| 1 | /*
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| 2 | ////////////////////////////////////////////////////////////////////////////////////
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| 3 | //
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| 4 | // Prototypes and definitions for the Levenberg - Marquardt minimization algorithm
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| 5 | // Copyright (C) 2004 Manolis Lourakis (lourakis at ics forth gr)
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| 6 | // Institute of Computer Science, Foundation for Research & Technology - Hellas
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| 7 | // Heraklion, Crete, Greece.
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| 8 | //
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| 9 | // This program is free software; you can redistribute it and/or modify
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| 10 | // it under the terms of the GNU General Public License as published by
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| 11 | // the Free Software Foundation; either version 2 of the License, or
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| 12 | // (at your option) any later version.
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| 13 | //
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| 14 | // This program is distributed in the hope that it will be useful,
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| 15 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 16 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 17 | // GNU General Public License for more details.
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| 18 | //
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| 19 | ////////////////////////////////////////////////////////////////////////////////////
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| 20 | */
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| 21 |
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| 22 | #ifndef _LEVMAR_H_
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| 23 | #define _LEVMAR_H_
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| 24 |
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| 25 | /************************************* Start of configuration options *************************************/
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| 26 | /* Note that when compiling with CMake, this configuration section is automatically generated
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| 27 | * based on the user's input, see levmar.h.in
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| 28 | */
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| 29 |
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| 30 | /* specifies whether to use LAPACK or not. Using LAPACK is strongly recommended */
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| 31 | #define HAVE_LAPACK
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| 32 |
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| 33 | /* specifies whether the PLASMA parallel library for multicore CPUs is available */
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| 34 | /* #undef HAVE_PLASMA */
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| 35 |
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| 36 | /* to avoid the overhead of repeated mallocs(), routines in Axb.c can be instructed to
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| 37 | * retain working memory between calls. Such a choice, however, renders these routines
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| 38 | * non-reentrant and is not safe in a shared memory multiprocessing environment.
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| 39 | * Bellow, an attempt is made to issue a warning if this option is turned on and OpenMP
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| 40 | * is being used (note that this will work only if omp.h is included before levmar.h)
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| 41 | */
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| 42 | /* #undef LINSOLVERS_RETAIN_MEMORY */
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| 43 | #if (defined(_OPENMP))
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| 44 | # ifdef LINSOLVERS_RETAIN_MEMORY
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| 45 | # ifdef _MSC_VER
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| 46 | # pragma message("LINSOLVERS_RETAIN_MEMORY is not safe in a multithreaded environment and should be turned off!")
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| 47 | # else
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| 48 | # warning LINSOLVERS_RETAIN_MEMORY is not safe in a multithreaded environment and should be turned off!
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| 49 | # endif /* _MSC_VER */
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| 50 | # endif /* LINSOLVERS_RETAIN_MEMORY */
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| 51 | #endif /* _OPENMP */
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| 52 |
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| 53 | /* specifies whether double precision routines will be compiled or not */
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| 54 | #define LM_DBL_PREC
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| 55 | /* specifies whether single precision routines will be compiled or not */
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| 56 | #define LM_SNGL_PREC
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| 57 |
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| 58 | /****************** End of configuration options, no changes necessary beyond this point ******************/
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| 59 |
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| 60 |
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| 61 | #ifdef __cplusplus
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| 62 | extern "C" {
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| 63 | #endif
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| 64 |
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| 65 | /* work arrays size for ?levmar_der and ?levmar_dif functions.
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| 66 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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| 67 | */
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| 68 | #define LM_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
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| 69 | #define LM_DIF_WORKSZ(npar, nmeas) (4*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
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| 70 |
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| 71 | /* work arrays size for ?levmar_bc_der and ?levmar_bc_dif functions.
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| 72 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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| 73 | */
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| 74 | #define LM_BC_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
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| 75 | #define LM_BC_DIF_WORKSZ(npar, nmeas) LM_BC_DER_WORKSZ((npar), (nmeas)) /* LEVMAR_BC_DIF currently implemented using LEVMAR_BC_DER()! */
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| 76 |
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| 77 | /* work arrays size for ?levmar_lec_der and ?levmar_lec_dif functions.
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| 78 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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| 79 | */
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| 80 | #define LM_LEC_DER_WORKSZ(npar, nmeas, nconstr) LM_DER_WORKSZ((npar)-(nconstr), (nmeas))
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| 81 | #define LM_LEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_DIF_WORKSZ((npar)-(nconstr), (nmeas))
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| 82 |
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| 83 | /* work arrays size for ?levmar_blec_der and ?levmar_blec_dif functions.
