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beginning to fold in HOD code with jeremy tinker's approval
This commit is contained in:
P.M. Sutter
parent
d8108d3a8e
commit
44cd0eb71f
95 changed files with 21950 additions and 0 deletions
469
c_tools/hod/mcmc.c
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469
c_tools/hod/mcmc.c
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#include <stdlib.h>
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#include <stdio.h>
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#include <string.h>
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#include <math.h>
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#ifdef PARALLEL
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#include <mpi.h>
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#endif
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#include "header.h"
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/* External functions from wp_minimization.c
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*/
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void wp_input(void);
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double mcmc_initialize(double *a, double **cov1, double *avg1, double *start_dev);
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/* Internal functions.
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*/
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double chi2_wp_wrapper(double *a);
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int USE_IWEIGHT = 0;
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/******************************************************************
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*
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* HOD.free[] also controls which variables will be held constant/vary
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* during MCMC minimization. Since this routine will also so z-space
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* minimization if requested, indices>6 are cosmological.
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*
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* i variable
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* --- --------
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* [1] -> M_min
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* [2] -> M1
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* [3] -> alpha
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* [4] -> M_cut
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* [5] -> sigmaM
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* [6] -> CVIR_FAC
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* [7] -> MaxCen (or M_cen_max)
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* [8] -> M_sat_break
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* [9] -> alpha1
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*
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* [10]-> OMEGA_M
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* [11]-> SIGMA_8
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* [12]-> VBIAS
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* [13]-> VBIAS_C
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* [14]-> GAMMA
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* [15]-> SPECTRAL_INDX
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*
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* [0] -> The galaxy_density will be considered data with errors on it,
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* and therefore no variable will be fixed by the galaxy density.
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*
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*/
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void mcmc_minimization()
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{
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double stepfac=1;
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double error=1,tolerance=0,**cov1,**tmp,*a,*avg1,chi2,chi2prev,
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**evect,*eval,*aprev,*atemp,**tmp1,*opar,x1,fsat,**chain,*start_dev,*eval_prev;
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int n,i,j,k,nrot,niter=0,count=0,imax_chain=100000,NSTEP=50,NSTEP_MAX=10000,convergence=0;
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long IDUM=-555;
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int *pcheck,pcnt,ptot=20,firstflag=1,*iweight,total_weight,icvir;
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double t0,tprev,temp,chi2a,chi2b;
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FILE *fpmcmc;
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char fname[1000];
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sprintf(fname,"%s.MCMC",Task.root_filename);
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fpmcmc = fopen(fname,"w");
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opar=dvector(1,100);
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MCMC=Task.MCMC;
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pcheck=calloc(ptot,sizeof(int));
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wp_input();
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Work.imodel=2;
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Work.chi2=1;
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OUTPUT=0;
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srand48(32498793);
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/* Find the number of free parameters in the minimization
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* for the real-space correlation function.
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*/
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for(n=0,i=1;i<100;++i)
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{
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n+=HOD.free[i];
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if(OUTPUT)
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printf("mcmc_min> free[%i] = %d\n",i,HOD.free[i]);
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}
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wp.ncf=n;
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/* Find out which free parameter is for CVIR_FAC
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*/
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j=0;
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if(HOD.free[6])
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for(i=0;i<6;++i)
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if(HOD.free[i])j++;
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icvir=j+1;
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if(HOD.free[0])
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{
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wp.ngal = GALAXY_DENSITY;
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wp.ngal_err = 0.1*wp.ngal;
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FIX_PARAM = 0;
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}
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if(OUTPUT)
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printf("mcmc_min> %d free parameters\n",n);
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a=dvector(1,n);
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start_dev=dvector(1,n);
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aprev=dvector(1,n);
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atemp=dvector(1,n);
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cov1=dmatrix(1,n,1,n);
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avg1=dvector(1,n);
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tmp=dmatrix(1,n,1,n);
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tmp1=dmatrix(1,n,1,1);
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evect=dmatrix(1,n,1,n);
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eval=dvector(1,n);
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eval_prev=dvector(1,n);
