ccl_learn_ncl.h

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#ifndef __CCL_LEARN_NCL_H
#define __CCL_LEARN_NCL_H

#include <ccl_math.h>
#include <ccl_learn_alpha.h>
#include <gsl/gsl_linalg.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_eigen.h>
#include <gsl/gsl_sf.h>
#include <stdio.h>
#include <string.h>
#include <stdlib.h>
#include <time.h>
#ifdef __cplusplus
extern "C" {
#endif

typedef struct {
    int dim_b;  
    int dim_x;  
    int dim_y;  
    int dim_n;  
    double* c;  
    double s2;  
    double* w;  
}LEARN_NCL_MODEL;

typedef struct {
    gsl_matrix* HS;    
    gsl_matrix* g;     
    gsl_matrix* Y_T;   
    gsl_matrix* Y_;    
    gsl_matrix* H;     
    gsl_matrix* BX_T;  
    gsl_matrix* BX_;   
    gsl_matrix* w_;    
    gsl_matrix* pinvH1;
    gsl_vector* V;     
    gsl_matrix* D;     
    int    * idx;      
}LEARN_MODEL_WS;

typedef struct {
    double* W;           
    double* W_;          
    gsl_matrix* J;       
    gsl_vector* b_n;     
    gsl_matrix* b_n_T;   
    gsl_vector* u_n;     
    gsl_matrix* u_n_T;   
    gsl_matrix* BX_;     
    gsl_matrix* Y_;      
    gsl_vector* Wb;      
    gsl_matrix* Wb_T;    
    double c;            
    double a;            
    gsl_matrix* j_n;     
    gsl_vector* j_n_flt; 
    gsl_matrix* tmp2;    
    double tmp;          
} OBJ_WS;

typedef struct{
    int      dim_x;             
    int      dim_n;             
    int      dim_b;             
    int      dim_y;             
    int      r_ok;              
    int      d_ok;              
    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;              
    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_NONLIN_WS;

int ccl_learn_ncl_model_alloc(LEARN_NCL_MODEL *model);

int ccl_learn_ncl_model_free(LEARN_NCL_MODEL *model);

void ccl_learn_ncl(const double * X, const double *Y, const int dim_x, const int dim_y, const int dim_n, const int dim_b, LEARN_NCL_MODEL *model);

void ccl_learn_model_dir(LEARN_NCL_MODEL *model, const double *BX, const double *Y);

int ccl_learn_model_ws_alloc(LEARN_NCL_MODEL *model,LEARN_MODEL_WS* ws);

int ccl_learn_model_ws_free(LEARN_MODEL_WS* ws);

void obj_ncl(const LEARN_NCL_MODEL *model, const double* W, const double*BX, const double*Y, double*fun,double* J);

void obj_ws_alloc(const LEARN_NCL_MODEL *model,OBJ_WS* ws);

void obj_ws_free(OBJ_WS* ws);

void ccl_lsqnonlin(const LEARN_NCL_MODEL* model,const  double* BX, const double*Y, const OPTION option,SOLVE_NONLIN_WS * lm_ws_param, double* W);

int ccl_solve_nonlin_ws_alloc(const LEARN_NCL_MODEL *model,SOLVE_NONLIN_WS * lm_ws);

int ccl_solve_nonlin_ws_free(SOLVE_NONLIN_WS * lm_ws);

void predict_ncl(const LEARN_NCL_MODEL* model, const double* BX, double* Unp);

int ccl_write_ncl_model(char* filename, LEARN_NCL_MODEL *model);
#ifdef __cplusplus
}
#endif
#endif