-
Notifications
You must be signed in to change notification settings - Fork 8
/
levmar.h
372 lines (304 loc) · 17.4 KB
/
levmar.h
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
/*
////////////////////////////////////////////////////////////////////////////////////
//
// Prototypes and definitions for the Levenberg - Marquardt minimization algorithm
// Copyright (C) 2004 Manolis Lourakis (lourakis at ics forth gr)
// Institute of Computer Science, Foundation for Research & Technology - Hellas
// Heraklion, Crete, Greece.
//
// This program is free software; you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation; either version 2 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
////////////////////////////////////////////////////////////////////////////////////
*/
#ifndef _LEVMAR_H_
#define _LEVMAR_H_
/************************************* Start of configuration options *************************************/
/* specify whether to use LAPACK or not. The first option is strongly recommended */
/* #define HAVE_LAPACK */ /* use LAPACK */
#undef HAVE_LAPACK /* uncomment this to force not using LAPACK */
/* to avoid the overhead of repeated mallocs(), routines in Axb.c can be instructed to
* retain working memory between calls. Such a choice, however, renders these routines
* non-reentrant and is not safe in a shared memory multiprocessing environment.
* Bellow, this option is turned on only when not compiling with OpenMP.
*/
#if !defined(_OPENMP)
#define LINSOLVERS_RETAIN_MEMORY /* comment this if you don't want routines in Axb.c retain working memory between calls */
#endif
/* determine the precision variants to be build. Default settings build
* both the single and double precision routines
*/
#define LM_DBL_PREC */ /* comment this if you don't want the double precision routines to be compiled */
#define LM_SNGL_PREC /* comment this if you don't want the single precision routines to be compiled */
/****************** End of configuration options, no changes necessary beyond this point ******************/
#ifdef __cplusplus
extern "C" {
#endif
#define FABS(x) (((x)>=0.0)? (x) : -(x))
/* work arrays size for ?levmar_der and ?levmar_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
#define LM_DIF_WORKSZ(npar, nmeas) (4*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
/* work arrays size for ?levmar_bc_der and ?levmar_bc_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_BC_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
#define LM_BC_DIF_WORKSZ(npar, nmeas) LM_BC_DER_WORKSZ((npar), (nmeas)) /* LEVMAR_BC_DIF currently implemented using LEVMAR_BC_DER()! */
/* work arrays size for ?levmar_lec_der and ?levmar_lec_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_LEC_DER_WORKSZ(npar, nmeas, nconstr) LM_DER_WORKSZ((npar)-(nconstr), (nmeas))
#define LM_LEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_DIF_WORKSZ((npar)-(nconstr), (nmeas))
/* work arrays size for ?levmar_blec_der and ?levmar_blec_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_BLEC_DER_WORKSZ(npar, nmeas, nconstr) LM_LEC_DER_WORKSZ((npar), (nmeas)+(npar), (nconstr))
#define LM_BLEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_LEC_DIF_WORKSZ((npar), (nmeas)+(npar), (nconstr))
/* work arrays size for ?levmar_bleic_der and ?levmar_bleic_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_BLEIC_DER_WORKSZ(npar, nmeas, nconstr1, nconstr2) LM_BLEC_DER_WORKSZ((npar)+(nconstr2), (nmeas)+(nconstr2), (nconstr1)+(nconstr2))
#define LM_BLEIC_DIF_WORKSZ(npar, nmeas, nconstr1, nconstr2) LM_BLEC_DIF_WORKSZ((npar)+(nconstr2), (nmeas)+(nconstr2), (nconstr1)+(nconstr2))
#define LM_OPTS_SZ 5 /* max(4, 5) */
#define LM_INFO_SZ 10
#define LM_ERROR -1
#define LM_INIT_MU 1E-03
#define LM_STOP_THRESH 1E-17
#define LM_DIFF_DELTA 1E-06
#define LM_VERSION "2.5 (December 2009)"
#ifdef LM_DBL_PREC
/* double precision LM, with & without Jacobian */
/* unconstrained minimization */
extern int dlevmar_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, int itmax, double *opts,
double *info, double *work, double *covar, void *adata);
extern int dlevmar_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, int itmax, double *opts,
double *info, double *work, double *covar, void *adata);
/* box-constrained minimization */
extern int dlevmar_bc_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
extern int dlevmar_bc_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
#ifdef HAVE_LAPACK
/* linear equation constrained minimization */
extern int dlevmar_lec_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *A, double *b, int k,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
extern int dlevmar_lec_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *A, double *b, int k,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
/* box & linear equation constrained minimization */
extern int dlevmar_blec_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
extern int dlevmar_blec_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
/* box, linear equations & inequalities constrained minimization */
extern int dlevmar_bleic_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub,
double *A, double *b, int k1, double *C, double *d, int k2,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
extern int dlevmar_bleic_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub,
double *A, double *b, int k1, double *C, double *d, int k2,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
/* box & linear inequality constraints */
extern int dlevmar_blic_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *C, double *d, int k2,
int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
extern int dlevmar_blic_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *C, double *d, int k2,
int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
/* linear equation & inequality constraints */
