/*
////////////////////////////////////////////////////////////////////////////////////
//
// 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 _LM_H_
#define _LM_H_
/************************************* Start of configuration options *************************************/
/* specify whether to use LAPACK or not. The first option is strongly recommended */
#define HAVE_LAPACK /* use LAPACK */
/* #undef HAVE_LAPACK */ /* uncomment this to force not using LAPACK */
/* 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, this option is turned on only when not compiling with OpenMP.
*/
#if !defined(_OPENMP)
#define LINSOLVERS_RETAIN_MEMORY /* comment this if you don't want routines in Axb.c retain working memory between calls */
#endif
/* determine the precision variants to be build. Default settings build
* both the single and double precision routines
*/
#define LM_DBL_PREC /* comment this if you don't want the double precision routines to be compiled */
#define LM_SNGL_PREC /* comment this if you don't want the single precision routines to be compiled */
/* Undefine the following if you don't want errors to be printed.*/
/* #define ENABLE_PRINT_ERROR */
/****************** End of configuration options, no changes necessary beyond this point ******************/
#ifdef __cplusplus
extern "C" {
#endif
#ifdef ENABLE_PRINT_ERROR
#define PRINT_ERROR(...) (fprintf(stderr, __VA_ARGS__))
#else
#define PRINT_ERROR(...)
#endif
enum lmerror
{ LM_ERROR_LAPACK_ERROR = -1
, LM_ERROR_NO_JACOBIAN = -2
, LM_ERROR_NO_BOX_CONSTRAINTS = -3
, LM_ERROR_FAILED_BOX_CHECK = -4
, LM_ERROR_MEMORY_ALLOCATION_FAILURE = -5
, LM_ERROR_CONSTRAINT_MATRIX_ROWS_GT_COLS = -6
, LM_ERROR_CONSTRAINT_MATRIX_NOT_FULL_ROW_RANK = -7
, LM_ERROR_TOO_FEW_MEASUREMENTS = -8
, LM_ERROR_SINGULAR_MATRIX = -9
, LM_ERROR_SUM_OF_SQUARES_NOT_FINITE = -10
};
#define FABS(x) (((x)>=0.0)? (x) : -(x))
/* 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))
#define LM_OPTS_SZ 5 /* max(4, 5) */
#define LM_INFO_SZ 10
#define LM_INIT_MU 1E-03
#define LM_STOP_THRESH 1E-17
#define LM_DIFF_DELTA 1E-06
#define LM_VERSION "2.4 (April 2009)"
#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,
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,
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);
#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,
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,
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);
#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);
#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);
#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 */
/* 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 */
/* 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);
#endif /* LM_SNGL_PREC */
#ifdef __cplusplus
}
#endif
#endif /* _LM_H_ */