Rename project to nsmc.

1 files changed, 365 insertions, 0 deletions

diff --git a/scm/nsmc/wrap.scm b/scm/nsmc/wrap.scm
new file mode 100644
index 0000000..e6d9a47
--- /dev/null
+++ b/scm/nsmc/wrap.scm
@@ -0,0 +1,365 @@
+(define-module (nsmc wrap)
+  #:use-module (srfi srfi-1)
+  #:use-module (srfi srfi-26)
+  #:use-module (ice-9 match)
+  #:use-module (system foreign))
+
+(include "load-libs.scm")
+
+(define (make-gsl-alloc allocator-name allocator-args freer-name)
+  (lambda args
+    (let ((obj
+           (apply (pointer->procedure
+                   '* (dynamic-func allocator-name lib-gsl) allocator-args)
+                  args)))
+      (set-pointer-finalizer! obj (dynamic-func freer-name lib-gsl))
+      obj)))
+
+(define-public pi
+  ((pointer->procedure double
+                       (dynamic-func "pi" lib-nsmc)
+                       (list))))
+
+(define-public volume-of-ball
+  (pointer->procedure double
+                      (dynamic-func "volume_of_ball" lib-nsmc)
+                      (list int)))
+
+(define-public surface-area-of-ball
+  (pointer->procedure double
+                      (dynamic-func "surface_area_of_ball" lib-nsmc)
+                      (list int)))
+
+(define-public (lower-incomplete-gamma s x)
+  (* ((pointer->procedure double
+                          (dynamic-func "gsl_sf_gamma" lib-gsl)
+                          (list double))
+      s)
+     ((pointer->procedure double
+                          (dynamic-func "gsl_sf_gamma_inc_P" lib-gsl)
+                          (list double double))
+      s x)))
+
+(define-public angle-between-vectors
+  (pointer->procedure double
+                      (dynamic-func "angle_between_vectors" lib-nsmc)
+                      (list '* '*)))
+
+(define-public planar-angle->solid-angle
+  (pointer->procedure double
+                      (dynamic-func "planar_angle_to_solid_angle" lib-nsmc)
+                      (list double int)))
+
+;; Random state
+
+(define %gsl-random-state
+  ((make-gsl-alloc "gsl_rng_alloc" (list '*) "gsl_rng_free")
+   (dereference-pointer
+    (dynamic-pointer "gsl_rng_default" lib-gsl))))
+
+(define-public (set-gsl-random-state! seed)
+  ((pointer->procedure void
+                       (dynamic-func "gsl_rng_set" lib-gsl)
+                       (list '* unsigned-long))
+   %gsl-random-state seed))
+
+(define-public random-flat
+  (cut (pointer->procedure double
+                           (dynamic-func "gsl_ran_flat" lib-gsl)
+                           (list '* double double))
+    %gsl-random-state <> <>))
+
+;; Vector functions
+
+(define vector-alloc
+  (make-gsl-alloc "gsl_vector_alloc" (list int) "gsl_vector_free"))
+
+(define-public (vector-size vector)
+  (match (parse-c-struct vector
+                         (list size_t size_t '* '* int))
+    ((size _ _ _ _) size)))
+
+(define-public (vector-scale! vector k)
+  "Scale VECTOR by a factor K."
+  ((pointer->procedure int
+                       (dynamic-func "gsl_vector_scale" lib-gsl)
+                       (list '* double))
+   vector k)
+  vector)
+
+(define-public (vector-norm2 vector)
+  ((pointer->procedure double
+                       (dynamic-func "gsl_blas_dnrm2" lib-gsl)
+                       (list '*))
+   vector))
+
+(define-public (vector-add! u v)
+  "Return the vector sum of vectors U and V. The sum is stored in U."
+  ((pointer->procedure int
+                       (dynamic-func "gsl_vector_add" lib-gsl)
+                       (list '* '*))
+   u v)
+  u)
+
+(define-public (basis n dimension)
+  "Return the basis vector in the Nth canonical direction."
