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vide_public/c_tools/hod/mcmc.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, double *start_dev);
/* Internal functions.
*/
double chi2_wp_wrapper(double *a);
int USE_IWEIGHT = 0;
/******************************************************************
*
* 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] -> MaxCen (or M_cen_max)
* [8] -> M_sat_break
* [9] -> alpha1
*
* [10]-> OMEGA_M
* [11]-> SIGMA_8
* [12]-> VBIAS
* [13]-> VBIAS_C
* [14]-> GAMMA
* [15]-> SPECTRAL_INDX
*
* [0] -> The galaxy_density will be considered data with errors on it,
* and therefore no variable will be fixed by the galaxy density.
*
*/
void mcmc_minimization()
{
double stepfac=1;
double error=1,tolerance=0,**cov1,**tmp,*a,*avg1,chi2,chi2prev,
**evect,*eval,*aprev,*atemp,**tmp1,*opar,x1,fsat,**chain,*start_dev,*eval_prev;
int n,i,j,k,nrot,niter=0,count=0,imax_chain=100000,NSTEP=50,NSTEP_MAX=10000,convergence=0;
long IDUM=-555;
int *pcheck,pcnt,ptot=20,firstflag=1,*iweight,total_weight,icvir;
double t0,tprev,temp,chi2a,chi2b;
FILE *fpmcmc;
char fname[1000];
sprintf(fname,"%s.MCMC",Task.root_filename);
fpmcmc = fopen(fname,"w");
opar=dvector(1,100);
MCMC=Task.MCMC;
pcheck=calloc(ptot,sizeof(int));
wp_input();
Work.imodel=2;
Work.chi2=1;
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<100;++i)
{
n+=HOD.free[i];
if(OUTPUT)
printf("mcmc_min> free[%i] = %d\n",i,HOD.free[i]);
}
wp.ncf=n;
/* Find out which free parameter is for CVIR_FAC
*/
j=0;
if(HOD.free[6])
for(i=0;i<6;++i)
if(HOD.free[i])j++;
icvir=j+1;
if(HOD.free[0])
{
wp.ngal = GALAXY_DENSITY;
wp.ngal_err = 0.1*wp.ngal;
FIX_PARAM = 0;
}
if(OUTPUT)
printf("mcmc_min> %d free parameters\n",n);
a=dvector(1,n);
start_dev=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);
eval_prev=dvector(1,n);
chain=dmatrix(1,imax_chain,1,n);
iweight = ivector(1,imax_chain);
for(i=1;i<=imax_chain;++i)
iweight[i] = 0;
IDUM=IDUM_MCMC;
chi2prev=mcmc_initialize(a,cov1,avg1,start_dev);
niter++;
for(i=1;i<=n;++i)
{
aprev[i] = a[i];
chain[1][i] = a[i];
}
pcnt=0;
pcheck[pcnt]=1;
stepfac=1;
while(niter<NSTEP)
{
pcnt++;
if(pcnt==ptot)
{
for(j=i=0;i<ptot;++i)j+=pcheck[i];
stepfac = stepfac*pow(0.9,5-j);
if(!ThisTask)printf("STEPFAC %f %d %d\n",stepfac,j,count);
pcnt=0;
}
/* stepfac=0.7; */
for(i=1;i<=n;++i)
a[i] = (1+gasdev(&IDUM)*start_dev[i]*stepfac)*aprev[i];
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];
if(HOD.free[++i])SIGMA_8 = a[++j];
if(HOD.free[++i])VBIAS = a[++j];
if(HOD.free[++i])VBIAS_C = a[++j];
if(HOD.free[++i])GAMMA = a[++j];
if(HOD.free[++i])SPECTRAL_INDX = a[++j];
}
if(VBIAS_C<0)continue;
/* Hard-wire CVIR variation
*/
if(HOD.free[6])
CVIR_FAC = a[icvir];
chi2=chi2_wp_wrapper(a);
pcheck[pcnt]=1;
if(!(chi2<chi2prev || drand48() <= exp(-(chi2-chi2prev)/2)))
{
if(USE_IWEIGHT)
iweight[niter+1]++;
pcheck[pcnt]=0;
continue;
}
niter++;
iweight[niter]++;
for(i=1;i<=n;++i)
chain[niter][i]=a[i];
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;
