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source: branches/2929_PrioritizedGrammarEnumeration/HeuristicLab.Algorithms.DataAnalysis.PGE/3.3/go-code/go-levmar/levmar-2.6/misc.h @ 16080

Last change on this file since 16080 was 16080, checked in by hmaislin, 6 years ago

#2929 initial commit of working PGE version

File size: 4.7 KB
RevLine 
[16080]1/////////////////////////////////////////////////////////////////////////////////
2//
3//  Levenberg - Marquardt non-linear minimization algorithm
4//  Copyright (C) 2004  Manolis Lourakis (lourakis at ics forth gr)
5//  Institute of Computer Science, Foundation for Research & Technology - Hellas
6//  Heraklion, Crete, Greece.
7//
8//  This program is free software; you can redistribute it and/or modify
9//  it under the terms of the GNU General Public License as published by
10//  the Free Software Foundation; either version 2 of the License, or
11//  (at your option) any later version.
12//
13//  This program is distributed in the hope that it will be useful,
14//  but WITHOUT ANY WARRANTY; without even the implied warranty of
15//  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
16//  GNU General Public License for more details.
17//
18/////////////////////////////////////////////////////////////////////////////////
19
20#ifndef _MISC_H_
21#define _MISC_H_
22
23/* common suffix for LAPACK subroutines. Define empty in case of no prefix. */
24#define LM_LAPACK_SUFFIX _
25//#define LM_LAPACK_SUFFIX  // define empty
26
27/* common prefix for BLAS subroutines. Leave undefined in case of no prefix.
28 * You might also need to modify LM_BLAS_PREFIX below
29 */
30/* f2c'd BLAS */
31//#define LM_BLAS_PREFIX f2c_
32/* C BLAS */
33//#define LM_BLAS_PREFIX cblas_
34
35/* common suffix for BLAS subroutines */
36//#define LM_BLAS_SUFFIX  // define empty if a f2c_ or cblas_ prefix was defined for LM_BLAS_PREFIX above
37#define LM_BLAS_SUFFIX _ // use this in case of no BLAS prefix
38
39
40#define LCAT_(a, b)    #a b
41#define LCAT(a, b)    LCAT_(a, b) // force substitution
42#define RCAT_(a, b)    a #b
43#define RCAT(a, b)    RCAT_(a, b) // force substitution
44
45#define LM_MK_LAPACK_NAME(s)  LM_ADD_PREFIX(LM_CAT_(s, LM_LAPACK_SUFFIX))
46
47#ifdef LM_BLAS_PREFIX
48#define LM_MK_BLAS_NAME(s) LM_CAT_(LM_BLAS_PREFIX, LM_ADD_PREFIX(LM_CAT_(s, LM_BLAS_SUFFIX)))
49#else
50#define LM_MK_BLAS_NAME(s) LM_ADD_PREFIX(LM_CAT_(s, LM_BLAS_SUFFIX))
51#endif
52
53
54#define __BLOCKSZ__       32 /* block size for cache-friendly matrix-matrix multiply. It should be
55                              * such that __BLOCKSZ__^2*sizeof(LM_REAL) is smaller than the CPU (L1)
56                              * data cache size. Notice that a value of 32 when LM_REAL=double assumes
57                              * an 8Kb L1 data cache (32*32*8=8K). This is a concervative choice since
58                              * newer Pentium 4s have a L1 data cache of size 16K, capable of holding
59                              * up to 45x45 double blocks.
60                              */
61#define __BLOCKSZ__SQ    (__BLOCKSZ__)*(__BLOCKSZ__)
62
63/* add a prefix in front of a token */
64#define LM_CAT__(a, b) a ## b
65#define LM_CAT_(a, b) LM_CAT__(a, b) // force substitution
66#define LM_ADD_PREFIX(s) LM_CAT_(LM_PREFIX, s)
67
68#define FABS(x) (((x)>=0.0)? (x) : -(x))
69
70#ifdef __cplusplus
71extern "C" {
72#endif
73
74/* blocking-based matrix multiply */
75extern void slevmar_trans_mat_mat_mult(float *a, float *b, int n, int m);
76extern void dlevmar_trans_mat_mat_mult(double *a, double *b, int n, int m);
77
78/* forward finite differences */
79extern void slevmar_fdif_forw_jac_approx(void (*func)(float *p, float *hx, int m, int n, void *adata),
80          float *p, float *hx, float *hxx, float delta,
81          float *jac, int m, int n, void *adata);
82extern void dlevmar_fdif_forw_jac_approx(void (*func)(double *p, double *hx, int m, int n, void *adata),
83          double *p, double *hx, double *hxx, double delta,
84          double *jac, int m, int n, void *adata);
85
86/* central finite differences */
87extern void slevmar_fdif_cent_jac_approx(void (*func)(float *p, float *hx, int m, int n, void *adata),
88          float *p, float *hxm, float *hxp, float delta,
89          float *jac, int m, int n, void *adata);
90extern void dlevmar_fdif_cent_jac_approx(void (*func)(double *p, double *hx, int m, int n, void *adata),
91          double *p, double *hxm, double *hxp, double delta,
92          double *jac, int m, int n, void *adata);
93
94/* e=x-y and ||e|| */
95extern float  slevmar_L2nrmxmy(float *e, float *x, float *y, int n);
96extern double dlevmar_L2nrmxmy(double *e, double *x, double *y, int n);
97
98/* covariance of LS fit */
99extern int slevmar_covar(float *JtJ, float *C, float sumsq, int m, int n);
100extern int dlevmar_covar(double *JtJ, double *C, double sumsq, int m, int n);
101
102/* box constraints consistency check */
103extern int slevmar_box_check(float *lb, float *ub, int m);
104extern int dlevmar_box_check(double *lb, double *ub, int m);
105
106/* Cholesky */
107extern int slevmar_chol(float *C, float *W, int m);
108extern int dlevmar_chol(double *C, double *W, int m);
109
110#ifdef __cplusplus
111}
112#endif
113
114#endif /* _MISC_H_ */
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