[89] | 1 | /*
|
---|
| 2 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
| 3 | //
|
---|
| 4 | // Prototypes and definitions for the Levenberg - Marquardt minimization algorithm
|
---|
| 5 | // Copyright (C) 2004 Manolis Lourakis (lourakis at ics forth gr)
|
---|
| 6 | // Institute of Computer Science, Foundation for Research & Technology - Hellas
|
---|
| 7 | // Heraklion, Crete, Greece.
|
---|
| 8 | //
|
---|
| 9 | // This program is free software; you can redistribute it and/or modify
|
---|
| 10 | // it under the terms of the GNU General Public License as published by
|
---|
| 11 | // the Free Software Foundation; either version 2 of the License, or
|
---|
| 12 | // (at your option) any later version.
|
---|
| 13 | //
|
---|
| 14 | // This program is distributed in the hope that it will be useful,
|
---|
| 15 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
|
---|
| 16 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
---|
| 17 | // GNU General Public License for more details.
|
---|
| 18 | //
|
---|
| 19 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
| 20 | */
|
---|
| 21 |
|
---|
| 22 | #ifndef _LM_H_
|
---|
| 23 | #define _LM_H_
|
---|
| 24 |
|
---|
| 25 | /************************************* Start of configuration options *************************************/
|
---|
| 26 |
|
---|
| 27 | /* specify whether to use LAPACK or not. The first option is strongly recommended */
|
---|
| 28 | #define HAVE_LAPACK /* use LAPACK */
|
---|
| 29 | /* #undef HAVE_LAPACK */ /* uncomment this to force not using LAPACK */
|
---|
| 30 |
|
---|
| 31 | /* to avoid the overhead of repeated mallocs(), routines in Axb.c can be instructed to
|
---|
| 32 | * retain working memory between calls. Such a choice, however, renders these routines
|
---|
| 33 | * non-reentrant and is not safe in a shared memory multiprocessing environment.
|
---|
| 34 | * Bellow, this option is turned on only when not compiling with OpenMP.
|
---|
| 35 | */
|
---|
| 36 | #if !defined(_OPENMP)
|
---|
| 37 | # ifndef LINSOLVERS_RETAIN_MEMORY
|
---|
| 38 | # define LINSOLVERS_RETAIN_MEMORY /* comment this if you don't want routines in Axb.c retain working memory between calls */
|
---|
| 39 | # endif // LINSOLVERS_RETAIN_MEMORY
|
---|
| 40 | #endif
|
---|
| 41 |
|
---|
| 42 | /* determine the precision variants to be build. Default settings build
|
---|
| 43 | * both the single and double precision routines
|
---|
| 44 | */
|
---|
| 45 | #define LM_DBL_PREC /* comment this if you don't want the double precision routines to be compiled */
|
---|
| 46 | #define LM_SNGL_PREC /* comment this if you don't want the single precision routines to be compiled */
|
---|
| 47 |
|
---|
| 48 | /****************** End of configuration options, no changes necessary beyond this point ******************/
|
---|
| 49 |
|
---|
| 50 |
|
---|
| 51 | #ifdef __cplusplus
|
---|
| 52 | extern "C" {
|
---|
| 53 | #endif
|
---|
| 54 |
|
---|
| 55 |
|
---|
| 56 | #define FABS(x) (((x)>=0.0)? (x) : -(x))
|
---|
| 57 |
|
---|
| 58 | /* work arrays size for ?levmar_der and ?levmar_dif functions.
|
---|
| 59 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
|
---|
| 60 | */
|
---|
| 61 | #define LM_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
|
---|
| 62 | #define LM_DIF_WORKSZ(npar, nmeas) (4*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
|
---|
| 63 |
|
---|
| 64 | /* work arrays size for ?levmar_bc_der and ?levmar_bc_dif functions.
|
---|
| 65 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
|
---|
| 66 | */
|
---|
| 67 | #define LM_BC_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
|
---|
| 68 | #define LM_BC_DIF_WORKSZ(npar, nmeas) LM_BC_DER_WORKSZ((npar), (nmeas)) /* LEVMAR_BC_DIF currently implemented using LEVMAR_BC_DER()! */
|
---|
| 69 |
|
---|
| 70 | /* work arrays size for ?levmar_lec_der and ?levmar_lec_dif functions.
|
---|
| 71 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
|
---|
| 72 | */
|
---|
| 73 | #define LM_LEC_DER_WORKSZ(npar, nmeas, nconstr) LM_DER_WORKSZ((npar)-(nconstr), (nmeas))
|
---|
| 74 | #define LM_LEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_DIF_WORKSZ((npar)-(nconstr), (nmeas))
|
---|
| 75 |
|
---|
| 76 | /* work arrays size for ?levmar_blec_der and ?levmar_blec_dif functions.
