dynare/dynare++/tl/testing/monoms.cpp

492 lines
11 KiB
C++

/* $Id: monoms.cpp 148 2005-04-19 15:12:26Z kamenik $ */
/* Copyright 2004, Ondra Kamenik */
#include "monoms.h"
#include "tl_exception.h"
#include "fs_tensor.h"
#include <cstdlib>
#include <cmath>
#include <cstdio>
IntGenerator intgen;
void IntGenerator::init(int nf, int ny, int nv, int nw, int nu,
int mx, double prob)
{
maxim = mx;
probab = prob;
long int seed = nf;
seed = 256*seed + ny;
seed = 256*seed + nv;
seed = 256*seed + nw;
seed = 256*seed + nu;
srand48(seed);
}
int IntGenerator::get() const
{
double d = drand48();
int num_inter = (int)( ((double)2*maxim)/(1.0-probab));
int num_zero_inter = num_inter - 2*maxim;
if (d < ((double)num_zero_inter)/num_inter)
return 0;
return (int)(d*num_inter)-num_zero_inter-maxim;
}
Monom::Monom(int len)
: IntSequence(len)
{
for (int i = 0; i < len; i++)
operator[](i) = intgen.get();
}
Monom::Monom(int len, int item)
: IntSequence(len, item)
{
}
double Monom::deriv(const IntSequence& vars) const
{
double res = 1.0;
int first_same_i = 0;
for (int i = 0; i < vars.size(); i++) {
TL_RAISE_IF(vars[i] < 0 || vars[i] >= size(),
"Wrong variable index in Monom::deriv");
if (vars[i] != vars[first_same_i])
first_same_i = i;
int mult = operator[](vars[i]) - (i-first_same_i);
if (mult == 0)
return 0;
res *= mult;
}
return res;
}
void Monom::multiplyWith(int ex, const Monom& m)
{
TL_RAISE_IF(size() != m.size(),
"Wrong sizes of monoms in Monom::multiplyWith");
if (ex == 0)
return;
for (int i = 0; i < size(); i++)
operator[](i) += m[i]*ex;
}
void Monom::print() const
{
printf("[");
for (int i = 0; i < size(); i++)
printf("%3d", operator[](i));
printf("]");
}
Monom1Vector::Monom1Vector(int nxx, int l)
: nx(nxx), len(l), x(new Monom*[len])
{
for (int i = 0; i < len; i++) {
x[i] = new Monom(nx);
}
}
Monom1Vector::~Monom1Vector()
{
for (int i = 0; i < len; i++) {
delete x[i];
}
delete [] x;
}
void Monom1Vector::deriv(const IntSequence& c, Vector& out) const
{
TL_RAISE_IF(out.length() != len,
"Wrong length of output vector in Monom1Vector::deriv");
for (int i = 0; i < len; i++) {
out[i] = x[i]->deriv(c);
}
}
FGSTensor* Monom1Vector::deriv(int dim) const
{
FGSTensor* res =
new FGSTensor(len, TensorDimens(Symmetry(dim), IntSequence(1, nx)));
for (Tensor::index it = res->begin(); it != res->end(); ++it) {
Vector outcol(*res, *it);
deriv(it.getCoor(), outcol);
}
return res;
}
void Monom1Vector::print() const
{
printf("Variables: x(%d)\n", nx);
printf("Rows: %d\n", len);
for (int i = 0; i < len; i++) {
printf("%2d: ", i);
x[i]->print();
printf("\n");
}
}
Monom2Vector::Monom2Vector(int nyy, int nuu, int l)
