modhdet.cpp

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/*
 * $Id$
 *
 * Author: David Fournier
 * Copyright (c) 2008-2012 Regents of the University of California
 */
#include <admodel.h>
#include <cassert>

double function_minimizer::hess_determinant(int underflow_flag)
{
  double lndet=0.0;
  if (!underflow_flag)
  {
    uistream ifs("admodel.hes");
    if (!ifs)
    {
      cerr << "Error opening file admodel.hes" << endl;
    }
    int sgn = 0;
    int nvar = 0;
    ifs >> nvar;
    if (nvar > 0)
    {
      if (nvar != initial_params::nvarcalc())
      {
        cout << "the number of independent variables"
             << " is wrong in admodel.hes" << endl;
      }
      dmatrix h(1,nvar,1,nvar);
      ifs >> h;
      if (!ifs)
      {
        cerr << "Error reading the hessian from file admodel.hes" << endl;
      }

      for (int i=1;i<=nvar;i++)
      {
        for (int j=1;j<i;j++)
        {
          double tmp=(h(i,j)+h(j,i))/2.;
          h(i,j)=tmp;
          h(j,i)=tmp;
        }
      }
      lndet=ln_det(h,sgn);
    }
    if (sgn <= 0)
    {
      cerr << "Error restricted Hessian is not positive definite" << endl;
    }
  }
  else
  {
    lndet=50.0;
  }
  return lndet;
}