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chain=dmatrix(1,imax_chain,1,n);
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iweight = ivector(1,imax_chain);
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for(i=1;i<=imax_chain;++i)
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iweight[i] = 0;
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IDUM=IDUM_MCMC;
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chi2prev=mcmc_initialize(a,cov1,avg1,start_dev);
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niter++;
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for(i=1;i<=n;++i)
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{
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aprev[i] = a[i];
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chain[1][i] = a[i];
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}
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pcnt=0;
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pcheck[pcnt]=1;
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stepfac=1;
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while(niter<NSTEP)
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{
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pcnt++;
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if(pcnt==ptot)
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{
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for(j=i=0;i<ptot;++i)j+=pcheck[i];
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stepfac = stepfac*pow(0.9,5-j);
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if(!ThisTask)printf("STEPFAC %f %d %d\n",stepfac,j,count);
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pcnt=0;
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}
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/* stepfac=0.7; */
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for(i=1;i<=n;++i)
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a[i] = (1+gasdev(&IDUM)*start_dev[i]*stepfac)*aprev[i];
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if(MCMC>1)
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{
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RESET_COSMOLOGY++;
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j=0;
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for(i=1;i<=N_HOD_PARAMS;++i)if(HOD.free[i])j++;
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i=N_HOD_PARAMS;
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if(HOD.free[++i])OMEGA_M = a[++j];
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if(HOD.free[++i])SIGMA_8 = a[++j];
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if(HOD.free[++i])VBIAS = a[++j];
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if(HOD.free[++i])VBIAS_C = a[++j];
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if(HOD.free[++i])GAMMA = a[++j];
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if(HOD.free[++i])SPECTRAL_INDX = a[++j];
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}
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if(VBIAS_C<0)continue;
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/* Hard-wire CVIR variation
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*/
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if(HOD.free[6])
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CVIR_FAC = a[icvir];
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chi2=chi2_wp_wrapper(a);
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pcheck[pcnt]=1;
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if(!(chi2<chi2prev || drand48() <= exp(-(chi2-chi2prev)/2)))
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{
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if(USE_IWEIGHT)
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iweight[niter+1]++;
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pcheck[pcnt]=0;
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continue;
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}
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niter++;
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iweight[niter]++;
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for(i=1;i<=n;++i)
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chain[niter][i]=a[i];
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for(i=1;i<=n;++i)
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avg1[i] += a[i];
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for(i=1;i<=n;++i)
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aprev[i] = a[i];
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for(i=1;i<=n;++i)
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for(j=1;j<=n;++j)
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cov1[i][j] += a[i]*a[j];
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chi2prev=chi2;
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if(!ThisTask){
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fprintf(fpmcmc,"%d %d ",niter,count);
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for(i=1;i<=n;++i)
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printf("%e ",a[i]);
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printf("%e\n",chi2);fflush(fpmcmc);
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}
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}
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stepfac=1.6/sqrt(n);
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pcnt=-1;
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t0 = second();
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NSTEP = niter;
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while(niter<imax_chain)
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{
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stepfac=1.6/sqrt(n);
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if(convergence)goto SKIP_MATRIX;
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for(j=1;j<=n;++j)
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{
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avg1[j]=0;
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for(k=1;k<=n;++k)
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cov1[j][k]=0;
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}
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total_weight = 0;
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for(i=1;i<=niter;++i)
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{
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for(j=1;j<=n;++j)
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{
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avg1[j]+=chain[i][j]*iweight[i];
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for(k=1;k<=n;++k)
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cov1[j][k]+=chain[i][j]*chain[i][k]*iweight[i];
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}
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total_weight+=iweight[i];
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}
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for(i=1;i<=n;++i)
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for(j=1;j<=n;++j)
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tmp[i][j] = cov1[i][j]/total_weight - avg1[i]*avg1[j]/(total_weight*total_weight);
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jacobi(tmp,n,eval,evect,&nrot);
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gaussj(evect,n,tmp1,1);
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SKIP_MATRIX:
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for(i=1;i<=n;++i)
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atemp[i] = gasdev(&IDUM)*sqrt(eval[i])*stepfac;
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for(i=1;i<=n;++i)
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for(a[i]=0,j=1;j<=n;++j)
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a[i] += atemp[j]*evect[j][i];
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for(i=1;i<=n;++i)
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a[i] += aprev[i];
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/* We seem to be having a problem with this.
