#include <complex.h> #include <math.h> #include <omp.h> #include <string.h> #include <gsl/gsl_sf.h> #include <gsl/gsl_blas.h> #include <gsl/gsl_math.h> #include <gsl/gsl_poly.h> #include <gsl/gsl_randist.h> #include "extent-sampling.h" #include "utils.h" #define DIMENSION_START 5 #define DIMENSION_STEP 5 #define DIMENSION_STOP 100 #define RTOLS 3 #define RTOL1 0.2 #define RTOL2 0.1 #define RTOL3 0.05 #define MAX_EXTENT 1.0 #define POLYNOMIAL_DEGREE 3 double poly_coeffs[POLYNOMIAL_DEGREE + 1] = {-0.09375, 0.6875, -1.5, 1}; typedef double (*true_integral_t) (unsigned int); gsl_rng* r; double uniform_oracle (const gsl_vector* x) { return gsl_ran_flat(r, 0, MAX_EXTENT); } double polynomial_integrand (double r, const gsl_vector* x) { return gsl_poly_eval(poly_coeffs, POLYNOMIAL_DEGREE + 1, r); } double polynomial_true_integral (unsigned int n) { double integrand[POLYNOMIAL_DEGREE + 1]; for (int k=0; k<=POLYNOMIAL_DEGREE; k++) integrand[k] = poly_coeffs[k]/(n + k)/(n + k + 1); return surface_area_of_ball(n) / MAX_EXTENT * gsl_pow_uint(MAX_EXTENT, n + 1) * gsl_poly_eval(integrand, POLYNOMIAL_DEGREE+1, MAX_EXTENT); } double gaussian_integrand (double r, const gsl_vector* x) { return exp(-gsl_pow_2(r)/2); } double gaussian_true_integral (unsigned int n) { return pow(2, 0.5*n - 1) * surface_area_of_ball(n) / MAX_EXTENT * (MAX_EXTENT*lower_incomplete_gamma(0.5*n, 0.5*gsl_pow_2(MAX_EXTENT)) - sqrt(2) * lower_incomplete_gamma(0.5*(n + 1), 0.5*gsl_pow_2(MAX_EXTENT))); } double x_coordinate_integrand (double r, const gsl_vector* x) { return fabs(r*gsl_vector_get(x, 0)); } double x_coordinate_true_integral (unsigned int n) { return surface_area_of_ball(n+3) / 2 / (n+2) / gsl_pow_2(M_PI) * gsl_pow_uint(MAX_EXTENT, n+1) / MAX_EXTENT; } void run_experiment (integrand_t integrand, extent_oracle_t oracle, true_integral_t true_integral, const char* filename_prefix) { gsl_rstat_workspace* stats = gsl_rstat_alloc(); printf("dimension\trtol=%g\trtol=%g\trtol=%g\n", RTOL1, RTOL2, RTOL3); double rtol[RTOLS] = {RTOL1, RTOL2, RTOL3}; FILE *fp[RTOLS]; for (int i=0; i<RTOLS; i++) { char *filename; asprintf(&filename, "%s-%g.dat", filename_prefix, rtol[i]); fp[i] = fopen(filename, "w"); fprintf(fp[i], "dimension\tsamples\n"); free(filename); } for (int dim=DIMENSION_START; dim<=DIMENSION_STOP; dim+=DIMENSION_STEP) { printf("%d\t", dim); for (int i=0; i<RTOLS; i++) { integral(integrand, oracle, true_integral(dim), r, dim, rtol[i], stats); fprintf(fp[i], "%d\t%zd\n", dim, gsl_rstat_n(stats)); printf("%zd\t", gsl_rstat_n(stats)); } printf("\n"); gsl_rstat_reset(stats); } for (int i=0; i<RTOLS; i++) fclose(fp[i]); gsl_rstat_free(stats); } int main (int argc, char** argv) { gsl_rng_env_setup(); r = gsl_rng_alloc(gsl_rng_default); printf("# polynomial\n"); run_experiment(polynomial_integrand, uniform_oracle, polynomial_true_integral, "integral-polynomial"); printf("# gaussian\n"); run_experiment(gaussian_integrand, uniform_oracle, gaussian_true_integral, "integral-gaussian"); printf("# x-coordinate\n"); run_experiment(x_coordinate_integrand, uniform_oracle, x_coordinate_true_integral, "integral-x-coordinate"); gsl_rng_free(r); return 0; }