/* * Copyright © 2005 Ondra Kamenik * Copyright © 2019 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ #include "smolyak.hh" #include "symmetry.hh" #include #include /* This constructs a beginning of ‘isum’ summand in ‘smolq’. We must be careful here, since ‘isum’ can be past-the-end, so no reference to vectors in ‘smolq’ by ‘isum’ must be done in this case. */ smolpit::smolpit(const SmolyakQuadrature &q, unsigned int isum) : smolq(q), isummand(isum), jseq(q.dimen(), 0), sig{q.dimen()}, p{q.dimen()} { if (isummand < q.numSummands()) setPointAndWeight(); } bool smolpit::operator==(const smolpit &spit) const { return &smolq == &spit.smolq && isummand == spit.isummand && jseq == spit.jseq; } /* We first try to increase index within the current summand. If we are at maximum, we go to a subsequent summand. Note that in this case all indices in ‘jseq’ will be zero, so no change is needed. */ smolpit & smolpit::operator++() { const IntSequence &levpts = smolq.levpoints[isummand]; int i = smolq.dimen()-1; jseq[i]++; while (i >= 0 && jseq[i] == levpts[i]) { jseq[i] = 0; i--; if (i >= 0) jseq[i]++; } sig.signalAfter(std::max(i, 0)); if (i < 0) isummand++; if (isummand < smolq.numSummands()) setPointAndWeight(); return *this; } /* Here we set the point coordinates according to ‘jseq’ and ‘isummand’. Also the weight is set here. */ void smolpit::setPointAndWeight() { // todo: raise if isummand ≥ smolq.numSummands() int l = smolq.level; int d = smolq.dimen(); int sumk = (smolq.levels[isummand]).sum(); int m1exp = l + d - sumk - 1; w = (2*(m1exp/2) == m1exp) ? 1.0 : -1.0; w *= PascalTriangle::noverk(d-1, sumk-l); for (int i = 0; i < d; i++) { int ki = (smolq.levels[isummand])[i]; p[i] = (smolq.uquad).point(ki, jseq[i]); w *= (smolq.uquad).weight(ki, jseq[i]); } } /* Debug print. */ void smolpit::print() const { auto ff = std::cout.flags(); std::cout << "isum=" << std::left << std::setw(3) << isummand << std::right << ": ["; for (int i = 0; i < smolq.dimen(); i++) std::cout << std::setw(2) << (smolq.levels[isummand])[i] << ' '; std::cout << "] j=["; for (int i = 0; i < smolq.dimen(); i++) std::cout << std::setw(2) << jseq[i] << ' '; std::cout << std::showpos << std::fixed << std::setprecision(3) << "] " << std::setw(4) << w << "*("; for (int i = 0; i < smolq.dimen()-1; i++) std::cout << std::setw(4) << p[i] << ' '; std::cout << std::setw(4) << p[smolq.dimen()-1] << ')' << std::endl; std::cout.flags(ff); } /* Here is the constructor of SmolyakQuadrature. We have to setup ‘levels’, ‘levpoints’ and ‘cumevals’. We have to go through all d-dimensional sequences k, such that l≤|k|≤l+d−1 and all kᵢ are positive integers. This is equivalent to going through all k such that l−d≤|k|≤l−1 and all kᵢ are non-negative integers. This is equivalent to going through d+1 dimensional sequences (k,x) such that |(k,x)|=l−1 and x=0,…,d−1. The resulting sequence of positive integers is obtained by adding 1 to all kᵢ. */ SmolyakQuadrature::SmolyakQuadrature(int d, int l, const OneDQuadrature &uq) : QuadratureImpl(d), level(l), uquad(uq) { // TODO: check l>1, l≥d // TODO: check l≥uquad.miLevel(), l≤uquad.maxLevel() int cum = 0; for (const auto &si : SymmetrySet(l-1, d+1)) { if (si[d] <= d-1) { IntSequence lev(si, 0, d); lev.add(1); levels.push_back(lev); IntSequence levpts(d); for (int i = 0; i < d; i++) levpts[i] = uquad.numPoints(lev[i]); levpoints.push_back(levpts); cum += levpts.mult(); cumevals.push_back(cum); } } } /* Here we return a number of evalutions of the quadrature for the given level. If the given level is the current one, we simply return the maximum cumulative number of evaluations. Otherwise we call costly calcNumEvaluations() method. */ int SmolyakQuadrature::numEvals(int l) const { if (l != level) return calcNumEvaluations(l); else return cumevals[numSummands()-1]; } /* This divides all the evaluations to ‘tn’ approximately equal groups, and returns the beginning of the specified group ‘ti’. The granularity of divisions are summands as listed by ‘levels’. */ smolpit SmolyakQuadrature::begin(int ti, int tn, int l) const { // TODO: raise is level≠l if (ti == tn) return smolpit(*this, numSummands()); int totevals = cumevals[numSummands()-1]; int evals = (totevals*ti)/tn; unsigned int isum = 0; while (isum+1 < numSummands() && cumevals[isum+1] < evals) isum++; return smolpit(*this, isum); } /* This is the same in a structure as SmolyakQuadrature constructor. We have to go through all summands and calculate a number of evaluations in each summand. */ int SmolyakQuadrature::calcNumEvaluations(int lev) const { int cum = 0; for (const auto &si : SymmetrySet(lev-1, dim+1)) { if (si[dim] <= dim-1) { IntSequence lev(si, 0, dim); lev.add(1); IntSequence levpts(dim); for (int i = 0; i < dim; i++) levpts[i] = uquad.numPoints(lev[i]); cum += levpts.mult(); } } return cum; } /* This returns a maximum level such that the number of evaluations is less than the given number. */ void SmolyakQuadrature::designLevelForEvals(int max_evals, int &lev, int &evals) const { int last_evals; evals = 1; lev = 1; do { lev++; last_evals = evals; evals = calcNumEvaluations(lev); } while (lev < uquad.numLevels() && evals <= max_evals); lev--; evals = last_evals; }