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| 84 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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| 85 | */
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| 86 | #define LM_BLEC_DER_WORKSZ(npar, nmeas, nconstr) LM_LEC_DER_WORKSZ((npar), (nmeas)+(npar), (nconstr))
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| 87 | #define LM_BLEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_LEC_DIF_WORKSZ((npar), (nmeas)+(npar), (nconstr))
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| 88 |
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| 89 | /* work arrays size for ?levmar_bleic_der and ?levmar_bleic_dif functions.
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| 90 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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| 91 | */
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| 92 | #define LM_BLEIC_DER_WORKSZ(npar, nmeas, nconstr1, nconstr2) LM_BLEC_DER_WORKSZ((npar)+(nconstr2), (nmeas)+(nconstr2), (nconstr1)+(nconstr2))
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| 93 | #define LM_BLEIC_DIF_WORKSZ(npar, nmeas, nconstr1, nconstr2) LM_BLEC_DIF_WORKSZ((npar)+(nconstr2), (nmeas)+(nconstr2), (nconstr1)+(nconstr2))
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| 94 |
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| 95 | #define LM_OPTS_SZ 5 /* max(4, 5) */
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| 96 | #define LM_INFO_SZ 10
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| 97 | #define LM_ERROR -1
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| 98 | #define LM_INIT_MU 1E-03
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| 99 | #define LM_STOP_THRESH 1E-17
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| 100 | #define LM_DIFF_DELTA 1E-06
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| 101 | #define LM_VERSION "2.6 (November 2011)"
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| 102 |
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| 103 | #ifdef LM_DBL_PREC
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| 104 | /* double precision LM, with & without Jacobian */
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| 105 | /* unconstrained minimization */
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| 106 | extern int dlevmar_der(
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| 107 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 108 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 109 | double *p, double *x, int m, int n, int itmax, double *opts,
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| 110 | double *info, double *work, double *covar, void *adata);
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| 111 |
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| 112 | extern int dlevmar_dif(
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| 113 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 114 | double *p, double *x, int m, int n, int itmax, double *opts,
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| 115 | double *info, double *work, double *covar, void *adata);
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| 116 |
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| 117 | /* box-constrained minimization */
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| 118 | extern int dlevmar_bc_der(
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| 119 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 120 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 121 | double *p, double *x, int m, int n, double *lb, double *ub, double *dscl,
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| 122 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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| 123 |
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| 124 | extern int dlevmar_bc_dif(
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| 125 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 126 | double *p, double *x, int m, int n, double *lb, double *ub, double *dscl,
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| 127 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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| 128 |
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| 129 | #ifdef HAVE_LAPACK
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| 130 | /* linear equation constrained minimization */
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| 131 | extern int dlevmar_lec_der(
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| 132 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 133 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 134 | double *p, double *x, int m, int n, double *A, double *b, int k,
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| 135 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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| 136 |
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| 137 | extern int dlevmar_lec_dif(
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| 138 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 139 | double *p, double *x, int m, int n, double *A, double *b, int k,
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| 140 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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| 141 |
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| 142 | /* box & linear equation constrained minimization */
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| 143 | extern int dlevmar_blec_der(
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| 144 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 145 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 146 | double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
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| 147 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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| 148 |
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| 149 | extern int dlevmar_blec_dif(
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| 150 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 151 | double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
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| 152 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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| 153 |
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| 154 | /* box, linear equations & inequalities constrained minimization */
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| 155 | extern int dlevmar_bleic_der(
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| 156 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 157 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 158 | double *p, double *x, int m, int n, double *lb, double *ub,
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| 159 | double *A, double *b, int k1, double *C, double *d, int k2,
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| 160 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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| 161 |
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| 162 | extern int dlevmar_bleic_dif(
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| 163 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 164 | double *p, double *x, int m, int n, double *lb, double *ub,
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| 165 | double *A, double *b, int k1, double *C, double *d, int k2,
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| 166 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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| 167 |
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| 168 | /* box & linear inequality constraints */
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| 169 | extern int dlevmar_blic_der(
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| 170 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 171 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 172 | double *p, double *x, int m, int n, double *lb, double *ub, double *C, double *d, int k2,
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| 173 | int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
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| 174 |
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| 175 | extern int dlevmar_blic_dif(
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| 176 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 177 | double *p, double *x, int m, int n, double *lb, double *ub, double *C, double *d, int k2,
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| 178 | int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
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| 179 |
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| 180 | /* linear equation & inequality constraints */
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| 181 | extern int dlevmar_leic_der(
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| 182 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 183 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 184 | double *p, double *x, int m, int n, double *A, double *b, int k1, double *C, double *d, int k2,
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| 185 | int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
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| 186 |
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| 187 | extern int dlevmar_leic_dif(
