Skip to content

HTTPS clone URL

Subversion checkout URL

You can clone with HTTPS or Subversion.

Download ZIP
branch: master
424 lines (393 sloc) 10.825 kb
#include <math.h>
#include <stdio.h>
#include <assert.h>
#include <string.h>
#include <stdlib.h>
#include "khmm.h"
// new/delete hmm_par_t
hmm_par_t *hmm_new_par(int m, int n)
{
hmm_par_t *hp;
int i;
assert(m > 0 && n > 0);
hp = (hmm_par_t*)calloc(1, sizeof(hmm_par_t));
hp->m = m; hp->n = n;
hp->a0 = (FLOAT*)calloc(n, sizeof(FLOAT));
hp->a = (FLOAT**)calloc2(n, n, sizeof(FLOAT));
hp->e = (FLOAT**)calloc2(m + 1, n, sizeof(FLOAT));
hp->ae = (FLOAT**)calloc2((m + 1) * n, n, sizeof(FLOAT));
for (i = 0; i != n; ++i) hp->e[m][i] = 1.0;
return hp;
}
void hmm_delete_par(hmm_par_t *hp)
{
int i;
if (hp == 0) return;
for (i = 0; i != hp->n; ++i) free(hp->a[i]);
for (i = 0; i <= hp->m; ++i) free(hp->e[i]);
for (i = 0; i < (hp->m + 1) * hp->n; ++i) free(hp->ae[i]);
free(hp->a); free(hp->e); free(hp->a0); free(hp->ae);
free(hp);
}
// new/delete hmm_data_t
hmm_data_t *hmm_new_data(int L, const char *seq, const hmm_par_t *hp)
{
hmm_data_t *hd;
hd = (hmm_data_t*)calloc(1, sizeof(hmm_data_t));
hd->L = L;
hd->seq = (char*)malloc(L + 1);
memcpy(hd->seq + 1, seq, L);
return hd;
}
void hmm_delete_data(hmm_data_t *hd)
{
int i;
if (hd == 0) return;
for (i = 0; i <= hd->L; ++i) {
if (hd->f) free(hd->f[i]);
if (hd->b) free(hd->b[i]);
}
free(hd->f); free(hd->b); free(hd->s); free(hd->v); free(hd->p); free(hd->seq);
free(hd);
}
// new/delete hmm_exp_t
hmm_exp_t *hmm_new_exp(const hmm_par_t *hp)
{
hmm_exp_t *he;
assert(hp);
he = (hmm_exp_t*)calloc(1, sizeof(hmm_exp_t));
he->m = hp->m; he->n = hp->n;
he->A0 = (FLOAT*)calloc(hp->n, sizeof(FLOAT));
he->A = (FLOAT**)calloc2(hp->n, hp->n, sizeof(FLOAT));
he->E = (FLOAT**)calloc2(hp->m + 1, hp->n, sizeof(FLOAT));
return he;
}
void hmm_delete_exp(hmm_exp_t *he)
{
int i;
if (he == 0) return;
for (i = 0; i != he->n; ++i) free(he->A[i]);
for (i = 0; i <= he->m; ++i) free(he->E[i]);
free(he->A); free(he->E); free(he->A0);
free(he);
}
// Viterbi algorithm
FLOAT hmm_Viterbi(const hmm_par_t *hp, hmm_data_t *hd)
{
FLOAT **la, **le, *preV, *curV, max;
int **Vmax, max_l; // backtrace matrix
int k, l, b, u;
if (hd->v) free(hd->v);
hd->v = (int*)calloc(hd->L+1, sizeof(int));
la = (FLOAT**)calloc2(hp->n, hp->n, sizeof(FLOAT));
le = (FLOAT**)calloc2(hp->m + 1, hp->n, sizeof(FLOAT));
Vmax = (int**)calloc2(hd->L+1, hp->n, sizeof(int));
preV = (FLOAT*)malloc(sizeof(FLOAT) * hp->n);
curV = (FLOAT*)malloc(sizeof(FLOAT) * hp->n);
for (k = 0; k != hp->n; ++k)
for (l = 0; l != hp->n; ++l)
la[k][l] = log(hp->a[l][k]); // this is not a bug
