nsmc - n-sphere Monte Carlo method

Age	Commit message (Collapse)	Author
2021-06-30	Support sampling in sphere.	Arun Isaac
	* src/nd-random.sc (random-vector-in-sphere): New function. * include/nd-random.h (random_vector_in_sphere): Declare it.
2021-05-07	Treat extent oracles and integrands as const arguments.	Arun Isaac
	* include/extent-sampling.h (volume, volume_cone, volume_importance, integral): Pass extent oracle and integrand as const arguments. * src/extent-sampling.sc (volume, volume_cone, volume_importance, integral, integral-per-direction): Likewise.
2021-05-07	Add rtol? predicate.	Arun Isaac
	* src/utils.sc (rtol?): New function. * include/utils.h (rtol_p): Declare it.
2021-05-07	Declare polynomial_integrand_params member as const.	Arun Isaac
	* include/integrands.h (polynomial_integrand_params): Declare coefficients member as const.
2021-04-20	Do not return volume or integral estimate.	Arun Isaac
	We are already passing in the true volume or integral, and checking that the estimate is within the required tolerance. What is the point in returning the estimate to the caller. * include/extent-sampling.h (volume, integral): Return nothing. * src/extent-sampling.sc (volume, integral): Return nothing. * scm/nsmc/wrap.scm (volume, integral): Accept no return value from C function.
2021-04-20	Return the first accurate estimate.	Arun Isaac
	* include/extent-sampling.h (volume_window): Delete function. * src/extent-sampling.sc (integral, volume): Return the first accurate estimate. (volume-window): Delete function. * scm/nsmc/wrap.scm (volume-window): Delete function.
2021-04-08	Rename volume-experiment to volume-importance.	Arun Isaac
	* src/extent-sampling.sc, include/extent-sampling.h (volume-experiment): Rename to volume-importance.
2021-03-16	Deal in solid angle fractions, not absolute solid angles.	Arun Isaac
	* src/extent-sampling.sc (volume-cone): Use solid-angle-fraction->planar-angle instead of solid-angle->planar-angle. * src/nd-random.sc (planar-angle->solid-angle): Rename to planar-angle->solid-angle-fraction and return a solid angle fraction. (solid-angle->planar-angle): Rename to solid-angle-fraction->planar-angle and accept a solid angle fraction. (hollow-cone-random-vector): Use planar-angle->solid-angle-fraction instead of planar-angle->solid-angle. (beta-inc-unnormalized, incomplete-wallis-integral): Delete functions. * include/nd-random.h (planar_angle_to_solid_angle): Rename to planar_angle_to_solid_angle_fraction. (solid_angle_to_planar_angle): Rename to solid_angle_fraction_to_planar_angle. * scm/nsmc/wrap.scm (planar-angle->solid-angle): Rename to planar-angle->solid-angle-fraction.
2021-02-26	Add copyright and license headers for all files.	Arun Isaac
	* include/extent-sampling.h, include/gaussian-nd-random.h, include/integrands.h, include/nd-random.h, include/oracles.h, include/utils.h, src/extent-sampling.sc, src/gaussian-nd-random.sc, src/integrands.sc, src/macros/macros.sc, src/nd-random.sc, src/oracles.sc, src/utils.sc, CMakeLists.txt, pre-inst-env.in: Add copyright and license headers.
2021-02-26	Rename subsampling-random-vector to cone-random-vector.	Arun Isaac
	* scm/nsmc/wrap.scm: (subsampling-random-vector): Rename to cone-random-vector. * src/nd-random.sc (subsampling-random-vector): Rename to cone-random-vector. * include/nd-random.h (subsampling_random_vector): Rename to cone_random_vector.
2021-02-23	Implement the lower incomplete gamma function as a scheme wrapper.	Arun Isaac
	With this change, the wrapper around the gsl lower incomplete gamma function is directly in scheme. Earlier, there was one layer of wrapping in C which needed to be wrapped again in scheme. * include/utils.h (lower_incomplete_gamma): Delete function. * src/utils.sc (lower-incomplete-gamma): Delete function. * scm/extent-sampling/wrap.scm (lower-incomplete-gamma): New function.
2021-02-23	Provide test integrals.	Arun Isaac
	* include/integrands.h, src/integrands.sc: New files.
2021-02-23	Redefine integrand_t as a struct.	Arun Isaac
	This change will make it easier for the scheme wrapper to curry integrands. * include/extent-sampling.h (integrand_t): Redefine type as struct. (integral): Pass pointer to integrand_t. * src/extent-sampling.sc (integral-per-direction, integral): Handle new integrand-t type. (invoke-integrand): New sc macro.
2021-02-11	Pass extent-oracle-t as pointer.	Arun Isaac
	* include/extent-sampling.h (volume, volume_window, integral, volume_cone, volume_experiment): Pass extent_oracle_t as pointer. * src/extent-sampling.sc: Likewise.
2021-02-11	Change extent oracle and true volume prototypes.	Arun Isaac
	This change will make it easier for the scheme wrapper to curry extent oracles. * include/extent-sampling.h (extent_oracle_t): Define as a struct that bundles the parameters required by the actual extent oracle. * include/oracles.h (bernoulli_params, uniform_params, beta_params, cube_params, ellipsoid_params, spheroid_params): New types. (bernoulli_extent_generator, uniform_extent_generator, beta_extent_generator): Rename to bernoulli_extent_oracle, uniform_extent_oracle, beta_extent_oracle respectively and change to the new extent oracle prototype. (bernoulli_true_volume, uniform_true_volume, beta_true_volume, cube_extent_oracle, cube_extent_oracle_with_center, cube_true_volume, ellipsoid_extent_oracle, ellipsoid_true_volume, spheroid_extent_oracle, spheroid_true_volume): Change to new extent oracle and true volume prototypes. * src/oracles.sc: Likewise. * src/extent-sampling.sc (invoke-extent-oracle): New macro. (volume, volume-window, integral, volume-cone): Call using new extent oracle prototype.
2021-02-11	Include gsl_vector.h instead of gsl_blas.h.	Arun Isaac
	* include/oracles.h: Include gsl_vector.h instead of gsl_blas.h.
2021-02-11	Remove cube maximum extent function.	Arun Isaac
	We are not using maximum extent functions anymore. * src/oracles.sc (cube-maximum-extent): Delete function. * include/oracles.h (cube-maximum-extent): Delete function declaration.
2021-02-05	Remove unused geometric progression functions.	Arun Isaac
	* include/utils.h (gprate, gpterm): Delete function prototype declarations. * src/utils.c (gprate, gpterm): Delete functions.
2021-02-05	Remove unused extent oracles.	Arun Isaac
	* include/oracles.c (symmetric_spiral_extent_oracle, right_triangle_extent_oracle, right_triangle_true_volume, sphere_extent_oracle, sphere_maximum_extent, plane_extent_oracle): Delete function prototype declarations. * src/oracles.c (symmetric_spiral_extent_oracle, right_triangle_extent_oracle, right_triangle_true_volume, sphere_extent_oracle, sphere_maximum_extent, plane_extent_oracle): Delete functions.
2021-02-03	Move source files and headers to separate directories.	Arun Isaac
	* 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.