ccl_learn_alpha.h

Go to the documentation of this file.

/*********************************************************************
CCL:A library for Constraint Consistent learning
Copyright (C) 2018 Matthew Howard
Contact:matthew.j.howard@kcl.ac.uk
This library is free software; you can redistribute it and/or
modify it under the terms of the GNU Lesser General Public
License as published by the Free Software Foundation; either
version 2.1 of the License, or (at your option) any later version.

This library 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
Library General Public License for more details.

You should have received a copy of the GNU Lesser General Public
License along with this library; if not, write to the Free
Software Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
*********************************************************************/


#ifndef __CCL_LEARN_ALPHA_H
#define __CCL_LEARN_ALPHA_H

#include <ccl_math.h>
#include <gsl/gsl_linalg.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_sf.h>
#include <stdio.h>
#include <string.h>
#include <stdlib.h>
#define NUM_CONSTRAINT 3
#ifdef __cplusplus
extern "C" {
#endif

typedef struct{
    int dim_b;                  
    int dim_r;                  
    int dim_x;                  
    int dim_u;                  
    int dim_t;                  
    int dim_k;                  
    int dim_n;                  
    double var;                 
    double nmse;                
    double *w[NUM_CONSTRAINT];  
    double * c;                 
    double  s2;                 
} LEARN_A_MODEL;

typedef struct{
    int MaxIter;
    double Tolfun;
    double Tolx;
    double Jacob;
} OPTION;

typedef struct{
    int      dim_x;             
    int      dim_u;             
    int      dim_n;             
    int      dim_b;             
    int      dim_k;             
    double * xc;                
    double * x;                 
    double * xf;                
    double * epsx;              
    double   epsf;              
    double * r;                 
    double * J;                 
    double   S;                 
    double * A;                 
    double * v;                 
    double * D;                 
    double   Rlo;               
    double   Rhi;               
    double   l;                 
    double   lc;                
    double * d;                 
    int      iter;              
    int      r_ok;              
    int      x_ok;              
    double * xd;                
    double * rd;                
    double   Sd;                
    double   dS;                
    double   R;                 
    double   nu;                
    double*  d_T;               
    double*  J_T;               
    double* tmp;                
    double* rd_T;               
    gsl_matrix* D_pinv;         
    gsl_vector* A_d;            
    gsl_matrix* A_inv;          
    gsl_vector* A_inv_diag;     
    gsl_vector* r_T;            
} SOLVE_LM_WS;

int ccl_learn_alpha_model_alloc(LEARN_A_MODEL *model);

int ccl_learn_alpha_model_free(LEARN_A_MODEL *model);

int ccl_solve_lm_ws_alloc(const LEARN_A_MODEL *model,SOLVE_LM_WS * lm_ws);

int ccl_solve_lm_ws_free(SOLVE_LM_WS * lm_ws);

void ccl_learn_alpha(const double * Un,const double *X,const int dim_b,const int dim_r,const int dim_n,const int dim_x,const int dim_u,LEARN_A_MODEL optimal);

void search_learn_alpha(const double *BX,const double *RnUn, LEARN_A_MODEL* model);
void obj_AUn (const LEARN_A_MODEL* model, const double* W, const double* BX,const double * RnUn,double* fun_out);

void ccl_get_unit_vector_from_matrix(const double *theta, int dim_n, int dim_t, double *alpha);

void ccl_solve_lm(const LEARN_A_MODEL* model,const  double* RnUn,const  double* BX, const OPTION option,SOLVE_LM_WS * lm_ws_param, double* W);

void findjac(const LEARN_A_MODEL* model, const int dim_x,const double* BX, const double * RnUn,const double *y,const double*x,double epsx,double* J);

void ccl_get_rotation_matrix(const double*theta,const double*currentRn,const LEARN_A_MODEL* model,const int alpha_id,double*Rn);

void ccl_make_given_matrix(const double theta,int i,int j,int dim,double*G);

void predict_proj_alpha(double* x, LEARN_A_MODEL* model,double* centres,double variance,double* Iu, double*A);
#ifdef __cplusplus
}
#endif
#endif