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* So, broadcast the model params from the root processor.
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*/
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#ifdef PARALLEL
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MPI_Bcast(&a[1],n,MPI_DOUBLE_PRECISION,0,MPI_COMM_WORLD);
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#endif
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if(MCMC>1)
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{
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RESET_COSMOLOGY++;
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j=0;
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for(i=1;i<=N_HOD_PARAMS;++i)if(HOD.free[i])j++;
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i=N_HOD_PARAMS;
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if(HOD.free[++i])OMEGA_M = a[++j];
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if(HOD.free[++i])SIGMA_8 = a[++j];
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if(HOD.free[++i])VBIAS = a[++j];
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if(HOD.free[++i])VBIAS_C = a[++j];
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if(HOD.free[++i])GAMMA = a[++j];
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if(HOD.free[++i])SPECTRAL_INDX = a[++j];
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/* if(HOD.free[++i])SIGV = a[++j]; */
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}
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if(VBIAS_C<0)continue;
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/* Hard-wire CVIR variation
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*/
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if(HOD.free[6])
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CVIR_FAC = a[icvir];
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chi2=chi2_wp_wrapper(a);
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tprev = t0;
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t0 = second();
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++count;
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pcheck[pcnt]=0;
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if(!(chi2<chi2prev || drand48() <= exp(-(chi2-chi2prev)/2)))
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{
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if(USE_IWEIGHT)
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iweight[niter+1]++;
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continue;
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}
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pcheck[pcnt]=1;
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niter++;
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if(!convergence)NSTEP = niter;
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iweight[niter]++;
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if(niter%NSTEP_MAX==0 && !convergence && niter>NSTEP_MAX)
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{
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convergence = 1;
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for(i=1;i<=n;++i)
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{
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x1=fabs(eval[i]-eval_prev[i])/eval_prev[i];
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if(x1>0.01)convergence = 0;
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printf("CONVERGENCE CHECK %d %d %e %e %e\n",niter/NSTEP_MAX,i,x1,eval[i],eval_prev[i]);
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}
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for(i=1;i<=n;++i)
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eval_prev[i] = eval[i];
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convergence = 0;
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if(convergence)
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printf("CONVERGENCE ACCOMPLISHED %d %d \n",niter,count);
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}
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if(niter==NSTEP_MAX)
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{
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for(i=1;i<=n;++i)
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eval_prev[i] = eval[i];
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}
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for(i=1;i<=n;++i)
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chain[niter][i]=a[i];
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for(i=1;i<=n;++i)
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avg1[i] += a[i];
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for(i=1;i<=n;++i)
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aprev[i] = a[i];
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for(i=1;i<=n;++i)
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for(j=1;j<=n;++j)
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cov1[i][j] += a[i]*a[j];
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chi2prev=chi2;
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if(!ThisTask) {
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fprintf(fpmcmc,"%d %d ",niter,count);
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for(i=1;i<=n;++i)
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printf("%e ",a[i]);
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printf("%e\n",chi2);fflush(fpmcmc);
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}
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}
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}
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double chi2_wp_wrapper(double *a)
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{
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static int flag=1;
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static double *b;
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int i,j;
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if(flag)
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{
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b=dvector(1,100);
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flag=0;
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}