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| 188 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 189 | double *p, double *x, int m, int n, double *A, double *b, int k1, double *C, double *d, int k2,
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| 190 | int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
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| 191 |
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| 192 | /* linear inequality constraints */
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| 193 | extern int dlevmar_lic_der(
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| 194 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 195 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 196 | double *p, double *x, int m, int n, double *C, double *d, int k2,
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| 197 | int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
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| 198 |
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| 199 | extern int dlevmar_lic_dif(
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| 200 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 201 | double *p, double *x, int m, int n, double *C, double *d, int k2,
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| 202 | int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
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| 203 | #endif /* HAVE_LAPACK */
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| 204 |
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| 205 | #endif /* LM_DBL_PREC */
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| 206 |
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| 207 |
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| 208 | #ifdef LM_SNGL_PREC
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| 209 | /* single precision LM, with & without Jacobian */
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| 210 | /* unconstrained minimization */
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| 211 | extern int slevmar_der(
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| 212 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 213 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 214 | float *p, float *x, int m, int n, int itmax, float *opts,
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| 215 | float *info, float *work, float *covar, void *adata);
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| 216 |
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| 217 | extern int slevmar_dif(
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| 218 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 219 | float *p, float *x, int m, int n, int itmax, float *opts,
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| 220 | float *info, float *work, float *covar, void *adata);
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| 221 |
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| 222 | /* box-constrained minimization */
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| 223 | extern int slevmar_bc_der(
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| 224 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 225 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 226 | float *p, float *x, int m, int n, float *lb, float *ub, float *dscl,
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| 227 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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| 228 |
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| 229 | extern int slevmar_bc_dif(
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| 230 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 231 | float *p, float *x, int m, int n, float *lb, float *ub, float *dscl,
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| 232 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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| 233 |
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| 234 | #ifdef HAVE_LAPACK
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| 235 | /* linear equation constrained minimization */
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| 236 | extern int slevmar_lec_der(
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| 237 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 238 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 239 | float *p, float *x, int m, int n, float *A, float *b, int k,
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| 240 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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| 241 |
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| 242 | extern int slevmar_lec_dif(
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| 243 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 244 | float *p, float *x, int m, int n, float *A, float *b, int k,
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| 245 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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| 246 |
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| 247 | /* box & linear equation constrained minimization */
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| 248 | extern int slevmar_blec_der(
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| 249 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 250 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 251 | float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
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| 252 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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| 253 |
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| 254 | extern int slevmar_blec_dif(
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| 255 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 256 | float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
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| 257 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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| 258 |
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| 259 | /* box, linear equations & inequalities constrained minimization */
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| 260 | extern int slevmar_bleic_der(
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| 261 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 262 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 263 | float *p, float *x, int m, int n, float *lb, float *ub,
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| 264 | float *A, float *b, int k1, float *C, float *d, int k2,
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| 265 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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| 266 |
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| 267 | extern int slevmar_bleic_dif(
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| 268 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 269 | float *p, float *x, int m, int n, float *lb, float *ub,
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| 270 | float *A, float *b, int k1, float *C, float *d, int k2,
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| 271 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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| 272 |
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| 273 | /* box & linear inequality constraints */
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| 274 | extern int slevmar_blic_der(
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| 275 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 276 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 277 | float *p, float *x, int m, int n, float *lb, float *ub, float *C, float *d, int k2,
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| 278 | int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
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| 279 |
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| 280 | extern int slevmar_blic_dif(
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| 281 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 282 | float *p, float *x, int m, int n, float *lb, float *ub, float *C, float *d, int k2,
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| 283 | int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
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| 284 |
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| 285 | /* linear equality & inequality constraints */
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| 286 | extern int slevmar_leic_der(
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| 287 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 288 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 289 | float *p, float *x, int m, int n, float *A, float *b, int k1, float *C, float *d, int k2,
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| 290 | int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
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| 291 |
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| 292 | extern int slevmar_leic_dif(
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| 293 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 294 | float *p, float *x, int m, int n, float *A, float *b, int k1, float *C, float *d, int k2,
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| 295 | int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
