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simplex.h
Go to the documentation of this file.00001 /***************************************************************************** 00002 Major portions of this software are copyrighted by the Medical College 00003 of Wisconsin, 1994-2000, and are released under the Gnu General Public 00004 License, Version 2. See the file README.Copyright for details. 00005 ******************************************************************************/ 00006 00007 /* 00008 This is the header file for simplex.c. 00009 00010 File: simplex.h 00011 Author: B. Douglas Ward 00012 Date: 23 May 1997 00013 00014 */ 00015 00016 /*---------------------------------------------------------------------------*/ 00017 /* 00018 This software is Copyright 1997 by 00019 00020 Medical College of Wisconsin 00021 8701 Watertown Plank Road 00022 Milwaukee, WI 53226 00023 00024 License is granted to use this program for nonprofit research purposes only. 00025 It is specifically against the license to use this program for any clinical 00026 application. The Medical College of Wisconsin makes no warranty of usefulness 00027 of this program for any particular purpose. The redistribution of this 00028 program for a fee, or the derivation of for-profit works from this program 00029 is not allowed. 00030 */ 00031 00032 00033 /*---------------------------------------------------------------------------*/ 00034 00035 #include "NLfit_model.h" 00036 00037 /*---------------------------------------------------------------------------*/ 00038 /* 00039 Routine to generate a uniform U(0,1) random variate. 00040 */ 00041 00042 float uniform (); 00043 00044 00045 /*---------------------------------------------------------------------------*/ 00046 /* 00047 Routine to generate a normal N(0,1) random variate. 00048 */ 00049 00050 void normal (float * n1, float * n2); 00051 00052 00053 /*---------------------------------------------------------------------------*/ 00054 /* 00055 Routine to generate a U(a,b) random variate. 00056 */ 00057 00058 float get_random_value(float a, float b); 00059 00060 00061 /*---------------------------------------------------------------------------*/ 00062 /* 00063 Allocate memory for simplex algorithm. 00064 */ 00065 00066 void allocate_arrays 00067 ( 00068 int dimension, /* dimension of parameter space */ 00069 float *** simplex, /* the simplex itself */ 00070 float ** centroid, /* center of mass of the simplex */ 00071 float ** response, /* error sum of squares at each vertex */ 00072 float ** step_size, /* controls random placement of new vertex */ 00073 float ** test1, /* test vertex */ 00074 float ** test2 /* test vertex */ 00075 ); 00076 00077 00078 /*---------------------------------------------------------------------------*/ 00079 /* 00080 Set up initial values for the simplex vertices. 00081 */ 00082 00083 void initialize_simplex 00084 ( 00085 int dimension, /* dimension of the full model */ 00086 vfp nmodel, /* pointer to noise model */ 00087 vfp smodel, /* pointer to signal model */ 00088 int r, /* number of parameters in the noise model */ 00089 int p, /* number of parameters in the signal model */ 00090 int nabs, /* use absolute constraints for noise parameters */ 00091 float * min_nconstr, /* minimum parameter constraints for noise model */ 00092 float * max_nconstr, /* maximum parameter constraints for noise model */ 00093 float * min_sconstr, /* minimum parameter constraints for signal model */ 00094 float * max_sconstr, /* maximum parameter constraints for signal model */ 00095 float * par_rdcd, /* estimated parameters for the reduced model */ 00096 float * parameters, /* starting point */ 00097 float ** simplex, /* the simplex itself */ 00098 float * response, /* sse at each vertex of the simplex */ 00099 float * step_size, /* amount of allowed variation at each parameter */ 00100 int ts_length, /* length of time series array */ 00101 float ** x_array, /* independent variable matrix */ 00102 float * ts_array /* observed time series */ 00103 ); 00104 00105 00106 /*---------------------------------------------------------------------------*/ 00107 /* 00108 Evaluate the vertices of the simplex. Find indices of the best, worst, and 00109 next-to-worst vertices. 00110 */ 00111 00112 void eval_vertices 00113 ( 00114 int dimension, /* dimension of parameter space */ 00115 float * response, /* error sum of squares at each vertex */ 00116 int * worst, /* index of worst vertex in simplex */ 00117 int * next, /* index of next-to-worst vertex in simplex */ 00118 int * best /* index of best vertex in simplex */ 00119 ); 00120 00121 00122 /*---------------------------------------------------------------------------*/ 00123 /* 00124 Routine to restart the simplex algorithm by putting random vectors into 00125 the simplex (and keeping the best previous vertex). 