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authorArun Isaac2021-02-03 19:40:10 +0530
committerArun Isaac2021-02-03 19:40:10 +0530
commit983f091af7849f259366f641b438ac1fee3df940 (patch)
treefd42196b6031638fd906afd8acbc5c26e34ce305 /gaussian-nd-random.c
parent707afdfe66dd9c931af77e4ff73186fd89ed27fd (diff)
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Move source files and headers to separate directories.
* extent-sampling.h, gaussian-nd-random.h, nd-random.h, oracles.h, utils.h: Move into include directory. * extent-sampling.c, gaussian-nd-random.c, nd-random.c, oracles.c, utils.c: Move into src directory. * CMakeLists.txt: Set include as include directory. Look for source files inside src directory.
Diffstat (limited to 'gaussian-nd-random.c')
-rw-r--r--gaussian-nd-random.c51
1 files changed, 0 insertions, 51 deletions
diff --git a/gaussian-nd-random.c b/gaussian-nd-random.c
deleted file mode 100644
index 16abc94..0000000
--- a/gaussian-nd-random.c
+++ /dev/null
@@ -1,51 +0,0 @@
-#include <gsl/gsl_blas.h>
-#include <gsl/gsl_randist.h>
-#include <gsl/gsl_sf_gamma.h>
-#include "nd-random.h"
-#include "utils.h"
-
-#define INTEGRATION_EPSABS 1e-3
-#define INTEGRATION_EPSREL 1e-3
-
-unsigned int shifted_gaussian_random_vector
-(const gsl_rng* r, const gsl_vector* mean, double theta_max, double standard_deviation, gsl_vector* x)
-{
- for (int i=0; i<x->size; i++)
- gsl_vector_set(x, i, gsl_ran_gaussian(r, standard_deviation));
- gsl_vector_add(x, mean);
- gsl_blas_dscal(1/gsl_blas_dnrm2(x), x);
- if (angle_between_vectors(x, mean) > theta_max)
- return 1 + shifted_gaussian_random_vector(r, mean, theta_max, standard_deviation, x);
- else return 1;
-}
-
-double shifted_gaussian_pdf (double theta, double mean, double theta_max,
- double standard_deviation, unsigned int dimension, gsl_integration_workspace* w)
-{
- // NOTE: Due to the rejection sampling, the returned result is only
- // proportional to the actual PDF.
- if (theta > theta_max) return 0;
-
- double projection = mean*cos(theta);
- double integrand (double r, void* params)
- {
- return gsl_pow_uint(r, dimension - 1)
- * gaussian_pdf((r - projection) / standard_deviation);
- }
-
- gsl_function gsl_integrand = {&integrand};
- double result, error;
- /* gsl_integration_qagiu(&gsl_integrand, 0, INTEGRATION_EPSABS, INTEGRATION_EPSREL, */
- /* w->limit, w, &result, &error); */
- double rmax = 0.5 * (projection + sqrt(gsl_pow_2(projection) + 4*(dimension-1)*gsl_pow_2(standard_deviation)));
- double halfwidth = 3 * standard_deviation;
- gsl_integration_qag(&gsl_integrand,
- rmax - halfwidth < 0 ? 0 : rmax - halfwidth,
- rmax + halfwidth,
- INTEGRATION_EPSABS, INTEGRATION_EPSREL,
- w->limit, GSL_INTEG_GAUSS41, w, &result, &error);
- return result
- * gaussian_pdf(sqrt(gsl_pow_2(mean) - gsl_pow_2(projection)) / standard_deviation)
- / gsl_pow_uint(M_SQRT2*sqrt(M_PI), dimension - 2)
- / gsl_pow_uint(standard_deviation, dimension);
-}