From a56458c6e830680b2e8a0f51926e43a0958d45c5 Mon Sep 17 00:00:00 2001
From: Jesper Andersson <jesper.andersson@ndcn.ox.ac.uk>
Date: Thu, 6 Feb 2020 15:06:33 +0000
Subject: [PATCH] Change make to use C++11 and added profiler to levmar in
nonlin
---
Makefile | 5 +++++
nonlin.cpp | 17 +++++++++++++++++
2 files changed, 22 insertions(+)
diff --git a/Makefile b/Makefile
index e445be3..3cf9b5a 100644
--- a/Makefile
+++ b/Makefile
@@ -7,6 +7,8 @@ PROJNAME = miscmaths
USRINCFLAGS = -I${INC_NEWMAT} -I${INC_BOOST} -I${INC_PROB}
USRLDFLAGS = -L${LIB_NEWMAT} -L${LIB_PROB}
+USRCXXFLAGS = -std=c++11
+
OBJS = miscmaths.o optimise.o miscprob.o kernel.o histogram.o base2z.o t2z.o f2z.o minimize.o cspline.o sparse_matrix.o sparsefn.o rungekutta.o nonlin.o bfmatrix.o Simplex.o SpMatMatrices.o
LIBS = -lutils -lnewmat -lprob -lm
@@ -21,3 +23,6 @@ quick:${OBJS} quick.o
libmiscmaths.a: ${OBJS}
${AR} -r libmiscmaths.a ${OBJS}
+
+%.o:%.cpp
+ $(CXX11) -c $(CPPFLAGS) $(CXXFLAGS) $< -o $@
diff --git a/nonlin.cpp b/nonlin.cpp
index c21d122..16e5641 100644
--- a/nonlin.cpp
+++ b/nonlin.cpp
@@ -16,6 +16,7 @@
#include "nonlin.h"
#include "Simplex.h"
#include "utils/fsl_isfinite.h"
+#include "utils/FSLProfiler.h"
using namespace std;
using namespace NEWMAT;
@@ -338,8 +339,12 @@ NonlinOut nonlin(const NonlinParam& p, const NonlinCF& cfo)
NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
{
+ static Utilities::FSLProfiler prof("_"+string(__FILE__)+"_"+string(__func__));
+ double total_key = prof.StartEntry("Total");
// Calculate initial values
+ double cost_key = prof.StartEntry("Calculate cost");
p.SetCF(cfo.cf(p.Par())); // Cost-function evaluated at current parameters
+ prof.EndEntry(cost_key);
bool success = true; // True if last step decreased CF
double olambda = 0.0; // How much the diagonal of H was nudged last time
ColumnVector g; // Gradient
@@ -347,9 +352,14 @@ NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
while (p.NextIter(success)) {
if (success) { // If last attempt decreased cost-function
+ double grad_key = prof.StartEntry("Calculate gradient");
g = cfo.grad(p.Par()); // Gradient evaluated at current parameters
+ prof.EndEntry(grad_key);
+ double hess_key = prof.StartEntry("Calculate hessian");
H = cfo.hess(p.Par(),H); // Hessian evaluated at current parameters
+ prof.EndEntry(hess_key);
}
+ double nudge_key = prof.StartEntry("Nudge hessian");
for (int i=1; i<=p.NPar(); i++) { // Nudge it
if (p.GaussNewtonType() == LM_LM) { // If Levenberg-Marquardt
// H->AddTo(i,i,(p.Lambda()-olambda)*H->Peek(i,i));
@@ -359,16 +369,21 @@ NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
H->AddTo(i,i,p.Lambda()-olambda);
}
}
+ prof.EndEntry(nudge_key);
ColumnVector step;
double ncf = 0.0;
bool inv_fail = false; // Signals failure of equation solving
+ double solve_key = prof.StartEntry("Solve");
try {
step = -H->SolveForx(g,SYM_POSDEF,p.EquationSolverTol(),p.EquationSolverMaxIter());
ncf = cfo.cf(p.Par()+step);
}
catch(...) {
+ double fail_key = prof.StartEntry("Fail");
inv_fail = true;
+ prof.EndEntry(fail_key);
}
+ prof.EndEntry(solve_key);
if (!inv_fail && (success = (ncf < p.CF()))) { // If last step successful
olambda = 0.0; // Pristine Hessian, so no need to undo old lambda
p.SetPar(p.Par()+step); // Set attempt as new parameters
@@ -393,6 +408,8 @@ NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
// Getting here means we did too many iterations
p.SetStatus(NL_MAXITER);
+ prof.EndEntry(total_key);
+
return(p.Status());
}
--
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