// End ReInitializeAccum()
public static void AddupChisqContributions(Desertwind TotalSolution)
{
// Sum over Threads
int NumberParms = SummedoverThreadsAccum.VectorSize;
int SecondSize = SummedoverThreadsAccum.SecondSize;
for (int ThreadNo = 0; ThreadNo < SALSAUtility.ThreadCount; ThreadNo++)
{
SummedoverThreadsAccum.chisq += LocalAccum[ThreadNo].chisq;
for (int iparm = 0; iparm < NumberParms; iparm++)
{
SummedoverThreadsAccum.first[iparm] += LocalAccum[ThreadNo].first[iparm];
}
for (int iparm = 0; iparm < SecondSize; iparm++)
{
SummedoverThreadsAccum.second[iparm] += LocalAccum[ThreadNo].second[iparm];
}
}
// Sum over MPI Processes
ChisqFirstandSecond UsethisAccum = SummedoverThreadsAccum;
if (SALSAUtility.MPI_Size > 1)
{
UsethisAccum = SummedoverProcessesAccum;
SummedoverProcessesAccum.chisq = SALSAUtility.MPI_communicator.Allreduce(SummedoverThreadsAccum.chisq,
Operation <double> .Add);
SummedoverProcessesAccum.first = SALSAUtility.MPI_communicator.Allreduce(SummedoverThreadsAccum.first,
Operation <double> .Add);
SummedoverProcessesAccum.second = SALSAUtility.MPI_communicator.Allreduce(
SummedoverThreadsAccum.second, Operation <double> .Add);
}
// Put into Hotsun Form
TotalSolution.Chisquared = UsethisAccum.chisq;
Hotsun.zerocr = UsethisAccum.chisq;
int linearcount = 0;
for (int iparm1 = 0; iparm1 < NumberParms; iparm1++)
{
TotalSolution.first[iparm1][0] = UsethisAccum.first[iparm1];
for (int iparm2 = iparm1; iparm2 < NumberParms; iparm2++)
{
double tmp = UsethisAccum.second[linearcount];
linearcount++;
TotalSolution.FullMatrix[iparm1, iparm2][0, 0] = tmp;
TotalSolution.FullMatrix[iparm2, iparm1][0, 0] = tmp;
TotalSolution.ExactFullMatrix[iparm1, iparm2][0, 0] = tmp;
TotalSolution.ExactFullMatrix[iparm2, iparm1][0, 0] = tmp;
}
}
// SALSAUtility.SALSAPrint(0, "Second Deriv " + TotalSolution.FullMatrix[5, 6][0, 0].ToString("E4"));
}
// end SolveMatrix(double[][] Answer, Desertwind Solution)
public static void GlobalMatrixVectorProduct(double[][] DistributedVector, Desertwind Solution, bool useexact,
double[][] GlobalxVector, double[][] GlobalVectoronRight)
{
// DistributedVector = Matrix (calculated using GlobalxVector) . GlobalVectoronRight
// In generic case, Matrix is fully calculated and does not use GlobalxVector
double[, ][,] Matrix;
if (useexact)
{
Matrix = Solution.ExactFullMatrix;
}
else
{
Matrix = Solution.FullMatrix;
}
for (int GlobalIndex1 = 0; GlobalIndex1 < Hotsun.npar; GlobalIndex1++)
{
if (Hotsun.FixedParameter[GlobalIndex1][0])
{
DistributedVector[GlobalIndex1][0] = 0.0;
}
else
{
double tmp = 0.0;
for (int GlobalIndex2 = 0; GlobalIndex2 < Hotsun.npar; GlobalIndex2++)
{
if (Hotsun.FixedParameter[GlobalIndex2][0])
{
continue;
}
double MatrixElement = Matrix[GlobalIndex1, GlobalIndex2][0, 0];
if (Hotsun.UseDiagonalScaling)
{
MatrixElement *= Hotsun.sqdginv[GlobalIndex1][0] * Hotsun.sqdginv[GlobalIndex2][0];
}
if (Hotsun.AddMarquardtQDynamically && (GlobalIndex1 == GlobalIndex2))
{
MatrixElement += Hotsun.Q;
}
tmp += MatrixElement * GlobalVectoronRight[GlobalIndex2][0];
} // End GlobalIndex2
DistributedVector[GlobalIndex1][0] = tmp;
} // End varied parameter
} // End GlobalIndex1
}
// End AddupChisqContributions(ChisqFirstandSecond[] SubTotal, Desertwind TotalSolution)
public static void FindQlimits(Desertwind Solution, ref double Qhigh, ref double Qlow, ref int ReasontoStop1,
ref int ReasontoStop2)
{
if (Hotsun.FullSecondDerivative)
{
FindTraceandNorm(Solution.ExactFullMatrix, ref Hotsun.ChisqMatrixTrace, ref Hotsun.ChisqMatrixNorm);
