nsmc - n-sphere Monte Carlo method

Age	Commit message (Collapse)	Author
2021-05-07	Add rtol? predicate.	Arun Isaac
	* src/utils.sc (rtol?): New function. * include/utils.h (rtol_p): Declare it.
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.
2021-03-16	Fix edge case when vectors around the nth canonical axis are required.	Arun Isaac
	* src/nd-random.sc (rotate-from-nth-canonical): Do nothing when vectors around the nth canonical axis are required.
2021-03-16	Implement simplified cone sampling algorithm.	Arun Isaac
	* src/nd-random.sc (hollow-cone-random-vector): Implement simplified algorithm that directly samples the surface of the sphere instead of sampling a disk and projecting it onto the surface.
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.
2021-02-26	Remove unused neval variable.	Arun Isaac
	* src/extent-sampling.sc (integral-per-direction): Remove neval from function arguments. (integral): Adjust integral-per-direction function call.
2021-02-24	Remove workaround for sph-sc negation bug.	Arun Isaac
	The bug has been fixed upstream. * src/integrands.sc (gaussian-integrand): Remove workaround for sph-sc negation bug.
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.
2021-02-23	Implement uniform-true-volume without log.	Arun Isaac
	Logarithmic functions trip up when their parameter is 0. * src/oracles.sc (uniform-true-volume): Implement without log.
2021-02-23	Rename function scope params argument to avoid name conflict.	Arun Isaac
	* src/oracles.sc (bernoulli-extent-oracle, bernoulli-true-volume, uniform-extent-oracle, uniform-true-volume, beta-extent-oracle, 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): Rename params argument to -params.
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	Remove unnecessary whitespace.	Arun Isaac
	* src/nd-random.sc (solid-angle->planar-angle): Remove unnecessary whitespace at the beginning of the line.
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.
2021-02-10	Remove unnecessary solver type variable.	Arun Isaac
	* src/utils.sc (with-root-fsolver): Rewrite without a temporary solver type variable.
2021-02-10	Fix collision between solver type and solver type variable.	Arun Isaac
	* src/utils.sc (with-root-fsolver): Fix collision between solver type and solver type variable.
2021-02-10	Declare planar, solid angle conversion functions as public.	Arun Isaac
	* src/nd-random.sc (planar-angle->solid-angle, solid-angle->planar-angle): Declare these to be a part of the public interface of the module.
2021-02-05	Use let* instead of declare and set.	Arun Isaac
	* src/macros/macros.sc (with-alloc): Use let* instead of declare and set.
2021-02-05	Replace underscores in identifiers with hyphens.	Arun Isaac
	* src/utils.sc (angle-between-vectors, gaussian-cdf, bisection, bisection-rlimit): Replace underscores in identifiers with hyphens.
2021-02-05	Migrate C source to SC.	Arun Isaac
	sph-sc is a scheme-like S-expression syntax for C. It elements much of the pain and repetition involved in writing C syntax. * src/extent-sampling.c, src/gaussian-nd-random.c, src/nd-random.c, src/oracles.c, src/utils.c: Delete files. * src/extent-sampling.sc, src/gaussian-nd-random.sc, src/macros/macros.sc, src/nd-random.sc, src/oracles.sc, src/utils.sc: New files. * CMakeLists.txt: Generate C source files from SC source files.
2021-02-05	Declare infinity_norm as static.	Arun Isaac
	* src/oracles.c (infinity_norm): Declare as static.
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.