for (b = 0; b != hp->m; ++b)
for (k = 0; k != hp->n; ++k)
le[b][k] = log(hp->e[b][k]);
for (k = 0; k != hp->n; ++k) le[hp->m][k] = 0.0;
// V_k(1)
for (k = 0; k != hp->n; ++k) {
preV[k] = le[(int)hd->seq[1]][k] + log(hp->a0[k]);
Vmax[1][k] = 0;
}
// all the rest
for (u = 2; u <= hd->L; ++u) {
FLOAT *tmp, *leu = le[(int)hd->seq[u]];
for (k = 0; k != hp->n; ++k) {
FLOAT *laa = la[k];
for (l = 0, max = -HMM_INF, max_l = -1; l != hp->n; ++l) {
if (max < preV[l] + laa[l]) {
max = preV[l] + laa[l];
max_l = l;
}
}
assert(max_l >= 0); // cannot be zero
curV[k] = leu[k] + max;
Vmax[u][k] = max_l;
}
tmp = curV; curV = preV; preV = tmp; // swap
}
// backtrace
for (k = 0, max_l = -1, max = -HMM_INF; k != hp->n; ++k) {
if (max < preV[k]) {
max = preV[k]; max_l = k;
}
}
assert(max_l >= 0); // cannot be zero
hd->v[hd->L] = max_l;
for (u = hd->L; u >= 1; --u)
hd->v[u-1] = Vmax[u][hd->v[u]];
for (k = 0; k != hp->n; ++k) free(la[k]);
for (b = 0; b < hp->m; ++b) free(le[b]);
for (u = 0; u <= hd->L; ++u) free(Vmax[u]);
free(la); free(le); free(Vmax); free(preV); free(curV);
hd->status |= HMM_VITERBI;
return max;
}
// forward algorithm
void hmm_forward(const hmm_par_t *hp, hmm_data_t *hd)
{
FLOAT sum, tmp, **at;
int u, k, l;
int n, m, L;
assert(hp && hd);
// allocate memory for hd->f and hd->s
n = hp->n; m = hp->m; L = hd->L;
if (hd->s) free(hd->s);
if (hd->f) {
for (k = 0; k <= hd->L; ++k) free(hd->f[k]);
free(hd->f);
}
hd->f = (FLOAT**)calloc2(hd->L+1, hp->n, sizeof(FLOAT));
hd->s = (FLOAT*)calloc(hd->L+1, sizeof(FLOAT));
hd->status &= ~(unsigned)HMM_FORWARD;
// at[][] array helps to improve the cache efficiency
at = (FLOAT**)calloc2(n, n, sizeof(FLOAT));
// transpose a[][]
for (k = 0; k != n; ++k)
for (l = 0; l != n; ++l)
at[k][l] = hp->a[l][k];
// f[0], but it should never be used
hd->s[0] = 1.0;
for (k = 0; k != n; ++k) hd->f[0][k] = 0.0;
// f[1]
for (k = 0, sum = 0.0; k != n; ++k)
sum += (hd->f[1][k] = hp->a0[k] * hp->e[(int)hd->seq[1]][k]);
for (k = 0; k != n; ++k) hd->f[1][k] /= sum;
hd->s[1] = sum;
// f[2..hmmL], the core loop
for (u = 2; u <= L; ++u) {
FLOAT *fu = hd->f[u], *fu1 = hd->f[u-1], *eu = hp->e[(int)hd->seq[u]];
for (k = 0, sum = 0.0; k != n; ++k) {
FLOAT *aa = at[k];
for (l = 0, tmp = 0.0; l != n; ++l) tmp += fu1[l] * aa[l];
sum += (fu[k] = eu[k] * tmp);
}
for (k = 0; k != n; ++k) fu[k] /= sum;
hd->s[u] = sum;
}
// free at array
for (k = 0; k != hp->n; ++k) free(at[k]);
free(at);
hd->status |= HMM_FORWARD;
}
// precalculate hp->ae
void hmm_pre_backward(hmm_par_t *hp)
{
int m, n, b, k, l;
assert(hp);
m = hp->m; n = hp->n;
for (b = 0; b <= m; ++b) {
for (k = 0; k != n; ++k) {