}
else
{
FindTraceandNorm(Solution.FullMatrix, ref Hotsun.ChisqMatrixTrace, ref Hotsun.ChisqMatrixNorm);
}
var ConventionalMatrix = new double[Hotsun.npar, Hotsun.npar];
// Set Up Matrix to find eigenvalues
// Scale but do NOT add Q
double[, ][,] Matrix;
if (Hotsun.FullSecondDerivative)
{
Matrix = Solution.ExactFullMatrix;
}
else
{
Matrix = Solution.FullMatrix;
}
// Set actual matrix
for (int GlobalIndex1 = 0; GlobalIndex1 < Hotsun.npar; GlobalIndex1++)
{
for (int GlobalIndex2 = 0; GlobalIndex2 < Hotsun.npar; GlobalIndex2++)
{
double MatrixElement = Matrix[GlobalIndex1, GlobalIndex2][0, 0];
if (Hotsun.UseDiagonalScaling)
{
MatrixElement *= Hotsun.sqdginv[GlobalIndex1][0] * Hotsun.sqdginv[GlobalIndex2][0];
}
ConventionalMatrix[GlobalIndex1, GlobalIndex2] = MatrixElement;
} // End GlobalIndex2
} // End GlobalIndex1
// Find Minimum and Maximum eigenvalue of ConventionalMatrix
// Begin Added by smbeason 5/17/2009
LMatrix lmatrix = LMatrix.Create(ConventionalMatrix);
EigenvalueDecomposition eigenValueDecomp = lmatrix.EigenvalueDecomposition;
double minEigenValue = double.MaxValue;
double maxEigenValue = double.MinValue;
//Assuming you want on the real part...
for (int i = 0; i < eigenValueDecomp.RealEigenvalues.Length; i++)
{
minEigenValue = Math.Min(minEigenValue, eigenValueDecomp.RealEigenvalues[i]);
maxEigenValue = Math.Max(maxEigenValue, eigenValueDecomp.RealEigenvalues[i]);
}
// End Added by smbeason 5/17/2009
ReasontoStop1 = 1;
ReasontoStop2 = 1;
Qlow = minEigenValue;
Qhigh = maxEigenValue;
return;
}
// End FindTraceandNorm(double[,][,] Matrix, double[][] GlobalxVector, ref double Trace, ref double Norm)
public static bool SolveMatrix(double[][] Answer, Desertwind Solution)
{
var ConventionalMatrix = new double[Hotsun.npar, Hotsun.npar];
var ConventionalFirst = new double[Hotsun.npar, 1];
var ConventionalAnswer = new double[Hotsun.npar][];
for (int GlobalIndex1 = 0; GlobalIndex1 < Hotsun.npar; GlobalIndex1++)
{
ConventionalAnswer[GlobalIndex1] = new double[1];
}
double[, ][,] Matrix;
if (Hotsun.FullSecondDerivative)
{
Matrix = Solution.ExactFullMatrix;
}
else
{
Matrix = Solution.FullMatrix;
}
// Set actual matrix
for (int GlobalIndex1 = 0; GlobalIndex1 < Hotsun.npar; GlobalIndex1++)
{
if (Hotsun.FixedParameter[GlobalIndex1][0])
{
ConventionalFirst[GlobalIndex1, 0] = 0.0;
}
else
{
ConventionalFirst[GlobalIndex1, 0] = Solution.first[GlobalIndex1][0] * Hotsun.sqdginv[GlobalIndex1][0];
}
for (int GlobalIndex2 = 0; GlobalIndex2 < Hotsun.npar; GlobalIndex2++)
{
double MatrixElement = Matrix[GlobalIndex1, GlobalIndex2][0, 0];
if (Hotsun.UseDiagonalScaling)
{
MatrixElement *= Hotsun.sqdginv[GlobalIndex1][0] * Hotsun.sqdginv[GlobalIndex2][0];
}
if (GlobalIndex1 == GlobalIndex2)
{
if (Hotsun.AddMarquardtQDynamically)
{
MatrixElement += Hotsun.Q;
}
}
ConventionalMatrix[GlobalIndex1, GlobalIndex2] = MatrixElement;
} // End GlobalIndex2
} // End GlobalIndex1
// Form ConventionalMatrix-1 * ConventionalFirst
LMatrix cMatrix = LMatrix.Create(ConventionalMatrix);
LMatrix RightHandSide = LMatrix.Create(ConventionalFirst);
var Fred = new LU(cMatrix);
LMatrix MatrixAnswer = Fred.Solve(RightHandSide);
ConventionalAnswer = MatrixAnswer;
for (int GlobalIndex1 = 0; GlobalIndex1 < Hotsun.npar; GlobalIndex1++)
{
Answer[GlobalIndex1][0] = ConventionalAnswer[GlobalIndex1][0] * Hotsun.sqdginv[GlobalIndex1][0];
}
bool success = true;
return(success);
}
// Frequency, in iterations, with which to write out MDS coordinates.