: ny(nyy), nu(nuu), len(l), y(new Monom*[len]), u(new Monom*[len])
{
for (int i = 0; i < len; i++) {
y[i] = new Monom(ny);
u[i] = new Monom(nu);
}
}
Monom2Vector::Monom2Vector(const Monom1Vector& g, const Monom2Vector& xmon)
: ny(xmon.ny), nu(xmon.nu), len(g.len),
y(new Monom*[len]), u(new Monom*[len])
{
TL_RAISE_IF(xmon.len != g.nx,
"Wrong number of x's in Monom2Vector constructor");
for (int i = 0; i < len; i++) {
y[i] = new Monom(ny, 0);
u[i] = new Monom(nu, 0);
}
for (int i = 0; i < len; i++) {
// multiply from xmon
for (int j = 0; j < g.nx; j++) {
int ex = g.x[i]->operator[](j);
y[i]->multiplyWith(ex, *(xmon.y[j]));
u[i]->multiplyWith(ex, *(xmon.u[j]));
}
}
}
Monom2Vector::~Monom2Vector()
{
for (int i = 0; i < len; i++) {
delete y[i];
delete u[i];
}
delete [] y;
delete [] u;
}
void Monom2Vector::deriv(const Symmetry& s, const IntSequence& c,
Vector& out) const
{
TL_RAISE_IF(out.length() != len,
"Wrong length of output vector in Monom2Vector::deriv");
TL_RAISE_IF(s.num() != 2,
"Wrong symmetry for Monom2Vector::deriv");
TL_RAISE_IF(s.dimen() != c.size(),
"Incompatible symmetry and coordinates in Monom2Vector::deriv");
IntSequence cy(c, 0, s[0]);
IntSequence cu(c, s[0], s.dimen());
for (int i = 0; i < len; i++) {
out[i] = y[i]->deriv(cy) * u[i]->deriv(cu);
}
}
FGSTensor* Monom2Vector::deriv(const Symmetry& s) const
{
IntSequence nvs(2); nvs[0] = ny; nvs[1] = nu;
FGSTensor* t = new FGSTensor(len, TensorDimens(s, nvs));
for (Tensor::index it = t->begin(); it != t->end(); ++it) {
Vector col(*t, *it);
deriv(s, it.getCoor(), col);
}
return t;
}
FGSContainer* Monom2Vector::deriv(int maxdim) const
{
FGSContainer* res = new FGSContainer(2);
for (int dim = 1; dim <= maxdim; dim++) {
for (int ydim = 0; ydim <= dim; ydim++) {
int udim = dim - ydim;
Symmetry s(ydim, udim);
res->insert(deriv(s));
}
}
return res;
}
void Monom2Vector::print() const
{
printf("Variables: y(%d) u(%d)\n", ny, nu);
printf("Rows: %d\n", len);
for (int i = 0; i < len; i++) {
printf("%2d: ", i);
y[i]->print();
printf(" ");
u[i]->print();
printf("\n");
}
}
Monom4Vector::~Monom4Vector()
{
for (int i = 0; i < len; i++) {
delete x1[i];
delete x2[i];
delete x3[i];
delete x4[i];
}
delete [] x1;
delete [] x2;
delete [] x3;
delete [] x4;
}
void Monom4Vector::init_random()
{
for (int i = 0; i < len; i++) {
x1[i] = new Monom(nx1);
x2[i] = new Monom(nx2);
x3[i] = new Monom(nx3);
x4[i] = new Monom(nx4);
}
}
Monom4Vector::Monom4Vector(int l, int ny, int nu)
: len(l), nx1(ny), nx2(nu), nx3(0), nx4(1),
x1(new Monom*[len]),
x2(new Monom*[len]),
x3(new Monom*[len]),
x4(new Monom*[len])
{
init_random();
}
Monom4Vector::Monom4Vector(int l, int ny, int nu, int nup)
