void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
mwIndex i, j; /* indeces for populating lower triangle when finished. */
mwSize n; /* Size of the matrix. */
mwSignedIndex info; /* flag for success in dpotrf, spotrf, dpotri, spotri */
char *uplo = "U"; /* upper or lower triangle */
mxClassID type; /* array type */
/* If we don't pass in the correct number of arguments, throw error. */
if (nrhs!=1) {
mexErrMsgIdAndTxt("mexFunction:invChol_mex:numInputs",
"1 input required: A (square matrix)");
}
type = mxGetClassID(prhs[0]); /* get the array type */
n = mxGetM(prhs[0]); /* input matrix dimension */
/* check for symmetric matrix*/
if (n!=mxGetN(prhs[0])) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:matchdims",
"matrix is not symmetric");
}
/* create output matrix (fortran modifies the input so we need to copy the input to output) */
plhs[0]=mxDuplicateArray(prhs[0]);
/* If we passed in an empty return an empty. */
if (n==0) {
return;
}
/* double precision */
if(type==mxDOUBLE_CLASS)
{
double *B; /* double pointer to input & output matrices*/
B = mxGetPr(plhs[0]); /* output matrix pointer */
dpotrf( uplo, &n, B, &n, &info ); /* Double Cholesky decomposition */
/* check for success */
if (info<0) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:dpotrf:illegalvalue",
"cholesky decomposition failed: illegal value ");
}
if (info>0) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:dpotrf:notposdef",
"cholesky decomposition failed: matrix is not positive definite");
}
dpotri( uplo, &n, B, &n, &info ); /* Double Inverse using Cholesky decomposition */
/* check for success */
if (info<0) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:dpotri:illegalvalue",
"failed to invert: illegal value");
}
if (info>0) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:dpotri:singularmatrix",
"failed to invert: a diagonal element was 0");
}
/* populate the lower triangle */
for (i=0; i<n; i++) {
for (j=i+1; j<n; j++) {
B[n*i+j]=B[j*n+i];
}
}
} else if (type==mxSINGLE_CLASS) {
float *B; /* float pointer to input and output matrices */
B = (float*) mxGetData(plhs[0]); /* output matrix pointer */
spotrf( uplo, &n, B, &n, &info ); /* Double Cholesky decomposition */
/* check for success */
if (info<0) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:spotrf:illegalvalue",
"cholesky decomposition failed: illegal value ");
}
if (info>0) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:spotrf:notposdef",
"cholesky decomposition failed: matrix is not positive definite");
}
spotri( uplo, &n, B, &n, &info ); /* Double Inverse using Cholesky decomposition */
/* check for success */
if (info<0) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:spotri:illegalvalue",
"failed to invert: illegal value");
}
if (info>0) {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:spotri:singularmatrix",
"failed to invert: a diagonal element was 0");
}
/* populate the lower triangle*/
for (i=0; i<n; ++i)
{
for (j=i+1; j<n; ++j)
{
B[n*i+j]=B[j*n+i];
}
}
} else {
mexErrMsgIdAndTxt("MATLAB:invChol_mex:illegaltype",
"only single or double matrix inputs are allowed");
}
return;
}
void LRedMarginLinearLogLike(double *Cube, int &ndim, int &npars, double &lnew, void *context)
{
int numfit=((MNStruct *)context)->numFitTiming + ((MNStruct *)context)->numFitJumps+1;
double Fitparams[numfit];
double *EFAC;
double EQUAD;
int pcount=0;
// printf("here1\n");
for(int p=0;p<ndim;p++){
// printf("param %i %g %g\n",p,((MNStruct *)context)->Dpriors[p][0],((MNStruct *)context)->Dpriors[p][1]);
Cube[p]=(((MNStruct *)context)->Dpriors[p][1]-((MNStruct *)context)->Dpriors[p][0])*Cube[p]+((MNStruct *)context)->Dpriors[p][0];
}
