void updateXi_MA(int *seed,
int *nAccept,
double *xi,
const int *Q,
const int *G,
const int *delta,
const double *alphaXi,
const double *betaXi) {
unsigned int seedU = (unsigned int) *seed;
updateXi(&seedU,nAccept,xi,*Q,*G,delta,*alphaXi,*betaXi);
*seed = (int) seedU;
return;
}
void optimiseAlpha(int violator)
{
int i, flag;
double L = 0.0, H = 0.0, a, F_tmp, delta_tmp, slope, d_right, d_left;
double aleph = alpha[violator];
/* bracket minimum with interval excluding zero (except at a boundary) */
if (violator == 0)
{
/* case 1 - unregularised bias term */
L = -DBL_MAX;
H = +DBL_MAX;
slope = -F[0];
}
else
{
/* the violator is a regularised parameter */
if (aleph == 0.0)
{
d_right = +lambda - F[violator];
d_left = -lambda - F[violator];
if (d_right < 0.0)
{
/* case 2 - alpha = 0 and right derivative is negative */
L = 0.0;
H = DBL_MAX;
slope = d_right;
}
else if (d_left > 0.0)
{
/* case 3 - alpha = 0 and left derivative is positive */
L = -DBL_MAX;
H = +0.0;
slope = d_left;
}
else
{
/* case 4 - parameter stable at zero (should never happen) */
set[violator] = I_z;
return;
}
}
else if (aleph != 0.0)
{
slope = (aleph > 0.0 ? +lambda : -lambda) - F[violator];
if (aleph > 0.0 && slope < 0.0)
{
/* case 5 - aleph positive and derivative is negative */
L = aleph;
H = +DBL_MAX;
}
else if (aleph < 0.0 && slope > 0)
{
/* case 6 - alpha negative and derivative is positve */
L = -DBL_MAX;
H = aleph;
}
else
{
/* store a copy of xi, exp_xi, F[violator] and delta[violator] */
memcpy(tmp1, xi, ntp*sizeof(double));
memcpy(tmp2, exp_xi, ntp*sizeof(double));
F_tmp = F[violator];
delta_tmp = delta[violator];
/* update statistics assuming alpha[violator] = 0.0 */
updateXi(violator, aleph);
updateFAndDelta(violator);
alpha[violator] = 0.0;
set[violator] = I_z;
N = N - 1;
E_alpha = E_alpha - fabs(aleph);
/* compute left and right derivaltives */
d_right = +lambda - F[violator];
d_left = -lambda - F[violator];
if ((d_right>0.0 && d_left<0.0) || d_right==0.0 || d_left==0.0)
{
/* parameter can be safely pruned */
return;
}
else
{
/* bracket minimum */
if (aleph > 0.0 && slope > 0.0 && d_right > 0.0)
{
/* case 2 */
aleph = 0.0;
slope = d_left;
L = -DBL_MAX;
H = +0.0;
}
else if (aleph < 0.0 && slope < 0.0 && d_left < 0.0)
{
/* case 5 */
aleph = 0.0;
slope = d_right;
L = 0.0;
H = DBL_MAX;
}
else
{
if (aleph > 0.0 && slope > 0.0 && d_right < 0.0)
{
/* case 3 */
L = 0.0;
H = aleph;
}
else if (aleph < 0 && slope < 0 && d_left > 0)
{
/* case 6 */
L = aleph;
H = 0.0;
}
/* restore xi and exp_xi etc. */
SWAP( xi, tmp1, double*)
SWAP(exp_xi, tmp2, double*)
alpha[violator] = aleph;
set[violator] = I_nz;
F[violator] = F_tmp;
delta[violator] = delta_tmp;
N = N + 1;
E_alpha = E_alpha + fabs(aleph);
}
}
}
}
}