/**
* Description not yet available.
* \param
*/
void laplace_approximation_calculator::
do_separable_stuff_x_u_block_diagonal(df1b2variable& ff)
{
// we need g_xu g_uu f_x and f_u
set_dependent_variable(ff);
df1b2_gradlist::set_no_derivatives();
df1b2variable::passnumber=1;
df1b2_gradcalc1();
init_df1b2vector & locy= *funnel_init_var::py;
imatrix& list=*funnel_init_var::plist;
int i; int j; int us=0; int xs=0;
ivector lre_index(1,funnel_init_var::num_active_parameters);
ivector lfe_index(1,funnel_init_var::num_active_parameters);
for (i=1;i<=funnel_init_var::num_active_parameters;i++)
{
if (list(i,1)>xsize)
{
lre_index(++us)=i;
}
else if (list(i,1)>0)
{
lfe_index(++xs)=i;
}
}
dvector local_xadjoint(1,xs);
dvector local_uadjoint(1,us);
for (i=1;i<=xs;i++)
{
int ii=lfe_index(i);
local_xadjoint(i)=(*grad_x_u)(list(ii,1));
}
for (i=1;i<=us;i++)
{
int ii=lre_index(i);
local_uadjoint(i)=(*grad_x_u)(list(ii,1));
}
dvector tmp;
if (us>0)
{
dmatrix local_Hess(1,us,1,us);
dvector local_grad(1,us);
dmatrix local_Dux(1,us,1,xs);
local_Hess.initialize();
for (i=1;i<=us;i++)
{
for (j=1;j<=us;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lre_index(j),2);
local_Hess(i,j)+=locy(i2).u_bar[j2-1];
}
}
for (i=1;i<=us;i++)
{
for (j=1;j<=xs;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lfe_index(j),2);
local_Dux(i,j)=locy(i2).u_bar[j2-1];
}
}
tmp=solve(local_Hess,local_uadjoint)*local_Dux;
}
for (i=1;i<=xs;i++)
{
int ii=lfe_index(i);
(*grad_x)(list(ii,1))+=tmp(i);
}
f1b2gradlist->reset();
f1b2gradlist->list.initialize();
f1b2gradlist->list2.initialize();
f1b2gradlist->list3.initialize();
f1b2gradlist->nlist.initialize();
f1b2gradlist->nlist2.initialize();
f1b2gradlist->nlist3.initialize();
funnel_init_var::num_vars=0;
funnel_init_var::num_active_parameters=0;
funnel_init_var::num_inactive_vars=0;
}
/**
* Description not yet available.
* \param
*/
void laplace_approximation_calculator::
do_separable_stuff_laplace_approximation_block_diagonal(df1b2variable& ff)
{
double w_i;
if (pmin->multinomial_weights==0)
{
w_i=1.0;
}
else
{
dvector & w= *(pmin->multinomial_weights);
w_i=w[separable_calls_counter];
//if(separable_calls_counter==938)
// cout << w_i << "____________hansf=" << value(ff) << endl;
initial_df1b2params::cobjfun+=(w_i-1.0)*value(ff);
}
//cout << w_i << " " << separable_calls_counter << "cumulative l (foer det)=" << value(ff) << "CUMULATIV" << initial_df1b2params::cobjfun << endl;
set_dependent_variable(ff);
df1b2_gradlist::set_no_derivatives();
df1b2variable::passnumber=1;
df1b2_gradcalc1();
init_df1b2vector & locy= *funnel_init_var::py;
imatrix& list=*funnel_init_var::plist;
int i; int j; int us=0; int xs=0;
ivector lre_index(1,funnel_init_var::num_active_parameters);
ivector lfe_index(1,funnel_init_var::num_active_parameters);
for (i=1;i<=funnel_init_var::num_active_parameters;i++)
{
if (list(i,1)>xsize)
{
lre_index(++us)=i;
}
else if (list(i,1)>0)
{
lfe_index(++xs)=i;
}
}
dvector local_xadjoint(1,xs);
for (j=1;j<=xs;j++)
{
int j2=list(lfe_index(j),2);
local_xadjoint(j)=ff.u_dot[j2-1];
}
if (us>0)
{
dmatrix local_Hess(1,us,1,us);
dvector local_grad(1,us);
dmatrix local_Dux(1,us,1,xs);
local_Hess.initialize();
dvector local_uadjoint(1,us);
for (i=1;i<=us;i++)
{
for (j=1;j<=us;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lre_index(j),2);
local_Hess(i,j)+=locy(i2).u_bar[j2-1];
}
}
for (i=1;i<=us;i++)
{
int i2=list(lre_index(i),2);
local_uadjoint(i)= ff.u_dot[i2-1];
