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GoldenCheetah/contrib/levmar/levmar.h
Mark Liversedge e1ac00b860 Move contributed sources to contrib directory 
.. Makes it easier to identify code that has been snaffled in from
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.. The httpserver is now no longer optional, since it is delivered
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/*
////////////////////////////////////////////////////////////////////////////////////
//
// Prototypes and definitions for the Levenberg - Marquardt minimization algorithm
// Copyright (C) 2004 Manolis Lourakis (lourakis at ics forth gr)
// Institute of Computer Science, Foundation for Research & Technology - Hellas
// Heraklion, Crete, Greece.
//
// This program is free software; you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation; either version 2 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
////////////////////////////////////////////////////////////////////////////////////
*/
#ifndef _LEVMAR_H_
#define _LEVMAR_H_
/************************************* Start of configuration options *************************************/
/* Note that when compiling with CMake, this configuration section is automatically generated
* based on the user's input, see levmar.h.in
*/
/* specifies whether to use LAPACK or not. Using LAPACK is strongly recommended */
//#define HAVE_LAPACK
/* specifies whether the PLASMA parallel library for multicore CPUs is available */
/* #undef HAVE_PLASMA */
/* to avoid the overhead of repeated mallocs(), routines in Axb.c can be instructed to
* retain working memory between calls. Such a choice, however, renders these routines
* non-reentrant and is not safe in a shared memory multiprocessing environment.
* Bellow, an attempt is made to issue a warning if this option is turned on and OpenMP
* is being used (note that this will work only if omp.h is included before levmar.h)
*/
#define LINSOLVERS_RETAIN_MEMORY
#if (defined(_OPENMP))
# ifdef LINSOLVERS_RETAIN_MEMORY
# ifdef _MSC_VER
# pragma message("LINSOLVERS_RETAIN_MEMORY is not safe in a multithreaded environment and should be turned off!")
# else
# warning LINSOLVERS_RETAIN_MEMORY is not safe in a multithreaded environment and should be turned off!
# endif /* _MSC_VER */
# endif /* LINSOLVERS_RETAIN_MEMORY */
#endif /* _OPENMP */
/* specifies whether double precision routines will be compiled or not */
#define LM_DBL_PREC
/* specifies whether single precision routines will be compiled or not */
#define LM_SNGL_PREC
/****************** End of configuration options, no changes necessary beyond this point ******************/
#ifdef __cplusplus
extern "C" {
#endif
/* work arrays size for ?levmar_der and ?levmar_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
#define LM_DIF_WORKSZ(npar, nmeas) (4*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
/* work arrays size for ?levmar_bc_der and ?levmar_bc_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_BC_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
#define LM_BC_DIF_WORKSZ(npar, nmeas) LM_BC_DER_WORKSZ((npar), (nmeas)) /* LEVMAR_BC_DIF currently implemented using LEVMAR_BC_DER()! */
/* work arrays size for ?levmar_lec_der and ?levmar_lec_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_LEC_DER_WORKSZ(npar, nmeas, nconstr) LM_DER_WORKSZ((npar)-(nconstr), (nmeas))
#define LM_LEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_DIF_WORKSZ((npar)-(nconstr), (nmeas))
/* work arrays size for ?levmar_blec_der and ?levmar_blec_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_BLEC_DER_WORKSZ(npar, nmeas, nconstr) LM_LEC_DER_WORKSZ((npar), (nmeas)+(npar), (nconstr))
#define LM_BLEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_LEC_DIF_WORKSZ((npar), (nmeas)+(npar), (nconstr))
/* work arrays size for ?levmar_bleic_der and ?levmar_bleic_dif functions.
