1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
|
#include "tjnumeric.h"
#include "tjvector.h"
#include "tjtest.h"
#include "tjlog_code.h"
class NumericsComp {
public:
static const char* get_compName() {return "numerics";}
};
LOGGROUNDWORK(NumericsComp)
///////////////////////////////////////////////////////////////////
// copy & pasted from the GSL library
int solve_cubic (double a, double b, double c,
double *x0, double *x1, double *x2)
{
double q = (a * a - 3 * b);
double r = (2 * a * a * a - 9 * a * b + 27 * c);
double Q = q / 9;
double R = r / 54;
double Q3 = Q * Q * Q;
double R2 = R * R;
double CR2 = 729 * r * r;
double CQ3 = 2916 * q * q * q;
if (R == 0 && Q == 0)
{
*x0 = - a / 3 ;
*x1 = - a / 3 ;
*x2 = - a / 3 ;
return 3 ;
}
else if (CR2 == CQ3)
{
/* this test is actually R2 == Q3, written in a form suitable
for exact computation with integers */
/* Due to finite precision some double roots may be missed, and
considered to be a pair of complex roots z = x +/- epsilon i
close to the real axis. */
double sqrtQ = sqrt (Q);
if (R > 0)
{
*x0 = -2 * sqrtQ - a / 3;
*x1 = sqrtQ - a / 3;
*x2 = sqrtQ - a / 3;
}
else
{
*x0 = - sqrtQ - a / 3;
*x1 = - sqrtQ - a / 3;
*x2 = 2 * sqrtQ - a / 3;
}
return 3 ;
}
else if (CR2 < CQ3) /* equivalent to R2 < Q3 */
{
double sqrtQ = sqrt (Q);
double sqrtQ3 = sqrtQ * sqrtQ * sqrtQ;
double theta = acos (R / sqrtQ3);
double norm = -2 * sqrtQ;
*x0 = norm * cos (theta / 3) - a / 3;
*x1 = norm * cos ((theta + 2.0 * PII) / 3) - a / 3;
*x2 = norm * cos ((theta - 2.0 * PII) / 3) - a / 3;
/* Sort *x0, *x1, *x2 into increasing order */
if (*x0 > *x1)
STD_swap(*x0, *x1) ;
if (*x1 > *x2)
{
STD_swap(*x1, *x2) ;
if (*x0 > *x1)
STD_swap(*x0, *x1) ;
}
return 3;
}
else
{
double sgnR = (R >= 0 ? 1 : -1);
double A = -sgnR * pow (fabs (R) + sqrt (R2 - Q3), 1.0/3.0);
double B = Q / A ;
*x0 = A + B - a / 3;
return 1;
}
}
////////////////////////////////////////////////////////////////////////////////////////
#ifdef HAVE_LIBGSL
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#endif
RandomDist::RandomDist() {
#ifdef HAVE_LIBGSL
rng = (gsl_rng*)gsl_rng_alloc(gsl_rng_tt800);
// rng = (gsl_rng*)gsl_rng_alloc(gsl_rng_default);
gsl_rng_set ((gsl_rng*)rng, time(NULL));
#endif
}
RandomDist::~RandomDist() {
#ifdef HAVE_LIBGSL
gsl_rng_free((gsl_rng*)rng);
#endif
}
double RandomDist::gaussian(double stdev) const {
#ifdef HAVE_LIBGSL
return gsl_ran_gaussian ((gsl_rng*)rng, stdev);
#else
STD_cerr << "ERROR: RandomDist::gaussian: libgsl missing" << STD_endl;
return 0.0;
#endif
}
double RandomDist::uniform() const {
#ifdef HAVE_LIBGSL
return gsl_rng_uniform ((gsl_rng*)rng);
#else
STD_cerr << "ERROR: RandomDist::uniform: libgsl missing" << STD_endl;
return 0.0;
#endif
}
////////////////////////////////////////////////////////////////////////////////////////
fvector bruteforce_minimize1d(const MinimizationFunction& f, float low, float upp) {
Log<NumericsComp> odinlog("","bruteforce_minimize1d");
if(f.numof_fitpars()!=1) {
ODINLOG(odinlog,errorLog) << "rank of minimization function != 1" << STD_endl;
return 0.0;
}
int nvals=10;
int niter=10;
fvector xvals(nvals);
fvector yvals(nvals);
fvector funcarg(1);
for(int iter=0; iter<niter; iter++) {
xvals.fill_linear(low,upp);
ODINLOG(odinlog,normalDebug) << iter << ": xvals" << xvals << STD_endl;
int i; // fix for MSVC6
for(i=0; i<nvals; i++) {
funcarg[0]=xvals[i];
yvals[i]=f.evaluate(funcarg);
}
ODINLOG(odinlog,normalDebug) << iter << ": yvals" << yvals << STD_endl;
float minval=yvals[0];
int minindex=0;
for(i=1; i<nvals; i++) {
if(yvals[i]<minval) {
minindex=i;
minval=yvals[i];
}
}
low=xvals[STD_max(0,minindex-1)];
upp=xvals[STD_min(nvals-1,minindex+1)];
}
fvector result(1);
result[0]=0.5*(low+upp);
return result;
}
/////////////////////////////////////////////////////////////////////////////////////////
#ifndef NO_UNIT_TEST
class MinimizationTestFunction : public MinimizationFunction {
unsigned int numof_fitpars() const {return 1;}
float evaluate(const fvector& xvec) const {return pow(xvec[0]-2.0,2);}
};
class NumericsTest : public UnitTest {
public:
NumericsTest() : UnitTest(NumericsComp::get_compName()) {}
private:
bool check() const {
Log<UnitTest> odinlog(this,"check");
MinimizationTestFunction mtf;
float min=bruteforce_minimize1d(mtf, -12.45, 9.77)[0];
float expected=2.0;
if( fabs(expected-min)>1.0e-3 ) {
ODINLOG(odinlog,errorLog) << "minimize failed, got " << min << " but expected " << expected << STD_endl;
return false;
}
return true;
}
};
void alloc_NumericsTest() {new NumericsTest();} // create test instance
#endif
|