}
for (i=1;i<=us;i++)
{
for (j=1;j<=xs;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lfe_index(j),2);
local_Dux(i,j)=locy(i2).u_bar[j2-1];
}
}
//if (initial_df1b2params::separable_calculation_type==3)
{
//int nvar=us*us;
double f;
dmatrix Hessadjoint=get_gradient_for_hessian_calcs(local_Hess,f);
initial_df1b2params::cobjfun+=w_i*f;
//cout << w_i << " " << separable_calls_counter << "cumulative l (etter det)=" << f << "CUMULATIV" << initial_df1b2params::cobjfun <<endl;
//cout << "us=" << us << endl;
// For weighted data we need to add 0.5*log(2pi) here
if (pmin->multinomial_weights)
initial_df1b2params::cobjfun-=w_i*us*.91893853320467241;
for (i=1;i<=us;i++)
{
for (j=1;j<=us;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lre_index(j),2);
locy(i2).get_u_bar_tilde()[j2-1]=Hessadjoint(i,j);
}
}
df1b2variable::passnumber=2;
df1b2_gradcalc1();
df1b2variable::passnumber=3;
df1b2_gradcalc1();
dvector xtmp(1,xs);
xtmp.initialize();
for (i=1;i<=xs;i++)
{
int i2=list(lfe_index(i),2);
xtmp(i)+=locy[i2].u_tilde[0];
local_xadjoint(i)+=locy[i2].u_tilde[0];
}
dvector utmp(1,us);
utmp.initialize();
for (i=1;i<=us;i++)
{
int i2=list(lre_index(i),2);
utmp(i)+=locy[i2].u_tilde[0];
local_uadjoint(i)+=locy[i2].u_tilde[0];
}
if (xs>0)
local_xadjoint -= local_uadjoint*inv(local_Hess)*local_Dux;
}
}
for (i=1;i<=xs;i++)
{
int ii=lfe_index(i);
xadjoint(list(ii,1))+=w_i*local_xadjoint(i);
}
f1b2gradlist->reset();
f1b2gradlist->list.initialize();
f1b2gradlist->list2.initialize();
f1b2gradlist->list3.initialize();
f1b2gradlist->nlist.initialize();
f1b2gradlist->nlist2.initialize();
f1b2gradlist->nlist3.initialize();
funnel_init_var::num_vars=0;
funnel_init_var::num_active_parameters=0;
funnel_init_var::num_inactive_vars=0;
}
/**
* Description not yet available.
* \param
*/
void laplace_approximation_calculator::
do_separable_stuff_laplace_approximation_importance_sampling_adjoint
(df1b2variable& ff)
{
num_separable_calls++;
set_dependent_variable(ff);
//df1b2_gradlist::set_no_derivatives();
df1b2variable::passnumber=1;
df1b2_gradcalc1();
init_df1b2vector & locy= *funnel_init_var::py;
imatrix& list=*funnel_init_var::plist;
int us=0; int xs=0;
#ifndef OPT_LIB
assert(funnel_init_var::num_active_parameters <= INT_MAX);
#endif
ivector lre_index(1,(int)funnel_init_var::num_active_parameters);
ivector lfe_index(1,(int)funnel_init_var::num_active_parameters);
for (int i=1;i<=(int)funnel_init_var::num_active_parameters;i++)
{
if (list(i,1)>xsize)
{
lre_index(++us)=i;
}
else if (list(i,1)>0)
{
lfe_index(++xs)=i;
}
}
dvector local_xadjoint(1,xs);
if (us>0)
{
dmatrix local_Hess(1,us,1,us);
dvector local_grad(1,us);
dmatrix local_Dux(1,us,1,xs);
local_Hess.initialize();
dvector local_uadjoint(1,us);
for (int i=1;i<=us;i++)
{
for (int j=1;j<=us;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lre_index(j),2);
local_Hess(i,j)+=locy(i2).u_bar[j2-1];
}
}
for (int i=1;i<=us;i++)
{
for (int j=1;j<=xs;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lfe_index(j),2);
local_Dux(i,j)=locy(i2).u_bar[j2-1];
}
}
double f=0.0;
initial_df1b2params::cobjfun+=f;
for (int i=1;i<=us;i++)
{
for (int j=1;j<=us;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lre_index(j),2);
locy(i2).get_u_bar_tilde()[j2-1]=
(*block_diagonal_vhessianadjoint)(num_separable_calls)(i,j);
}
}
df1b2variable::passnumber=2;
df1b2_gradcalc1();
df1b2variable::passnumber=3;
df1b2_gradcalc1();
dvector xtmp(1,xs);
