dynare/dynare++/tl/cc/tensor.cweb

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@q $Id: tensor.cweb 429 2005-08-16 15:20:09Z kamenik $ @>
@q Copyright 2004, Ondra Kamenik @>
@ Start of {\tt tensor.cpp} file.
@c
#include "tensor.h"
#include "tl_exception.h"
#include "tl_static.h"
@<|Tensor| static methods@>;
@<|Tensor::noverseq_ip| static method@>;
@<|UTensor::increment| code 1@>;
@<|UTensor::decrement| code 1@>;
@<|UTensor::increment| code 2@>;
@<|UTensor::decrement| code 2@>;
@<|UTensor::getOffset| code 1@>;
@<|UTensor::getOffset| code 2@>;
@<|FTensor::decrement| code@>;
@<|FTensor::getOffsetRecurse| code@>;
@ Here we implement calculation of $\pmatrix{n\cr k}$ where $n-k$ is
usually bigger than $k$.
Also we implement $a^b$.
@<|Tensor| static methods@>=
int Tensor::noverk(int n, int k)
{
return tls.ptriang->noverk(n,k);
}
@#
int Tensor::power(int a, int b)
{
int res = 1;
for (int i = 0; i < b; i++)
res *= a;
return res;
}
@ Here we calculate a generalized combination number
$\left(\matrix{a\cr b_1,\ldots,b_n}\right)$, where $a=b_1+\ldots+
b_n$. We use the identity
$$\left(\matrix{a\cr b_1,\ldots,b_n}\right)=\left(\matrix{b_1+b_2\cr b_1}\right)\cdot
\left(\matrix{a\cr b_1+b_2,b_3,\ldots,b_n}\right)$$
This number is exactly a number of unfolded indices corresponding to
one folded index, where the sequence $b_1,\ldots,b_n$ is the symmetry
of the index.
@<|Tensor::noverseq_ip| static method@>=
int Tensor::noverseq_ip(IntSequence& s)
{
if (s.size() == 0 || s.size() == 1)
return 1;
s[1] += s[0];
return noverk(s[1],s[0]) * noverseq(IntSequence(s, 1, s.size()));
}
@ Here we increment a given sequence within full symmetry given by
|nv|, which is number of variables in each dimension. The underlying
tensor is unfolded, so we increase the rightmost by one, and if it is
|nv| we zero it and increase the next one to the left.
@<|UTensor::increment| code 1@>=
void UTensor::increment(IntSequence& v, int nv)
{
if (v.size() == 0)
return;
int i = v.size()-1;
v[i]++;
while (i > 0 && v[i] == nv) {
v[i] = 0;
v[--i]++;
}
}
@ This is dual to |UTensor::increment(IntSequence& v, int nv)|.
@<|UTensor::decrement| code 1@>=
void UTensor::decrement(IntSequence& v, int nv)
{
if (v.size() == 0)
return;
int i = v.size()-1;
v[i]--;
while (i > 0 && v[i] == -1) {
v[i] = nv -1;
v[--i]--;
}
}
@ Here we increment index for general symmetry for unfolded
storage. The sequence |nvmx| assigns for each coordinate a number of
variables. Since the storage is unfolded, we do not need information
about what variables are symmetric, everything necessary is given by
|nvmx|.
@<|UTensor::increment| code 2@>=
void UTensor::increment(IntSequence& v, const IntSequence& nvmx)
{
if (v.size() == 0)
return;
int i = v.size()-1;
v[i]++;
while (i > 0 && v[i] == nvmx[i]) {
v[i] = 0;
v[--i]++;
}
}
@ This is a dual code to |UTensor::increment(IntSequence& v, const
IntSequence& nvmx)|.
@<|UTensor::decrement| code 2@>=
void UTensor::decrement(IntSequence& v, const IntSequence& nvmx)
{
if (v.size() == 0)
return;
int i = v.size()-1;
v[i]--;
while (i > 0 && v[i] == -1) {
v[i] = nvmx[i] -1;
v[--i]--;
}
}
@ Here we return an offset for a given coordinates of unfolded full
symmetry tensor. This is easy.
