#! /usr/bin/env python3 # def ellipsoid_monte_carlo_test ( ): #*****************************************************************************80 # ## ellipsoid_monte_carlo_test() tests ellipsoid_monte_carlo(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 09 November 2016 # # Author: # # John Burkardt # import platform print ( '' ) print ( 'ellipsoid_monte_carlo_test():' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' Test ellipsoid_monte_carlo().' ) ellipsoid_monte_carlo_test01 ( ) ellipsoid_monte_carlo_test02 ( ) ellipsoid_monte_carlo_test03 ( ) ellipsoid_sample_test ( ) ellipsoid_volume_test ( ) hypersphere_unit_volume_test ( ) r8po_fa_test ( ) r8po_sl_test ( ) uniform_in_sphere01_map_test ( ) # # Terminate. # print ( '' ) print ( 'ellipsoid_monte_carlo_test' ) print ( ' Normal end of execution.' ) return def ellipsoid_monte_carlo_test01 ( ): #*****************************************************************************80 # ## ellipsoid_monte_carlo_test01() uses ellipsoid_sample() on a 2D ellipse centered at (0,0). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 09 November 2016 # # Author: # # John Burkardt # import numpy as np m = 2 a = np.array ( [ \ [ 9.0, 1.0 ], \ [ 1.0, 4.0 ] ] ) e_test = np.array ( [ \ [ 0, 0 ], \ [ 1, 0 ], \ [ 0, 1 ], \ [ 2, 0 ], \ [ 1, 1 ], \ [ 0, 2 ], \ [ 3, 0 ] ] ) r = 2.0 v = np.array ( [ 0.0, 0.0 ] ) print ( '' ) print ( 'ellipsoid_monte_carlo_test01' ) print ( ' Use ellipsoid_sample to estimate integrals' ) print ( ' in a 2D ellipse x'' * A * x <= r^2.' ) print ( '' ) print ( ' Ellipsoid radius R = %g' % ( r ) ) r8vec_print ( m, v, ' Ellipsoid center V:' ) r8mat_print ( m, m, a, ' Ellipsoid matrix A:' ) volume = ellipsoid_volume ( m, a, v, r ) print ( '' ) print ( ' Ellipsoid volume = %g' % ( volume ) ) print ( '' ) print ( ' N 1 X Y X^2 XY Y^2 X^3' ) print ( '' ) e = np.zeros ( m ) n = 1 while ( n <= 65536 ): x = ellipsoid_sample ( m, n, a, v, r ) print ( ' %8d' % ( n ), end = '' ) for j in range ( 0, 7 ): e[0:m] = e_test[j,0:m] value = monomial_value ( m, n, e, x ) result = volume * np.sum ( value[0:n] ) / float ( n ) print ( ' %14.6g' % ( result ), end = '' ) print ( '' ) n = 2 * n # # Terminate. # print ( '' ) print ( 'ellipsoid_monte_carlo_test01' ) print ( ' Normal end of execution.' ) return def ellipsoid_monte_carlo_test02 ( ): #*****************************************************************************80 # ## ellipsoid_monte_carlo_test02() uses ellipsoid_sample() on a 2D ellipse centered at (2,3). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 10 November 2016 # # Author: # # John Burkardt # import numpy as np m = 2 a = np.array ( [ \ [ 9.0, 1.0 ], \ [ 1.0, 4.0 ] ] ) e_test = np.array ( [ \ [ 0, 0 ], \ [ 1, 0 ], \ [ 0, 1 ], \ [ 2, 0 ], \ [ 1, 1 ], \ [ 0, 2 ], \ [ 3, 0 ] ] ) r = 0.5 v = np.array ( [ 2.0, 3.0 ] ) print ( '' ) print ( 'ellipsoid_monte_carlo_test02' ) print ( ' Use ellipsoid_sample to estimate integrals' ) print ( ' in a 2D ellipse (x-v)'' * A * (x-v) <= r^2.' ) print ( '' ) print ( ' Ellipsoid radius R = %g' % ( r ) ) r8vec_print ( m, v, ' Ellipsoid center V:' ) r8mat_print ( m, m, a, ' Ellipsoid matrix A:' ) volume = ellipsoid_volume ( m, a, v, r ) print ( '' ) print ( ' Ellipsoid volume = %g' % ( volume ) ) print ( '' ) print ( ' N 1 X Y X^2 XY Y^2 X^3' ) print ( '' ) n = 1 e = np.zeros ( 2 ) while ( n <= 65536 ): x = ellipsoid_sample ( m, n, a, v, r ) print ( ' %8d' % ( n ), end = '' ) for j in range ( 0, 7 ): e[0:m] = e_test[j,0:m] value = monomial_value ( m, n, e, x ) result = volume * np.sum ( value[0:n] ) / float ( n ) print ( ' %14.6g' % ( result ), end = '' ) print ( '' ) n = 2 * n # # Terminate. # print ( '' ) print ( 'ellipsoid_monte_carlo_test02' ) print ( ' Normal end of execution.' ) return def ellipsoid_monte_carlo_test03 ( ): #*****************************************************************************80 # ## ellipsoid_monte_carlo_test03() uses ellipsoid_sample() on a 3D ellipse centered at (1,2,3). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 10 November 2016 # # Author: # # John Burkardt # import numpy as np m = 3 a = np.array ( [ \ [ 9.0, 6.0, 3.0 ], \ [ 6.0, 5.0, 4.0 ], \ [ 3.0, 4.0, 9.0 ] ] ) e_test = np.array ( [ \ [ 0, 0, 0 ], \ [ 1, 0, 0 ], \ [ 0, 1, 0 ], \ [ 0, 0, 1 ], \ [ 2, 0, 0 ], \ [ 0, 2, 2 ], \ [ 0, 0, 3 ] ] ) r = 0.5 v = np.array ( [ 1.0, 2.0, 3.0 ] ) print ( '' ) print ( 'ellipsoid_monte_carlo_test03' ) print ( ' Use ellipsoid_sample to estimate integrals' ) print ( ' in a 3D ellipse (x-v)'' * A * (x-v) <= r^2.' ) print ( '' ) print ( ' Ellipsoid radius R = %g' % ( r ) ) r8vec_print ( m, v, ' Ellipsoid center V:' ) r8mat_print ( m, m, a, ' Ellipsoid matrix A:' ) volume = ellipsoid_volume ( m, a, v, r ) print ( '' ) print ( ' Ellipsoid volume = %g' % ( volume ) ) print ( '' ) print ( ' N 1 X Y Z X^2 YZ Z^3' ) print ( '' ) n = 1 e = np.zeros ( 3 ) while ( n <= 65536 ): x = ellipsoid_sample ( m, n, a, v, r ) print ( ' %8d' % ( n ) ) for j in range ( 0, 7 ): e[0:m] = e_test[j,0:m] value = monomial_value ( m, n, e, x ) result = volume * np.sum ( value[0:n] ) / float ( n ) print ( ' %14.6g' % ( result ), end = '' ) print ( '' ) n = 2 * n # # Terminate. # print ( '' ) print ( 'ellipsoid_monte_carlo_test03' ) print ( ' Normal end of execution.' ) return def ellipsoid_sample ( m, n, a, v, r ): #*****************************************************************************80 # ## ellipsoid_sample() samples points uniformly from an ellipsoid. # # Discussion: # # The points X in the ellipsoid are described by a M by M # positive definite symmetric matrix A, a "center" V, and # a "radius" R, such that # # (X-V)' * A * (X-V) <= R * R # # The algorithm computes the Cholesky factorization of A: # # A = U' * U. # # A set of uniformly random points Y is generated, satisfying: # # Y' * Y <= R * R. # # The appropriate points in the ellipsoid are found by solving # # U * X = Y # X = X + V # # Thanks to Dr Karl-Heinz Keil for pointing out that the original # coding was actually correct only if A was replaced by its inverse. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 13 August 2014 # # Author: # # John Burkardt # # Reference: # # Reuven Rubinstein, # Monte Carlo Optimization, Simulation, and Sensitivity # of Queueing Networks, # Krieger, 1992, # ISBN: 0894647644, # LC: QA298.R79. # # Input: # # integer M, the dimension of the space. # # integer N, the number of points. # # real A(M,M), the matrix that describes # the ellipsoid. # # real V(M), the "center" of the ellipsoid. # # real R, the "radius" of the ellipsoid. # # Output: # # real X(M,N), the points. # import numpy as np # # Get the Cholesky factor U. # u = r8po_fa ( m, a ) # # Get the points Y that satisfy Y' * Y <= 1. # y = uniform_in_sphere01_map ( m, n ) # # Get the points Y that satisfy Y' * Y <= R * R. # y = r * y # # Solve U * X = Y. # x = np.zeros ( [ m, n ] ) sol = np.zeros ( m ) rhs = np.zeros ( m ) for j in range ( 0, n ): rhs[0:m] = y[0:m,j] sol = r8po_sl ( m, u, rhs ) x[0:m,j] = sol[0:m] # # X = X + V. # for i in range ( 0, m ): x[i,0:n] = x[i,0:n] + v[i] return x def ellipsoid_sample_test ( ): #*****************************************************************************80 # ## ellipsoid_sample_test() tests ellipsoid_sample(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 09 November 2016 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'ellipsoid_sample_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' ellipsoid_sample samples the ellipsoid' ) print ( ' (X-V)\' * A * (X-V) <= R * R.' ) m = 3 n = 20 a = np.array ( [ \ [ 9.0, 3.0, 3.0 ], \ [ 3.0, 5.0, 3.0 ], \ [ 3.0, 3.0, 3.0 ] ] ) v = np.array ( [ 2.0, 3.0, 1.0 ] ) r = 1.0 print ( '' ) print ( ' M = %d' % ( m ) ) r8mat_print ( m, m, a, ' A:' ) r8vec_print ( m, v, ' V:' ) x = ellipsoid_sample ( m, n, a, v, r ) r8mat_transpose_print ( m, n, x, ' Ellipsoid sample points:' ) # # Terminate. # print ( '' ) print ( 'ellipsoid_sample_test' ) print ( ' Normal end of execution.' ) return def ellipsoid_volume ( m, a, v, r ): #*****************************************************************************80 # ## ellipsoid_volume() returns the volume of an ellipsoid. # # Discussion: # # The points X in the ellipsoid are described by an M by M # positive definite symmetric matrix A, an M-dimensional point V, # and a "radius" R, such that # (X-V)' * A * (X-V) <= R * R # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 09 November 2016 # # Author: # # John Burkardt # # Input: # # integer M, the spatial dimension. # # real A(M,M), the matrix that describes # the ellipsoid. A must be symmetric and positive definite. # # real V(M), the "center" of the ellipse. # The value of V is not actually needed by this function. # # real R, the "radius" of the ellipse. # # Output: # # real VOLUME, the volume of the ellipsoid. # u = r8po_fa ( m, a ) sqrt_det = 1.0 for i in range ( 0, m ): sqrt_det = sqrt_det * u[i,i] volume = r ** m * hypersphere_unit_volume ( m ) / sqrt_det return volume def ellipsoid_volume_test ( ): #*****************************************************************************80 # ## ellipsoid_volume_test() tests ellipsoid_volume(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 09 November 2016 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'ellipsoid_volume_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' ellipsoid_volume computes the volume of the ellipsoid' ) print ( ' (X-V)\' * A * (X-V) <= R * R.' ) m = 3; a = np.array ( [ \ [ 9.0, 3.0, 3.0 ], \ [ 3.0, 5.0, 3.0 ], \ [ 3.0, 3.0, 3.0 ] ] ) v = np.array ( [ 2.0, 3.0, 1.0 ] ) r = 1.0 print ( '' ) print ( ' M = %d' % ( m ) ) r8mat_print ( m, m, a, ' A:' ) r8vec_print ( m, v, ' V:' ) volume = ellipsoid_volume ( m, a, v, r ) print ( '' ) print ( ' Volume = %14.6g' % ( volume ) ) # # Terminate. # print ( '' ) print ( 'ellipsoid_volume_test' ) print ( ' Normal end of execution.' ) return def hypersphere_unit_volume ( m ): #*****************************************************************************80 # ## hypersphere_unit_volume(): volume of a unit hypersphere in M dimensions. # # Discussion: # # The unit sphere in ND satisfies: # # sum ( 1 <= I <= M ) X(I) * X(I) = 1 # # Results for the first few values of M are: # # M Volume # # 1 2 # 2 1 * PI # 3 ( 4 / 3) * PI # 4 ( 1 / 2) * PI^2 # 5 ( 8 / 15) * PI^2 # 6 ( 1 / 6) * PI^3 # 7 (16 / 105) * PI^3 # 8 ( 1 / 24) * PI^4 # 9 (32 / 945) * PI^4 # 10 ( 1 / 120) * PI^5 # # For the unit sphere, Volume(M) = 2 * PI * Volume(M-2) / M # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 06 February 2005 # # Author: # # John Burkardt # # Input: # # integer M, the dimension of the space. # # Output: # # real VOLUME, the volume of the sphere. # import numpy as np if ( ( m % 2 ) == 0 ): m2 = m // 2 volume = np.pi ** m2 for i in range ( 1, m2 + 1 ): volume = volume / float ( i ) else: m2 = ( m - 1 ) // 2 volume = np.pi ** m2 * 2.0 ** m for i in range ( m2 + 1, 2 * m2 + 2 ): volume = volume / float ( i ) return volume def hypersphere_unit_volume_test ( ): #*****************************************************************************80 # ## hypersphere_unit_volume_test() tests hypersphere_unit_volume(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 09 November 2016 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'hypersphere_unit_volume_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' hypersphere_unit_volume computes the volume of the unit' ) print ( ' hypersphere in M dimensions.' ) print ( '' ) print ( ' M Volume' ) print ( '' ) for m in range ( 1, 11 ): volume = hypersphere_unit_volume ( m ) print ( ' %2d %14.6g' % ( m, volume ) ) # # Terminate. # print ( '' ) print ( 'hypersphere_unit_volume_test' ) print ( ' Normal end of execution.' ) return def i4vec_print ( n, a, title ): #*****************************************************************************80 # ## i4vec_print() prints an I4VEC. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Input: # # integer N, the dimension of the vector. # # integer A(N), the vector to be printed. # # string TITLE, a title. # print ( '' ) print ( title ) print ( '' ) for i in range ( 0, n ): print ( '%6d %6d' % ( i, a[i] ) ) return def i4vec_print_test ( ): #*****************************************************************************80 # ## i4vec_print_test() tests i4vec_print(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 25 September 2016 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'i4vec_print_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' i4vec_print prints an I4VEC.' ) n = 4 v = np.array ( [ 91, 92, 93, 94 ], dtype = np.int32 ) i4vec_print ( n, v, ' Here is an I4VEC:' ) # # Terminate. # print ( '' ) print ( 'i4vec_print_test:' ) print ( ' Normal end of execution.' ) return def i4vec_transpose_print ( n, a, title ): #*****************************************************************************80 # ## i4vec_transpose_print() prints an I4VEC "transposed". # # Example: # # A = (/ 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11 /) # TITLE = 'My vector: ' # # My vector: # # 1 2 3 4 5 # 6 7 8 9 10 # 11 # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 02 June 2015 # # Author: # # John Burkardt # # Input: # # integer N, the number of components of the vector. # # integer A(N), the vector to be printed. # # string TITLE, a title. # if ( 0 < len ( title ) ): print ( '' ) print ( title ) if ( 0 < n ): for i in range ( 0, n ): print ( '%8d' % ( a[i] ), end = '' ) if ( ( i + 1 ) % 10 == 0 or i == n - 1 ): print ( '' ) else: print ( ' (empty vector)' ) return def i4vec_transpose_print_test ( ): #*****************************************************************************80 # ## i4vec_transpose_print_test() tests i4vec_transpose_print(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 07 April 2015 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'i4vec_transpose_print_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' i4vec_transpose_print prints an I4VEC' ) print ( ' with 5 entries to a row, and an optional title.' ) n = 12 a = np.zeros ( n, dtype = np.int32 ) for i in range ( 0, n ): a[i] = i + 1 i4vec_transpose_print ( n, a, ' My array: ' ) # # Terminate. # print ( '' ) print ( 'i4vec_transpose_print_test:' ) print ( ' Normal end of execution.' ) return def monomial_value ( m, n, e, x ): #*****************************************************************************80 # ## monomial_value() evaluates a monomial. # # Discussion: # # This routine evaluates a monomial of the form # # product ( 1 <= i <= m ) x(i)^e(i) # # The combination 0.0^0, if encountered, is treated as 1.0. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 07 April 2015 # # Author: # # John Burkardt # # Input: # # integer M, the spatial dimension. # # integer N, the number of evaluation points. # # integer E(M), the exponents. # # real X(M,N), the point coordinates. # # Output: # # real V(N), the monomial values. # import numpy as np v = np.ones ( n ) for i in range ( 0, m ): if ( 0 != e[i] ): for j in range ( 0, n ): v[j] = v[j] * x[i,j] ** e[i] return v def r83col_print_part ( n, a, max_print, title ): #*****************************************************************************80 # ## r83col_print_part() prints "part" of an R83COL. # # Discussion: # # An R83COL is a (3,N) array of R8's. # # The user specifies MAX_print, the maximum number of lines to print. # # If N, the size of the vector, is no more than MAX_print, then # the entire vector is printed, one entry per line. # # Otherwise, if possible, the first MAX_print-2 entries are printed, # followed by a line of periods suggesting an omission, # and the last entry. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 11 April 2015 # # Author: # # John Burkardt # # Input: # # integer N, the number of entries of the vector. # # real A(N,3), the vector to be printed. # # integer MAX_print, the maximum number of lines # to print. # # string TITLE, a title. # if ( 0 < max_print ): if ( 0 < n ): if ( 0 < len ( title ) ): print ( '' ) print ( title ) print ( '' ) if ( n <= max_print ): for i in range ( 0, n ): print ( ' %4d %14g %14g %14g' % ( i, a[i,0], a[i,1], a[i,2] ) ) elif ( 3 <= max_print ): for i in range ( 0, max_print - 2 ): print ( ' %4d %14g %14g %14g' % ( i, a[i,0], a[i,1], a[i,2] ) ) print ( ' .... .............. .............. ..............' ) i = n - 1 print ( ' %4d %14g %14g %14g' % ( i, a[i,0], a[i,1], a[i,2] ) ) else: for i in range ( 0, max_print - 1 ): print ( ' %4d %14g %14g %14g' % ( i, a[i,0], a[i,1], a[i,2] ) ) i = max_print - 1 print ( ' %4d %14g %14g %14g ...more entries...' \ % ( i, a[i,0], a[i,1], a[i,2] ) ) return