double agcep(double x, double *c, const int m, const int stage,
const double lambda, const double step, const double tau,
const double eps)
{
int i;
static double *eg = NULL, *ep, *d, gg = 1.0, ee = 1.0, tx;
static int size;
double mu, ll;
int expected_size = 2 * (m + 1) + m * stage;
if (eg == NULL) {
eg = dgetmem(expected_size);
ep = eg + m + 1;
d = ep + m + 1;
size = expected_size;
}
if (expected_size > size) {
free(eg);
eg = dgetmem(expected_size);
ep = eg + m + 1;
d = ep + m + 1;
size = expected_size;
}
ll = 1.0 - lambda;
eg[m] = d[stage * m - 1];
x = iglsadf1(x, c, m, stage, d);
movem(d + (stage - 1) * m, eg, sizeof(*d), m);
gg = lambda * gg + ll * eg[0] * eg[0];
gg = (gg < eps) ? eps : gg;
mu = step / (double) m / gg;
tx = 2 * (1.0 - tau) * x;
for (i = 1; i <= m; i++) {
ep[i] = tau * ep[i] - tx * eg[i];
c[i] -= mu * ep[i];
}
ee = lambda * ee + ll * x * x;
c[0] = sqrt(ee);
return (x);
}
int main(int argc, char **argv)
{
int m = ORDER, period = PERIOD, stage = STAGE, i, j;
FILE *fp = stdin, *fpe = NULL;
Boolean ave = AVERAGE, norm = NORM;
double lambda = LAMBDA, step = STEP, eps = EPS,
*c, *cc, *eg, *ep, *d, *avec, tau = TAU,
x, ee, ll, gg, mu, gamma, tt, ttx;
if ((cmnd = strrchr(argv[0], '/')) == NULL)
cmnd = argv[0];
else
cmnd++;
while (--argc)
if (**++argv == '-') {
switch (*(*argv + 1)) {
case 'l':
lambda = atof(*++argv);
--argc;
break;
case 't':
tau = atof(*++argv);
--argc;
break;
case 'k':
step = atof(*++argv);
--argc;
break;
case 'm':
m = atoi(*++argv);
--argc;
break;
case 'c':
stage = atoi(*++argv);
--argc;
break;
case 'p':
period = atoi(*++argv);
--argc;
break;
case 's':
ave = 1 - ave;
break;
case 'n':
norm = 1 - norm;
break;
case 'e':
eps = atof(*++argv);
--argc;
break;
case 'h':
usage(0);
default:
fprintf(stderr, "%s : Invalid option '%c'!\n", cmnd, *(*argv + 1));
usage(1);
}
} else
fpe = getfp(*argv, "wb");
if (stage == 0) {
fprintf(stderr, "%s : gamma should not equal to 0!\n", cmnd);
usage(1);
}
gamma = -1.0 / (double) stage;
c = dgetmem(5 * (m + 1) + m * stage);
cc = c + m + 1;
eg = cc + m + 1;
ep = eg + m + 1;
avec = ep + m + 1;
d = avec + m + 1;
j = period;
ll = 1.0 - lambda;
gg = 1.0;
ee = 1.0;
step /= (double) m;
tt = 2 * (1.0 - tau);
while (freadf(&x, sizeof(x), 1, fp) == 1) {
eg[m] = d[stage * m - 1];
x = iglsadf1(x, c, m, stage, d);
movem(d + (stage - 1) * m, eg, sizeof(*d), m);
gg = lambda * gg + ll * eg[0] * eg[0];
gg = (gg < eps) ? eps : gg;
mu = step / gg;
ttx = tt * x;
for (i = 1; i <= m; i++) {
ep[i] = tau * ep[i] - ttx * eg[i];
c[i] -= mu * ep[i];
}
ee = lambda * ee + ll * x * x;
c[0] = sqrt(ee);
if (ave)
for (i = 0; i <= m; i++)
avec[i] += c[i];
if (fpe != NULL)
fwritef(&x, sizeof(x), 1, fpe);
if (--j == 0) {
j = period;
if (ave) {
for (i = 0; i <= m; i++)
avec[i] /= period;
if (!norm)
ignorm(avec, cc, m, gamma);
fwritef(cc, sizeof(*cc), m + 1, stdout);
fillz(avec, sizeof(*avec), m + 1);
} else if (!norm) {
ignorm(c, cc, m, gamma);
fwritef(cc, sizeof(*cc), m + 1, stdout);
} else
fwritef(c, sizeof(*c), m + 1, stdout);
}
}
return (0);
}
