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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
632
c_tools/hod/mcmc_exp.c
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632
c_tools/hod/mcmc_exp.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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void mcmc_restart2(double *start_dev, int np);
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int mcmc_restart3(double **chain, int n, double *chi2_prev, int *iweight);
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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=150,NSTEP_MAX=1000,convergence=0;
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long IDUM=-555;
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int *pcheck,pcnt,ptot=20,firstflag=1,*iweight,total_weight;
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double t0,tprev,temp;
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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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if(MCMC>1 && !COVAR)
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wp.esys=0.05;
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if(!ThisTask)printf("ESYS %f %d\n",wp.esys,MCMC);
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wp_input();
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Work.imodel=2;
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Work.chi2=1;
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/*
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OUTPUT=0;
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*/
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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(i>N_HOD_PARAMS && HOD.free[i])MCMC=3;*/
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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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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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if(RESTART)
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{
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niter = mcmc_restart3(chain,n,&chi2prev,iweight);
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if(niter < NSTEP)
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{
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if(ThisTask==0)
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fprintf(stderr,"Not enough points in restart chain: %d<=%d\n",niter,NSTEP);
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exit(0);
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}
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for(i=1;i<=n;++i)
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aprev[i] = chain[niter][i];
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goto RESTART_POINT;
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}
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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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if(RESTART==2)
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{
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mcmc_restart2(start_dev,n);
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}
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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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/* 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[3];
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/* Draw random value of cvir from prior.
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*/
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/* if(CVIR_FAC<0.3 || CVIR_FAC>1.2)continue; */
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/* CVIR_FAC = 0.9*drand48()+0.3; */
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/* GAMMA = gasdev(&IDUM)*0.02 + 0.15; */
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chi2=chi2_wp_wrapper(a);
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if(MCMC>2 && chi2<1.0E7)chi2+=chi2_zspace(a);
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if(!ThisTask){
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printf("TRY %d ",++count);
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for(i=1;i<=n;++i)
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printf("%.4e ",a[i]);
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printf("%e\n",chi2);fflush(stdout);
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}
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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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/* This for loop puts the prev element in the chain is
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* the current trial point is rejected.
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*/
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/* For the initialization, don't use this: we need
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* separate elements for estimating the covariance matrix.
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*/
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/*
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for(i=1;i<=n;++i)
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a[i] = aprev[i];
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chi2 = chi2prev;
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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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printf("ACCEPT %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(stdout);
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printf("HSTATS %d %e %e %e %e\n",niter,HOD.M_min,number_weighted_halo_mass(),
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number_weighted_central_mass(),
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qromo(func_satellite_density,log(HOD.M_low),log(HOD.M_max),midpnt)/GALAXY_DENSITY);
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fsat = qromo(func_satfrac,log(HOD.M_low),log(HOD.M_max),midpnt)/GALAXY_DENSITY;
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printf("FSAT %d %e %e %e %e\n",niter,fsat,HOD.M_min,HOD.sigma_logM,CVIR_FAC);
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}
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}
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RESTART_POINT:
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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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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=1.6/sqrt(n);
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//stepfac=0.6/sqrt(n);
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// stepfac = stepfac*pow(0.9,6-j);
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stepfac = 0.25;
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stepfac = 0.5;
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stepfac=1.6/sqrt(n);
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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;
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if(convergence)goto SKIP_MATRIX;
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// if(niter>NSTEP_MAX && niter%NSTEP_MAX!=0)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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if(RESTART==4)convergence = 1;
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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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if(!ThisTask)
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for(i=1;i<=n;++i)
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{
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printf("COV %d %d %e ",count,i,sqrt(eval[i]));
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for(j=1;j<=n;++j)
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printf("%e ",evect[j][i]);
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printf("\n");
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}
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/* Using only variances
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*/
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//for(i=1;i<=n;++i)
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// a[i] = aprev[i] + gasdev(&IDUM)*sqrt(tmp[i][i])*stepfac;
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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[3];
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/* Draw random value of cvir from prior.