: len(l), nx1(ny), nx2(nu), nx3(nup), nx4(1),
x1(new Monom*[len]),
x2(new Monom*[len]),
x3(new Monom*[len]),
x4(new Monom*[len])
{
init_random();
}
Monom4Vector::Monom4Vector(int l, int nbigg, int ng, int ny, int nu)
: len(l), nx1(nbigg), nx2(ng), nx3(ny), nx4(nu),
x1(new Monom*[len]),
x2(new Monom*[len]),
x3(new Monom*[len]),
x4(new Monom*[len])
{
init_random();
}
Monom4Vector::Monom4Vector(const Monom4Vector& f, const Monom4Vector& bigg,
const Monom4Vector& g)
: len(f.len), nx1(bigg.nx1), nx2(bigg.nx2), nx3(bigg.nx3), nx4(1),
x1(new Monom*[len]),
x2(new Monom*[len]),
x3(new Monom*[len]),
x4(new Monom*[len])
{
TL_RAISE_IF(!(bigg.nx1 == g.nx1 && bigg.nx2 == g.nx2 && g.nx3 == 0 &&
bigg.nx4 == 1 && g.nx4 == 1),
"Incompatible g with G");
TL_RAISE_IF(!(bigg.len == f.nx1 && g.len == f.nx2 &&
bigg.nx1 == f.nx3 && bigg.nx2 == f.nx4),
"Incompatible g or G with f");
for (int i = 0; i < len; i++) {
x1[i] = new Monom(nx1, 0);
x2[i] = new Monom(nx2, 0);
x3[i] = new Monom(nx3, 0);
x4[i] = new Monom(nx4, 0);
}
for (int i = 0; i < len; i++) {
// multiply from G (first argument)
for (int j = 0; j < f.nx1; j++) {
int ex = f.x1[i]->operator[](j);
x1[i]->multiplyWith(ex, *(bigg.x1[j]));
x2[i]->multiplyWith(ex, *(bigg.x2[j]));
x3[i]->multiplyWith(ex, *(bigg.x3[j]));
x4[i]->multiplyWith(ex, *(bigg.x4[j]));
}
// multiply from g (second argument)
for (int j = 0; j < f.nx2; j++) {
int ex = f.x2[i]->operator[](j);
x1[i]->multiplyWith(ex, *(g.x1[j]));
x2[i]->multiplyWith(ex, *(g.x2[j]));
x4[i]->multiplyWith(ex, *(g.x4[j]));
}
// add y as third argument of f
x1[i]->add(1, *(f.x3[i]));
// add u as fourth argument of f
x2[i]->add(1, *(f.x4[i]));
}
}
void Monom4Vector::deriv(const Symmetry& s, const IntSequence& coor,
Vector& out) const
{
TL_RAISE_IF(out.length() != len,
"Wrong length of output vector in Monom4Vector::deriv");
TL_RAISE_IF(s.num() != 4,
"Wrong symmetry for Monom4Vector::deriv");
TL_RAISE_IF(s.dimen() != coor.size(),
"Incompatible symmetry and coordinates in Monom4Vector::deriv");
for (int i = 0; i < len; i++) {
out[i] = 1;
int off = 0;
out[i] *= x1[i]->deriv(IntSequence(coor, off, off+s[0]));
off += s[0];
out[i] *= x2[i]->deriv(IntSequence(coor, off, off+s[1]));
off += s[1];
out[i] *= x3[i]->deriv(IntSequence(coor, off, off+s[2]));
off += s[2];
out[i] *= x4[i]->deriv(IntSequence(coor, off, off+s[3]));
}
}
FGSTensor* Monom4Vector::deriv(const Symmetry& s) const
{
IntSequence nvs(4);
nvs[0] = nx1; nvs[1] = nx2;
nvs[2] = nx3; nvs[3] = nx4;
FGSTensor* res = new FGSTensor(len, TensorDimens(s, nvs));
for (Tensor::index run = res->begin(); run != res->end(); ++run) {
Vector col(*res, *run);
deriv(s, run.getCoor(), col);
}
return res;
}