extern int dlevmar_leic_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *A, double *b, int k1, double *C, double *d, int k2,
int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
extern int dlevmar_leic_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *A, double *b, int k1, double *C, double *d, int k2,
int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
/* linear inequality constraints */
extern int dlevmar_lic_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *C, double *d, int k2,
int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
extern int dlevmar_lic_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *C, double *d, int k2,
int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
#endif /* HAVE_LAPACK */
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
/* single precision LM, with & without Jacobian */
/* unconstrained minimization */
extern int slevmar_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, int itmax, float *opts,
float *info, float *work, float *covar, void *adata);
extern int slevmar_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, int itmax, float *opts,
float *info, float *work, float *covar, void *adata);
/* box-constrained minimization */
extern int slevmar_bc_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
extern int slevmar_bc_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
#ifdef HAVE_LAPACK
/* linear equation constrained minimization */
extern int slevmar_lec_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *A, float *b, int k,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
extern int slevmar_lec_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *A, float *b, int k,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
/* box & linear equation constrained minimization */
extern int slevmar_blec_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
extern int slevmar_blec_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
/* box, linear equations & inequalities constrained minimization */
extern int slevmar_bleic_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub,
float *A, float *b, int k1, float *C, float *d, int k2,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
extern int slevmar_bleic_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub,
float *A, float *b, int k1, float *C, float *d, int k2,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
/* box & linear inequality constraints */
extern int slevmar_blic_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *C, float *d, int k2,
int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
extern int slevmar_blic_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *C, float *d, int k2,
int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
/* linear equality & inequality constraints */
extern int slevmar_leic_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *A, float *b, int k1, float *C, float *d, int k2,
int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
extern int slevmar_leic_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *A, float *b, int k1, float *C, float *d, int k2,
int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
/* linear inequality constraints */
extern int slevmar_lic_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *C, float *d, int k2,
int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
extern int slevmar_lic_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *C, float *d, int k2,
int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
#endif /* HAVE_LAPACK */
#endif /* LM_SNGL_PREC */
/* linear system solvers */
#ifdef HAVE_LAPACK
#ifdef LM_DBL_PREC
extern int dAx_eq_b_QR(double *A, double *B, double *x, int m);
extern int dAx_eq_b_QRLS(double *A, double *B, double *x, int m, int n);
extern int dAx_eq_b_Chol(double *A, double *B, double *x, int m);
extern int dAx_eq_b_LU(double *A, double *B, double *x, int m);
extern int dAx_eq_b_SVD(double *A, double *B, double *x, int m);
extern int dAx_eq_b_BK(double *A, double *B, double *x, int m);
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
extern int sAx_eq_b_QR(float *A, float *B, float *x, int m);
extern int sAx_eq_b_QRLS(float *A, float *B, float *x, int m, int n);
extern int sAx_eq_b_Chol(float *A, float *B, float *x, int m);
extern int sAx_eq_b_LU(float *A, float *B, float *x, int m);
extern int sAx_eq_b_SVD(float *A, float *B, float *x, int m);
extern int sAx_eq_b_BK(float *A, float *B, float *x, int m);
#endif /* LM_SNGL_PREC */
#else /* no LAPACK */
#ifdef LM_DBL_PREC
extern int dAx_eq_b_LU_noLapack(double *A, double *B, double *x, int n);
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
extern int sAx_eq_b_LU_noLapack(float *A, float *B, float *x, int n);
#endif /* LM_SNGL_PREC */
#endif /* HAVE_LAPACK */
/* Jacobian verification, double & single precision */
#ifdef LM_DBL_PREC
extern void dlevmar_chkjac(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, int m, int n, void *adata, double *err);
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
extern void slevmar_chkjac(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, int m, int n, void *adata, float *err);
#endif /* LM_SNGL_PREC */
/* standard deviation, coefficient of determination (R2) & Pearson's correlation coefficient for best-fit parameters */
#ifdef LM_DBL_PREC
extern double dlevmar_stddev( double *covar, int m, int i);
extern double dlevmar_corcoef(double *covar, int m, int i, int j);
extern double dlevmar_R2(void (*func)(double *p, double *hx, int m, int n, void *adata), double *p, double *x, int m, int n, void *adata);
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
extern float slevmar_stddev( float *covar, int m, int i);
extern float slevmar_corcoef(float *covar, int m, int i, int j);
extern float slevmar_R2(void (*func)(float *p, float *hx, int m, int n, void *adata), float *p, float *x, int m, int n, void *adata);
#endif /* LM_SNGL_PREC */
#ifdef __cplusplus
}
#endif
#endif /* _LEVMAR_H_ */