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for(j=0,i=1;i<=N_HOD_PARAMS;++i) {
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if(HOD.free[i] && i!=5) {
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if(a[++j]<=0) { printf("NEG %d %d %e\n",i,j,a[j]); return(1.0E7); } }
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if(HOD.free[i] && i==5) {
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++j; }
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}
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i=0;j=0;
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if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* M_min */
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if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* M1 */
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if(HOD.free[++i]){j++;b[j]=a[j];} /* alpha */
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if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* M_cut */
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if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* sigma_logM */
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if(HOD.free[++i]){j++;b[j]=a[j];} /* cvir_fac */
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if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* MaxCen */
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if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* M_sat_break */
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if(HOD.free[++i]){j++;b[j]=a[j];} /* alpha1 */
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return(chi2_wp(b));
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}
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double mcmc_initialize(double *a, double **cov1, double *avg1, double *start_dev)
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{
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int i,j=0;
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double x1,x2,omega_m;
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long IDUM = -556;
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omega_m = 1;
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if(MCMC>1)
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omega_m = OMEGA_M;
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i=0;j=0;
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if(HOD.free[++i]){ a[++j]=log10(HOD.M_min/omega_m);start_dev[j]=0.001; }
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if(HOD.free[++i]){ a[++j]=log10(HOD.M1/omega_m);start_dev[j]=0.001; } //.0005
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if(HOD.free[++i]){ a[++j]=HOD.alpha;start_dev[j]=0.03; } //.005
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if(HOD.free[++i]){ a[++j]=log10(HOD.M_cut/omega_m);start_dev[j]=0.01; } //.001
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if(HOD.free[++i]){ a[++j]=log10(HOD.sigma_logM);start_dev[j]=0.01; }
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if(HOD.free[++i]){ a[++j]=CVIR_FAC;start_dev[j]=0.02; }
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if(HOD.pdfc==7) {
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if(HOD.free[++i])a[++j]=log10(HOD.M_cen_max/omega_m); start_dev[j]=0.001; }
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else {
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if(HOD.free[++i])a[++j]=HOD.MaxCen; start_dev[j]=0.02; }
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if(HOD.free[++i]){ a[++j]=log10(HOD.M_sat_break/omega_m);start_dev[j]=0.001; }
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if(HOD.free[++i]){ a[++j]=HOD.alpha1;start_dev[j]=0.02; }
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if(MCMC>1)
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{
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if(HOD.free[++i])a[++j]=OMEGA_M;
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if(HOD.free[++i])a[++j]=SIGMA_8;
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if(HOD.free[++i])a[++j]=VBIAS;
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if(HOD.free[++i])a[++j]=VBIAS_C;
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if(HOD.free[++i])a[++j]=GAMMA;
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if(HOD.free[++i])a[++j]=SPECTRAL_INDX;
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}
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if(!ThisTask)
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{
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printf("INITIAL VALUES: ");
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for(i=1;i<=wp.ncf;++i)printf("%e ",a[i]);
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printf("\n");
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}
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for(i=1;i<=wp.ncf;++i)
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{
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avg1[i]=a[i];
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for(j=1;j<=wp.ncf;++j)
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cov1[i][j]=a[i]*a[j];
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}
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if(MCMC>1)
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{
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RESET_COSMOLOGY++;
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j=0;
|
||||
for(i=1;i<=N_HOD_PARAMS;++i)if(HOD.free[i])j++;
|
||||
i=N_HOD_PARAMS;
|
||||
if(HOD.free[++i]){ OMEGA_M = a[++j]; start_dev[j] = 0.01; }
|
||||
if(HOD.free[++i]){ SIGMA_8 = a[++j]; start_dev[j] = 0.01; }
|
||||
if(HOD.free[++i]){ VBIAS = a[++j]; start_dev[j] = 0.01; }
|
||||
if(HOD.free[++i]){ VBIAS_C = a[++j]; start_dev[j] = 0.02; }
|
||||
if(HOD.free[++i]){ GAMMA = a[++j]; start_dev[j] = 0.015; }
|
||||
if(HOD.free[++i]){ SPECTRAL_INDX = a[++j]; start_dev[j] = 0.02; }
|
||||
}
|
||||
|
||||
x1=chi2_wp_wrapper(a);
|
||||
|
||||
x2=0;
|
||||
|
||||
if(!ThisTask) {
|
||||
printf("TRY 0 ");
|
||||
for(i=1;i<=wp.ncf;++i)
|
||||
printf("%.4e ",a[i]);
|
||||
printf("%e\n",x1+x2);fflush(stdout);
|
||||
printf("INITIAL CHI2: %e %e\n",x1,x2);
|
||||
fflush(stdout);
|
||||
}
|
||||
return(x1+x2);
|
||||
}
|
||||
|
||||
Loading…
Add table
Add a link
Reference in a new issue