Revision 1107 trunk/src/df1b2-separable/mod_rhes.cpp

mod_rhes.cpp (revision 1107)
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 * $Id$
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 *
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 * Author: David Fournier
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 * Copyright (c) 2008-2012 Regents of the University of California 
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 * Copyright (c) 2008-2012 Regents of the University of California
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 */
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/**
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 * \file
......
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  int minsave=M.indexmin();
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  M.shift(1);
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  int n=M.indexmax();
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  int bw=M.bandwidth();
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  banded_lower_triangular_dmatrix L(1,n,bw);
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#ifndef SAFE_INITIALIZE
......
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  gradient_structure::set_YES_DERIVATIVES();
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  gbest.fill_seqadd(1.e+50,0.);
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  dvector ddd(1,nvar);
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  gradcalc(0,ddd);
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  adstring tmpstring;
......
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    }
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    // modify so thaqt we have l_uu and dux for delta method
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    // DF feb 15 05
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    //if (lapprox->hesstype==2 || lapprox->hesstype==3) 
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    if (lapprox->hesstype==2 ) 
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    //if (lapprox->hesstype==2 || lapprox->hesstype==3)
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    if (lapprox->hesstype==2 )
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    {
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      if (lapprox->block_diagonal_hessian)
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      {
......
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            {
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              //if (ii<=u.indexmax())
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              {
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                ofs << setprecision(5) << setscientific() 
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                ofs << setprecision(5) << setscientific()
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                    << setw(14) << u(ii++) << " " << d(j) << endl;;
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              }
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            }
......
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        dvector e(mmin,mmax);
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        //choleski_decomp(*lapprox->bHess);
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        int ierr;
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        banded_lower_triangular_dmatrix tmp=choleski_decomp(*lapprox->bHess,
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          ierr);
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        e.initialize();
......
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          e(i)=1.0;
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          dvector v=solve(tmp,e);
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          e(i)=0;
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          double d=sqrt(v*v);
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            ofs << setprecision(5) << setscientific() 
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            ofs << setprecision(5) << setscientific()
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                << setw(14) << u(i) << " " << d << endl;;
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        }
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      }
......
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          int mmax=m.indexmax();
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          for (i=mmin;i<=mmax;i++)
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          {
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            ofs << setprecision(5) << setscientific() 
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            ofs << setprecision(5) << setscientific()
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                << setw(14) << u(i) << " " << sqrt(m(i,i)) << endl;;
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          }
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          // save l_uu and l_xu for covariance calculations
......
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              if (i>1) e(i-1)=0;
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              e(i)=1;
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              dvector w=solve_trans(C,solve(C,e));
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              ofs << setprecision(5) << setscientific() 
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              ofs << setprecision(5) << setscientific()
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                  << setw(14) << u(i) << " " << sqrt(w(i)) << endl;;
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              ofs1 << w;
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            }
......
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        cerr << "Usage -hpts option needs non-negative integer  -- ignored" << endl;
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      }
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      else
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      {   
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      {
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        npts=atoi(ad_comm::argv[on+1]);
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      }
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    }
......
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        cerr << "Usage -hsize option needs number  -- ignored" << endl;
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      }
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