public static void SetupManxcat()
{
// Set Hotsun Input parameters
maxit = ManxcatCentral.Configuration.Maxit;
nbadgo = ManxcatCentral.Configuration.Nbadgo;
ChisqChangePerPoint = ManxcatCentral.Configuration.ChisqChangePerPoint;
rho = ManxcatCentral.Configuration.FletcherRho;
Omega = ManxcatCentral.Configuration.Omega;
OmegaOption = ManxcatCentral.Configuration.OmegaOption;
sigma = ManxcatCentral.Configuration.FletcherSigma;
QHighInitialFactor = ManxcatCentral.Configuration.QHighInitialFactor;
QgoodReductionFactor = ManxcatCentral.Configuration.QgoodReductionFactor;
QLimitscalculationInterval = ManxcatCentral.Configuration.QLimitscalculationInterval;
InitialSteepestDescents = ManxcatCentral.Configuration.InitialSteepestDescents;
timmax = ManxcatCentral.Configuration.TimeCutmillisec;
CGResidualLimit = ManxcatCentral.Configuration.CGResidualLimit;
PowerIterationLimit = ManxcatCentral.Configuration.PowerIterationLimit;
eigenvaluechange = ManxcatCentral.Configuration.Eigenvaluechange;
eigenvectorchange = ManxcatCentral.Configuration.Eigenvectorchange;
extraprecision = ManxcatCentral.Configuration.Extraprecision;
addonforQcomputation = ManxcatCentral.Configuration.AddonforQcomputation;
derivtest = ManxcatCentral.Configuration.Derivtest;
dellim = ChisqChangePerPoint; // Set dellim for current size problem (original Manxcat didn't do this)
CoordinateWriteFrequency = ManxcatCentral.Configuration.CoordinateWriteFrequency;
// Parameters for Loop over Choices
int NumberofPoints = Number_VectorParameters;
InitializationLoops = ManxcatCentral.Configuration.InitializationLoops;
InitLoopChisq = new double[InitializationLoops];
diag = new double[NumberofPoints][];
sqdginv = new double[NumberofPoints][];
GlobalParameter = new double[NumberofPoints][];
UtilityGlobalVector1 = new double[NumberofPoints][];
FixedParameter = new bool[NumberofPoints][];
for (int LongIndex = 0; LongIndex < NumberofPoints; LongIndex++)
{
diag[LongIndex] = new double[ParameterVectorDimension];
sqdginv[LongIndex] = new double[ParameterVectorDimension];
;
GlobalParameter[LongIndex] = new double[ParameterVectorDimension];
UtilityGlobalVector1[LongIndex] = new double[ParameterVectorDimension];
FixedParameter[LongIndex] = new bool[ParameterVectorDimension];
for (int LocalVectorIndex = 0; LocalVectorIndex < ParameterVectorDimension; LocalVectorIndex++)
{
FixedParameter[LongIndex][LocalVectorIndex] = false;
}
}
int LocalNumberofPoints = Number_VectorParameters;
if (DecomposeParameters)
{
LocalNumberofPoints = SALSAUtility.PointCount_Process;
}
perr = new double[LocalNumberofPoints][];
UtilityLocalVector1 = new double[LocalNumberofPoints][];
UtilityLocalVector2 = new double[LocalNumberofPoints][];
for (int LongIndex = 0; LongIndex < LocalNumberofPoints; LongIndex++)
{
perr[LongIndex] = new double[ParameterVectorDimension];
UtilityLocalVector1[LongIndex] = new double[ParameterVectorDimension];
UtilityLocalVector2[LongIndex] = new double[ParameterVectorDimension];
}
CurrentSolution = new Desertwind(LocalNumberofPoints, ParameterVectorDimension);
BestSolution = new Desertwind(LocalNumberofPoints, ParameterVectorDimension);
PreviousSolution = new Desertwind(LocalNumberofPoints, ParameterVectorDimension);
BestLoopedSolution = new Desertwind(LocalNumberofPoints, ParameterVectorDimension);
SearchSolution1 = new Desertwind(LocalNumberofPoints, ParameterVectorDimension);
SearchSolution2 = new Desertwind(LocalNumberofPoints, ParameterVectorDimension);
SearchSolution3 = new Desertwind(LocalNumberofPoints, ParameterVectorDimension);
SearchSolution4 = new Desertwind(LocalNumberofPoints, ParameterVectorDimension);
}