132 lines
3.7 KiB
C++
132 lines
3.7 KiB
C++
/*
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* Copyright © 2005 Ondra Kamenik
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* Copyright © 2019 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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*/
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// Product quadrature.
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/* This file defines a product multidimensional quadrature. If Qₖ$ denotes the
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one dimensional quadrature, then the product quadrature Q of k level and
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dimension d takes the form:
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nₖ nₖ
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Qf = ∑ … ∑ w_i₁·…·w_{i_d} f(x_i₁,…,x_{i_d})
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i₁=1 i_d=1
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which can be written in terms of the one dimensional quadrature Qₖ as
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Qf=(Qₖ⊗…⊗Qₖ)f
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Here we define the product quadrature iterator prodpit and plug it into
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QuadratureImpl to obtains ProductQuadrature. */
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#ifndef PRODUCT_H
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#define PRODUCT_H
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#include "int_sequence.hh"
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#include "vector_function.hh"
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#include "quadrature.hh"
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/* This defines a product point iterator. We have to maintain the following: a
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pointer to product quadrature in order to know the dimension and the
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underlying one dimensional quadrature, then level, number of points in the
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level, integer sequence of indices, signal, the coordinates of the point and
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the weight.
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The point indices, signal, and point coordinates are implmented as pointers
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in order to allow for empty constructor.
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The constructor prodpit(const ProductQuadrature& q, int j0, int l)
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constructs an iterator pointing to (j0,0,…,0), which is used by begin()
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dictated by QuadratureImpl. */
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class ProductQuadrature;
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class prodpit
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{
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protected:
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const ProductQuadrature &prodq;
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int level{0};
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int npoints{0};
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IntSequence jseq;
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bool end_flag{true};
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ParameterSignal sig;
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Vector p;
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double w;
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public:
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prodpit() = default;
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prodpit(const ProductQuadrature &q, int j0, int l);
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prodpit(const prodpit &ppit) = default;
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~prodpit() = default;
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bool operator==(const prodpit &ppit) const;
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bool
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operator!=(const prodpit &ppit) const
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{
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return !operator==(ppit);
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}
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prodpit &operator=(const prodpit &spit) = delete;
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prodpit &operator++();
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const ParameterSignal &
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signal() const
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{
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return sig;
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}
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const Vector &
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point() const
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{
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return p;
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}
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double
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weight() const
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{
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return w;
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}
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void print() const;
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protected:
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void setPointAndWeight();
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};
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/* The product quadrature is just QuadratureImpl with the product iterator
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plugged in. The object is constructed by just giving the underlying one
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dimensional quadrature, and the dimension. The only extra method is
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designLevelForEvals() which for the given maximum number of evaluations (and
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dimension and underlying quadrature from the object) returns a maximum level
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yeilding number of evaluations less than the given number. */
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class ProductQuadrature : public QuadratureImpl<prodpit>
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{
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friend class prodpit;
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const OneDQuadrature &uquad;
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public:
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ProductQuadrature(int d, const OneDQuadrature &uq);
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~ProductQuadrature() override = default;
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int
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numEvals(int l) const override
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{
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int res = 1;
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for (int i = 0; i < dimen(); i++)
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res *= uquad.numPoints(l);
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return res;
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}
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void designLevelForEvals(int max_eval, int &lev, int &evals) const;
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protected:
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prodpit begin(int ti, int tn, int level) const override;
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};
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#endif
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