+  (let ((vector (vector-alloc dimension)))
+    ((pointer->procedure void
+                         (dynamic-func "gsl_vector_set_basis" lib-gsl)
+                         (list '* int))
+     vector n)
+    vector))
+
+;; Histogram functions
+
+(define histogram-struct
+  (list size_t '* '*))
+
+(define (histogram-alloc bins min max)
+  (let ((histogram
+         ((make-gsl-alloc "gsl_histogram_alloc" (list size_t) "gsl_histogram_free")
+          bins)))
+    ((pointer->procedure int
+                         (dynamic-func "gsl_histogram_set_ranges_uniform" lib-gsl)
+                         (list '* double double))
+     histogram min max)
+    histogram))
+
+(define-public (histogram->points histogram)
+  (match (parse-c-struct histogram histogram-struct)
+    ((n range bin)
+     (let ((range (array->list (pointer->bytevector range (1+ n) 0 'f64))))
+       (map cons
+            (drop-right range 1)
+            (array->list (pointer->bytevector bin n 0 'f64)))))))
+
+(define-public (histogram->pdf histogram)
+  (match (parse-c-struct histogram histogram-struct)
+    ((n range bin)
+     (let ((range (pointer->bytevector range (1+ n) 0 'f64)))
+       ((pointer->procedure int
+                            (dynamic-func "gsl_histogram_scale" lib-nsmc)
+                            (list '* double))
+        histogram
+        (/ n
+           (- (array-ref range n)
+              (array-ref range 0))
+           (fold + 0 (array->list (pointer->bytevector bin n 0 'f64)))))
+       histogram))))
+
+(define-public (rhistogram bins min max)
+  (case-lambda
+    (() (histogram-alloc bins min max))
+    ((histogram) histogram)
+    ((histogram input)
+     ((pointer->procedure int
+                          (dynamic-func "gsl_histogram_increment" lib-nsmc)
+                          (list '* double))
+      histogram input)
+     histogram)))
+
+;; Running statistics
+
+(define rstat-alloc
+  (make-gsl-alloc "gsl_rstat_alloc" (list) "gsl_rstat_free"))
+
+(define-public rstat-n
+  (pointer->procedure size_t
+                      (dynamic-func "gsl_rstat_n" lib-nsmc)
+                      (list '*)))
+
+;; Polynomial functions
+
+(define-public (polyval coefficients x)
+  ((pointer->procedure double
+                       (dynamic-func "gsl_poly_eval" lib-gsl)
+                       (list '* int double))
+   (bytevector->pointer (list->typed-array 'f64 1 coefficients))
+   (length coefficients)
+   x))
+
+;; nd-random
+
+(define-public (random-direction-vector dimension)
+  (let ((vector (vector-alloc dimension)))
+    ((pointer->procedure void
+                         (dynamic-func "random_direction_vector" lib-nsmc)
+                         (list '* '*))
+     %gsl-random-state vector)
+    vector))
+
+(define-public (subsampling-random-vector mean max-theta)
+  (let ((vector (vector-alloc (vector-size mean))))
+    ((pointer->procedure void
+                         (dynamic-func "subsampling_random_vector" lib-nsmc)
+                         (list '* '* double '*))
+     %gsl-random-state mean max-theta vector)
+    vector))
+
+(define-public (shifted-gaussian-random-vector mean max-theta standard-deviation)
+  (let* ((vector (vector-alloc (vector-size mean)))
+         (cost
+          ((pointer->procedure int
+                               (dynamic-func "shifted_gaussian_random_vector" lib-nsmc)
+                               (list '* '* double double '*))
+           %gsl-random-state mean max-theta standard-deviation vector)))
+    vector))
+
+(define-public (shifted-gaussian-random-vector-cost mean max-theta standard-deviation)
+  ((pointer->procedure int
+                         (dynamic-func "shifted_gaussian_random_vector" lib-nsmc)
+                         (list '* '* double double '*))
+   %gsl-random-state mean max-theta standard-deviation (vector-alloc (vector-size mean))))
+
+(define %integration-workspace
+  ((make-gsl-alloc "gsl_integration_workspace_alloc" (list size_t) "gsl_integration_workspace_free")
+   1000))
+
+(define-public (shifted-gaussian-pdf theta mean max-theta standard-deviation)
+  ((pointer->procedure double
+                       (dynamic-func "shifted_gaussian_pdf" lib-nsmc)
+                       (list double double double double unsigned-int '*))
+   theta (vector-norm2 mean) max-theta standard-deviation (vector-size mean) %integration-workspace))
+
+;; oracles
+
+(define (make-extent-oracle oracle params)
+  (make-c-struct (list '* '*)
+                 (list oracle params)))
+
+(define (make-bernoulli-params p r0 r1)
+  (make-c-struct (list double double double)
+                 (list p r0 r1)))
+
+(define-public (make-bernoulli-oracle p r0 r1)
+  (make-extent-oracle (dynamic-func "bernoulli_extent_oracle" lib-nsmc)
+                      (make-bernoulli-params p r0 r1)))
+
+(define (true-volume-procedure name)
