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