dynare/dynare++/integ/cc/product.cc

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/*
* 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 <https://www.gnu.org/licenses/>.
*/
#include "product.hh"
#include "symmetry.hh"
#include <iostream>
#include <iomanip>
/* This constructs a product iterator corresponding to index (j0,0,…,0). */
prodpit::prodpit(const ProductQuadrature &q, int j0, int l)
: prodq(q), level(l), npoints(q.uquad.numPoints(l)),
jseq(q.dimen(), 0),
end_flag(false),
sig{q.dimen()},
p{q.dimen()}
{
if (j0 < npoints)
{
jseq[0] = j0;
setPointAndWeight();
}
else
end_flag = true;
}
bool
prodpit::operator==(const prodpit &ppit) const
{
return &prodq == &ppit.prodq && end_flag == ppit.end_flag && jseq == ppit.jseq;
}
prodpit &
prodpit::operator++()
{
int i = prodq.dimen()-1;
jseq[i]++;
while (i >= 0 && jseq[i] == npoints)
{
jseq[i] = 0;
i--;
if (i >= 0)
jseq[i]++;
}
sig.signalAfter(std::max(i, 0));
if (i == -1)
end_flag = true;
if (!end_flag)
setPointAndWeight();
return *this;
}
/* This calculates the weight and sets point coordinates from the indices. */
void
prodpit::setPointAndWeight()
{
w = 1.0;
for (int i = 0; i < prodq.dimen(); i++)
{
p[i] = (prodq.uquad).point(level, jseq[i]);
w *= (prodq.uquad).weight(level, jseq[i]);
}
}
/* Debug print. */
void
prodpit::print() const
{
auto ff = std::cout.flags();
std::cout << "j=[";
for (int i = 0; i < prodq.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 < prodq.dimen()-1; i++)
std::cout << std::setw(4) << p[i] << ' ';
std::cout << std::setw(4) << p[prodq.dimen()-1] << ')' << std::endl;
std::cout.flags(ff);
}
ProductQuadrature::ProductQuadrature(int d, const OneDQuadrature &uq)
: QuadratureImpl<prodpit>(d), uquad(uq)
{
// TODO: check d≥1
}
/* This calls prodpit constructor to return an iterator which points
approximatelly at ti-th portion out of tn portions. First we find
out how many points are in the level, and then construct an interator
(j0,0,…,0) where j0=ti·npoints/tn. */
prodpit
ProductQuadrature::begin(int ti, int tn, int l) const
{
// TODO: raise if l<dimen()
// TODO: check l ≤ uquad.numLevels()
int npoints = uquad.numPoints(l);
return prodpit(*this, ti*npoints/tn, l);
}
/* This just starts at the first level and goes to a higher level as long as a
number of evaluations (which is nₖᵈ for k being the level) is less than the
given number of evaluations. */
void
ProductQuadrature::designLevelForEvals(int max_evals, int &lev, int &evals) const
{
int last_evals;
evals = 1;
lev = 1;
do
{
lev++;
last_evals = evals;
evals = numEvals(lev);
}
while (lev < uquad.numLevels()-2 && evals < max_evals);
lev--;
evals = last_evals;
}