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author | Arun Isaac | 2021-02-03 19:40:10 +0530 |
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committer | Arun Isaac | 2021-02-03 19:40:10 +0530 |
commit | 983f091af7849f259366f641b438ac1fee3df940 (patch) | |
tree | fd42196b6031638fd906afd8acbc5c26e34ce305 /nd-random.c | |
parent | 707afdfe66dd9c931af77e4ff73186fd89ed27fd (diff) | |
download | nsmc-983f091af7849f259366f641b438ac1fee3df940.tar.gz nsmc-983f091af7849f259366f641b438ac1fee3df940.tar.lz nsmc-983f091af7849f259366f641b438ac1fee3df940.zip |
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.c | 101 |
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); -} |