// printf("here1.5\n");
for(int p=0;p < numfit; p++){
Fitparams[p]=Cube[p];
pcount++;
// printf("param: %i %g \n",p,Fitparams[p]);
}
if(((MNStruct *)context)->numFitEFAC == 0){
EFAC=new double[1];
EFAC[0]=1;
//
}
else if(((MNStruct *)context)->numFitEFAC == 1){
EFAC=new double[1];
EFAC[0]=Cube[pcount];
pcount++;
}
else if(((MNStruct *)context)->numFitEFAC > 1){
EFAC=new double[((MNStruct *)context)->numFitEFAC];
for(int p=0;p< ((MNStruct *)context)->numFitEFAC; p++){
EFAC[p]=Cube[pcount];
pcount++;
}
}
if(((MNStruct *)context)->numFitEQUAD == 0){
EQUAD=0;
// printf("EQUAD: %g \n",EQUAD);
}
else{
EQUAD=pow(10.0,2*Cube[pcount]);
pcount++;
// printf("EQUAD: %g %g %g %i \n",EQUAD,EQUADPrior[0],EQUADPrior[1],((MNStruct *)context)->numFitTiming + ((MNStruct *)context)->numFitJumps + ((MNStruct *)context)->numFitEFAC);
}
double *Fitvec=new double[((MNStruct *)context)->pulse->nobs];
double *Diffvec=new double[((MNStruct *)context)->pulse->nobs];
dgemv(((MNStruct *)context)->DMatrix,Fitparams,Fitvec,((MNStruct *)context)->pulse->nobs,numfit,'N');
for(int o=0;o<((MNStruct *)context)->pulse->nobs; o++){
Diffvec[o]=((MNStruct *)context)->pulse->obsn[o].residual-Fitvec[o];
}
int FitCoeff=2*(((MNStruct *)context)->numFitRedCoeff);
double *powercoeff=new double[FitCoeff];
double *Noise=new double[((MNStruct *)context)->pulse->nobs];
double *GDiffvec=new double[((MNStruct *)context)->Gsize];
for(int o=0;o<((MNStruct *)context)->pulse->nobs; o++){
Noise[o]=pow(((((MNStruct *)context)->pulse->obsn[o].toaErr)*pow(10.0,-6))*EFAC[((MNStruct *)context)->sysFlags[o]],2) + EQUAD;
}
double **NG = new double*[((MNStruct *)context)->pulse->nobs]; for (int k=0; k<((MNStruct *)context)->pulse->nobs; k++) NG[k] = new double[((MNStruct *)context)->Gsize];
for(int i=0;i<((MNStruct *)context)->pulse->nobs;i++){
for(int j=0;j<((MNStruct *)context)->Gsize; j++){
NG[i][j]=((MNStruct *)context)->GMatrix[i][j]*Noise[i];
}
}
double** GG = new double*[((MNStruct *)context)->Gsize]; for (int k=0; k<((MNStruct *)context)->Gsize; k++) GG[k] = new double[((MNStruct *)context)->Gsize];
dgemm(((MNStruct *)context)->GMatrix, NG,GG,((MNStruct *)context)->pulse->nobs, ((MNStruct *)context)->Gsize,((MNStruct *)context)->pulse->nobs, ((MNStruct *)context)->Gsize, 'T','N');
double tdet=0;
dpotrf(GG, ((MNStruct *)context)->Gsize, tdet);
dpotri(GG,((MNStruct *)context)->Gsize);
dgemm(((MNStruct *)context)->GMatrix, GG,NG,((MNStruct *)context)->pulse->nobs, ((MNStruct *)context)->Gsize, ((MNStruct *)context)->Gsize, ((MNStruct *)context)->Gsize, 'N','N');
double **GNG = new double*[((MNStruct *)context)->pulse->nobs]; for (int k=0; k<((MNStruct *)context)->pulse->nobs; k++) GNG[k] = new double[((MNStruct *)context)->pulse->nobs];
dgemm(NG, ((MNStruct *)context)->GMatrix, GNG,((MNStruct *)context)->pulse->nobs, ((MNStruct *)context)->Gsize, ((MNStruct *)context)->pulse->nobs, ((MNStruct *)context)->Gsize, 'N','T');
double timelike=0;
for(int o1=0; o1<((MNStruct *)context)->pulse->nobs; o1++){
for(int o2=0;o2<((MNStruct *)context)->pulse->nobs; o2++){
timelike=timelike+Diffvec[o1]*GNG[o1][o2]*Diffvec[o2];
}
}
double *NFd = new double[FitCoeff];
double **FMatrix=new double*[((MNStruct *)context)->pulse->nobs];
for(int i=0;i<((MNStruct *)context)->pulse->nobs;i++){
FMatrix[i]=new double[FitCoeff];
}
double **NF=new double*[((MNStruct *)context)->pulse->nobs];
for(int i=0;i<((MNStruct *)context)->pulse->nobs;i++){
NF[i]=new double[FitCoeff];
}
double **FNF=new double*[FitCoeff];
for(int i=0;i<FitCoeff;i++){
FNF[i]=new double[FitCoeff];
}
double start,end;
int go=0;
for (int i=0;i<((MNStruct *)context)->pulse->nobs;i++)
{
if (((MNStruct *)context)->pulse->obsn[i].deleted==0)