xtmp.initialize();
local_uadjoint.initialize();
local_xadjoint.initialize();
for (int i=1;i<=xs;i++)
{
int i2=list(lfe_index(i),2);
xtmp(i)+=locy[i2].u_tilde[0];
local_xadjoint(i)+=locy[i2].u_tilde[0];
}
dvector utmp(1,us);
utmp.initialize();
for (int i=1;i<=us;i++)
{
int i2=list(lre_index(i),2);
utmp(i)+=locy[i2].u_tilde[0];
local_uadjoint(i)+=locy[i2].u_tilde[0];
}
if (xs>0)
local_xadjoint -= solve(local_Hess,local_uadjoint)*local_Dux;
}
for (int i=1;i<=xs;i++)
{
int ii=lfe_index(i);
check_local_xadjoint2(list(ii,1))+=local_xadjoint(i);
}
f1b2gradlist->reset();
f1b2gradlist->list.initialize();
f1b2gradlist->list2.initialize();
f1b2gradlist->list3.initialize();
f1b2gradlist->nlist.initialize();
f1b2gradlist->nlist2.initialize();
f1b2gradlist->nlist3.initialize();
funnel_init_var::num_vars=0;
funnel_init_var::num_active_parameters=0;
funnel_init_var::num_inactive_vars=0;
}
/**
* Description not yet available.
* \param
*/
void laplace_approximation_calculator::
get_block_diagonal_hessian(df1b2variable& ff)
{
//***********************************************************
//***********************************************************
num_separable_calls++;
set_dependent_variable(ff);
df1b2_gradlist::set_no_derivatives();
df1b2variable::passnumber=1;
df1b2_gradcalc1();
init_df1b2vector & locy= *funnel_init_var::py;
imatrix& list=*funnel_init_var::plist;
int num_local_re=0;
int num_fixed_effects=0;
//cout << list << endl;
#ifndef OPT_LIB
assert(funnel_init_var::num_active_parameters <= INT_MAX);
#endif
ivector lre_index(1,(int)funnel_init_var::num_active_parameters);
ivector lfe_index(1,(int)funnel_init_var::num_active_parameters);
for (int i=1;i<=(int)funnel_init_var::num_active_parameters;i++)
{
if (list(i,1)>xsize)
{
lre_index(++num_local_re)=i;
}
else if (list(i,1)>0)
{
lfe_index(++num_fixed_effects)=i;
}
}
if (num_local_re > 0)
{
dmatrix& local_Hess=(*block_diagonal_hessian)(num_separable_calls);
dmatrix& local_Dux=(*block_diagonal_Dux)(num_separable_calls);
ivector& local_re_list=(*block_diagonal_re_list)(num_separable_calls);
ivector& local_fe_list=(*block_diagonal_fe_list)(num_separable_calls);
local_re_list.initialize();
local_fe_list.initialize();
local_Hess.initialize();
for (int i=1;i<=num_local_re;i++)
{
local_re_list(i)=list(lre_index(i),1);
}
for (int i=1;i<=num_fixed_effects;i++)
{
local_fe_list(i)=list(lfe_index(i),1);
}
for (int i=1;i<=num_local_re;i++)
{
int lrei=lre_index(i);
for (int j=1;j<=num_local_re;j++)
{
int lrej=lre_index(j);
int i2=list(lrei,2);
int j2=list(lrej,2);
local_Hess(i,j)+=locy(i2).u_bar[j2-1];
}
}
for (int i=1;i<=num_local_re;i++)
{
for (int j=1;j<=num_fixed_effects;j++)
{
int i2=list(lre_index(i),2);
int j2=list(lfe_index(j),2);
local_Dux(i,j)=locy(i2).u_bar[j2-1];
}
}
have_bounded_random_effects=0;
if (have_bounded_random_effects)
{
for (int i=1;i<=num_local_re;i++)
{
int lrei=lre_index(i);
int i1=list(lrei,1);
for (int j=1;j<=num_local_re;j++)
{
int lrej=lre_index(j);
int j1=list(lrej,1);
local_Hess(i,j)*=scale(i1-xsize)*scale(j1-xsize);
}
}
}
}
f1b2gradlist->reset();
f1b2gradlist->list.initialize();
f1b2gradlist->list2.initialize();
f1b2gradlist->list3.initialize();
f1b2gradlist->nlist.initialize();
f1b2gradlist->nlist2.initialize();
f1b2gradlist->nlist3.initialize();
funnel_init_var::num_vars=0;
funnel_init_var::num_active_parameters=0;
funnel_init_var::num_inactive_vars=0;
}
/**
* Description not yet available.
