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/* movstat/test_sum.c
*
* Copyright (C) 2018 Patrick Alken
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_test.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_movstat.h>
/* compute moving sum by explicitely constructing window and summing elements */
int
slow_movsum(const gsl_movstat_end_t etype, const gsl_vector * x, gsl_vector * y,
const int H, const int J)
{
const size_t n = x->size;
const int K = H + J + 1;
double *window = malloc(K * sizeof(double));
size_t i;
for (i = 0; i < n; ++i)
{
size_t wsize = gsl_movstat_fill(etype, x, i, H, J, window);
double sum = 0.0;
size_t j;
for (j = 0; j < wsize; ++j)
sum += window[j];
gsl_vector_set(y, i, sum);
}
free(window);
return GSL_SUCCESS;
}
static double
func_sum(const size_t n, double x[], void * params)
{
double sum = 0.0;
size_t i;
(void) params;
for (i = 0; i < n; ++i)
sum += x[i];
return sum;
}
static void
test_sum_proc(const double tol, const size_t n, const size_t H, const size_t J,
const gsl_movstat_end_t etype, gsl_rng * rng_p)
{
gsl_movstat_workspace * w = gsl_movstat_alloc2(H, J);
gsl_vector * x = gsl_vector_alloc(n);
gsl_vector * y = gsl_vector_alloc(n);
gsl_vector * z = gsl_vector_alloc(n);
gsl_movstat_function F;
char buf[2048];
F.function = func_sum;
F.params = NULL;
random_vector(x, rng_p);
/* y = sum(x) with slow brute force method */
slow_movsum(etype, x, y, H, J);
/* y = sum(x) with fast method */
gsl_movstat_sum(etype, x, z, w);
/* test y = z */
sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u sum random", n, H, J, etype);
compare_vectors(tol, z, y, buf);
/* z = sum(x) in-place */
gsl_vector_memcpy(z, x);
gsl_movstat_sum(etype, z, z, w);
sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u sum random in-place", n, H, J, etype);
compare_vectors(tol, z, y, buf);
/* z = sum(x) with user-defined function */
gsl_movstat_apply(etype, &F, x, z, w);
sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u sum user", n, H, J, etype);
compare_vectors(tol, z, y, buf);
gsl_movstat_free(w);
gsl_vector_free(x);
gsl_vector_free(y);
gsl_vector_free(z);
}
static void
test_sum(gsl_rng * rng_p)
{
test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 3, 3, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 5, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 5, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 2000, 10, 5, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 2000, 5, 10, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADZERO, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 3, 3, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 5, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 2000, 10, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 2000, 5, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 3, 3, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 1000, 5, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 2000, 10, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 2000, 5, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_sum_proc(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);
}
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