+  (pointer->procedure double
+                      (dynamic-func name lib-nsmc)
+                      (list unsigned-int '*)))
+
+(define-public (bernoulli-true-volume p r0 r1 dimension)
+  ((true-volume-procedure "bernoulli_true_volume")
+   dimension (make-bernoulli-params p r0 r1)))
+
+(define (make-uniform-params a b)
+  (make-c-struct (list double double)
+                 (list a b)))
+
+(define-public (make-uniform-oracle a b)
+  (make-extent-oracle (dynamic-func "uniform_extent_oracle" lib-nsmc)
+                      (make-uniform-params a b)))
+
+(define-public (uniform-true-volume a b dimension)
+  ((true-volume-procedure "uniform_true_volume")
+   dimension (make-uniform-params a b)))
+
+(define (make-beta-params alpha beta)
+  (make-c-struct (list double double)
+                 (list alpha beta)))
+
+(define-public (make-beta-oracle alpha beta)
+  (make-extent-oracle (dynamic-func "beta_extent_oracle" lib-nsmc)
+                      (make-beta-params alpha beta)))
+
+(define-public (beta-true-volume alpha beta dimension)
+  ((true-volume-procedure "beta_true_volume")
+   dimension (make-beta-params alpha beta)))
+
+(define (make-cube-params edge)
+  (make-c-struct (list double) (list edge)))
+
+(define-public (make-cube-oracle edge)
+  (make-extent-oracle (dynamic-func "cube_extent_oracle" lib-nsmc)
+                      (make-cube-params edge)))
+
+(define-public (cube-true-volume edge dimension)
+  ((true-volume-procedure "cube_true_volume")
+   dimension (make-cube-params edge)))
+
+(define (make-spheroid-params eccentricity)
+  (make-c-struct (list double) (list eccentricity)))
+
+(define-public (make-spheroid-oracle eccentricity)
+  (make-extent-oracle (dynamic-func "spheroid_extent_oracle" lib-nsmc)
+                      (make-spheroid-params eccentricity)))
+
+(define-public (spheroid-true-volume eccentricity dimension)
+  ((true-volume-procedure "spheroid_true_volume")
+   dimension (make-spheroid-params eccentricity)))
+
+;; integrands
+
+(define (make-integrand integrand params)
+  (make-c-struct (list '* '*)
+                 (list integrand params)))
+
+(define-public (make-polynomial-integrand polynomial)
+  (make-integrand (dynamic-func "polynomial_integrand" lib-nsmc)
+                  (make-c-struct (list '* int)
+                                 (list (bytevector->pointer
+                                        (list->typed-array 'f64 1 polynomial))
+                                       (1- (length polynomial))))))
+
+(define-public gaussian-integrand
+  (make-integrand (dynamic-func "gaussian_integrand" lib-nsmc)
+                  %null-pointer))
+
+(define-public x-coordinate-integrand
+  (make-integrand (dynamic-func "x_coordinate_integrand" lib-nsmc)
+                  %null-pointer))
+
+;; extent-sampling
+
+(define maybe-procedure->extent-oracle
+  (match-lambda
+    ((? procedure? proc)
+     (make-extent-oracle
+      (procedure->pointer double
+                          (lambda (r x params)
+                            (proc r x))
+                          (list '* '* '*))
+      %null-pointer))
+    (extent-oracle extent-oracle)))
+
+(define maybe-procedure->integrand
+  (match-lambda
+    ((?  procedure? integrand)
+     (make-integrand
+      (procedure->pointer double
+                          (lambda (r x params)
+                            (integrand r x))
+                          (list double '* '*))
+      %null-pointer))
+    (integrand integrand)))
+
+(define-public (volume extent-oracle true-volume dimension rtol)
+  (let ((stats (rstat-alloc)))
+    ((pointer->procedure double
+                         (dynamic-func "volume" lib-nsmc)
+                         (list '* double '* unsigned-int double '*))
+     (maybe-procedure->extent-oracle extent-oracle)
+     true-volume %gsl-random-state dimension rtol stats)
+    (rstat-n stats)))
+
+(define-public (volume-window extent-oracle true-volume dimension rtol)
+  (let ((samples (make-c-struct (list unsigned-int) (list 0))))
+    ((pointer->procedure double
+                         (dynamic-func "volume_window" lib-nsmc)
+                         (list '* double '* unsigned-int double '*))
+     (maybe-procedure->extent-oracle extent-oracle)
+     true-volume %gsl-random-state dimension rtol samples)
+    (match (parse-c-struct samples (list unsigned-int))
+      ((samples) samples))))
+
+(define-public (integral integrand extent-oracle true-integral dimension rtol)
+  (let ((stats (rstat-alloc)))
+    ((pointer->procedure double
+                         (dynamic-func "integral" lib-nsmc)
+                         (list '* '* double '* unsigned-int double '*))
+     (maybe-procedure->integrand integrand)
+     (maybe-procedure->extent-oracle extent-oracle)
+     true-integral %gsl-random-state dimension rtol stats)
+    (rstat-n stats)))