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1 /*
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2 * Headers for math utility functions.
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3 */
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4
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5 #ifndef I_MUT_H
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6 #define I_MUT_H
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7
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8 #include <math.h>
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9 #include <stdio.h>
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10 #include <stdlib.h>
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11 #include <string.h>
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12
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13 /* use the following #define's for local versions. */
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14 #ifdef DOS
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15 #define erf mut_erf
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16 #define erfc mut_erfc
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17 #define lgamma mut_lgamma
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18 #endif
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19 #define daws(x) mut_daws(x)
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20
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21 typedef struct {
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22 double *Z; /* jacobian matrix, length p*p */
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23 double *Q; /* eigenvalue matrix, length p*p */
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24 double *wk; /* work vector in eig_solve, length p */
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25 double *dg; /* diag vector in eigd, length p */
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26 int p; /* dimension */
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27 int st; /* status */
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28 int sm; /* requested decomposition */
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29 } jacobian;
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30
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31 /* m_jacob.c */
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32 extern int jac_reqd();
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33 extern double *jac_alloc();
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34 extern void jacob_dec(), chol_dec(), eig_dec();
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35 extern int jacob_solve(), chol_solve(), eig_solve();
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36 extern int jacob_hsolve(),chol_hsolve(),eig_hsolve();
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37 extern int jacob_isolve(),chol_isolve(),eig_isolve();
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38 extern double jacob_qf(), chol_qf(), eig_qf();
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39
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40 /* m_max.c */
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41 extern double max_grid(), max_golden(), max_quad(), max_nr();
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42
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43 /* maxbv.c */
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44 extern double maxbvgrid(), maxbvstep(), maxquadstep(), maxbv(), maxbvq();
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45
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46 /* quadmin.c */
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47 extern void quadmin(), project(), resproj(), conquadmin();
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48
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49 /* m_qr.c */
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50 extern void qr(), qrinvx(), qrtinvx(), qrsolv();
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51
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52 /* m_svd.c */
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53 extern void svd(), hsvdsolve();
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54 extern int svdsolve();
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55
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56 /* m_solve.c */
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57 extern double solve_secant(), solve_nr(), solve_fp();
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58
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59 /* m_vector.c */
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60 extern void setzero(), unitvec(), addouter();
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61 extern void matrixmultiply(), multmatscal(), transpose();
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62 extern double innerprod(), m_trace();
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63
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64 /* math.c */
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65 extern double mut_gamma(), mut_erf(), mut_erfc(), mut_daws(), mut_exp();
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66 extern double ptail(), logit(), expit();
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67 extern int factorial();
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68
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69 #define BDF_NONE 0
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70 #define BDF_EXPLEFT 1
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71 #define BDF_EXPRIGHT 2
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72
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73 /* return codes for functions optimized by max_nr */
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74 #define NR_OK 0
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75 #define NR_INVALID 1
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76 #define NR_BREAK 2
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77 #define NR_REDUCE 3
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78 #define NR_NCON 10
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79 #define NR_NDIV 11
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80
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81
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82 /* jacobian status definitions */
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83 #define JAC_RAW 0
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84 #define JAC_CHOL 1
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85 #define JAC_EIG 2
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86 #define JAC_EIGD 3
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87
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88 /* Numerical Integration Stuff
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89 */
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90 #define MXRESULT 5
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91 #define MXIDIM 10 /* max. dimension */
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92 extern void simpsonm(), simpson4(), integ_disc(), integ_circ();
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93 extern void integ_sphere(), monte(), rn3();
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94 extern double simpson(), sptarea();
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95
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96 /* Density, distribution stuff
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97 */
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98
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99 #ifndef PI
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100 #define PI 3.141592653589793238462643
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101 #endif
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102 #define PIx2 6.283185307179586476925286 /* 2*pi */
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103 #define HF_LG_PIx2 0.918938533204672741780329736406 /* 0.5*log(2*pi) */
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104 #define SQRT2 1.4142135623730950488
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105
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106 #define LOG_ZERO -1e100
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107 #define D_0 ((give_log) ? LOG_ZERO : 0.0)
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108 #define D_1 ((give_log) ? 0.0 : 1.0)
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109 #define DEXP(x) ((give_log) ? (x) : exp(x))
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110 #define FEXP(f,x) ((give_log) ? -0.5*log(f)+(x) : exp(x)/sqrt(f))
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111
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112 #define INVALID_PARAMS 0.0
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113
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114 extern double stirlerr(), bd0();
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115 extern double dbinom_raw(), dpois_raw();
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116 extern double dbinom(), dpois(), dnbinom(), dbeta(), dgamma(), dt(), df(), dhyper();
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117 extern double dchisq();
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118
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119 extern double igamma(), ibeta();
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120 extern double pf(), pchisq(), mut_pnorm();
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121 #define pchisq(x,df) igamma((x)/2.0,(df)/2.0)
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122
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123 #endif /* define I_MUT_H */
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