{
if (go==0)
{
go = 1;
start = (double)((MNStruct *)context)->pulse->obsn[i].bat;
end = start;
}
else
{
if (start > (double)((MNStruct *)context)->pulse->obsn[i].bat)
start = (double)((MNStruct *)context)->pulse->obsn[i].bat;
if (end < (double)((MNStruct *)context)->pulse->obsn[i].bat)
end = (double)((MNStruct *)context)->pulse->obsn[i].bat;
}
}
}
// printf("Total time span = %.6f days = %.6f years\n",end-start,(end-start)/365.25);
double maxtspan=end-start;
double freqdet=0;
for (int i=0; i<FitCoeff/2; i++){
int pnum=pcount;
double pc=Cube[pcount];
powercoeff[i]=pow(10.0,pc)/(maxtspan*24*60*60);///(365.25*24*60*60)/4;
powercoeff[i+FitCoeff/2]=powercoeff[i];
freqdet=freqdet+2*log(powercoeff[i]);
pcount++;
}
int coeffsize=FitCoeff/2;
std::vector<double>freqs(FitCoeff/2);
for(int i=0;i<FitCoeff/2;i++){
freqs[i]=double(i+1)/maxtspan;
}
for(int i=0;i<FitCoeff/2;i++){
for(int k=0;k<((MNStruct *)context)->pulse->nobs;k++){
double time=(double)((MNStruct *)context)->pulse->obsn[k].bat; //- (double)((MNStruct *)context)->pulse->param[param_pepoch].val[0] - maxtspan/2;
FMatrix[k][i]=cos(2*M_PI*freqs[i]*time);
// printf("cos %i %i %g \n",i,k,time);
}
}
for(int i=0;i<FitCoeff/2;i++){
for(int k=0;k<((MNStruct *)context)->pulse->nobs;k++){
double time=(double)((MNStruct *)context)->pulse->obsn[k].bat; //- (double)((MNStruct *)context)->pulse->param[param_pepoch].val[0] - maxtspan/2;
FMatrix[k][i+FitCoeff/2]=sin(2*M_PI*freqs[i]*time);
// printf("sin %i %i %g \n",i+FitCoeff/2,k,time);
}
}
dgemm(GNG, FMatrix , NF, ((MNStruct *)context)->pulse->nobs,((MNStruct *)context)->pulse->nobs, ((MNStruct *)context)->pulse->nobs, FitCoeff, 'N', 'N');
dgemm(FMatrix, NF , FNF, ((MNStruct *)context)->pulse->nobs, FitCoeff, ((MNStruct *)context)->pulse->nobs, FitCoeff, 'T', 'N');
dgemv(NF,Diffvec,NFd,((MNStruct *)context)->pulse->nobs,FitCoeff,'T');
double **PPFM=new double*[FitCoeff];
for(int i=0;i<FitCoeff;i++){
PPFM[i]=new double[FitCoeff];
for(int j=0;j<FitCoeff;j++){
PPFM[i][j]=0;
}
}
for(int c1=0; c1<FitCoeff; c1++){
PPFM[c1][c1]=1.0/powercoeff[c1];
}
for(int j=0;j<FitCoeff;j++){
for(int k=0;k<FitCoeff;k++){
PPFM[j][k]=PPFM[j][k]+FNF[j][k];
}
}
double jointdet=0;
dpotrf(PPFM, FitCoeff, jointdet);
dpotri(PPFM,FitCoeff);
double freqlike=0;
for(int i=0;i<FitCoeff;i++){
for(int j=0;j<FitCoeff;j++){
// printf("%i %i %g %g\n",i,j,NFd[i],PPFM[i][j]);
freqlike=freqlike+NFd[i]*PPFM[i][j]*NFd[j];
}
}
lnew=-0.5*(tdet+jointdet+freqdet+timelike-freqlike);
if(isnan(lnew) || isinf(lnew)){
lnew=-pow(10.0,200);
// printf("red amp and alpha %g %g\n",redamp,redalpha);
// printf("Like: %g %g %g \n",lnew,Chisq,covdet);
}
delete[] EFAC;
delete[] powercoeff;
delete[] NFd;
for (int j = 0; j < FitCoeff; j++){
delete[]PPFM[j];
}
delete[]PPFM;
for (int j = 0; j < ((MNStruct *)context)->pulse->nobs; j++){
delete[]NF[j];
}
delete[]NF;
for (int j = 0; j < FitCoeff; j++){
delete[]FNF[j];
}
delete[]FNF;
for (int j = 0; j < ((MNStruct *)context)->pulse->nobs; j++){
delete[]FMatrix[j];
}
delete[]FMatrix;
delete[] Noise;
delete[] Diffvec;
delete[] Fitvec;
for (int j = 0; j < ((MNStruct *)context)->pulse->nobs; j++){
delete[] NG[j];
}
delete[] NG;
for (int j = 0; j < ((MNStruct *)context)->Gsize; j++){
delete[]GG[j];
}
delete[] GG;
for (int j = 0; j < ((MNStruct *)context)->pulse->nobs; j++){
delete[] GNG[j];
}
delete[] GNG;
// if(isinf(lnew) || isinf(jointdet) || isinf(tdet) || isinf(freqdet) || isinf(timelike) || isinf(freqlike)){
// printf("Chisq: %g %g %g %g %g %g \n",lnew,jointdet,tdet,freqdet,timelike,freqlike);
// }
}
void toast::lapack::potri ( char * UPLO, int * N, double * A, int * LDA, int * INFO ) {
dpotri ( UPLO, N, A, LDA, INFO );
return;
}
