comparison rDiff/src/locfit/Source/mutil.h @ 0:0f80a5141704

version 0.3 uploaded

0:0f80a5141704

/*
 *   Headers for math utility functions.
 */

#ifndef I_MUT_H
#define I_MUT_H

#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>

/* use the following #define's for local versions. */
#ifdef DOS
#define erf mut_erf
#define erfc mut_erfc
#define lgamma mut_lgamma
#endif
#define daws(x) mut_daws(x)

typedef struct {
  double *Z;   /* jacobian matrix, length p*p          */
  double *Q;   /* eigenvalue matrix, length p*p        */
  double *wk;  /* work vector in eig_solve, length p   */
  double *dg;  /* diag vector in eigd, length p        */
  int p;       /* dimension */
  int st;      /* status    */
  int sm;      /* requested decomposition */
} jacobian;

/* m_jacob.c */
extern int jac_reqd();
extern double *jac_alloc();
extern void jacob_dec(),   chol_dec(),   eig_dec();
extern int  jacob_solve(), chol_solve(), eig_solve();
extern int  jacob_hsolve(),chol_hsolve(),eig_hsolve();
extern int  jacob_isolve(),chol_isolve(),eig_isolve();
extern double jacob_qf(),  chol_qf(),    eig_qf();

/* m_max.c */
extern double max_grid(), max_golden(), max_quad(), max_nr();

/* maxbv.c */
extern double maxbvgrid(), maxbvstep(), maxquadstep(), maxbv(), maxbvq();

/* quadmin.c */
extern void quadmin(), project(), resproj(), conquadmin();

/* m_qr.c */
extern void qr(), qrinvx(), qrtinvx(), qrsolv();

/* m_svd.c */
extern void svd(), hsvdsolve();
extern int svdsolve();

/* m_solve.c */
extern double solve_secant(), solve_nr(), solve_fp();

/* m_vector.c */
extern void setzero(), unitvec(), addouter();
extern void matrixmultiply(), multmatscal(), transpose();
extern double innerprod(), m_trace();

/* math.c */
extern double mut_gamma(), mut_erf(), mut_erfc(), mut_daws(), mut_exp();
extern double ptail(), logit(), expit();
extern int factorial();

#define BDF_NONE  0
#define BDF_EXPLEFT  1
#define BDF_EXPRIGHT 2

/* return codes for functions optimized by max_nr */
#define NR_OK 0
#define NR_INVALID 1
#define NR_BREAK   2
#define NR_REDUCE  3
#define NR_NCON  10
#define NR_NDIV  11


/* jacobian status definitions */
#define JAC_RAW 0
#define JAC_CHOL 1
#define JAC_EIG  2
#define JAC_EIGD 3

/*  Numerical Integration Stuff
 */
#define MXRESULT 5
#define MXIDIM  10  /* max. dimension */
extern void simpsonm(), simpson4(), integ_disc(), integ_circ();
extern void integ_sphere(), monte(), rn3();
extern double simpson(), sptarea();

/*  Density, distribution stuff
 */

#ifndef PI
#define PI  3.141592653589793238462643
#endif
#define PIx2 6.283185307179586476925286        /* 2*pi */
#define HF_LG_PIx2  0.918938533204672741780329736406    /* 0.5*log(2*pi) */
#define SQRT2 1.4142135623730950488

#define LOG_ZERO -1e100
#define D_0 ((give_log) ? LOG_ZERO : 0.0)
#define D_1 ((give_log) ? 0.0 : 1.0)
#define DEXP(x)   ((give_log) ? (x) : exp(x))
#define FEXP(f,x) ((give_log) ? -0.5*log(f)+(x) : exp(x)/sqrt(f))

#define INVALID_PARAMS 0.0

extern double stirlerr(), bd0();
extern double dbinom_raw(), dpois_raw();
extern double dbinom(), dpois(), dnbinom(), dbeta(), dgamma(), dt(), df(), dhyper();
extern double dchisq();

extern double igamma(), ibeta();
extern double pf(), pchisq(), mut_pnorm();
#define pchisq(x,df) igamma((x)/2.0,(df)/2.0)

#endif  /* define I_MUT_H */