* \param
*/
void laplace_approximation_calculator::
do_separable_stuff_hessian_type_information(void)
{
df1b2_gradlist::set_no_derivatives();
imatrix& list=*funnel_init_var::plist;
int num_local_re=0;
int num_fixed_effects=0;
#ifndef OPT_LIB
assert(funnel_init_var::num_active_parameters <= INT_MAX);
#endif
ivector lre_index(1, (int)funnel_init_var::num_active_parameters);
ivector lfe_index(1, (int)funnel_init_var::num_active_parameters);
for (int i=1;i<=(int)funnel_init_var::num_active_parameters;i++)
{
if (list(i,1)>xsize)
{
lre_index(++num_local_re)=i;
}
else if (list(i,1)>0)
{
lfe_index(++num_fixed_effects)=i;
}
}
//if (num_local_re > 0)
{
switch(hesstype)
{
case 3:
num_separable_calls++;
save_number_of_local_effects(num_separable_calls,
&num_local_re_array, &num_local_fixed_array, num_local_re,
num_fixed_effects); //,lre_index,lfe_index);
for (int i=1;i<=num_local_re;i++)
{
int lrei=lre_index(i);
for (int j=1;j<=num_local_re;j++)
{
int lrej=lre_index(j);
int i1=list(lrei,1)-xsize;
int j1=list(lrej,1)-xsize;
if (i1>=j1)
{
//(*bHess)(i1,j1)+=locy(i2).u_bar[j2-1];
int w=i1-j1+1;
if (bw<w) bw=w;
}
}
}
if (sparse_hessian_flag)
{
if (allocated(Hess))
{
Hess.deallocate();
/*
if (Hess.indexmax() !=usize)
{
Hess.deallocate();
Hess.allocate(1,usize,1,usize);
Hess.initialize();
}
*/
}
/*
else
{
Hess.allocate(1,usize,1,usize);
Hess.initialize();
}
*/
int dim= num_local_re*num_local_re;
imatrix tmp(1,2,1,dim);
int ii=0;
for (int i=1;i<=num_local_re;i++)
{
int lrei=lre_index(i);
for (int j=1;j<=num_local_re;j++)
{
int lrej=lre_index(j);
int i1=list(lrei,1)-xsize;
int j1=list(lrej,1)-xsize;
if (i1<=0)
{
cout << "cant happen?" << endl;
}
if (i1<=j1)
{
//Hess(i1,j1)=1;
ii++;
tmp(1,ii)=i1;
tmp(2,ii)=j1;
//(*triplet_information)(1,num_separable_calls)=i1;
//(*triplet_information)(2,num_separable_calls)=j1;
}
}
}
if (allocated((*triplet_information)(num_separable_calls)))
{
(*triplet_information)(num_separable_calls).deallocate();
}
if (ii>0)
{
(*triplet_information)(num_separable_calls).allocate(1,2,1,ii);
(*triplet_information)(num_separable_calls)(1)=tmp(1)(1,ii);
(*triplet_information)(num_separable_calls)(2)=tmp(2)(1,ii);
}
}
}
}
if (derindex)
{
if (num_separable_calls> derindex->indexmax())
{
cerr << "Need to increase the maximum number of separable calls allowed"
<< " to at least " << num_separable_calls
<< endl << "Current value is " << derindex->indexmax() << endl;
cerr << "Use the -ndi N command line option" << endl;
ad_exit(1);
}
if (allocated((*derindex)(num_separable_calls)))
(*derindex)(num_separable_calls).deallocate();
(*derindex)(num_separable_calls).allocate(1,num_local_re);
for (int i=1;i<=num_local_re;i++)
{
int lrei=lre_index(i);
int i1=list(lrei,1)-xsize;
//int i1=list(lrei,1);
(*derindex)(num_separable_calls)(i)=i1;
}
}
f1b2gradlist->reset();
f1b2gradlist->list.initialize();
f1b2gradlist->list2.initialize();
f1b2gradlist->list3.initialize();
f1b2gradlist->nlist.initialize();
f1b2gradlist->nlist2.initialize();
f1b2gradlist->nlist3.initialize();
funnel_init_var::num_vars=0;
funnel_init_var::num_active_parameters=0;
funnel_init_var::num_inactive_vars=0;
}