* should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
*/
#define LM_BLEIC_DER_WORKSZ(npar, nmeas, nconstr1, nconstr2) LM_BLEC_DER_WORKSZ((npar)+(nconstr2), (nmeas)+(nconstr2), (nconstr1)+(nconstr2))
#define LM_BLEIC_DIF_WORKSZ(npar, nmeas, nconstr1, nconstr2) LM_BLEC_DIF_WORKSZ((npar)+(nconstr2), (nmeas)+(nconstr2), (nconstr1)+(nconstr2))
#define LM_OPTS_SZ 5 /* max(4, 5) */
#define LM_INFO_SZ 10
#define LM_ERROR -1
#define LM_INIT_MU 1E-03
#define LM_STOP_THRESH 1E-17
#define LM_DIFF_DELTA 1E-06
#define LM_VERSION "2.6 (November 2011)"
#ifdef LM_DBL_PREC
/* double precision LM, with & without Jacobian */
/* unconstrained minimization */
extern int dlevmar_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, int itmax, double *opts,
double *info, double *work, double *covar, void *adata);
extern int dlevmar_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, int itmax, double *opts,
double *info, double *work, double *covar, void *adata);
/* box-constrained minimization */
extern int dlevmar_bc_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *dscl,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
extern int dlevmar_bc_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *dscl,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
#ifdef HAVE_LAPACK
/* linear equation constrained minimization */
extern int dlevmar_lec_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *A, double *b, int k,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
extern int dlevmar_lec_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *A, double *b, int k,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
/* box & linear equation constrained minimization */
extern int dlevmar_blec_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
extern int dlevmar_blec_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
/* box, linear equations & inequalities constrained minimization */
extern int dlevmar_bleic_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub,
double *A, double *b, int k1, double *C, double *d, int k2,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
extern int dlevmar_bleic_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub,
double *A, double *b, int k1, double *C, double *d, int k2,
int itmax, double *opts, double *info, double *work, double *covar, void *adata);
/* box & linear inequality constraints */
extern int dlevmar_blic_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *C, double *d, int k2,
int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
extern int dlevmar_blic_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *lb, double *ub, double *C, double *d, int k2,
int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
/* linear equation & inequality constraints */
extern int dlevmar_leic_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *A, double *b, int k1, double *C, double *d, int k2,
int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
extern int dlevmar_leic_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *A, double *b, int k1, double *C, double *d, int k2,
int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
/* linear inequality constraints */
extern int dlevmar_lic_der(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, double *x, int m, int n, double *C, double *d, int k2,
int itmax, double opts[4], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
extern int dlevmar_lic_dif(
void (*func)(double *p, double *hx, int m, int n, void *adata),
double *p, double *x, int m, int n, double *C, double *d, int k2,
int itmax, double opts[5], double info[LM_INFO_SZ], double *work, double *covar, void *adata);
#endif /* HAVE_LAPACK */
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
/* single precision LM, with & without Jacobian */
/* unconstrained minimization */
extern int slevmar_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, int itmax, float *opts,
float *info, float *work, float *covar, void *adata);
extern int slevmar_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, int itmax, float *opts,
float *info, float *work, float *covar, void *adata);
/* box-constrained minimization */
extern int slevmar_bc_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *dscl,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
extern int slevmar_bc_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *dscl,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
#ifdef HAVE_LAPACK
/* linear equation constrained minimization */
extern int slevmar_lec_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *A, float *b, int k,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
extern int slevmar_lec_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *A, float *b, int k,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
/* box & linear equation constrained minimization */
extern int slevmar_blec_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
extern int slevmar_blec_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
