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107 lines
4.3 KiB
107 lines
4.3 KiB
/////////////////////////////////////////////////////////////////////////////////
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//
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// Levenberg - Marquardt non-linear minimization algorithm
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// Copyright (C) 2004 Manolis Lourakis (lourakis at ics forth gr)
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// Institute of Computer Science, Foundation for Research & Technology - Hellas
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// Heraklion, Crete, Greece.
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//
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// This program is free software; you can redistribute it and/or modify
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// it under the terms of the GNU General Public License as published by
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// the Free Software Foundation; either version 2 of the License, or
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// (at your option) any later version.
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//
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// This program is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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//
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/////////////////////////////////////////////////////////////////////////////////
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#ifndef _MISC_H_
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#define _MISC_H_
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/* common suffix for LAPACK subroutines. Define empty in case of no prefix. */
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#define LM_LAPACK_SUFFIX _
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//#define LM_LAPACK_SUFFIX // define empty
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/* common prefix for BLAS subroutines. Leave undefined in case of no prefix.
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* You might also need to modify LM_BLAS_PREFIX below
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*/
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/* f2c'd BLAS */
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//#define LM_BLAS_PREFIX f2c_
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/* C BLAS */
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//#define LM_BLAS_PREFIX cblas_
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/* common suffix for BLAS subroutines */
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//#define LM_BLAS_SUFFIX // define empty if a f2c_ or cblas_ prefix was defined for LM_BLAS_PREFIX above
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#define LM_BLAS_SUFFIX _ // use this in case of no BLAS prefix
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#define LCAT_(a, b) #a b
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#define LCAT(a, b) LCAT_(a, b) // force substitution
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#define RCAT_(a, b) a #b
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#define RCAT(a, b) RCAT_(a, b) // force substitution
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#define LM_MK_LAPACK_NAME(s) LM_ADD_PREFIX(LM_CAT_(s, LM_LAPACK_SUFFIX))
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#define __BLOCKSZ__ 32 /* block size for cache-friendly matrix-matrix multiply. It should be
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* such that __BLOCKSZ__^2*sizeof(LM_REAL) is smaller than the CPU (L1)
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* data cache size. Notice that a value of 32 when LM_REAL=double assumes
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* an 8Kb L1 data cache (32*32*8=8K). This is a concervative choice since
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* newer Pentium 4s have a L1 data cache of size 16K, capable of holding
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* up to 45x45 double blocks.
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*/
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#define __BLOCKSZ__SQ (__BLOCKSZ__)*(__BLOCKSZ__)
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/* add a prefix in front of a token */
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#define LM_CAT__(a, b) a ## b
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#define LM_CAT_(a, b) LM_CAT__(a, b) // force substitution
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#define LM_ADD_PREFIX(s) LM_CAT_(LM_PREFIX, s)
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#ifdef __cplusplus
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extern "C" {
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#endif
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/* blocking-based matrix multiply */
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extern void slevmar_trans_mat_mat_mult(float *a, float *b, int n, int m);
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extern void dlevmar_trans_mat_mat_mult(double *a, double *b, int n, int m);
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/* forward finite differences */
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extern void slevmar_fdif_forw_jac_approx(void (*func)(float *p, float *hx, int m, int n, void *adata),
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float *p, float *hx, float *hxx, float delta,
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float *jac, int m, int n, void *adata);
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extern void dlevmar_fdif_forw_jac_approx(void (*func)(double *p, double *hx, int m, int n, void *adata),
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double *p, double *hx, double *hxx, double delta,
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double *jac, int m, int n, void *adata);
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/* central finite differences */
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extern void slevmar_fdif_cent_jac_approx(void (*func)(float *p, float *hx, int m, int n, void *adata),
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float *p, float *hxm, float *hxp, float delta,
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float *jac, int m, int n, void *adata);
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extern void dlevmar_fdif_cent_jac_approx(void (*func)(double *p, double *hx, int m, int n, void *adata),
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double *p, double *hxm, double *hxp, double delta,
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double *jac, int m, int n, void *adata);
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/* e=x-y and ||e|| */
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extern float slevmar_L2nrmxmy(float *e, float *x, float *y, int n);
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extern double dlevmar_L2nrmxmy(double *e, double *x, double *y, int n);
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/* covariance of LS fit */
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extern int slevmar_covar(float *JtJ, float *C, float sumsq, int m, int n);
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extern int dlevmar_covar(double *JtJ, double *C, double sumsq, int m, int n);
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/* box constraints consistency check */
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extern int slevmar_box_check(float *lb, float *ub, int m);
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extern int dlevmar_box_check(double *lb, double *ub, int m);
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/* Cholesky */
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extern int slevmar_chol(float *C, float *W, int m);
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extern int dlevmar_chol(double *C, double *W, int m);
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#ifdef __cplusplus
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}
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#endif
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#endif /* _MISC_H_ */
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