|
---|
| 77 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
|
---|
| 78 | */
|
---|
| 79 | #define LM_BLEC_DER_WORKSZ(npar, nmeas, nconstr) LM_LEC_DER_WORKSZ((npar), (nmeas)+(npar), (nconstr))
|
---|
| 80 | #define LM_BLEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_LEC_DIF_WORKSZ((npar), (nmeas)+(npar), (nconstr))
|
---|
| 81 |
|
---|
| 82 | #define LM_OPTS_SZ 5 /* max(4, 5) */
|
---|
| 83 | #define LM_INFO_SZ 9
|
---|
| 84 | #define LM_ERROR -1
|
---|
| 85 | #define LM_INIT_MU 1E-03
|
---|
| 86 | #define LM_STOP_THRESH 1E-17
|
---|
| 87 | #define LM_DIFF_DELTA 1E-06
|
---|
| 88 | #define LM_VERSION "2.3 (May 2008)"
|
---|
| 89 |
|
---|
| 90 | #ifdef LM_DBL_PREC
|
---|
| 91 | /* double precision LM, with & without Jacobian */
|
---|
| 92 | /* unconstrained minimization */
|
---|
| 93 | extern int dlevmar_der(
|
---|
| 94 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 95 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
|
---|
| 96 | double *p, double *x, int m, int n, int itmax, double *opts,
|
---|
| 97 | double *info, double *work, double *covar, void *adata);
|
---|
| 98 |
|
---|
| 99 | extern int dlevmar_dif(
|
---|
| 100 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 101 | double *p, double *x, int m, int n, int itmax, double *opts,
|
---|
| 102 | double *info, double *work, double *covar, void *adata);
|
---|
| 103 |
|
---|
| 104 | /* box-constrained minimization */
|
---|
| 105 | extern int dlevmar_bc_der(
|
---|
| 106 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 107 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
|
---|
| 108 | double *p, double *x, int m, int n, double *lb, double *ub,
|
---|
| 109 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
|
---|
| 110 |
|
---|
| 111 | extern int dlevmar_bc_dif(
|
---|
| 112 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 113 | double *p, double *x, int m, int n, double *lb, double *ub,
|
---|
| 114 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
|
---|
| 115 |
|
---|
| 116 | #ifdef HAVE_LAPACK
|
---|
| 117 | /* linear equation constrained minimization */
|
---|
| 118 | extern int dlevmar_lec_der(
|
---|
| 119 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 120 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
|
---|
| 121 | double *p, double *x, int m, int n, double *A, double *b, int k,
|
---|
| 122 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
|
---|
| 123 |
|
---|
| 124 | extern int dlevmar_lec_dif(
|
---|
| 125 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 126 | double *p, double *x, int m, int n, double *A, double *b, int k,
|
---|
| 127 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
|
---|
| 128 |
|
---|
| 129 | /* box & linear equation constrained minimization */
|
---|
| 130 | extern int dlevmar_blec_der(
|
---|
| 131 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 132 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
|
---|
| 133 | double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
|
---|
| 134 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
|
---|
| 135 |
|
---|
| 136 | extern int dlevmar_blec_dif(
|
---|
| 137 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 138 | double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
|
---|
| 139 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
|
---|
| 140 | #endif /* HAVE_LAPACK */
|
---|
| 141 |
|
---|
| 142 | #endif /* LM_DBL_PREC */
|
---|
| 143 |
|
---|
| 144 |
|
---|
| 145 | #ifdef LM_SNGL_PREC
|
---|
| 146 | /* single precision LM, with & without Jacobian */
|
---|
| 147 | /* unconstrained minimization */
|
---|
| 148 | extern int slevmar_der(
|
---|
| 149 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 150 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
|
---|
| 151 | float *p, float *x, int m, int n, int itmax, float *opts,
|
---|
| 152 | float *info, float *work, float *covar, void *adata);
|
---|
| 153 |
|
---|
| 154 | extern int slevmar_dif(
|
---|
| 155 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 156 | float *p, float *x, int m, int n, int itmax, float *opts,
|
---|
| 157 | float *info, float *work, float *covar, void *adata);
|
---|
| 158 |
|
---|
| 159 | /* box-constrained minimization */
|
---|
| 160 | extern int slevmar_bc_der(
|
---|
| 161 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 162 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
|
---|
| 163 | float *p, float *x, int m, int n, float *lb, float *ub,
|
---|
| 164 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
|
---|
| 165 |
|
---|
| 166 | extern int slevmar_bc_dif(
|
---|
