double acep(double x, double *c, const int m, const double lambda,
const double step, const double tau, const int pd, const double eps)
{
int i, memory_size;
static double *cc = NULL, *e, *ep, *d, gg = 1.0;
static int size;
double mu, tx;
memory_size = m + m + m + 3 + (m + 1) * pd * 2;
if (cc == NULL) {
cc = dgetmem(memory_size);
e = cc + m + 1;
ep = e + m + 1;
d = ep + m + 1;
size = memory_size;
}
if (memory_size > size) {
free(cc);
cc = dgetmem(memory_size);
e = cc + m + 1;
ep = e + m + 1;
d = ep + m + 1;
size = memory_size;
}
for (i = 1; i <= m; i++)
cc[i] = -c[i];
x = lmadf(x, cc, m, pd, d);
for (i = m; i >= 1; i--)
e[i] = e[i - 1];
e[0] = x;
gg = gg * lambda + (1.0 - lambda) * e[0] * e[0];
c[0] = 0.5 * log(gg);
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 * e[i];
c[i] -= mu * ep[i];
}
return (x);
}
int main(int argc, char **argv)
{
int m = ORDER, period = PERIOD, i, j, pd = PADEORD;
FILE *fp = stdin, *fpe = NULL;
Boolean aveflag = AVEFLAG;
double lambda = LAMBDA, step = STEP, tau = TAU, eps = EPS,
*c, *e, *ep, *cc, *d, *avec, x, ll, gg, tt, mu, 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 'p':
period = atoi(*++argv);
--argc;
break;
case 's':
aveflag = 1 - aveflag;
break;
case 'P':
pd = atoi(*++argv);
--argc;
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 ((pd < 4) || (pd > 5)) {
fprintf(stderr, "%s : Order of Pade approximation should be 4 or 5!\n",
cmnd);
return (1);
}
c = dgetmem(5 * (m + 1) + (m + 1) * pd * 2);
cc = c + m + 1;
e = cc + m + 1;
ep = e + m + 1;
avec = ep + m + 1;
d = avec + m + 1;
j = period;
ll = 1.0 - lambda;
gg = 1.0;
step /= (double) m;
tt = 2 * (1.0 - tau);
while (freadf(&x, sizeof(x), 1, fp) == 1) {
for (i = 1; i <= m; i++)
cc[i] = -c[i];
x = lmadf(x, cc, m, pd, d);
for (i = m; i >= 1; i--)
e[i] = e[i - 1];
e[0] = x;
gg = gg * lambda + ll * e[0] * e[0];
c[0] = 0.5 * log(gg);
gg = (gg < eps) ? eps : gg;
mu = step / gg;
ttx = tt * e[0];
for (i = 1; i <= m; i++) {
ep[i] = tau * ep[i] - ttx * e[i];
c[i] -= mu * ep[i];
}
if (aveflag)
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 (aveflag) {
for (i = 0; i <= m; i++)
avec[i] /= period;
fwritef(avec, sizeof(*avec), m + 1, stdout);
fillz(avec, sizeof(*avec), m + 1);
} else
fwritef(c, sizeof(*c), m + 1, stdout);
}
}
return (0);
}