@<|UTensor::getOffset| code 1@>=
int UTensor::getOffset(const IntSequence& v, int nv)
{
int pow = 1;
int res = 0;
for (int i = v.size()-1; i >= 0; i--) {
res += v[i]*pow;
pow *= nv;
}
return res;
}
@ Also easy.
@<|UTensor::getOffset| code 2@>=
int UTensor::getOffset(const IntSequence& v, const IntSequence& nvmx)
{
int pow = 1;
int res = 0;
for (int i = v.size()-1; i >= 0; i--) {
res += v[i]*pow;
pow *= nvmx[i];
}
return res;
}
@ Decrementing of coordinates of folded index is not that easy. Note
that if a trailing part of coordinates is $(b, a, a, a)$ (for
instance) with $b<a$, then a preceding coordinates are $(b, a-1, n-1,
n-1)$, where $n$ is a number of variables |nv|. So we find the left
most element which is equal to the last element, decrease it by one,
and then set all elements to the right to $n-1$.
@<|FTensor::decrement| code@>=
void FTensor::decrement(IntSequence& v, int nv)
{
int i = v.size()-1;
while (i > 0 && v[i-1]==v[i])
i--;
v[i]--;
for (int j = i+1; j < v.size(); j++)
v[j] = nv-1;
}
@ This calculates order of the given index of our ordering of
indices. In order to understand how it works, let us take number of
variables $n$ and dimension $k$, and write down all the possible
combinations of indices in our ordering. For example for $n=4$ and
$k=3$, the sequence looks as:
\def\tr#1#2#3{\hbox{\rlap{#1}\hskip 0.7em\rlap{#2}\hskip 0.7em\rlap{#3}\hskip 0.7em}}
\halign{\tabskip=3em \hskip2cm #&#&#&#\cr
\tr 000 &\tr 111 &\tr 222 &\tr 333\cr
\tr 001 &\tr 112 &\tr 223 \cr
\tr 002 &\tr 113 &\tr 233 \cr
\tr 003 &\tr 122 \cr
\tr 011 &\tr 123\cr
\tr 012 &\tr 133\cr
\tr 013\cr
\tr 022\cr
\tr 023\cr
\tr 033\cr
}
Now observe, that a number of sequences starting with zero is the same
as total number of sequences with the same number of variables but
with dimension minus one. More generally, if $S_{n,k}$ denotes number
of indices of $n$ variables and dimension $k$, then the number of
indices beginning with $m$ is exactly $S_{n-m,k-1}$. This is because $m$
can be subtracted from all items, and we obtain sequence of indices of
$n-m$ variables. So we have formula:
$$S_{n,k}=S_{n,k-1}+S_{n-1,k-1}+\ldots+S_{1,k-1}$$
Now it is easy to calculate offset of index of the form
$(m,\ldots,m)$. It is a sum of all above it, this is
$S_{n,k-1}+\ldots+S_{n-m,k-1}$. We know that $S_{n,k}=\pmatrix{n+k-1\cr
k}$. Using above formula, we can calculate offset of $(m,\ldots,m)$ as
$$\pmatrix{n+k-1\cr k}-\pmatrix{n-m+k-1\cr k}$$
The offset of general index $(m_1,m_2,\ldots,m_k)$ is calculated
recursively, since it is offset of $(m_1,\ldots,m_1)$ for $n$
variables plus offset of $(m_2-m_1,m_3-m_1,\ldots,m_k-m_1)$ for
$n-m_1$ variables.
@<|FTensor::getOffsetRecurse| code@>=
int FTensor::getOffsetRecurse(IntSequence& v, int nv)
{
if (v.size() == 0) return 0;
int prefix = v.getPrefixLength();
int m = v[0];
int k = v.size();
int s1 = noverk(nv+k-1,k) - noverk(nv-m+k-1,k);
IntSequence subv(v, prefix, k);
subv.add(-m);
int s2 = getOffsetRecurse(subv, nv-m);
return s1+s2;
}
@ End of {\tt tensor.cpp} file.