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| 296 |
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| 297 | /* linear inequality constraints */
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| 298 | extern int slevmar_lic_der(
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| 299 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 300 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 301 | float *p, float *x, int m, int n, float *C, float *d, int k2,
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| 302 | int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
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| 303 |
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| 304 | extern int slevmar_lic_dif(
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| 305 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 306 | float *p, float *x, int m, int n, float *C, float *d, int k2,
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| 307 | int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
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| 308 | #endif /* HAVE_LAPACK */
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| 309 |
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| 310 | #endif /* LM_SNGL_PREC */
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| 311 |
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| 312 | /* linear system solvers */
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| 313 | #ifdef HAVE_LAPACK
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| 314 |
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| 315 | #ifdef LM_DBL_PREC
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| 316 | extern int dAx_eq_b_QR(double *A, double *B, double *x, int m);
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| 317 | extern int dAx_eq_b_QRLS(double *A, double *B, double *x, int m, int n);
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| 318 | extern int dAx_eq_b_Chol(double *A, double *B, double *x, int m);
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| 319 | extern int dAx_eq_b_LU(double *A, double *B, double *x, int m);
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| 320 | extern int dAx_eq_b_SVD(double *A, double *B, double *x, int m);
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| 321 | extern int dAx_eq_b_BK(double *A, double *B, double *x, int m);
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| 322 | #endif /* LM_DBL_PREC */
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| 323 |
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| 324 | #ifdef LM_SNGL_PREC
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| 325 | extern int sAx_eq_b_QR(float *A, float *B, float *x, int m);
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| 326 | extern int sAx_eq_b_QRLS(float *A, float *B, float *x, int m, int n);
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| 327 | extern int sAx_eq_b_Chol(float *A, float *B, float *x, int m);
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| 328 | extern int sAx_eq_b_LU(float *A, float *B, float *x, int m);
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| 329 | extern int sAx_eq_b_SVD(float *A, float *B, float *x, int m);
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| 330 | extern int sAx_eq_b_BK(float *A, float *B, float *x, int m);
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| 331 | #endif /* LM_SNGL_PREC */
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| 332 |
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| 333 | #else /* no LAPACK */
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| 334 |
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| 335 | #ifdef LM_DBL_PREC
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| 336 | extern int dAx_eq_b_LU_noLapack(double *A, double *B, double *x, int n);
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| 337 | #endif /* LM_DBL_PREC */
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| 338 |
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| 339 | #ifdef LM_SNGL_PREC
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| 340 | extern int sAx_eq_b_LU_noLapack(float *A, float *B, float *x, int n);
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| 341 | #endif /* LM_SNGL_PREC */
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| 342 |
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| 343 | #endif /* HAVE_LAPACK */
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| 344 |
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| 345 | #ifdef HAVE_PLASMA
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| 346 | #ifdef LM_DBL_PREC
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| 347 | extern int dAx_eq_b_PLASMA_Chol(double *A, double *B, double *x, int m);
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| 348 | #endif
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| 349 | #ifdef LM_SNGL_PREC
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| 350 | extern int sAx_eq_b_PLASMA_Chol(float *A, float *B, float *x, int m);
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| 351 | #endif
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| 352 | extern void levmar_PLASMA_setnbcores(int cores);
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| 353 | #endif /* HAVE_PLASMA */
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| 354 |
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| 355 | /* Jacobian verification, double & single precision */
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| 356 | #ifdef LM_DBL_PREC
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| 357 | extern void dlevmar_chkjac(
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| 358 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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| 359 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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| 360 | double *p, int m, int n, void *adata, double *err);
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| 361 | #endif /* LM_DBL_PREC */
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| 362 |
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| 363 | #ifdef LM_SNGL_PREC
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| 364 | extern void slevmar_chkjac(
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| 365 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 366 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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| 367 | float *p, int m, int n, void *adata, float *err);
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| 368 | #endif /* LM_SNGL_PREC */
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| 369 |
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| 370 | /* miscellaneous: standard deviation, coefficient of determination (R2),
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| 371 | * Pearson's correlation coefficient for best-fit parameters
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| 372 | */
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| 373 | #ifdef LM_DBL_PREC
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| 374 | extern double dlevmar_stddev( double *covar, int m, int i);
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| 375 | extern double dlevmar_corcoef(double *covar, int m, int i, int j);
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| 376 | extern double dlevmar_R2(void (*func)(double *p, double *hx, int m, int n, void *adata), double *p, double *x, int m, int n, void *adata);
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| 377 |
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| 378 | #endif /* LM_DBL_PREC */
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| 379 |
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| 380 | #ifdef LM_SNGL_PREC
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| 381 | extern float slevmar_stddev( float *covar, int m, int i);
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| 382 | extern float slevmar_corcoef(float *covar, int m, int i, int j);
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| 383 | extern float slevmar_R2(void (*func)(float *p, float *hx, int m, int n, void *adata), float *p, float *x, int m, int n, void *adata);
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| 384 |
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| 385 | extern void slevmar_locscale(
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| 386 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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| 387 | float *p, float *x, int m, int n, void *adata,
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| 388 | int howto, float locscl[2], float **residptr);
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| 389 |
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| 390 | extern int slevmar_outlid(float *r, int n, float thresh, float ls[2], char *outlmap);
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| 391 |
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| 392 | #endif /* LM_SNGL_PREC */
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| 393 |
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| 394 | #ifdef __cplusplus
|
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| 395 | }
|
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| 396 | #endif
|
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| 397 |
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| 398 | #endif /* _LEVMAR_H_ */
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