def r83col_print_part_test ( ): #*****************************************************************************80 # ## r83col_print_part_test() tests r83col_print_part(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 11 April 2015 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'r83col_print_part_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' r83col_print_part prints part of an R83COL.' ) n = 10 v = np.array ( [ \ [ 11, 12, 13 ], \ [ 21, 22, 23 ], \ [ 31, 32, 33 ], \ [ 41, 42, 43 ], \ [ 51, 52, 53 ], \ [ 61, 62, 63 ], \ [ 71, 72, 73 ], \ [ 81, 82, 83 ], \ [ 91, 92, 93 ], \ [ 101, 102, 103 ] ] ) max_print = 2 r83col_print_part ( n, v, max_print, ' Output with MAX_print = 2' ) max_print = 5 r83col_print_part ( n, v, max_print, ' Output with MAX_print = 5' ) max_print = 25 r83col_print_part ( n, v, max_print, ' Output with MAX_print = 25' ) # # Terminate. # print ( '' ) print ( 'r83col_print_part_test:' ) print ( ' Normal end of execution.' ) return def r8mat_print ( m, n, a, title ): #*****************************************************************************80 # ## r8mat_print() prints an R8MAT. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Input: # # integer M, the number of rows in A. # # integer N, the number of columns in A. # # real A(M,N), the matrix. # # string TITLE, a title. # r8mat_print_some ( m, n, a, 0, 0, m - 1, n - 1, title ) return def r8mat_print_test ( ): #*****************************************************************************80 # ## r8mat_print_test() tests r8mat_print(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 10 February 2015 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'r8mat_print_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' r8mat_print prints an R8MAT.' ) m = 4 n = 6 v = np.array ( [ \ [ 11.0, 12.0, 13.0, 14.0, 15.0, 16.0 ], [ 21.0, 22.0, 23.0, 24.0, 25.0, 26.0 ], [ 31.0, 32.0, 33.0, 34.0, 35.0, 36.0 ], [ 41.0, 42.0, 43.0, 44.0, 45.0, 46.0 ] ], dtype = np.float64 ) r8mat_print ( m, n, v, ' Here is an R8MAT:' ) # # Terminate. # print ( '' ) print ( 'r8mat_print_test:' ) print ( ' Normal end of execution.' ) return def r8mat_print_some ( m, n, a, ilo, jlo, ihi, jhi, title ): #*****************************************************************************80 # ## r8mat_print_some() prints out a portion of an R8MAT. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 10 February 2015 # # Author: # # John Burkardt # # Input: # # integer M, N, the number of rows and columns of the matrix. # # real A(M,N), an M by N matrix to be printed. # # integer ILO, JLO, the first row and column to print. # # integer IHI, JHI, the last row and column to print. # # string TITLE, a title. # incx = 5 print ( '' ) print ( title ) if ( m <= 0 or n <= 0 ): print ( '' ) print ( ' (None)' ) return for j2lo in range ( max ( jlo, 0 ), min ( jhi + 1, n ), incx ): j2hi = j2lo + incx - 1 j2hi = min ( j2hi, n ) j2hi = min ( j2hi, jhi ) print ( '' ) print ( ' Col: ', end = '' ) for j in range ( j2lo, j2hi + 1 ): print ( '%7d ' % ( j ), end = '' ) print ( '' ) print ( ' Row' ) i2lo = max ( ilo, 0 ) i2hi = min ( ihi, m ) for i in range ( i2lo, i2hi + 1 ): print ( '%7d :' % ( i ), end = '' ) for j in range ( j2lo, j2hi + 1 ): print ( '%12g ' % ( a[i,j] ), end = '' ) print ( '' ) return def r8mat_print_some_test ( ): #*****************************************************************************80 # ## r8mat_print_some_test() tests r8mat_print_some(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 31 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'r8mat_print_some_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' r8mat_print_some prints some of an R8MAT.' ) m = 4 n = 6 v = np.array ( [ \ [ 11.0, 12.0, 13.0, 14.0, 15.0, 16.0 ], [ 21.0, 22.0, 23.0, 24.0, 25.0, 26.0 ], [ 31.0, 32.0, 33.0, 34.0, 35.0, 36.0 ], [ 41.0, 42.0, 43.0, 44.0, 45.0, 46.0 ] ], dtype = np.float64 ) r8mat_print_some ( m, n, v, 0, 3, 2, 5, ' Here is an R8MAT:' ) # # Terminate. # print ( '' ) print ( 'r8mat_print_some_test:' ) print ( ' Normal end of execution.' ) return def r8mat_transpose_print ( m, n, a, title ): #*****************************************************************************80 # ## r8mat_transpose_print() prints an R8MAT, transposed. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Input: # # integer M, the number of rows in A. # # integer N, the number of columns in A. # # real A(M,N), the matrix. # # string TITLE, a title. # r8mat_transpose_print_some ( m, n, a, 0, 0, m - 1, n - 1, title ) return def r8mat_transpose_print_test ( ): #*****************************************************************************80 # ## r8mat_transpose_print_test() tests r8mat_transpose_print(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 31 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'r8mat_transpose_print_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' r8mat_transpose_print prints an R8MAT.' ) m = 4 n = 3 v = np.array ( [ \ [ 11.0, 12.0, 13.0 ], [ 21.0, 22.0, 23.0 ], [ 31.0, 32.0, 33.0 ], [ 41.0, 42.0, 43.0 ] ], dtype = np.float64 ) r8mat_transpose_print ( m, n, v, ' Here is an R8MAT, transposed:' ) # # Terminate. # print ( '' ) print ( 'r8mat_transpose_print_test:' ) print ( ' Normal end of execution.' ) return def r8mat_transpose_print_some ( m, n, a, ilo, jlo, ihi, jhi, title ): #*****************************************************************************80 # ## r8mat_transpose_print_some() prints a portion of an R8MAT, transposed. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 13 November 2014 # # Author: # # John Burkardt # # Input: # # integer M, N, the number of rows and columns of the matrix. # # real A(M,N), an M by N matrix to be printed. # # integer ILO, JLO, the first row and column to print. # # integer IHI, JHI, the last row and column to print. # # string TITLE, a title. # incx = 5 print ( '' ) print ( title ) if ( m <= 0 or n <= 0 ): print ( '' ) print ( ' (None)' ) return for i2lo in range ( max ( ilo, 0 ), min ( ihi, m - 1 ), incx ): i2hi = i2lo + incx - 1 i2hi = min ( i2hi, m - 1 ) i2hi = min ( i2hi, ihi ) print ( '' ) print ( ' Row: ', end = '' ) for i in range ( i2lo, i2hi + 1 ): print ( '%7d ' % ( i ), end = '' ) print ( '' ) print ( ' Col' ) j2lo = max ( jlo, 0 ) j2hi = min ( jhi, n - 1 ) for j in range ( j2lo, j2hi + 1 ): print ( '%7d :' % ( j ), end = '' ) for i in range ( i2lo, i2hi + 1 ): print ( '%12g ' % ( a[i,j] ), end = '' ) print ( '' ) return def r8mat_transpose_print_some_test ( ): #*****************************************************************************80 # ## r8mat_transpose_print_some_test() tests r8mat_transpose_print_some(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 31 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'r8mat_transpose_print_some_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' r8mat_transpose_print_some prints some of an R8MAT, transposed.' ) m = 4 n = 6 v = np.array ( [ \ [ 11.0, 12.0, 13.0, 14.0, 15.0, 16.0 ], [ 21.0, 22.0, 23.0, 24.0, 25.0, 26.0 ], [ 31.0, 32.0, 33.0, 34.0, 35.0, 36.0 ], [ 41.0, 42.0, 43.0, 44.0, 45.0, 46.0 ] ], dtype = np.float64 ) r8mat_transpose_print_some ( m, n, v, 0, 3, 2, 5, ' R8MAT, rows 0:2, cols 3:5:' ) # # Terminate. # print ( '' ) print ( 'r8mat_transpose_print_some_test:' ) print ( ' Normal end of execution.' ) return def r8po_fa ( n, a ): #*****************************************************************************80 # ## r8po_fa() factors a R8PO matrix. # # Discussion: # # The R8PO storage format is appropriate for a symmetric positive definite # matrix and its inverse. (The Cholesky factor of a R8PO matrix is an # upper triangular matrix, so it will be in R8GE storage format.) # # Only the diagonal and upper triangle of the square array are used. # This same storage scheme is used when the matrix is factored by # r8po_fa, or inverted by r8po_INVERSE. For clarity, the lower triangle # is set to zero. # # The positive definite symmetric matrix A has a Cholesky factorization # of the form: # # A = R' * R # # where R is an upper triangular matrix with positive elements on # its diagonal. This routine overwrites the matrix A with its # factor R. # # This function failed miserably when I wrote "r = a", because of a # disastrously misconceived feature of Python, which does not copy # one matrix to another, but makes them both point to the same object. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 03 August 2015 # # Author: # # John Burkardt. # # Reference: # # Dongarra, Bunch, Moler, Stewart, # LINPACK User's Guide, # SIAM, 1979. # # Input: # # integer N, the order of the matrix. # # real A(N,N), the matrix in R8PO storage. # # Output: # # real R(N,N), the Cholesky factor R in R8GE storage. # # integer INFO, error flag. # 0, normal return. # K, error condition. The principal minor of order K is not # positive definite, and the factorization was not completed. # import numpy as np r = np.zeros ( [ n, n ] ) for i in range ( 0, n ): for j in range ( i, n ): r[i,j] = a[i,j] for j in range ( 0, n ): for k in range ( 0, j ): t = 0.0 for i in range ( 0, k ): t = t + r[i,k] * r[i,j] r[k,j] = ( r[k,j] - t ) / r[k,k] t = 0.0 for i in range ( 0, j ): t = t + r[i,j] ** 2 s = r[j,j] - t if ( s <= 0.0 ): print ( '' ) print ( 'r8po_fa - Fatal error!' ) print ( ' Factorization fails on column %d.' % ( j ) ) raise Exception ( 'r8po_fa - Fatal error!' ) r[j,j] = np.sqrt ( s ) # # Since the Cholesky factor is stored in R8GE format, be sure to # zero out the lower triangle. # for i in range ( 0, n ): for j in range ( 0, i ): r[i,j] = 0.0 return r def r8po_fa_test ( ): #*****************************************************************************80 # ## r8po_fa_test() tests r8po_fa(); # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 29 July 2015 # # Author: # # John Burkardt # import numpy as np import platform n = 5 print ( '' ) print ( 'r8po_fa_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' r8po_fa factors a positive definite symmetric' ) print ( ' linear system,' ) print ( '' ) print ( ' Matrix order N = %d' % ( n ) ) a = np.zeros ( [ n, n ] ) for i in range ( 0, n ): for j in range ( 0, n ): a[i,j] = min ( i, j ) + 1 r8mat_print ( n, n, a, ' The matrix A:' ) # # Factor the matrix. # r = r8po_fa ( n, a ) r8mat_print ( n, n, r, ' The factor R (a R8UT matrix):' ) # # Compute the product R' * R. # rtr = np.zeros ( [ n, n ] ) for i in range ( 0, n ): for j in range ( 0, n ): k_hi = min ( i + 1, j + 1 ) for k in range ( 0, k_hi ): rtr[i,j] = rtr[i,j] + r[k,i] * r[k,j] r8mat_print ( n, n, rtr, ' The product R\' * R:' ) # # Terminate # print ( '' ) print ( 'r8po_fa_test:' ) print ( ' Normal end of execution.' ) return def r8po_sl ( n, r, b ): #*****************************************************************************80 # ## r8po_sl() solves a R8PO system factored by r8po_fa(). # # Discussion: # # The R8PO storage format is appropriate for a symmetric positive definite # matrix and its inverse. (The Cholesky factor of a R8PO matrix is an # upper triangular matrix, so it will be in R8GE storage format.) # # Only the diagonal and upper triangle of the square array are used. # This same storage scheme is used when the matrix is factored by # r8po_fa, or inverted by r8po_INVERSE. For clarity, the lower triangle # is set to zero. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 02 August 2015 # # Author: # # John Burkardt. # # Reference: # # Dongarra, Bunch, Moler, Stewart, # LINPACK User's Guide, # SIAM, 1979. # # Input: # # integer N, the order of the matrix. # # real R(N,N), the Cholesky factor, in R8GE storage, # returned by r8po_fa. # # real B(N), the right hand side. # # Output: # # real X(N), the solution vector. # import numpy as np x = np.zeros ( n ) for i in range ( 0, n ): x[i] = b[i] # # Solve R' * y = b. # for k in range ( 0, n ): t = 0.0 for i in range ( 0, k ): t = t + x[i] * r[i,k] x[k] = ( x[k] - t ) / r[k,k] # # Solve R * x = y. # for k in range ( n - 1, -1, -1 ): x[k] = x[k] / r[k,k] for i in range ( 0, k ): x[i] = x[i] - r[i,k] * x[k] return x def r8po_sl_test ( ): #*****************************************************************************80 # ## r8po_sl_test() tests r8po_sl(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 02 August 2015 # # Author: # # John Burkardt # import numpy as np import platform n = 5 print ( '' ) print ( 'r8po_sl_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' r8po_sl solves a linear