: target, initial guess, epsilon for residual */
- for (i=0; i<N; i++)
- target[i] = scan1double();
- for (i=0; i<N; i++)
- gsl_vector_set(startpoint,i,scan1double());
- epsilon = scan1double();
+ /* NINPUT + 1 doubles: startpoint, epsilon for residual */
+ for (i=0; i<NINPUT; i++)
+ INPUT[i] = scan1double();
+
+ prepare(startpoint_X);
+ for (i=0; i<NX; i++)
+ gsl_vector_set(current_gx, i, startpoint_X[i]);
- gsl_multiroot_fdfsolver_set(solver, &function, startpoint);
+ r = gsl_multimin_fminimizer_set(minimiser, &func, current_gx, step_size);
+ assert(!r);
- int r;
for (;;) {
- r = gsl_multiroot_fdfsolver_iterate(solver);
- if (r) break;
-
- printf("[");
- for (i=0; i<6; i++) printf(" %.18g,", gsl_vector_get(solver->x, i));
- for (i=0; i<6; i++) printf(" %.18g,",
- target[i] + gsl_vector_get(solver->f, i));
- printf(" ]\n");
-
- r = gsl_multiroot_test_residual(solver->f, epsilon);
- if (r != GSL_CONTINUE) break;
- }
-
- if (r) {
- gsl_matrix *j_dump = gsl_matrix_alloc(N,N);
- cb_df(solver->x, target, j_dump);
- fprintf(stderr,"// FC J %35s %35s", "d(Q)/", "d(dQ)/\n");
- for (i=0; i<6; i++) {
- fprintf(stderr,"// FC J d./d%-6s ", PARAM_NAMES[i]);
- for (j=0; j<6; j++)
- fprintf(stderr," %10.5f,", gsl_matrix_get(j_dump, i, j));
- fprintf(stderr,"\n");
- }
- fprintf(stderr,"ERROR %s\n",gsl_strerror(r));
- exit(-1);
- }
+ r = gsl_multimin_fminimizer_iterate(minimiser);
+ assert(!r);
+
+ //cb_print(current_gx);
+
+ double size = gsl_multimin_fminimizer_size(minimiser);
+ //printf(" size=%10.7f\n", size);
+
+ if (size < epsilon) break;
+ }
+
+ cb_print(current_gx);
printf("[]\n");
+ fflush(stdout);
}
}
~ian / moebius3.git / blobdiff