if(!ThisTask){
fprintf(fpmcmc,"%d %d ",niter,count);
for(i=1;i<=n;++i)
printf("%e ",a[i]);
printf("%e\n",chi2);fflush(fpmcmc);
}
}
stepfac=1.6/sqrt(n);
pcnt=-1;
t0 = second();
NSTEP = niter;
while(niter<imax_chain)
{
stepfac=1.6/sqrt(n);
if(convergence)goto SKIP_MATRIX;
for(j=1;j<=n;++j)
{
avg1[j]=0;
for(k=1;k<=n;++k)
cov1[j][k]=0;
}
total_weight = 0;
for(i=1;i<=niter;++i)
{
for(j=1;j<=n;++j)
{
avg1[j]+=chain[i][j]*iweight[i];
for(k=1;k<=n;++k)
cov1[j][k]+=chain[i][j]*chain[i][k]*iweight[i];
}
total_weight+=iweight[i];
}
for(i=1;i<=n;++i)
for(j=1;j<=n;++j)
tmp[i][j] = cov1[i][j]/total_weight - avg1[i]*avg1[j]/(total_weight*total_weight);
jacobi(tmp,n,eval,evect,&nrot);
gaussj(evect,n,tmp1,1);
SKIP_MATRIX:
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];
/* We seem to be having a problem with this.
* So, broadcast the model params from the root processor.
*/
#ifdef PARALLEL
MPI_Bcast(&a[1],n,MPI_DOUBLE_PRECISION,0,MPI_COMM_WORLD);
#endif
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];
if(HOD.free[++i])SIGMA_8 = a[++j];
if(HOD.free[++i])VBIAS = a[++j];
if(HOD.free[++i])VBIAS_C = a[++j];
if(HOD.free[++i])GAMMA = a[++j];
if(HOD.free[++i])SPECTRAL_INDX = a[++j];
/* if(HOD.free[++i])SIGV = a[++j]; */
}
if(VBIAS_C<0)continue;
/* Hard-wire CVIR variation
*/
if(HOD.free[6])
CVIR_FAC = a[icvir];
chi2=chi2_wp_wrapper(a);
tprev = t0;
t0 = second();
++count;
pcheck[pcnt]=0;
if(!(chi2<chi2prev || drand48() <= exp(-(chi2-chi2prev)/2)))
{
if(USE_IWEIGHT)
iweight[niter+1]++;
continue;
}
pcheck[pcnt]=1;
niter++;
if(!convergence)NSTEP = niter;
iweight[niter]++;
if(niter%NSTEP_MAX==0 && !convergence && niter>NSTEP_MAX)
{
convergence = 1;
for(i=1;i<=n;++i)
{
x1=fabs(eval[i]-eval_prev[i])/eval_prev[i];
if(x1>0.01)convergence = 0;
printf("CONVERGENCE CHECK %d %d %e %e %e\n",niter/NSTEP_MAX,i,x1,eval[i],eval_prev[i]);
}
for(i=1;i<=n;++i)
eval_prev[i] = eval[i];
convergence = 0;
if(convergence)
printf("CONVERGENCE ACCOMPLISHED %d %d \n",niter,count);
}
if(niter==NSTEP_MAX)
{
for(i=1;i<=n;++i)
eval_prev[i] = eval[i];
}
for(i=1;i<=n;++i)
chain[niter][i]=a[i];
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;
if(!ThisTask) {
fprintf(fpmcmc,"%d %d ",niter,count);
for(i=1;i<=n;++i)
printf("%e ",a[i]);
printf("%e\n",chi2);fflush(fpmcmc);
}
}
}
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,omega_m;
long IDUM = -556;
omega_m = 1;
if(MCMC>1)
omega_m = OMEGA_M;
i=0;j=0;
if(HOD.free[++i]){ a[++j]=log10(HOD.M_min/omega_m);start_dev[j]=0.001; }
if(HOD.free[++i]){ a[++j]=log10(HOD.M1/omega_m);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/omega_m);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/omega_m); 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/omega_m);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;
}
if(!ThisTask)
{
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);
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);
}
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