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*/
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/* CVIR_FAC = a[n]; */
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/* if(CVIR_FAC<0.3 || CVIR_FAC>1.2)continue; */
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/* CVIR_FAC = 0.7*drand48()+0.3; */
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/* GAMMA = gasdev(&IDUM)*0.02 + 0.15; */
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// printf("GAMMA %d %f %f\n",count+1,GAMMA,CVIR_FAC);
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chi2=chi2_wp_wrapper(a);
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if(MCMC>2 && chi2<1.0E7)chi2+=chi2_zspace(a);
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tprev = t0;
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t0 = second();
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if(!ThisTask) {
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printf("TRY %d ",++count);
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for(i=1;i<=n;++i)
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printf("%.4e ",a[i]);
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printf("%e %.2f\n",chi2,timediff(tprev,t0));fflush(stdout);
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}
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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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/*
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for(i=1;i<=n;++i)
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a[i] = aprev[i];
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chi2 = chi2prev;
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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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// if(NSTEP<NSTEP_MAX)NSTEP++;
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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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printf("ACCEPT %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(stdout);
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printf("HSTATS %d %e %e %e %e\n",niter,HOD.M_min,number_weighted_halo_mass(),
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number_weighted_central_mass(),
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qromo(func_satellite_density,log(HOD.M_low),log(HOD.M_max),midpnt)/GALAXY_DENSITY);
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fsat = qromo(func_satfrac,log(HOD.M_low),log(HOD.M_max),midpnt)/GALAXY_DENSITY;
|
||||
printf("FSAT %d %e %e %e %e\n",niter,fsat,HOD.M_min,HOD.sigma_logM,CVIR_FAC);
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
double chi2_wp_wrapper(double *a)
|
||||
{
|
||||
static int flag=1;
|
||||
static double *b;
|
||||
int i,j;
|
||||
|
||||
if(flag)
|
||||
{
|
||||
b=dvector(1,100);
|
||||
flag=0;
|
||||
}
|
||||
|
||||
for(j=0,i=1;i<=N_HOD_PARAMS;++i) {
|
||||
if(HOD.free[i] && i!=5) {
|
||||
if(a[++j]<=0) { printf("NEG %d %d %e\n",i,j,a[j]); return(1.0E7); } }
|
||||
if(HOD.free[i] && i==5) {
|
||||
++j; }
|
||||
}
|
||||
|
||||
i=0;j=0;
|
||||
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* M_min */
|
||||
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* M1 */
|
||||
if(HOD.free[++i]){j++;b[j]=a[j];} /* alpha */
|
||||
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* M_cut */
|
||||
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* sigma_logM */
|
||||
if(HOD.free[++i]){j++;b[j]=a[j];} /* cvir_fac */
|
||||
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* MaxCen */
|
||||
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);} /* M_sat_break */
|
||||
if(HOD.free[++i]){j++;b[j]=a[j];} /* alpha1 */
|
||||
|
||||
return(chi2_wp(b));
|
||||
}
|
||||
|
||||
double mcmc_initialize(double *a, double **cov1, double *avg1, double *start_dev)
|
||||
{
|
||||
int i,j=0;
|
||||
double x1,x2;
|
||||
long IDUM = -556;
|
||||
|
||||
i=0;j=0;
|
||||
if(HOD.free[++i]){ a[++j]=log10(HOD.M_min);start_dev[j]=0.001; }
|
||||
if(HOD.free[++i]){ a[++j]=log10(HOD.M1);start_dev[j]=0.001; } //.0005
|
||||
if(HOD.free[++i]){ a[++j]=HOD.alpha;start_dev[j]=0.03; } //.005
|
||||
if(HOD.free[++i]){ a[++j]=log10(HOD.M_cut);start_dev[j]=0.01; } //.001
|
||||
if(HOD.free[++i]){ a[++j]=log10(HOD.sigma_logM);start_dev[j]=0.01; }
|
||||
if(HOD.free[++i]){ a[++j]=CVIR_FAC;start_dev[j]=0.02; }
|
||||
if(HOD.pdfc==7) {
|
||||
if(HOD.free[++i])a[++j]=log10(HOD.M_cen_max); start_dev[j]=0.001; }
|
||||
else {
|
||||
if(HOD.free[++i])a[++j]=HOD.MaxCen; start_dev[j]=0.02; }
|
||||
if(HOD.free[++i]){ a[++j]=log10(HOD.M_sat_break);start_dev[j]=0.001; }
|
||||
if(HOD.free[++i]){ a[++j]=HOD.alpha1;start_dev[j]=0.02; }
|
||||
|
||||
if(MCMC>1)
|
||||
{
|
||||
if(HOD.free[++i])a[++j]=OMEGA_M;
|
||||
if(HOD.free[++i])a[++j]=SIGMA_8;
|
||||
if(HOD.free[++i])a[++j]=VBIAS;
|
||||
if(HOD.free[++i])a[++j]=VBIAS_C;
|
||||
if(HOD.free[++i])a[++j]=GAMMA;
|
||||
if(HOD.free[++i])a[++j]=SPECTRAL_INDX;
|
||||
}
|
||||
printf("INITIAL VALUES: ");
|
||||
for(i=1;i<=wp.ncf;++i)printf("%e ",a[i]);
|
||||
printf("\n");
|
||||
|
||||
for(i=1;i<=wp.ncf;++i)
|
||||
{
|
||||
avg1[i]=a[i];
|
||||
for(j=1;j<=wp.ncf;++j)
|
||||
cov1[i][j]=a[i]*a[j];
|
||||
}
|
||||
|
||||
if(MCMC>1)
|
||||
{
|
||||
RESET_COSMOLOGY++;
|
||||
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);
|
||||
|
||||
if(MCMC>2)
|
||||
x2=chi2_zspace(a);
|
||||
else
|
||||
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);
|
||||
}
|
||||
|
||||
/* This is to look at a chain and get the variances in each parameter.
|
||||
*/
|
||||
void mcmc_restart2(double *start_dev, int np)
|
||||
{
|
||||
int n,i,j,k,i1,i2;
|
||||
FILE *fp;
|
||||
char aa[100];
|
||||
float xbar[10],xsqr[10],x;
|
||||
|
||||
fp = openfile(RESTART_FILE);
|
||||
n = filesize(fp);
|
||||
|
||||
for(i=0;i<np;++i)
|
||||
xbar[i] = xsqr[i] = 0;
|
||||
|
||||
for(i=1;i<=n;++i)
|
||||
{
|
||||
fscanf(fp,"%s %d %d",aa,&i1,&i2);
|
||||
for(j=0;j<np;++j)
|
||||
{
|
||||
fscanf(fp,"%f",&x);
|
||||
xbar[j] += x;
|
||||
xsqr[j] += x*x;
|
||||
}
|
||||
fgets(aa,100,fp);
|
||||
}
|
||||
for(i=0;i<np;++i)
|
||||
{
|
||||
xbar[i]/=n;
|
||||
xsqr[i]/=n;
|
||||
xsqr[i] = sqrt(xsqr[i] - xbar[i]*xbar[i]);
|
||||
start_dev[i+1] = xsqr[i];
|
||||
if(!ThisTask)
|
||||
fprintf(stdout,"RESTART_DEV %f %f\n",xbar[i],xsqr[i]);
|
||||
}
|
||||
}
|
||||
|
||||
int mcmc_restart3(double **chain, int n, double *chi2_prev, int *iweight)
|
||||
{
|
||||
FILE *fp;
|
||||
char aa[100];
|
||||
int niter,i,j,i1,i2,iprev;
|
||||
double x,*a,chi2;
|
||||
|
||||
fp = openfile(RESTART_FILE);
|
||||
niter = filesize(fp);
|
||||
|
||||
a = dvector(1,n);
|
||||
|
||||
fscanf(fp,"%s %d %d",aa,&i1,&i2);
|
||||
rewind(fp);
|
||||
iprev = i2 - 1;
|
||||
for(i=1;i<=niter;++i)
|
||||
{
|
||||
fscanf(fp,"%s %d %d",aa,&i1,&i2);
|
||||
if(USE_IWEIGHT)
|
||||
iweight[i] = i2 - iprev;
|
||||
else
|
||||
iweight[i] = 1;
|
||||
iprev = i2;
|
||||
for(j=1;j<=n;++j)
|
||||
fscanf(fp,"%lf",&chain[i][j]);
|
||||
fscanf(fp,"%lf",&x);
|
||||
}
|
||||
*chi2_prev = 20000*x; // set it to automatically take the first element
|
||||
//*chi2_prev = x;
|
||||
|
||||
/* Normalize all the masses by OMEGA_M
|
||||
*/
|
||||
for(i=1;i<=niter;++i)
|
||||
{
|
||||
chain[i][1] -= log10(chain[i][4]);
|
||||
chain[i][3] -= log10(chain[i][4]);
|
||||
}
|
||||
return niter;
|
||||
}
|
||||
Loading…
Add table
Add a link
Reference in a new issue