FLOAT *p = hp->ae[b * hp->n + k];
for (l = 0; l != n; ++l)
p[l] = hp->e[b][l] * hp->a[k][l];
}
}
}
// backward algorithm
void hmm_backward(const hmm_par_t *hp, hmm_data_t *hd)
{
FLOAT tmp;
int k, l, u;
int m, n, L;
assert(hp && hd);
assert(hd->status & HMM_FORWARD);
// allocate memory for hd->b
m = hp->m; n = hp->n; L = hd->L;
if (hd->b) {
for (k = 0; k <= hd->L; ++k) free(hd->b[k]);
free(hd->b);
}
hd->status &= ~(unsigned)HMM_BACKWARD;
hd->b = (FLOAT**)calloc2(L+1, hp->n, sizeof(FLOAT));
// b[L]
for (k = 0; k != hp->n; ++k) hd->b[L][k] = 1.0 / hd->s[L];
// b[1..L-1], the core loop
for (u = L-1; u >= 1; --u) {
FLOAT *bu1 = hd->b[u+1], **p = hp->ae + (int)hd->seq[u+1] * n;
for (k = 0; k != n; ++k) {
FLOAT *q = p[k];
for (l = 0, tmp = 0.0; l != n; ++l) tmp += q[l] * bu1[l];
hd->b[u][k] = tmp / hd->s[u];
}
}
hd->status |= HMM_BACKWARD;
for (l = 0, tmp = 0.0; l != n; ++l)
tmp += hp->a0[l] * hd->b[1][l] * hp->e[(int)hd->seq[1]][l];
if (tmp > 1.0 + 1e-6 || tmp < 1.0 - 1e-6) // in theory, tmp should always equal to 1
fprintf(stderr, "++ Underflow may have happened (%lg).\n", tmp);
}
// log-likelihood of the observation
FLOAT hmm_lk(const hmm_data_t *hd)
{
FLOAT sum = 0.0, prod = 1.0;
int u, L;
L = hd->L;
assert(hd->status & HMM_FORWARD);
for (u = 1; u <= L; ++u) {
prod *= hd->s[u];
if (prod < HMM_TINY || prod >= 1.0/HMM_TINY) { // reset
sum += log(prod);
prod = 1.0;
}
}
sum += log(prod);
return sum;
}
// posterior decoding
void hmm_post_decode(const hmm_par_t *hp, hmm_data_t *hd)
{
int u, k;
assert(hd->status && HMM_BACKWARD);
if (hd->p) free(hd->p);
hd->p = (int*)calloc(hd->L + 1, sizeof(int));
for (u = 1; u <= hd->L; ++u) {
FLOAT prob, max, *fu = hd->f[u], *bu = hd->b[u], su = hd->s[u];
int max_k;
for (k = 0, max = -1.0, max_k = -1; k != hp->n; ++k) {
if (max < (prob = fu[k] * bu[k] * su)) {
max = prob; max_k = k;
}
}
assert(max_k >= 0);
hd->p[u] = max_k;
}
hd->status |= HMM_POSTDEC;
}
// posterior probability of states
FLOAT hmm_post_state(const hmm_par_t *hp, const hmm_data_t *hd, int u, FLOAT *prob)
{
FLOAT sum = 0.0, ss = hd->s[u], *fu = hd->f[u], *bu = hd->b[u];
int k;
for (k = 0; k != hp->n; ++k)
sum += (prob[k] = fu[k] * bu[k] * ss);
return sum; // in theory, this should always equal to 1.0
}
// expected counts
hmm_exp_t *hmm_expect(const hmm_par_t *hp, const hmm_data_t *hd)
{
int k, l, u, b, m, n;
hmm_exp_t *he;
assert(hd->status & HMM_BACKWARD);
he = hmm_new_exp(hp);
// initialization
m = hp->m; n = hp->n;
for (k = 0; k != n; ++k)
for (l = 0; l != n; ++l) he->A[k][l] = HMM_TINY;
for (b = 0; b <= m; ++b)
for (l = 0; l != n; ++l) he->E[b][l] = HMM_TINY;
// calculate A_{kl} and E_k(b), k,l\in[0,n)