/* box, linear equations & inequalities constrained minimization */
extern int slevmar_bleic_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub,
float *A, float *b, int k1, float *C, float *d, int k2,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
extern int slevmar_bleic_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub,
float *A, float *b, int k1, float *C, float *d, int k2,
int itmax, float *opts, float *info, float *work, float *covar, void *adata);
/* box & linear inequality constraints */
extern int slevmar_blic_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *C, float *d, int k2,
int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
extern int slevmar_blic_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *lb, float *ub, float *C, float *d, int k2,
int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
/* linear equality & inequality constraints */
extern int slevmar_leic_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *A, float *b, int k1, float *C, float *d, int k2,
int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
extern int slevmar_leic_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *A, float *b, int k1, float *C, float *d, int k2,
int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
/* linear inequality constraints */
extern int slevmar_lic_der(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, float *x, int m, int n, float *C, float *d, int k2,
int itmax, float opts[4], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
extern int slevmar_lic_dif(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, float *C, float *d, int k2,
int itmax, float opts[5], float info[LM_INFO_SZ], float *work, float *covar, void *adata);
#endif /* HAVE_LAPACK */
#endif /* LM_SNGL_PREC */
/* linear system solvers */
#ifdef HAVE_LAPACK
#ifdef LM_DBL_PREC
extern int dAx_eq_b_QR(double *A, double *B, double *x, int m);
extern int dAx_eq_b_QRLS(double *A, double *B, double *x, int m, int n);
extern int dAx_eq_b_Chol(double *A, double *B, double *x, int m);
extern int dAx_eq_b_LU(double *A, double *B, double *x, int m);
extern int dAx_eq_b_SVD(double *A, double *B, double *x, int m);
extern int dAx_eq_b_BK(double *A, double *B, double *x, int m);
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
extern int sAx_eq_b_QR(float *A, float *B, float *x, int m);
extern int sAx_eq_b_QRLS(float *A, float *B, float *x, int m, int n);
extern int sAx_eq_b_Chol(float *A, float *B, float *x, int m);
extern int sAx_eq_b_LU(float *A, float *B, float *x, int m);
extern int sAx_eq_b_SVD(float *A, float *B, float *x, int m);
extern int sAx_eq_b_BK(float *A, float *B, float *x, int m);
#endif /* LM_SNGL_PREC */
#else /* no LAPACK */
#ifdef LM_DBL_PREC
extern int dAx_eq_b_LU_noLapack(double *A, double *B, double *x, int n);
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
extern int sAx_eq_b_LU_noLapack(float *A, float *B, float *x, int n);
#endif /* LM_SNGL_PREC */
#endif /* HAVE_LAPACK */
#ifdef HAVE_PLASMA
#ifdef LM_DBL_PREC
extern int dAx_eq_b_PLASMA_Chol(double *A, double *B, double *x, int m);
#endif
#ifdef LM_SNGL_PREC
extern int sAx_eq_b_PLASMA_Chol(float *A, float *B, float *x, int m);
#endif
extern void levmar_PLASMA_setnbcores(int cores);
#endif /* HAVE_PLASMA */
/* Jacobian verification, double & single precision */
#ifdef LM_DBL_PREC
extern void dlevmar_chkjac(
void (*func)(double *p, double *hx, int m, int n, void *adata),
void (*jacf)(double *p, double *j, int m, int n, void *adata),
double *p, int m, int n, void *adata, double *err);
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
extern void slevmar_chkjac(
void (*func)(float *p, float *hx, int m, int n, void *adata),
void (*jacf)(float *p, float *j, int m, int n, void *adata),
float *p, int m, int n, void *adata, float *err);
#endif /* LM_SNGL_PREC */
/* miscellaneous: standard deviation, coefficient of determination (R2),
* Pearson's correlation coefficient for best-fit parameters
*/
#ifdef LM_DBL_PREC
extern double dlevmar_stddev( double *covar, int m, int i);
extern double dlevmar_corcoef(double *covar, int m, int i, int j);
extern double dlevmar_R2(void (*func)(double *p, double *hx, int m, int n, void *adata), double *p, double *x, int m, int n, void *adata);
#endif /* LM_DBL_PREC */
#ifdef LM_SNGL_PREC
extern float slevmar_stddev( float *covar, int m, int i);
extern float slevmar_corcoef(float *covar, int m, int i, int j);
extern float slevmar_R2(void (*func)(float *p, float *hx, int m, int n, void *adata), float *p, float *x, int m, int n, void *adata);
extern void slevmar_locscale(
void (*func)(float *p, float *hx, int m, int n, void *adata),
float *p, float *x, int m, int n, void *adata,
int howto, float locscl[2], float **residptr);
extern int slevmar_outlid(float *r, int n, float thresh, float ls[2], char *outlmap);
#endif /* LM_SNGL_PREC */
#ifdef __cplusplus
}
#endif
#endif /* _LEVMAR_H_ */
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