00126 */ 00127 00128 void restart 00129 ( 00130 int dimension, /* dimension of the full model */ 00131 vfp nmodel, /* pointer to noise model */ 00132 vfp smodel, /* pointer to signal model */ 00133 int r, /* number of parameters in the noise model */ 00134 int p, /* number of parameters in the signal model */ 00135 int nabs, /* use absolute constraints for noise parameters */ 00136 float * min_nconstr, /* minimum parameter constraints for noise model */ 00137 float * max_nconstr, /* maximum parameter constraints for noise model */ 00138 float * min_sconstr, /* minimum parameter constraints for signal model */ 00139 float * max_sconstr, /* maximum parameter constraints for signal model */ 00140 float * par_rdcd, /* estimated parameters for the reduced model */ 00141 float ** simplex, /* the simplex itself */ 00142 float * response, /* sse at each vertex of the simplex */ 00143 float * step_size, /* amount of allowed variation at each parameter */ 00144 int ts_length, /* length of time series array */ 00145 float ** x_array, /* independent variable matrix */ 00146 float * ts_array /* observed time series */ 00147 ); 00148 00149 00150 /*---------------------------------------------------------------------------*/ 00151 /* 00152 Calculate the centroid of the simplex, ignoring the worst vertex. 00153 */ 00154 00155 void calc_centroid 00156 ( 00157 int dimension, /* dimension of parameter space */ 00158 float ** simplex, /* the simplex itself */ 00159 int worst, /* index of worst vertex in simplex */ 00160 float * centroid /* center of mass of the simplex minus worst vertex */ 00161 ); 00162 00163 00164 /*---------------------------------------------------------------------------*/ 00165 /* 00166 Calculate the reflection of the worst vertex about the centroid. 00167 */ 00168 00169 void calc_reflection 00170 ( 00171 int dimension, /* dimension of parameter space */ 00172 float ** simplex, /* the simplex itself */ 00173 float * centroid, /* center of mass of the simplex */ 00174 int worst, /* index of worst vertex in simplex */ 00175 float coef, /* expansion or contraction factor */ 00176 float * vertex /* new vertex */ 00177 ); 00178 00179 00180 /*---------------------------------------------------------------------------*/ 00181 /* 00182 Replace a vertex of the simplex. 00183 */ 00184 00185 void replace 00186 ( 00187 int dimension, /* dimension of parameter space */ 00188 float ** simplex, /* the simplex itself */ 00189 float * response, /* error sum of squares at each vertex */ 00190 int index, /* index of vertex to be replaced */ 00191 float * vertex, /* new vertex */ 00192 float resp /* error sum of squares at new vertex */ 00193 ); 00194 00195 00196 /*---------------------------------------------------------------------------*/ 00197 /* 00198 Calculate the goodness of fit. This is measured by the variation in 00199 responses at the different vertices relative to the average response. 00200 */ 00201 00202 float calc_good_fit 00203 ( 00204 int dimension, /* dimension of parameter space */ 00205 float * response /* error sum of squares at each vertex */ 00206 ); 00207 00208 00209 /*---------------------------------------------------------------------------*/ 00210 /* 00211 Release memory required for simplex optimization. 00212 */ 00213 00214 void deallocate_arrays 00215 ( 00216 int dimension, /* dimension of parameter space */ 00217 float *** simplex, /* the simplex itself */ 00218 float ** centroid, /* center of mass of the simplex */ 00219 float ** response, /* error sum of squares at each vertex */ 00220 float ** step_size, /* controls random placement of new vertex */ 00221 float ** test1, /* test vertex */ 00222 float ** test2 /* test vertex */ 00223 ); 00224 00225 00226 /*---------------------------------------------------------------------------*/ 00227 /* 00228 Implementation of the (non-linear) simplex optimization algorithm. 00229 */ 00230 00231 void simplex_optimization 00232 ( 00233 vfp nmodel, /* pointer to noise model */ 00234 vfp smodel, /* pointer to signal model */ 00235 int r, /* number of parameters in the noise model */ 00236 int p, /* number of parameters in the signal model */ 00237 float * min_nconstr, /* minimum parameter constraints for noise model */ 00238 float * max_nconstr, /* maximum parameter constraints for noise model */ 00239 float * min_sconstr, /* minimum parameter constraints for signal model */ 00240 float * max_sconstr, /* maximum parameter constraints for signal model */ 00241 int nabs, /* use absolute constraints for noise parameters */ 00242 int ts_length, /* length of time series array */ 00243 float ** x_array, /* independent variable matrix */ 00244 float * ts_array, /* observed time series */ 00245 float * par_rdcd, /* estimated parameters for the reduced model */ 00246 float * parameters, /* estimated parameters */ 00247 float * sse /* error sum of squares */ 00248 ); 00249 00250 00251 /*---------------------------------------------------------------------------*/ 00252 00253 00254 00255 00256 00257 00258 00259 00260 00261 00262 00263 00264 00265 00266 00267 00268