FSSparseTensor* Monom4Vector::deriv(int dim) const
{
IntSequence cum(4);
cum[0] = 0; cum[1] = nx1; cum[2] = nx1+nx2; cum[3] = nx1+nx2+nx3;
FSSparseTensor* res = new FSSparseTensor(dim, nx1+nx2+nx3+nx4, len);
FFSTensor dummy(0, nx1+nx2+nx3+nx4, dim);
for (Tensor::index run = dummy.begin(); run != dummy.end(); ++run) {
Symmetry ind_sym(0,0,0,0);
IntSequence ind(run.getCoor());
for (int i = 0; i < ind.size(); i++) {
int j = 3;
while (j >= 0 && ind[i] < cum[j]) j--;
ind_sym[j]++;
ind[i] -= cum[j];
}
Vector col(len);
deriv(ind_sym, ind, col);
for (int i = 0; i < len; i++) {
if (col[i] != 0.0) {
res->insert(run.getCoor(), i, col[i]);
}
}
}
return res;
}
void Monom4Vector::print() const
{
printf("Variables: x1(%d) x2(%d) x3(%d) x4(%d)\n",
nx1, nx2, nx3, nx4);
printf("Rows: %d\n", len);
for (int i = 0; i < len; i++) {
printf("%2d: ", i);
x1[i]->print();
printf(" ");
x2[i]->print();
printf(" ");
x3[i]->print();
printf(" ");
x4[i]->print();
printf("\n");
}
}
SparseDerivGenerator::SparseDerivGenerator(
int nf, int ny, int nu, int nup, int nbigg, int ng,
int mx, double prob, int maxdim)
: maxdimen(maxdim), ts(new FSSparseTensor*[maxdimen])
{
intgen.init(nf, ny, nu, nup, nbigg, mx, prob);
Monom4Vector bigg_m(nbigg, ny, nu, nup);
Monom4Vector g_m(ng, ny, nu);
Monom4Vector f(nf, nbigg, ng, ny, nu);
Monom4Vector r(f, bigg_m, g_m);
bigg = new FGSContainer(4);
g = new FGSContainer(4);
rcont = new FGSContainer(4);
for (int dim = 1; dim <= maxdimen; dim++) {
SymmetrySet ss(dim, 4);
for (symiterator si(ss); !si.isEnd(); ++si) {
bigg->insert(bigg_m.deriv(*si));
rcont->insert(r.deriv(*si));
if ((*si)[2] == 0)
g->insert(g_m.deriv(*si));
}
ts[dim-1] = f.deriv(dim);
}
}
SparseDerivGenerator::~SparseDerivGenerator()
{
delete bigg;
delete g;
delete rcont;
for(int i = 0; i < maxdimen; i++)
delete ts[i];
delete [] ts;
}
DenseDerivGenerator::DenseDerivGenerator(int ng, int nx, int ny, int nu,
int mx, double prob, int maxdim)
: maxdimen(maxdim), ts(new FGSTensor*[maxdimen]),
uts(new UGSTensor*[maxdimen])
{
intgen.init(ng, nx, ny, nu, nu, mx, prob);
Monom1Vector g(nx, ng);
Monom2Vector x(ny, nu, nx);
Monom2Vector r(g, x);
xcont = x.deriv(maxdimen);
rcont = r.deriv(maxdimen);
uxcont = NULL;
for (int d = 1; d <= maxdimen; d++) {
ts[d-1] = g.deriv(d);
uts[d-1] = NULL;
}
}
void DenseDerivGenerator::unfold()
{
uxcont = new UGSContainer(*xcont);
for (int i = 0; i < maxdimen; i++) {
uts[i] = new UGSTensor(*(ts[i]));
}
}
DenseDerivGenerator::~DenseDerivGenerator()
{
delete xcont;
delete rcont;
for (int i = 0; i < maxdimen; i++) {
delete ts[i];
if (uts[i])
delete uts[i];
}
delete [] ts;
delete [] uts;
}
// Local Variables:
// mode:C++
// End: