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vide_public/c_tools/hod/mcmc_with_errors.c

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#include <stdlib.h>
#include <stdio.h>
#include <string.h>
#include <math.h>
#ifdef PARALLEL
#include <mpi.h>
#endif
#include "header.h"
/* External functions from wp_minimization.c
*/
void wp_input(void);
double mcmc_initialize(double *a, double **cov1, double *avg1);
/* Internal functions.
*/
void choose_bias_fit(void);
double chi2_wp_wrapper(double *);
void choose_dndM_fit(void);
/******************************************************************
*
* HOD.free[] also controls which variables will be held constant/vary
* during MCMC minimization. Since this routine will also so z-space
* minimization if requested, indices>6 are cosmological.
*
* i variable
* --- --------
* [1] -> M_min
* [2] -> M1
* [3] -> alpha
* [4] -> M_cut
* [5] -> sigmaM
* [6] -> CVIR_FAC
* [7] -> OMEGA_M
* [8] -> SIGMA_8
* [9] -> VBIAS
*
*/
void mcmc_minimization()
{
int EJENK=1,EBIAS=0;
double stepfac=1;
double error=1,tolerance=0,**cov1,**tmp,*a,*avg1,chi2,chi2prev,
**evect,*eval,*aprev,*atemp,**tmp1;
int n,i,j,nrot,niter=0,count=0;
long IDUM=-555;
float original_jenkins_a,
original_jenkins_b,
original_jenkins_c;
int *pcheck,pcnt,ptot=10;
original_jenkins_a=JENKINS_A;
original_jenkins_b=JENKINS_B;
original_jenkins_c=JENKINS_C;
pcheck=calloc(ptot,sizeof(int));
if(MCMC>1)
wp.esys=0.08;
wp_input();
Work.imodel=2;
Work.chi2=1;
MCMC=Task.MCMC;
OUTPUT=0;
srand48(32498793);
/* Find the number of free parameters in the minimization
* for the real-space correlation function.
*/
for(n=0,i=1;i<=10;++i)
{
n+=HOD.free[i];
if(OUTPUT)
printf("mcmc_min> free[%i] = %d\n",i,HOD.free[i]);
}
wp.ncf=n;
if(OUTPUT)
printf("mcmc_min> %d free parameters\n",n);
a=dvector(1,n);
aprev=dvector(1,n);
atemp=dvector(1,n);
cov1=dmatrix(1,n,1,n);
avg1=dvector(1,n);
tmp=dmatrix(1,n,1,n);
tmp1=dmatrix(1,n,1,1);
evect=dmatrix(1,n,1,n);
eval=dvector(1,n);
chi2prev=mcmc_initialize(a,cov1,avg1);
niter++;
for(i=1;i<=n;++i)
aprev[i] = a[i];
IDUM=IDUM_MCMC;
pcnt=0;
pcheck[pcnt]=1;
stepfac=1;
while(niter<10)
{
pcnt++;
if(pcnt==ptot)
{
for(j=i=0;i<ptot;++i)j+=pcheck[i];
stepfac = stepfac*pow(0.9,5-j);
printf("STEPFAC %f %d %d\n",stepfac,j,count);
pcnt=0;
}
for(i=1;i<=n;++i)
a[i] = (1+gasdev(&IDUM)*0.004*stepfac)*aprev[i];
if(MCMC>1)
{
RESET_COSMOLOGY++;
j=0;
for(i=1;i<=6;++i)if(HOD.free[i])j++;
i=6;
if(HOD.free[++i])OMEGA_M = a[++j];
if(HOD.free[++i])SIGMA_8 = a[++j];
if(HOD.free[++i])VBIAS = a[++j];
if(HOD.free[++i])VBIAS_C = a[++j];
}
/* Take the parameters of the Jenkins
* mass function from Gaussian distributions.
*/
/*
RESET_COSMOLOGY++;
if(EJENK)
choose_dndM_fit();
if(EBIAS)
choose_bias_fit();
*/
chi2=chi2_wp_wrapper(a);
if(MCMC>1)chi2+=chi2_zspace(a);
printf("TRY %d ",++count);
for(i=1;i<=n;++i)
printf("%.4e ",a[i]);
printf("%e\n",chi2);fflush(stdout);
pcheck[pcnt]=0;
if(!(chi2<chi2prev || drand48() <= exp(-(chi2-chi2prev)/2)))
continue;
pcheck[pcnt]=1;
niter++;
for(i=1;i<=n;++i)
avg1[i] += a[i];
for(i=1;i<=n;++i)
aprev[i] = a[i];
for(i=1;i<=n;++i)
for(j=1;j<=n;++j)
cov1[i][j] += a[i]*a[j];
chi2prev=chi2;
printf("ACCEPT %d %d ",niter,count);
for(i=1;i<=n;++i)
printf("%e ",a[i]);
printf("%e\n",chi2);fflush(stdout);
}
stepfac=1.0;
pcnt=-1;
while(error>tolerance)
{
pcnt++;
if(pcnt==ptot)
{
for(j=i=0;i<ptot;++i)j+=pcheck[i];
stepfac = stepfac*pow(0.9,5-j);
printf("STEPFAC %f %d %d\n",stepfac,j,count);
pcnt=0;
}
stepfac=1;
for(i=1;i<=n;++i)
for(j=1;j<=n;++j)
tmp[i][j] = cov1[i][j]/niter - avg1[i]*avg1[j]/niter/niter;
jacobi(tmp,n,eval,evect,&nrot);
gaussj(evect,n,tmp1,1);
for(i=1;i<=n;++i)
atemp[i] = gasdev(&IDUM)*sqrt(eval[i])*stepfac;
for(i=1;i<=n;++i)
for(a[i]=0,j=1;j<=n;++j)
a[i] += atemp[j]*evect[j][i];
for(i=1;i<=n;++i)
a[i] += aprev[i];
printf("BOO %d %f %f\n",niter,a[1],a[2]);
fflush(stdout);
if(MCMC>1)
{
RESET_COSMOLOGY++;
j=0;
for(i=1;i<=6;++i)if(HOD.free[i])j++;
i=6;
if(HOD.free[++i])OMEGA_M = a[++j];
if(HOD.free[++i])SIGMA_8 = a[++j];
if(HOD.free[++i])VBIAS = a[++j];
if(HOD.free[++i])VBIAS_C = a[++j];
}
/* Take the parameters of the Jenkins
* mass function from Gaussian distributions.
*/
RESET_COSMOLOGY++;
if(EJENK)
{
/*
JENKINS_A = original_jenkins_a*(1+gasdev(&IDUM)*sqrt(3.919662e-07));
JENKINS_B = original_jenkins_b*(1+gasdev(&IDUM)*sqrt(9.265636e-06));
JENKINS_C = original_jenkins_c*(1+gasdev(&IDUM)*sqrt(2.365370e-03));
choose_dndM_fit();
*/
}
if(EBIAS)
choose_bias_fit();
chi2=chi2_wp_wrapper(a);
if(MCMC>1)chi2+=chi2_zspace(a);
printf("TRY %d ",++count);
for(i=1;i<=n;++i)
printf("%.4e ",a[i]);
printf("%e\n",chi2);fflush(stdout);
pcheck[pcnt]=0;
if(!(chi2<chi2prev || drand48() <= exp(-(chi2-chi2prev)/2)))
continue;
pcheck[pcnt]=1;
niter++;
for(i=1;i<=n;++i)
avg1[i] += a[i];
for(i=1;i<=n;++i)
aprev[i] = a[i];
for(i=1;i<=n;++i)
for(j=1;j<=n;++j)
cov1[i][j] += a[i]*a[j];
chi2prev=chi2;
printf("ACCEPT %d %d ",niter,count);
for(i=1;i<=n;++i)
printf("%e ",a[i]);
printf("%e\n",chi2);fflush(stdout);
}
}
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<=6;++i)
if(HOD.free[i])
if(a[++j]<=0)return(1.0E7);
i=0;j=0;
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);}
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);}
if(HOD.free[++i]){j++;b[j]=a[j];}
if(HOD.free[++i]){j++;b[j]=pow(10.0,a[j]);}
if(HOD.free[++i]){j++;b[j]=a[j];}
if(HOD.free[++i]){j++;b[j]=a[j];}
return(chi2_wp(b));
}
double mcmc_initialize(double *a, double **cov1, double *avg1)
{
int i,j=0;
double x1,x2;
long IDUM = -556;
i=0;j=0;
if(HOD.free[++i])a[++j]=log10(HOD.M_min);
if(HOD.free[++i])a[++j]=log10(HOD.M1);
if(HOD.free[++i])a[++j]=HOD.alpha;
if(HOD.free[++i])a[++j]=log10(HOD.M_cut);
if(HOD.free[++i])a[++j]=HOD.sigma_logM;
if(HOD.free[++i])a[++j]=CVIR_FAC;
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;
}
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<=6;++i)if(HOD.free[i])j++;
i=6;
if(HOD.free[++i])OMEGA_M = a[++j];
if(HOD.free[++i])SIGMA_8 = a[++j];
if(HOD.free[++i])VBIAS = a[++j];
if(HOD.free[++i])VBIAS_C = a[++j];
}
x1=chi2_wp_wrapper(a);
if(MCMC>1)
x2=chi2_zspace(a);
else
x2=0;
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);
}
void choose_bias_fit()
{
static long IDUM1=-444;
static int flag=1,n;
static float *a,*b,*c;
FILE *fp;
int i;
char string[1000];
if(flag)
{
flag=0;
fp=openfile("/home/tinker/TABLES/bias_errors.dat");
n=filesize(fp);
a=vector(1,n);
b=vector(1,n);
c=vector(1,n);
for(i=1;i<=n;++i)
{
fscanf(fp,"%f %f %f",&a[i],&b[i],&c[i]);
fgets(string,1000,fp);
}
}
i=(int)(ran1(&IDUM1)*n) + 1;
BIAS_A = a[i];
BIAS_B = b[i];
BIAS_C = c[i];
/*
printf("BIAS %f %f %f\n",a[i],b[i],c[i]);
*/
}
void choose_dndM_fit()
{
static long IDUM1=-444;
static int flag=1,n;
static float *a,*b,*c,*d,*e;
FILE *fp;
int i;
char string[1000];
if(flag)
{
flag=0;
fp=openfile("/home/tinker/TABLES/dndM_errors.dat");
n=filesize(fp);
a=vector(1,n);
b=vector(1,n);
c=vector(1,n);
d=vector(1,n);
e=vector(1,n);
for(i=1;i<=n;++i)
{
fscanf(fp,"%f %f %f %f %f",&a[i],&b[i],&c[i],&d[i],&e[i]);
fgets(string,1000,fp);
}
}
i=(int)(ran1(&IDUM1)*n) + 1;
DNDM_PARAMS[1] = a[i];
DNDM_PARAMS[2] = b[i];
DNDM_PARAMS[3] = c[i];
DNDM_PARAMS[4] = d[i];
DNDM_PARAMS[5] = e[i];
}
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