for (u = 1; u < hd->L; ++u) {
FLOAT *fu = hd->f[u], *bu = hd->b[u], *bu1 = hd->b[u+1], ss = hd->s[u];
FLOAT *Ec = he->E[(int)hd->seq[u]], **p = hp->ae + (int)hd->seq[u+1] * n;
for (k = 0; k != n; ++k) {
FLOAT *q = p[k], *AA = he->A[k], fuk = fu[k];
for (l = 0; l != n; ++l) // this is cache-efficient
AA[l] += fuk * q[l] * bu1[l];
Ec[k] += fuk * bu[k] * ss;
}
}
// calculate A0_l
for (l = 0; l != n; ++l)
he->A0[l] += hp->a0[l] * hp->e[(int)hd->seq[1]][l] * hd->b[1][l];
return he;
}
FLOAT hmm_Q0(const hmm_par_t *hp, hmm_exp_t *he)
{
int k, l, b;
FLOAT sum = 0.0;
for (k = 0; k != hp->n; ++k) {
FLOAT tmp;
for (b = 0, tmp = 0.0; b != hp->m; ++b) tmp += he->E[b][k];
for (b = 0; b != hp->m; ++b)
sum += he->E[b][k] * log(he->E[b][k] / tmp);
}
for (k = 0; k != hp->n; ++k) {
FLOAT tmp, *A = he->A[k];
for (l = 0, tmp = 0.0; l != hp->n; ++l) tmp += A[l];
for (l = 0; l != hp->n; ++l) sum += A[l] * log(A[l] / tmp);
}
return (he->Q0 = sum);
}
// add he0 to he1
void hmm_add_expect(const hmm_exp_t *he0, hmm_exp_t *he1)
{
int b, k, l;
assert(he0->m == he1->m && he0->n == he1->n);
for (k = 0; k != he1->n; ++k) {
he1->A0[k] += he0->A0[k];
for (l = 0; l != he1->n; ++l)
he1->A[k][l] += he0->A[k][l];
}
for (b = 0; b != he1->m; ++b) {
for (l = 0; l != he1->n; ++l)
he1->E[b][l] += he0->E[b][l];
}
}
// the EM-Q function
FLOAT hmm_Q(const hmm_par_t *hp, const hmm_exp_t *he)
{
FLOAT sum = 0.0;
int bb, k, l;
for (bb = 0; bb != he->m; ++bb) {
FLOAT *eb = hp->e[bb], *Eb = he->E[bb];
for (k = 0; k != hp->n; ++k) {
if (eb[k] <= 0.0) return -HMM_INF;
sum += Eb[k] * log(eb[k]);
}
}
for (k = 0; k != he->n; ++k) {
FLOAT *Ak = he->A[k], *ak = hp->a[k];
for (l = 0; l != he->n; ++l) {
if (ak[l] <= 0.0) return -HMM_INF;
sum += Ak[l] * log(ak[l]);
}
}
return (sum -= he->Q0);
}
// simulate sequence
char *hmm_simulate(const hmm_par_t *hp, int L)
{
int i, k, l, b;
FLOAT x, y, **et;
char *seq;
seq = (char*)calloc(L+1, 1);
// calculate the transpose of hp->e[][]
et = (FLOAT**)calloc2(hp->n, hp->m, sizeof(FLOAT));
for (k = 0; k != hp->n; ++k)
for (b = 0; b != hp->m; ++b)
et[k][b] = hp->e[b][k];
// the initial state, drawn from a0[]
x = drand48();
for (k = 0, y = 0.0; k != hp->n; ++k) {
y += hp->a0[k];
if (y >= x) break;
}
// main loop
for (i = 0; i != L; ++i) {
FLOAT *el, *ak = hp->a[k];
x = drand48();
for (l = 0, y = 0.0; l != hp->n; ++l) {
y += ak[l];
if (y >= x) break;
}
el = et[l];
x = drand48();
for (b = 0, y = 0.0; b != hp->m; ++b) {
y += el[b];
if (y >= x) break;
}
seq[i] = b;
k = l;
}
for (k = 0; k != hp->n; ++k) free(et[k]);
free(et);
return seq;
}
Jump to Line
Something went wrong with that request. Please try again.