Mercurial > repos > lsong10 > psiclass
diff PsiCLASS-1.0.2/samtools-0.1.19/bcftools/kmin.c @ 0:903fc43d6227 draft default tip
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author | lsong10 |
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date | Fri, 26 Mar 2021 16:52:45 +0000 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/PsiCLASS-1.0.2/samtools-0.1.19/bcftools/kmin.c Fri Mar 26 16:52:45 2021 +0000 @@ -0,0 +1,209 @@ +/* The MIT License + + Copyright (c) 2008, 2010 by Attractive Chaos <attractor@live.co.uk> + + Permission is hereby granted, free of charge, to any person obtaining + a copy of this software and associated documentation files (the + "Software"), to deal in the Software without restriction, including + without limitation the rights to use, copy, modify, merge, publish, + distribute, sublicense, and/or sell copies of the Software, and to + permit persons to whom the Software is furnished to do so, subject to + the following conditions: + + The above copyright notice and this permission notice shall be + included in all copies or substantial portions of the Software. + + THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, + EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF + MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND + NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS + BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN + ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN + CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE + SOFTWARE. +*/ + +/* Hooke-Jeeves algorithm for nonlinear minimization + + Based on the pseudocodes by Bell and Pike (CACM 9(9):684-685), and + the revision by Tomlin and Smith (CACM 12(11):637-638). Both of the + papers are comments on Kaupe's Algorithm 178 "Direct Search" (ACM + 6(6):313-314). The original algorithm was designed by Hooke and + Jeeves (ACM 8:212-229). This program is further revised according to + Johnson's implementation at Netlib (opt/hooke.c). + + Hooke-Jeeves algorithm is very simple and it works quite well on a + few examples. However, it might fail to converge due to its heuristic + nature. A possible improvement, as is suggested by Johnson, may be to + choose a small r at the beginning to quickly approach to the minimum + and a large r at later step to hit the minimum. + */ + +#include <stdlib.h> +#include <string.h> +#include <math.h> +#include "kmin.h" + +static double __kmin_hj_aux(kmin_f func, int n, double *x1, void *data, double fx1, double *dx, int *n_calls) +{ + int k, j = *n_calls; + double ftmp; + for (k = 0; k != n; ++k) { + x1[k] += dx[k]; + ftmp = func(n, x1, data); ++j; + if (ftmp < fx1) fx1 = ftmp; + else { /* search the opposite direction */ + dx[k] = 0.0 - dx[k]; + x1[k] += dx[k] + dx[k]; + ftmp = func(n, x1, data); ++j; + if (ftmp < fx1) fx1 = ftmp; + else x1[k] -= dx[k]; /* back to the original x[k] */ + } + } + *n_calls = j; + return fx1; /* here: fx1=f(n,x1) */ +} + +double kmin_hj(kmin_f func, int n, double *x, void *data, double r, double eps, int max_calls) +{ + double fx, fx1, *x1, *dx, radius; + int k, n_calls = 0; + x1 = (double*)calloc(n, sizeof(double)); + dx = (double*)calloc(n, sizeof(double)); + for (k = 0; k != n; ++k) { /* initial directions, based on MGJ */ + dx[k] = fabs(x[k]) * r; + if (dx[k] == 0) dx[k] = r; + } + radius = r; + fx1 = fx = func(n, x, data); ++n_calls; + for (;;) { + memcpy(x1, x, n * sizeof(double)); /* x1 = x */ + fx1 = __kmin_hj_aux(func, n, x1, data, fx, dx, &n_calls); + while (fx1 < fx) { + for (k = 0; k != n; ++k) { + double t = x[k]; + dx[k] = x1[k] > x[k]? fabs(dx[k]) : 0.0 - fabs(dx[k]); + x[k] = x1[k]; + x1[k] = x1[k] + x1[k] - t; + } + fx = fx1; + if (n_calls >= max_calls) break; + fx1 = func(n, x1, data); ++n_calls; + fx1 = __kmin_hj_aux(func, n, x1, data, fx1, dx, &n_calls); + if (fx1 >= fx) break; + for (k = 0; k != n; ++k) + if (fabs(x1[k] - x[k]) > .5 * fabs(dx[k])) break; + if (k == n) break; + } + if (radius >= eps) { + if (n_calls >= max_calls) break; + radius *= r; + for (k = 0; k != n; ++k) dx[k] *= r; + } else break; /* converge */ + } + free(x1); free(dx); + return fx1; +} + +// I copied this function somewhere several years ago with some of my modifications, but I forgot the source. +double kmin_brent(kmin1_f func, double a, double b, void *data, double tol, double *xmin) +{ + double bound, u, r, q, fu, tmp, fa, fb, fc, c; + const double gold1 = 1.6180339887; + const double gold2 = 0.3819660113; + const double tiny = 1e-20; + const int max_iter = 100; + + double e, d, w, v, mid, tol1, tol2, p, eold, fv, fw; + int iter; + + fa = func(a, data); fb = func(b, data); + if (fb > fa) { // swap, such that f(a) > f(b) + tmp = a; a = b; b = tmp; + tmp = fa; fa = fb; fb = tmp; + } + c = b + gold1 * (b - a), fc = func(c, data); // golden section extrapolation + while (fb > fc) { + bound = b + 100.0 * (c - b); // the farthest point where we want to go + r = (b - a) * (fb - fc); + q = (b - c) * (fb - fa); + if (fabs(q - r) < tiny) { // avoid 0 denominator + tmp = q > r? tiny : 0.0 - tiny; + } else tmp = q - r; + u = b - ((b - c) * q - (b - a) * r) / (2.0 * tmp); // u is the parabolic extrapolation point + if ((b > u && u > c) || (b < u && u < c)) { // u lies between b and c + fu = func(u, data); + if (fu < fc) { // (b,u,c) bracket the minimum + a = b; b = u; fa = fb; fb = fu; + break; + } else if (fu > fb) { // (a,b,u) bracket the minimum + c = u; fc = fu; + break; + } + u = c + gold1 * (c - b); fu = func(u, data); // golden section extrapolation + } else if ((c > u && u > bound) || (c < u && u < bound)) { // u lies between c and bound + fu = func(u, data); + if (fu < fc) { // fb > fc > fu + b = c; c = u; u = c + gold1 * (c - b); + fb = fc; fc = fu; fu = func(u, data); + } else { // (b,c,u) bracket the minimum + a = b; b = c; c = u; + fa = fb; fb = fc; fc = fu; + break; + } + } else if ((u > bound && bound > c) || (u < bound && bound < c)) { // u goes beyond the bound + u = bound; fu = func(u, data); + } else { // u goes the other way around, use golden section extrapolation + u = c + gold1 * (c - b); fu = func(u, data); + } + a = b; b = c; c = u; + fa = fb; fb = fc; fc = fu; + } + if (a > c) u = a, a = c, c = u; // swap + + // now, a<b<c, fa>fb and fb<fc, move on to Brent's algorithm + e = d = 0.0; + w = v = b; fv = fw = fb; + for (iter = 0; iter != max_iter; ++iter) { + mid = 0.5 * (a + c); + tol2 = 2.0 * (tol1 = tol * fabs(b) + tiny); + if (fabs(b - mid) <= (tol2 - 0.5 * (c - a))) { + *xmin = b; return fb; // found + } + if (fabs(e) > tol1) { + // related to parabolic interpolation + r = (b - w) * (fb - fv); + q = (b - v) * (fb - fw); + p = (b - v) * q - (b - w) * r; + q = 2.0 * (q - r); + if (q > 0.0) p = 0.0 - p; + else q = 0.0 - q; + eold = e; e = d; + if (fabs(p) >= fabs(0.5 * q * eold) || p <= q * (a - b) || p >= q * (c - b)) { + d = gold2 * (e = (b >= mid ? a - b : c - b)); + } else { + d = p / q; u = b + d; // actual parabolic interpolation happens here + if (u - a < tol2 || c - u < tol2) + d = (mid > b)? tol1 : 0.0 - tol1; + } + } else d = gold2 * (e = (b >= mid ? a - b : c - b)); // golden section interpolation + u = fabs(d) >= tol1 ? b + d : b + (d > 0.0? tol1 : -tol1); + fu = func(u, data); + if (fu <= fb) { // u is the minimum point so far + if (u >= b) a = b; + else c = b; + v = w; w = b; b = u; fv = fw; fw = fb; fb = fu; + } else { // adjust (a,c) and (u,v,w) + if (u < b) a = u; + else c = u; + if (fu <= fw || w == b) { + v = w; w = u; + fv = fw; fw = fu; + } else if (fu <= fv || v == b || v == w) { + v = u; fv = fu; + } + } + } + *xmin = b; + return fb; +}