| 167 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 168 | float *p, float *x, int m, int n, float *lb, float *ub,
|
---|
| 169 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
|
---|
| 170 |
|
---|
| 171 | #ifdef HAVE_LAPACK
|
---|
| 172 | /* linear equation constrained minimization */
|
---|
| 173 | extern int slevmar_lec_der(
|
---|
| 174 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 175 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
|
---|
| 176 | float *p, float *x, int m, int n, float *A, float *b, int k,
|
---|
| 177 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
|
---|
| 178 |
|
---|
| 179 | extern int slevmar_lec_dif(
|
---|
| 180 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 181 | float *p, float *x, int m, int n, float *A, float *b, int k,
|
---|
| 182 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
|
---|
| 183 |
|
---|
| 184 | /* box & linear equation constrained minimization */
|
---|
| 185 | extern int slevmar_blec_der(
|
---|
| 186 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 187 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
|
---|
| 188 | float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
|
---|
| 189 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
|
---|
| 190 |
|
---|
| 191 | extern int slevmar_blec_dif(
|
---|
| 192 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 193 | float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
|
---|
| 194 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
|
---|
| 195 | #endif /* HAVE_LAPACK */
|
---|
| 196 |
|
---|
| 197 | #endif /* LM_SNGL_PREC */
|
---|
| 198 |
|
---|
| 199 | /* linear system solvers */
|
---|
| 200 | #ifdef HAVE_LAPACK
|
---|
| 201 |
|
---|
| 202 | #ifdef LM_DBL_PREC
|
---|
| 203 | extern int dAx_eq_b_QR(double *A, double *B, double *x, int m);
|
---|
| 204 | extern int dAx_eq_b_QRLS(double *A, double *B, double *x, int m, int n);
|
---|
| 205 | extern int dAx_eq_b_Chol(double *A, double *B, double *x, int m);
|
---|
| 206 | extern int dAx_eq_b_LU(double *A, double *B, double *x, int m);
|
---|
| 207 | extern int dAx_eq_b_SVD(double *A, double *B, double *x, int m);
|
---|
| 208 | #endif /* LM_DBL_PREC */
|
---|
| 209 |
|
---|
| 210 | #ifdef LM_SNGL_PREC
|
---|
| 211 | extern int sAx_eq_b_QR(float *A, float *B, float *x, int m);
|
---|
| 212 | extern int sAx_eq_b_QRLS(float *A, float *B, float *x, int m, int n);
|
---|
| 213 | extern int sAx_eq_b_Chol(float *A, float *B, float *x, int m);
|
---|
| 214 | extern int sAx_eq_b_LU(float *A, float *B, float *x, int m);
|
---|
| 215 | extern int sAx_eq_b_SVD(float *A, float *B, float *x, int m);
|
---|
| 216 | #endif /* LM_SNGL_PREC */
|
---|
| 217 |
|
---|
| 218 | #else /* no LAPACK */
|
---|
| 219 |
|
---|
| 220 | #ifdef LM_DBL_PREC
|
---|
| 221 | extern int dAx_eq_b_LU_noLapack(double *A, double *B, double *x, int n);
|
---|
| 222 | #endif /* LM_DBL_PREC */
|
---|
| 223 |
|
---|
| 224 | #ifdef LM_SNGL_PREC
|
---|
| 225 | extern int sAx_eq_b_LU_noLapack(float *A, float *B, float *x, int n);
|
---|
| 226 | #endif /* LM_SNGL_PREC */
|
---|
| 227 |
|
---|
| 228 | #endif /* HAVE_LAPACK */
|
---|
| 229 |
|
---|
| 230 | /* Jacobian verification, double & single precision */
|
---|
| 231 | #ifdef LM_DBL_PREC
|
---|
| 232 | extern void dlevmar_chkjac(
|
---|
| 233 | void (*func)(double *p, double *hx, int m, int n, void *adata),
|
---|
| 234 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
|
---|
| 235 | double *p, int m, int n, void *adata, double *err);
|
---|
| 236 | #endif /* LM_DBL_PREC */
|
---|
| 237 |
|
---|
| 238 | #ifdef LM_SNGL_PREC
|
---|
| 239 | extern void slevmar_chkjac(
|
---|
| 240 | void (*func)(float *p, float *hx, int m, int n, void *adata),
|
---|
| 241 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
|
---|
| 242 | float *p, int m, int n, void *adata, float *err);
|
---|
| 243 | #endif /* LM_SNGL_PREC */
|
---|
| 244 |
|
---|
| 245 | /* standard deviation & Pearson's correlation coefficient for best-fit parameters */
|
---|
| 246 | #ifdef LM_DBL_PREC
|
---|
| 247 | extern double dlevmar_stddev( double *covar, int m, int i);
|
---|
| 248 | extern double dlevmar_corcoef(double *covar, int m, int i, int j);
|
---|
| 249 | #endif /* LM_DBL_PREC */
|
---|
| 250 |
|
---|
| 251 | #ifdef LM_SNGL_PREC
|
---|
| 252 | extern float slevmar_stddev( float *covar, int m, int i);
|
---|
| 253 | extern float slevmar_corcoef(float *covar, int m, int i, int j);
|
---|
| 254 | #endif /* LM_SNGL_PREC */
|
---|
| 255 |
|
---|
| 256 | #ifdef __cplusplus
|
---|
| 257 | }
|
---|
| 258 | #endif
|
---|
| 259 |
|
---|
| 260 | #endif /* _LM_H_ */
|
---|