static int
set (void *vstate, gsl_multifit_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx, int scale)
{
lmder_state_t *state = (lmder_state_t *) vstate;
gsl_matrix *r = state->r;
gsl_vector *tau = state->tau;
gsl_vector *diag = state->diag;
gsl_vector *work1 = state->work1;
gsl_permutation *perm = state->perm;
int signum;
/* Evaluate function at x */
/* return immediately if evaluation raised error */
{
int status = GSL_MULTIFIT_FN_EVAL_F_DF (fdf, x, f, J);
if (status)
return status;
}
state->par = 0;
state->iter = 1;
state->fnorm = enorm (f);
gsl_vector_set_all (dx, 0.0);
/* store column norms in diag */
if (scale)
{
compute_diag (J, diag);
}
else
{
gsl_vector_set_all (diag, 1.0);
}
/* set delta to 100 |D x| or to 100 if |D x| is zero */
state->xnorm = scaled_enorm (diag, x);
state->delta = compute_delta (diag, x);
/* Factorize J into QR decomposition */
gsl_matrix_memcpy (r, J);
gsl_linalg_QRPT_decomp (r, tau, perm, &signum, work1);
gsl_vector_set_zero (state->rptdx);
gsl_vector_set_zero (state->w);
/* Zero the trial vector, as in the alloc function */
gsl_vector_set_zero (state->f_trial);
#ifdef DEBUG
printf("r = "); gsl_matrix_fprintf(stdout, r, "%g");
printf("perm = "); gsl_permutation_fprintf(stdout, perm, "%d");
printf("tau = "); gsl_vector_fprintf(stdout, tau, "%g");
#endif
return GSL_SUCCESS;
}
int rgb_permutations(Test **test,int irun)
{
uint i,j,k,permindex=0,t;
Vtest vtest;
double *testv;
size_t ps[4096];
gsl_permutation** lookup;
MYDEBUG(D_RGB_PERMUTATIONS){
printf("#==================================================================\n");
printf("# rgb_permutations: Debug with %u\n",D_RGB_PERMUTATIONS);
}
/*
* Number of permutations. Note that the minimum ntuple value for a
* valid test is 2. If ntuple is less than 2, we choose the default
* test size as 5 (like operm5).
*/
if(ntuple<2){
test[0]->ntuple = 5;
} else {
test[0]->ntuple = ntuple;
}
k = test[0]->ntuple;
nperms = gsl_sf_fact(k);
/*
* A vector to accumulate rands in some sort order
*/
testv = (double *)malloc(k*sizeof(double));
MYDEBUG(D_RGB_PERMUTATIONS){
printf("# rgb_permutations: There are %u permutations of length k = %u\n",nperms,k);
}
/*
* Create a test, initialize it.
*/
Vtest_create(&vtest,nperms);
vtest.cutoff = 5.0;
for(i=0;i<nperms;i++){
vtest.x[i] = 0.0;
vtest.y[i] = (double) test[0]->tsamples/nperms;
}
MYDEBUG(D_RGB_PERMUTATIONS){
printf("# rgb_permutations: Allocating permutation lookup table.\n");
}
lookup = (gsl_permutation**) malloc(nperms*sizeof(gsl_permutation*));
for(i=0;i<nperms;i++){
lookup[i] = gsl_permutation_alloc(k);
}
for(i=0;i<nperms;i++){
if(i == 0){
gsl_permutation_init(lookup[i]);
} else {
gsl_permutation_memcpy(lookup[i],lookup[i-1]);
gsl_permutation_next(lookup[i]);
}
}
MYDEBUG(D_RGB_PERMUTATIONS){
for(i=0;i<nperms;i++){
printf("# rgb_permutations: %u => ",i);
gsl_permutation_fprintf(stdout,lookup[i]," %u");
printf("\n");
}
}
/*
* We count the order permutations in a long string of samples of
* rgb_permutation_k non-overlapping rands. This is done by:
* a) Filling testv[] with rgb_permutation_k rands.
* b) Using gsl_sort_index to generate the permutation index.
* c) Incrementing a counter for that index (a-c done tsamples times)
* d) Doing a straight chisq on the counter vector with nperms-1 DOF
*
* This test should be done with tsamples > 30*nperms, easily met for
* reasonable rgb_permutation_k
*/
for(t=0;t<test[0]->tsamples;t++){
/*
* To sort into a perm, test vector needs to be double.
*/
for(i=0;i<k;i++) {
testv[i] = (double) gsl_rng_get(rng);
MYDEBUG(D_RGB_PERMUTATIONS){
printf("# rgb_permutations: testv[%u] = %u\n",i,(uint) testv[i]);
}
}
gsl_sort_index(ps,testv,1,k);
MYDEBUG(D_RGB_PERMUTATIONS){
for(i=0;i<k;i++) {
printf("# rgb_permutations: ps[%u] = %lu\n",i,ps[i]);
}
}
for(i=0;i<nperms;i++){
if(memcmp(ps,lookup[i]->data,k*sizeof(size_t))==0){
permindex = i;
MYDEBUG(D_RGB_PERMUTATIONS){
printf("# Found permutation: ");
gsl_permutation_fprintf(stdout,lookup[i]," %u");
printf(" = %u\n",i);
}
break;
}
}
vtest.x[permindex]++;
MYDEBUG(D_RGB_PERMUTATIONS){
printf("# rgb_permutations: Augmenting vtest.x[%u] = %f\n",permindex,vtest.x[permindex]);
}
}
