Revision 1110 trunk/src/df1b2-separable/df1b2chkder.cpp

df1b2chkder.cpp (revision 1110)
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double calculate_laplace_approximation(const dvector& x,const dvector& u0,
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  const dmatrix& Hess,const dvector& _xadjoint,const dvector& _uadjoint,
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  const dmatrix& _Hessadjoint,function_minimizer * pmin);
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double calculate_importance_sample(const dvector& x,const dvector& u0,
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  const dmatrix& Hess,const dvector& _xadjoint,const dvector& _uadjoint,
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  const dmatrix& _Hessadjoint,function_minimizer * pmin);
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double calculate_importance_sample_funnel(const dvector& x,const dvector& u0,
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  const dmatrix& Hess,const dvector& _xadjoint,const dvector& _uadjoint,
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  const dmatrix& _Hessadjoint,function_minimizer * pmin);
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dmatrix choleski_decomp_positive(const dmatrix& M,double b);
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/**
......
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  ADUNCONST(dvector,x)
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  int i,j;
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  initial_params::set_inactive_only_random_effects(); 
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  initial_params::set_inactive_only_random_effects();
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  gradient_structure::set_NO_DERIVATIVES();
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  initial_params::reset(x);    // get current x values into the model
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......
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  gradient_structure::set_YES_DERIVATIVES();
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  initial_params::set_active_only_random_effects(); 
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  initial_params::set_active_only_random_effects();
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  initial_params::xinit(uhat);    // get current x values into the model
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  //int lmn_flag=0;
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  if (ad_comm::time_flag)
......
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    {
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      ad_comm::ptm->get_elapsed_time_and_reset();
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    }
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  }  
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  }
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  if (ad_comm::time_flag)
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  {
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    if (ad_comm::ptm)
......
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      }
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    }
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  }
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  double maxg;
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  //double maxg_save;
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  dvector uhat_old(1,usize);
......
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  {
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    y(i+xsize)=uhat(i);
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  }
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  int ierr=0;
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  int niters=0;
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  if (function_minimizer::first_hessian_flag)
......
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      used_flags.safe_allocate(1,nv);
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    }
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  }
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  for(int ii=1;ii<=niters;ii++)
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  {  
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  {
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    if (quadratic_prior::get_num_quadratic_prior()>0)
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    {
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      check_pool_size();
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    }
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    {   
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    {
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      // test newton raphson
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      Hess.initialize();
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      cout << "Checking derivatives " << ii << endl;
......
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      if (quadratic_prior::get_num_quadratic_prior()>0)
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      {
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        laplace_approximation_calculator::where_are_we_flag=2; 
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        laplace_approximation_calculator::where_are_we_flag=2;
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        /*double maxg=*/fabs(evaluate_function_quiet(uhat,pfmin));
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        laplace_approximation_calculator::where_are_we_flag=0; 
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        laplace_approximation_calculator::where_are_we_flag=0;
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        quadratic_prior::get_cHessian_contribution(Hess,xsize);
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        quadratic_prior::get_cgradient_contribution(grad,xsize);
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      }
......
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        /*double diff= */fabs(re_objective_function_value::fun_without_pen-
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          objective_function_value::fun_without_pen);
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