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authorArun Isaac2021-02-03 19:40:10 +0530
committerArun Isaac2021-02-03 19:40:10 +0530
commit983f091af7849f259366f641b438ac1fee3df940 (patch)
treefd42196b6031638fd906afd8acbc5c26e34ce305 /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 'nd-random.c')
-rw-r--r--nd-random.c101
1 files changed, 0 insertions, 101 deletions
diff --git a/nd-random.c b/nd-random.c
deleted file mode 100644
index 25abc7a..0000000
--- a/nd-random.c
+++ /dev/null
@@ -1,101 +0,0 @@
-#include <float.h>
-#include <math.h>
-#include <gsl/gsl_blas.h>
-#include <gsl/gsl_randist.h>
-#include <gsl/gsl_sf_gamma.h>
-#include "nd-random.h"
-#include "utils.h"
-
-static double beta_inc_unnormalized (double a, double b, double x);
-static double incomplete_wallis_integral (double theta, unsigned int m);
-
-void random_direction_vector (const gsl_rng* r, gsl_vector* x)
-{
- gsl_ran_dir_nd(r, x->size, x->data);
-}
-
-static void rotate_from_nth_canonical (gsl_vector* x, const gsl_vector* orient)
-{
- const size_t n = x->size;
- double xn = gsl_vector_get(x, n - 1);
- double mun = gsl_vector_get(orient, n - 1);
- gsl_vector_const_view orient_sub = gsl_vector_const_subvector(orient, 0, n - 1);
- double b = gsl_blas_dnrm2(&orient_sub.vector);
- double a = (dot_product(orient, x) - xn*mun) / b;
- double c = mun, s = sqrt(1 - gsl_pow_2(c));
- gsl_blas_daxpy((xn*s + a*(c - 1))/b, orient, x);
- gsl_vector_set(x, n - 1, gsl_vector_get(x, n - 1)
- + xn*(c - 1) - a*s
- - mun*(xn*s + a*(c - 1))/b);
-}
-
-/* TODO: There is an edge case when mean is the (n-1)th canonical
- basis vector. Fix it.
-*/
-void hollow_cone_random_vector (const gsl_rng* r, const gsl_vector* mean, double theta_min, double theta_max, gsl_vector* x)
-{
- unsigned int n = x->size;
- gsl_ran_dir_nd(r, n - 1, x->data);
-
- // Generate random vector around the nth canonical basis vector
- double omega_min = planar_angle_to_solid_angle(theta_min, n);
- double omega_max = planar_angle_to_solid_angle(theta_max, n);
- gsl_vector_scale(x, cos(theta_max) * tan(solid_angle_to_planar_angle(gsl_ran_flat(r, omega_min, omega_max), n)));
- gsl_vector_set(x, n - 1, cos(theta_max));
- gsl_vector_scale(x, 1.0/gsl_blas_dnrm2(x));
-
- // Rotate to arbitrary basis
- rotate_from_nth_canonical(x, mean);
-}
-
-void subsampling_random_vector (const gsl_rng* r, const gsl_vector* mean, double theta_max, gsl_vector* x)
-{
- hollow_cone_random_vector(r, mean, 0, theta_max, x);
-}
-
-static double beta_inc_unnormalized (double a, double b, double x)
-{
- return gsl_sf_beta_inc(a, b, x) * gsl_sf_beta(a, b);
-}
-
-static double incomplete_wallis_integral (double theta, unsigned int m)
-{
- /**
- @param theta 0 < theta < pi
- @param m
- @return \int_0^\theta \sin^m x dx
- **/
- if ((theta < 0) || (theta > M_PI))
- GSL_ERROR("Incomplete Wallis integral only allows theta in [0,pi]", GSL_EDOM);
- if (theta < M_PI_2)
- return 0.5 * beta_inc_unnormalized((m+1)/2.0, 0.5, gsl_pow_2(sin(theta)));
- else
- return 0.5 * (gsl_sf_beta((m+1)/2.0, 0.5) + beta_inc_unnormalized(0.5, (m+1)/2.0, gsl_pow_2(cos(theta))));
-}
-
-double planar_angle_to_solid_angle (double planar_angle, unsigned int dimension)
-{
- return 2 * pow(M_PI, (dimension - 1)/2.0)
- * incomplete_wallis_integral(planar_angle, dimension - 2)
- / gsl_sf_gamma((dimension - 1)/2.0);
-}
-
-double solid_angle_to_planar_angle (double solid_angle, unsigned int dimension)
-{
- double f (double planar_angle, void* params)
- {
- return planar_angle_to_solid_angle(planar_angle, dimension) - solid_angle;
- }
-
- gsl_function gsl_f = {&f};
- /* if (fabs(GSL_FN_EVAL(&gsl_f, 0))/surface_area_of_ball(dimension) < BISECTION_FUNCTION_EPSABS) */
- /* return 0; */
- /* else if (fabs(GSL_FN_EVAL(&gsl_f, M_PI))/surface_area_of_ball(dimension) < BISECTION_FUNCTION_EPSABS) */
- /* return M_PI; */
- /* else return bisection(&gsl_f, 0, M_PI); */
- if (solid_angle == 0)
- return 0;
- else if (solid_angle == surface_area_of_ball(dimension))
- return M_PI;
- else return bisection(&gsl_f, 0, M_PI);
-}