system with an R8PO matrix' ) print ( ' after it has been factored by r8po_fa.' ) print ( '' ) print ( ' Matrix order N = %d' % ( n ) ) # # Set (the upper half of) matrix A. # a = np.zeros ( [ n, n ] ) for i in range ( 0, n ): a[i,i] = 2.0 for i in range ( 0, n - 1 ): a[i,i+1] = -1.0 r8mat_print ( n, n, a, ' Matrix A:' ) # # Factor the matrix. # r = r8po_fa ( n, a ) # # Set the right hand side. # b = np.zeros ( n ) b[n-1] = float ( n + 1 ) r8vec_print ( n, b, ' Right hand side b:' ) # # Solve the linear system. # x = r8po_sl ( n, r, b ) r8vec_print ( n, x, ' Solution x:' ) # # Terminate. # print ( '' ) print ( 'r8po_sl_test' ) print ( ' Normal end of execution.' ) return def r8vec_print ( n, a, title ): #*****************************************************************************80 # ## r8vec_print() prints an R8VEC. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Input: # # integer N, the dimension of the vector. # # real A(N), the vector to be printed. # # string TITLE, a title. # print ( '' ) print ( title ) print ( '' ) for i in range ( 0, n ): print ( '%6d: %12g' % ( i, a[i] ) ) def r8vec_print_test ( ): #*****************************************************************************80 # ## r8vec_print_test() tests r8vec_print(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 29 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'r8vec_print_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' r8vec_print prints an R8VEC.' ) n = 4 v = np.array ( [ 123.456, 0.000005, -1.0E+06, 3.14159265 ], dtype = np.float64 ) r8vec_print ( n, v, ' Here is an R8VEC:' ) # # Terminate. # print ( '' ) print ( 'r8vec_print_test:' ) print ( ' Normal end of execution.' ) return def timestamp ( ): #*****************************************************************************80 # ## timestamp() prints the date as a timestamp. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 06 April 2013 # # Author: # # John Burkardt # import time t = time.time ( ) print ( time.ctime ( t ) ) return None def uniform_in_sphere01_map ( m, n ): #*****************************************************************************80 # ## uniform_in_sphere01_map() maps uniform points in the unit M-dimensional sphere. # # Discussion: # # The sphere has center 0 and radius 1. # # We first generate a point ON the sphere, and then distribute it # IN the sphere. # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # # Reference: # # Russell Cheng, # Random Variate Generation, # in Handbook of Simulation, # edited by Jerry Banks, # Wiley, 1998, pages 168. # # Reuven Rubinstein, # Monte Carlo Optimization, Simulation, and Sensitivity # of Queueing Networks, # Wiley, 1986, page 232. # # Input: # # integer M, the dimension of the space. # # integer N, the number of points. # # Output: # # real X(M,N), the points. # import numpy as np exponent = 1.0 / float ( m ) x = np.zeros ( [ m, n ] ) for j in range ( 0, n ): # # Fill a vector with normally distributed values. # v = np.random.normal ( 0.0, 1.0, size = m ) # # Compute the length of the vector. # norm = np.linalg.norm ( v ) # # Normalize the vector. # v[0:m] = v[0:m] / norm # # Now compute a value to map the point ON the sphere INTO the sphere. # r = np.random.rand ( ) x[0:m,j] = r ** exponent * v[0:m] return x def uniform_in_sphere01_map_test ( ): #*****************************************************************************80 # ## uniform_in_sphere01_map_test() tests uniform_in_sphere01_map(). # # Licensing: # # This code is distributed under the MIT license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # import platform print ( '' ) print ( 'uniform_in_sphere01_map_test' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' uniform_in_sphere01_map computes points uniformly distributed' ) print ( ' inside the M-dimensional unit sphere.' ) m = 3 n = 10 x = uniform_in_sphere01_map ( m, n ) r8mat_transpose_print ( m, n, x, ' Random points inside unit 3-sphere' ) # # Terminate. # print ( '' ) print ( 'uniform_in_sphere01_map_test' ) print ( ' Normal end of execution.' ) return if ( __name__ == '__main__' ): timestamp ( ) ellipsoid_monte_carlo_test ( ) timestamp ( )