dynare/dynare++/tl/testing/monoms.cc

430 lines
10 KiB
C++

/* $Id: monoms.cpp 148 2005-04-19 15:12:26Z kamenik $ */
/* Copyright 2004, Ondra Kamenik */
#include "monoms.hh"
#include "tl_exception.hh"
#include "fs_tensor.hh"
#include <iostream>
IntGenerator intgen;
void
IntGenerator::init(int nf, int ny, int nv, int nw, int nu,
int mx, double prob)
{
maxim = mx;
probab = prob;
decltype(mtgen)::result_type seed = nf;
seed = 256*seed + ny;
seed = 256*seed + nv;
seed = 256*seed + nw;
seed = 256*seed + nu;
mtgen.seed(seed);
}
int
IntGenerator::get()
{
double d = dis(mtgen);
auto num_inter = static_cast<int>(static_cast<double>(2*maxim)/(1.0-probab));
int num_zero_inter = num_inter - 2*maxim;
if (d < static_cast<double>(num_zero_inter)/num_inter)
return 0;
return static_cast<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
{
std::cout << '[';
for (int i = 0; i < size(); i++)
std::cout << operator[](i);
std::cout << ']';
}
Monom1Vector::Monom1Vector(int nxx, int l)
: nx(nxx), len(l)
{
for (int i = 0; i < len; i++)
x.emplace_back(nx);
}
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);
}
std::unique_ptr<FGSTensor>
Monom1Vector::deriv(int dim) const
{
auto res = std::make_unique<FGSTensor>(len, TensorDimens(Symmetry{dim},
IntSequence{nx}));
for (Tensor::index it = res->begin(); it != res->end(); ++it)
{
Vector outcol{res->getCol(*it)};
deriv(it.getCoor(), outcol);
}
return res;
}
void
Monom1Vector::print() const
{
std::cout << "Variables: x(" << nx << ")\n"
<< "Rows: " << len << '\n';
for (int i = 0; i < len; i++)
{
std::cout << i << ": ";
x[i].print();
std::cout << '\n';
}
}
Monom2Vector::Monom2Vector(int nyy, int nuu, int l)
: ny(nyy), nu(nuu), len(l)
{
for (int i = 0; i < len; i++)
{
y.emplace_back(ny);
u.emplace_back(nu);
}
}
Monom2Vector::Monom2Vector(const Monom1Vector &g, const Monom2Vector &xmon)
: ny(xmon.ny), nu(xmon.nu), len(g.len)
{
TL_RAISE_IF(xmon.len != g.nx,
"Wrong number of x's in Monom2Vector constructor");
for (int i = 0; i < len; i++)
{
y.emplace_back(ny, 0);
u.emplace_back(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]);
}
}
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);
}
std::unique_ptr<FGSTensor>
Monom2Vector::deriv(const Symmetry &s) const
{
IntSequence nvs{ny, nu};
auto t = std::make_unique<FGSTensor>(len, TensorDimens(s, nvs));
for (Tensor::index it = t->begin(); it != t->end(); ++it)
{
Vector col{t->getCol(*it)};
deriv(s, it.getCoor(), col);
}
return t;
}
FGSContainer
Monom2Vector::deriv(int maxdim) const
{
FGSContainer res(2);
for (int dim = 1; dim <= maxdim; dim++)
for (int ydim = 0; ydim <= dim; ydim++)
{
int udim = dim - ydim;
res.insert(deriv(Symmetry{ydim, udim}));
}
return res;
}
void
Monom2Vector::print() const
{
std::cout << "Variables: y(" << ny << ") u(" << nu << ")\n"
<< "Rows: " << len << '\n';
for (int i = 0; i < len; i++)
{
std::cout << i;
y[i].print();
std::cout << " ";
u[i].print();
std::cout << '\n';
}
}
void
Monom4Vector::init_random()
{
for (int i = 0; i < len; i++)
{
x1.emplace_back(nx1);
x2.emplace_back(nx2);
x3.emplace_back(nx3);
x4.emplace_back(nx4);
}
}
Monom4Vector::Monom4Vector(int l, int ny, int nu)
: len(l), nx1(ny), nx2(nu), nx3(0), nx4(1)
{
init_random();
}
Monom4Vector::Monom4Vector(int l, int ny, int nu, int nup)
: len(l), nx1(ny), nx2(nu), nx3(nup), nx4(1)
{
init_random();
}
Monom4Vector::Monom4Vector(int l, int nbigg, int ng, int ny, int nu)
: len(l), nx1(nbigg), nx2(ng), nx3(ny), nx4(nu)
{
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)
{
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.emplace_back(nx1, 0);
x2.emplace_back(nx2, 0);
x3.emplace_back(nx3, 0);
x4.emplace_back(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]));
}
}
std::unique_ptr<FGSTensor>
Monom4Vector::deriv(const Symmetry &s) const
{
IntSequence nvs{nx1, nx2, nx3, nx4};
auto res = std::make_unique<FGSTensor>(len, TensorDimens(s, nvs));
for (Tensor::index run = res->begin(); run != res->end(); ++run)
{
Vector col{res->getCol(*run)};
deriv(s, run.getCoor(), col);
}
return res;
}
FSSparseTensor
Monom4Vector::deriv(int dim) const
{
IntSequence cum{0, nx1, nx1+nx2, nx1+nx2+nx3};
FSSparseTensor res(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
{
std::cout << "Variables: x1(" << nx1 << ") x2(" << nx2
<< ") x3(" << nx3 << ") x4(" << nx4 << ")\n"
<< "Rows: " << len << '\n';
for (int i = 0; i < len; i++)
{
std::cout << i << ": ";
x1[i].print();
std::cout << " ";
x2[i].print();
std::cout << " ";
x3[i].print();
std::cout << " ";
x4[i].print();
std::cout << '\n';
}
}
SparseDerivGenerator::SparseDerivGenerator(int nf, int ny, int nu, int nup, int nbigg, int ng,
int mx, double prob, int maxdim)
: maxdimen(maxdim), bigg(4), g(4), rcont(4)
{
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);
for (int dim = 1; dim <= maxdimen; dim++)
{
for (auto &si : SymmetrySet(dim, 4))
{
bigg.insert(bigg_m.deriv(si));
rcont.insert(r.deriv(si));
if (si[2] == 0)
g.insert(g_m.deriv(si));
}
ts.push_back(f.deriv(dim));
}
}
DenseDerivGenerator::DenseDerivGenerator(int ng, int nx, int ny, int nu,
int mx, double prob, int maxdim)
: maxdimen(maxdim), xcont(0), rcont(0), ts(maxdimen), uxcont(0), uts(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);
for (int d = 1; d <= maxdimen; d++)
ts[d-1] = g.deriv(d);
}
void
DenseDerivGenerator::unfold()
{
uxcont = UGSContainer(xcont);
for (int i = 0; i < maxdimen; i++)
uts[i] = std::make_unique<UGSTensor>(*(ts[i]));
}