/*********************************************************** * Smithsonian Astrophysical Observatory * Submillimeter Receiver Laboratory * am * * simplex.c S. Paine rev. 2022 November 30 * * A simplex in a subspace of model parameter space is used * for carrying out model fits by downhill simplex * minimization. For computing Jacobians, parts of the same * simplex structure are used to hold differentiation * variables and associated data. This file contains * functions for simplex operations. ************************************************************/ #include #include #include #include #include "am_types.h" #include "errlog.h" #include "simplex.h" static int increment_simplex_dimension(simplex_t*); /*********************************************************** * int add_var_to_simplex( * simplex_t *simplex, * const char *name, * double *varptr, * double init, * double scale, * int unitnum, * int mapping) * * Purpose: * Adds a new variable to the variable space of a simplex. * Memory is realloc()'ed for the added dimension * associated with the new variable, with a call to * increment_simplex_dimension(). The simplex variable * tables and initial vertex vectors are then updated. * * Arguments: * simplex_t *simplex - pointer to simplex structure. * char *name - descriptive variable name * double *varptr - pointer to new variable * double init - initial value of new variable * double scale - characteristic scale of new * variable * int unitnum - unit number for new variable * int mapping - mapping from physical domain to * simplex coordinates * * Return: * 0 if successful, 1 otherwise ************************************************************/ int add_var_to_simplex( simplex_t *simplex, const char *name, double *varptr, double init, double scale, int unitnum, int mapping) { unsigned int i, m, n; /* * The initial scale of the parameter is assumed positive, and * must be non-zero. */ scale = fabs(scale); if (scale < DBL_MIN) { errlog(61, 0); return 1; } /* * If log mapping of simplex coordinates is in effect, the * initial parameter value must be positive. */ if (simplex->logarithmic) { if (init < DBL_MIN) { errlog(46, 0); return 1; } } /* * Check for a redundant variable. */ if (isvar(simplex, varptr)) { errlog(106, 0); return 1; } if (increment_simplex_dimension(simplex)) return 1; m = simplex->n - 1; /* dimensions run from 0 to m */ n = simplex->n; /* vertices run from 0 to n */ if ((simplex->name[m] = (char*)malloc((strlen(name) + 1) * sizeof(char))) == NULL) { errlog(121, 0); } strcpy(simplex->name[m], name); simplex->init[m] = init; simplex->scale[m] = scale; simplex->unitnum[m] = unitnum; simplex->mapping[m] = mapping; simplex->varptr[m] = varptr; /* * Fill in the elements of the new vertex vector */ for (i = 0; i < m; ++i) { simplex->vertex[n][i] = simplex->logarithmic ? log(simplex->init[i]) : simplex->init[i]; } simplex->vertex[n][m] = simplex->logarithmic ? log(init + scale) : init + scale; /* * Fill in the new last element of the old vertex vectors */ for (i = 0; i < n; ++i) { simplex->vertex[i][m] = simplex->logarithmic ? log(init) : init; } return 0; } /* add_var_to_simplex() */ /*********************************************************** * int create_null_simplex(simplex_t *simplex) * * Purpose: * Create a zero-dimensional simplex, with no fit variables * assigned. The only non-NULL entities are those with * n+1 dimensions-- the vertex table has a single entry * pointing to a NULL vertex vector, and the table of * goodness of fit estimators E has a single entry for * the fit estimator at this vertex. For a null fit, * this will just be the fit estimator computed for the * model as given in the configuration file. * * Arguments: * simplex_t *simplex - pointer to simplex structure * * Return: * 0 if successful * 1 otherwise ************************************************************/ int create_null_simplex(simplex_t *simplex) { if (simplex->vertex != NULL || simplex->E != NULL) { errlog(95, 0); return 1; } if ((simplex->E = (double*)malloc(sizeof(double))) == NULL || (simplex->vertex = (double**)malloc(sizeof(double*))) == NULL) { errlog(18, 0); return 1; } simplex->vertex[0] = NULL; return 0; } /* create_null_simplex() */ /*********************************************************** * unsigned int get_simplex_variable_index(simplex_t *simplex, double *x) * * Purpose: * Given a pointer to a simplex variable, returns the index number * of the variable. If the pointer does not correspond to a * simplex variable, simplex->n is returned. * * Arguments: * simplex_t *simplex - pointer to simplex structure. * double *x - pointer to variable * * Return: * index number of variable, as an unsigned int ************************************************************/ unsigned int get_simplex_variable_index(simplex_t *simplex, double *x) { unsigned int j; for (j = 0; j < simplex->n; ++j) { if (x == simplex->varptr[j]) break; } return j; } /* get_simplex_variable_index() */ /*********************************************************** * static int increment_simplex_dimension(simplex_t *simplex) * * Purpose: * Increase the dimensionality of an existing simplex. All * arrays in the simplex structure get realloc()'ed to * accommodate the increased dimensions. * * Arguments: * simplex_t *simplex - pointer to simplex structure * * Return: * 0 if successful * 1 otherwise ************************************************************/ static int increment_simplex_dimension(simplex_t *simplex) { int i, n; void *tptr; if (simplex->n == 0) { if (create_null_simplex(simplex)) return 1; } n = simplex->n + 1; if ((tptr = realloc(simplex->name, n * sizeof(char*))) == NULL) { errlog(18, n); return 1; } simplex->name = (char**)tptr; simplex->name[n-1] = NULL; if ((tptr = realloc(simplex->init, n * sizeof(double))) == NULL) { errlog(18, n); return 1; } simplex->init = (double*)tptr; if ((tptr = realloc(simplex->scale, n * sizeof(double))) == NULL) { errlog(18, n); return 1; } simplex->scale = (double*)tptr; if ((tptr = realloc(simplex->unitnum, n * sizeof(int))) == NULL) { errlog(18, n); return 1; } simplex->unitnum = (int*)tptr; if ((tptr = realloc(simplex->mapping, n * sizeof(int))) == NULL) { errlog(18, n); return 1; } simplex->mapping = (int*)tptr; if ((tptr = realloc(simplex->varptr, n * sizeof(double*))) == NULL) { errlog(18, n); return 1; } simplex->varptr = (double**)tptr; if ((tptr = realloc(simplex->vertex, (n + 1) * sizeof(double*))) == NULL) { errlog(18, n); return 1; } simplex->vertex = (double**)tptr; /* * set the new vertex vector pointer to NULL before calling * realloc() to increase the dimensions of all the vertices. */ simplex->vertex[n] = NULL; for (i = 0; i <= n; ++i) { if ((tptr = realloc(simplex->vertex[i], n * sizeof(double))) == NULL) { errlog(18, n); return 1; } simplex->vertex[i] = (double*)tptr; } if ((tptr = realloc(simplex->E, (n + 1) * sizeof(double))) == NULL) { errlog(18, n); return 1; } simplex->E = (double*)tptr; if ((tptr = realloc(simplex->pbar, n * sizeof(double))) == NULL) { errlog(18, n); return 1; } simplex->pbar = (double*)tptr; if ((tptr = realloc(simplex->p1, n * sizeof(double))) == NULL) { errlog(18, n); return 1; } simplex->p1 = (double*)tptr; if ((tptr = realloc(simplex->p2, n * sizeof(double))) == NULL) { errlog(18, n); return 1; } simplex->p2 = (double*)tptr; if ((tptr = realloc(simplex->pc, n * sizeof(double))) == NULL) { errlog(18, n); return 1; } simplex->pc = (double*)tptr; simplex->n = n; return 0; } /* increment_simplex_dimension() */ /*********************************************************** * int isvar(simplex_t *simplex, double *x) * * Purpose: * Given a pointer x, this function looks for a matching * pointer in the array of pointers simplex.varptr. If a * match is found, then x points to a simplex variable. * * Arguments: * simplex_t *simplex - pointer to simplex structure. * double *x - pointer to variable * * Return: * 1 if x points to a simplex variable, 0 otherwise ************************************************************/ int isvar(simplex_t *simplex, double *x) { unsigned int j; for (j = 0; j < simplex->n; ++j) { if (x == simplex->varptr[j]) return 1; } return 0; } /* isvar() */ /*********************************************************** * void free_simplex_entities(simplex_t *simplex) * * Purpose: * Frees the memory allocated to all the entities within * a simplex data structure and NULLs the pointers. * * Arguments: * simplex_t *simplex - pointer to simplex structure. * * Return: * none ************************************************************/ void free_simplex_entities(simplex_t *simplex) { free(simplex->pc); simplex->pc = NULL; free(simplex->p2); simplex->p2 = NULL; free(simplex->p1); simplex->p1 = NULL; free(simplex->pbar); simplex->pbar = NULL; free(simplex->E); simplex->E = NULL; if (simplex->n) { unsigned int i; for (i = 0; i < simplex->n; ++i) { free(simplex->name[i]); simplex->name[i] = NULL; } for (i = 0; i <= simplex->n; ++i) { free(simplex->vertex[i]); simplex->vertex[i] = NULL; } } free(simplex->name); simplex->name = NULL; free(simplex->vertex); simplex->vertex = NULL; free(simplex->mapping); simplex->mapping = NULL; free(simplex->varptr); simplex->varptr = NULL; free(simplex->unitnum); simplex->unitnum = NULL; free(simplex->scale); simplex->scale = NULL; free(simplex->init); simplex->init = NULL; simplex->n = 0; return; } /* free_simplex_entities() */ /*********************************************************** * void reset_simplex_vertices(simplex_t *simplex) * * Purpose: * Resets a simplex to its initial dimensions, with edges * parallel to the coordinate axes. If this is the start * of a fit, and simplex->reinit is set, then vertex[0] * is reset to the initial trial parameters. Otherwise, * (as for restarts, or at the start of a new fit when * simplex->reinit is not set) the simplex is reset about * the current vertex[0]. * * Arguments: * simplex_t *simplex - pointer to simplex structure. * * Return: * 0 if OK, 1 otherwise ************************************************************/ void reset_simplex_vertices(simplex_t *simplex) { unsigned int i, j; /* * If simplex.reinit is set, reset the original initial * values from the config file. Otherwise, leave vertex[0] * where it was an the end of the last fit (but undo the log * mapping, if log mapping is in effect). */ if ((simplex->restart_count == 0) && simplex->reinit) { for (j = 0; j < simplex->n; ++j) simplex->vertex[0][j] = simplex->init[j]; } else if (simplex->logarithmic) { for (j = 0; j < simplex->n; ++j) simplex->vertex[0][j] = exp(simplex->vertex[0][j]); } /* * If any of the coordinates of vertex[0] are less than the * scale for the corresponding variable, set them equal to * the scale. When log mapping is in effect, this keeps a * variable from getting stuck at zero from one fit to the * next. If log mapping is turned off, this will restore a * variable which converged to a negative value on a previous * fit to positive territory. (Most am fit variables * correspond to positive physical quantities, but a * parameter near enough to zero could end up converging to a * negative value if log mapping is turned off.) */ for (j = 0; j < simplex->n; ++j) { if (simplex->vertex[0][j] < simplex->scale[j]) simplex->vertex[0][j] = simplex->scale[j]; } /* * For the other vertices, vertex[i] = vertex[0] + e[i-1] * * scale[i-1], where e[i] is the unit vector corresponding to * the ith fit variable. */ for (i = 1; i <= simplex->n; ++i) { for (j = 0; j < simplex->n; ++j) simplex->vertex[i][j] = simplex->vertex[0][j]; } for (i = 1; i <= simplex->n; ++i) simplex->vertex[i][i-1] += simplex->scale[i-1]; /* * Now return to logarithmic coordinates, if needed. */ if (simplex->logarithmic) { for (i = 0; i <= simplex->n; ++i) for (j = 0; j < simplex->n; ++j) simplex->vertex[i][j] = log(simplex->vertex[i][j]); } return; } /* reset_simplex_vertices() */ /*********************************************************** * double simplex_scaled_diameter(simplex_t *simplex) * * Purpose: * Reports the scaled diameter of a simplex, defined as the * square root of the sum of the squared dimensionless * distances (max - min) / scale over all the simplex * variables. This quantity is used as a convergence * metric during fits. * * Arguments: * simplex_t *simplex - pointer to simplex structure. * * Return: * scaled diameter of the simplex, as a double. ************************************************************/ double simplex_scaled_diameter(simplex_t *simplex) { double r1 = 0.0; unsigned int i; for (i = 0; i < simplex->n; ++i) { double r2 = simplex_variable_range(simplex, i) / simplex->scale[i]; r1 += r2 * r2; } return sqrt(r1); } /* simplex_scaled_diameter() */ /*********************************************************** * double simplex_scaled_distance(simplex_t *simplex, double *v1, double *v2) * * Purpose: * Reports the scaled distance between two vectors in * simplex space, defined as the square root of the sum of * the squared differences between the dimensionless * distances (v1[i] - v2[i]) / scale[i] over all the * simplex coordinates. This quantity is used to check for * consistent convergence after a fit restart. * * Arguments: * simplex_t *simplex - pointer to simplex structure. * double *v1 - first vector * double *v2 - second vector * * Return: * scaled distance from v1 to v2, as a double. ************************************************************/ double simplex_scaled_distance(simplex_t *simplex, double *v1, double *v2) { double r1 = 0.0; unsigned int i; for (i = 0; i < simplex->n; ++i) { double r2 = (v1[i] - v2[i]) / simplex->scale[i]; r1 += r2 * r2; } return sqrt(r1); } /* simplex_scaled_distance() */ /*********************************************************** * double simplex_variable_range(simplex_t *simplex, unsigned int nvar) * * Purpose: * Reports the (max - min) range of a specified simplex * variable. * * Arguments: * simplex_t *simplex - pointer to simplex structure. * nvar - index of variable * * Return: * max - min range of variable nvar, as a double. If nvar * is invalid, logs an error and returns 0.0. ************************************************************/ double simplex_variable_range(simplex_t *simplex, unsigned int nvar) { unsigned int i; double min, max; if (nvar >= simplex->n) { errlog(26, 0); return 0.0; } min = max = simplex->vertex[0][nvar]; for (i = 1; i <= simplex->n; ++i) { if (min > simplex->vertex[i][nvar]) min = simplex->vertex[i][nvar]; if (max < simplex->vertex[i][nvar]) max = simplex->vertex[i][nvar]; } if (simplex->logarithmic) { min = exp(min); max = exp(max); } return max - min; } /* simplex_variable_range() */