#include #include #include #include #include #include #include #include #include #include "extent-sampling.h" #include "utils.h" #define DIMENSION_START 5 #define DIMENSION_STEP 5 #define DIMENSION_STOP 100 #define RTOLS 3 #define RTOL1 0.2 #define RTOL2 0.1 #define RTOL3 0.05 #define MAX_EXTENT 1.0 #define POLYNOMIAL_DEGREE 3 double poly_coeffs[POLYNOMIAL_DEGREE + 1] = {-0.09375, 0.6875, -1.5, 1}; typedef double (*true_integral_t) (unsigned int); gsl_rng* r; double uniform_oracle (const gsl_vector* x) { return gsl_ran_flat(r, 0, MAX_EXTENT); } double polynomial_integrand (double r, const gsl_vector* x) { return gsl_poly_eval(poly_coeffs, POLYNOMIAL_DEGREE + 1, r); } double polynomial_true_integral (unsigned int n) { double integrand[POLYNOMIAL_DEGREE + 1]; for (int k=0; k<=POLYNOMIAL_DEGREE; k++) integrand[k] = poly_coeffs[k]/(n + k)/(n + k + 1); return surface_area_of_ball(n) / MAX_EXTENT * gsl_pow_uint(MAX_EXTENT, n + 1) * gsl_poly_eval(integrand, POLYNOMIAL_DEGREE+1, MAX_EXTENT); } double gaussian_integrand (double r, const gsl_vector* x) { return exp(-gsl_pow_2(r)/2); } double gaussian_true_integral (unsigned int n) { return pow(2, 0.5*n - 1) * surface_area_of_ball(n) / MAX_EXTENT * (MAX_EXTENT*lower_incomplete_gamma(0.5*n, 0.5*gsl_pow_2(MAX_EXTENT)) - sqrt(2) * lower_incomplete_gamma(0.5*(n + 1), 0.5*gsl_pow_2(MAX_EXTENT))); } double x_coordinate_integrand (double r, const gsl_vector* x) { return fabs(r*gsl_vector_get(x, 0)); } double x_coordinate_true_integral (unsigned int n) { return surface_area_of_ball(n+3) / 2 / (n+2) / gsl_pow_2(M_PI) * gsl_pow_uint(MAX_EXTENT, n+1) / MAX_EXTENT; } void run_experiment (integrand_t integrand, extent_oracle_t oracle, true_integral_t true_integral, const char* filename_prefix) { gsl_rstat_workspace* stats = gsl_rstat_alloc(); printf("dimension\trtol=%g\trtol=%g\trtol=%g\n", RTOL1, RTOL2, RTOL3); double rtol[RTOLS] = {RTOL1, RTOL2, RTOL3}; FILE *fp[RTOLS]; for (int i=0; i