aboutsummaryrefslogtreecommitdiff
path: root/src/nd-random.sc
blob: 3d96113d9bc1a138fe4a4314c902a08b69412c92 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
(pre-include "math.h")
(pre-include "gsl/gsl_blas.h")
(pre-include "gsl/gsl_randist.h")
(pre-include "gsl/gsl_sf_gamma.h")
(pre-include "gsl/gsl_vector.h")
(pre-include "utils.h")

(define (random-direction-vector r x)
  (void (const gsl-rng*) gsl-vector*)
  "Generate a random vector distributed uniformly on the unit
sphere. Write the result to X."
  (gsl-ran-dir-nd r (: x size) (: x data)))

(define (rotate-from-nth-canonical x orient)
  ((static void) gsl-vector* (const gsl-vector*))
  (let* ((n size-t (: x size))
         (xn double (gsl-vector-get x (- n 1)))
         (mun double (gsl-vector-get orient (- n 1)))
         (orient-sub gsl-vector-const-view
                     (gsl-vector-const-subvector orient 0 (- n 1)))
         (b double (gsl-blas-dnrm2 (address-of (struct-get orient-sub vector))))
         (a double (/ (- (dot-product orient x)
                         (* xn mun))
                      b))
         (s double (sqrt (- 1 (gsl-pow-2 mun)))))
    (gsl-blas-daxpy (/ (+ (* xn s)
                          (* a (- mun 1)))
                       b)
                    orient
                    x)
    (gsl-vector-set x
                    (- n 1)
                    (+ (gsl-vector-get x (- n 1))
                       (* xn (- mun 1))
                       (- (* a s))
                       (- (/ (* mun (+ (* xn s)
                                       (* a (- mun 1))))
                             b))))))

(define (beta-inc-unnormalized a b x) ((static double) double double double)
  (return (* (gsl-sf-beta-inc a b x)
             (gsl-sf-beta a b))))

(define (incomplete-wallis-integral theta m) ((static double) double (unsigned int))
  "Return the incomplete Wallis integral \\int_0^\\theta \\sin^m x
dx. THETA should be in [0,pi]."
  (cond
   ((or (< theta 0) (> theta M-PI))
    (GSL-ERROR "Incomplete Wallis integral only allows theta in [0,pi]" GSL-EDOM))
   ((< theta M-PI-2)
    (return (/ (beta-inc-unnormalized (* 0.5 (+ m 1)) 0.5 (gsl-pow-2 (sin theta)))
               2)))
   (else
    (return (/ (+ (gsl-sf-beta (* 0.5 (+ m 1)) 0.5)
                  (beta-inc-unnormalized 0.5 (* 0.5 (+ m 1)) (gsl-pow-2 (cos theta))))
               2)))))

(define (planar-angle->solid-angle planar-angle dimension) ((static double) double (unsigned int))
  (return (/ (* 2
                (pow M-PI (* 0.5 (- dimension 1)))
                (incomplete-wallis-integral planar-angle (- dimension 2)))
             (gsl-sf-gamma (* 0.5 (- dimension 1))))))

(define (solid-angle->planar-angle solid-angle dimension) ((static double) double (unsigned int))
  (define (f planar-angle params) (double double void*)
    (return (- (planar-angle->solid-angle planar-angle dimension)
               solid-angle)))
  
  (declare gsl-f (struct-variable gsl-function (function (address-of f))))
  ;; TODO: Equality comparisons to floating point values may be
  ;; problematic. Fix it.
  (cond
   ((= solid-angle 0) (return 0))
   ((= solid-angle (surface-area-of-ball dimension)) (return M-PI))
   (else (return (bisection (address-of gsl-f) 0 M-PI)))))

;; TODO: There is an edge case when mean is the (n-1)th canonical
;; basis vector. Fix it.
(define (hollow-cone-random-vector r mean theta-min theta-max x)
  (void (const gsl-rng*) (const gsl-vector*) double double gsl-vector*)
  ;; Generate random vector around the nth canonical basis vector.
  (let* ((n size-t (: x size)))
    (gsl-ran-dir-nd r (- n 1) (: x data))
    (gsl-vector-scale x (* (cos theta-max)
                           (tan (solid-angle->planar-angle
                                 (gsl-ran-flat r
                                               (planar-angle->solid-angle theta-min n)
                                               (planar-angle->solid-angle theta-max n))
                                 n))))
    (gsl-vector-set x (- n 1) (cos theta-max)))
  (gsl-vector-scale x (/ 1 (gsl-blas-dnrm2 x)))

  ;; Rotate to arbitrary basis.
  (rotate-from-nth-canonical x mean))

(define (subsampling-random-vector r mean theta-max x)
  (void (const gsl-rng*) (const gsl-vector*) double gsl-vector*)
  (hollow-cone-random-vector r mean 0 theta-max x))