# include # include # include # include # include "hypercube_integrals.h" /******************************************************************************/ double hypercube01_monomial_integral ( int m, int e[] ) /******************************************************************************/ /* Purpose: HYPERCUBE01_MONOMIAL_INTEGRAL: integrals over unit hypercube in M dimensions. Discussion: The integration region is 0 <= X(1:M) <= 1. The monomial is F(X) = product ( 1 <= I <= M ) X(I)^E(I). Licensing: This code is distributed under the MIT license. Modified: 19 January 2014 Author: John Burkardt Reference: Philip Davis, Philip Rabinowitz, Methods of Numerical Integration, Second Edition, Academic Press, 1984, page 263. Parameters: Input, int M, the spatial dimension. Input, int E[M], the exponents. Each exponent must be nonnegative. Output, double HYPERCUBE01_MONOMIAL_INTEGRAL, the integral. */ { int i; double integral; for ( i = 0; i < m; i++ ) { if ( e[i] < 0 ) { fprintf ( stderr, "\n" ); fprintf ( stderr, "HYPERCUBE01_MONOMIAL_INTEGRAL - Fatal error!\n" ); fprintf ( stderr, " All exponents must be nonnegative.\n" ); fprintf ( stderr, " E[%d] = %d\n", i, e[i] ); exit ( 1 ); } } integral = 1.0; for ( i = 0; i < m; i++ ) { integral = integral / ( double ) ( e[i] + 1 ); } return integral; } /******************************************************************************/ double *hypercube01_sample ( int m, int n, int *seed ) /******************************************************************************/ /* Purpose: HYPERCUBE01_SAMPLE samples points in the unit hypercube in M dimensions. Licensing: This code is distributed under the MIT license. Modified: 19 January 2014 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, Krieger, 1992, ISBN: 0894647644, LC: QA298.R79. Parameters: Input, int M, the spatial dimension. Input, int N, the number of points. Input/output, int *SEED, a seed for the random number generator. Output, double X[M*N], the points. */ { double *x; x = r8mat_uniform_01_new ( m, n, seed ); return x; } /******************************************************************************/ double hypercube01_volume ( int m ) /******************************************************************************/ /* Purpose: HYPERCUBE01_VOLUME: volume of the unit hypercube in M dimensions. Licensing: This code is distributed under the MIT license. Modified: 19 January 2014 Author: John Burkardt Parameters: Input, int M, the spatial dimension. Output, double HYPERCUBE01_VOLUME, the volume. */ { double volume; volume = 1.0; return volume; } /******************************************************************************/ int *i4vec_uniform_ab_new ( int n, int a, int b, int *seed ) /******************************************************************************/ /* Purpose: I4VEC_UNIFORM_AB_NEW returns a scaled pseudorandom I4VEC. Discussion: The pseudorandom numbers should be uniformly distributed between A and B. Licensing: This code is distributed under the MIT license. Modified: 13 January 2014 Author: John Burkardt Reference: Paul Bratley, Bennett Fox, Linus Schrage, A Guide to Simulation, Second Edition, Springer, 1987, ISBN: 0387964673, LC: QA76.9.C65.B73. Bennett Fox, Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators, ACM Transactions on Mathematical Software, Volume 12, Number 4, December 1986, pages 362-376. Pierre L'Ecuyer, Random Number Generation, in Handbook of Simulation, edited by Jerry Banks, Wiley, 1998, ISBN: 0471134031, LC: T57.62.H37. Peter Lewis, Allen Goodman, James Miller, A Pseudo-Random Number Generator for the System/360, IBM Systems Journal, Volume 8, Number 2, 1969, pages 136-143. Parameters: Input, integer N, the dimension of the vector. Input, int A, B, the limits of the interval. Input/output, int *SEED, the "seed" value, which should NOT be 0. On output, SEED has been updated. Output, int I4VEC_UNIFORM_AB_NEW[N], a vector of random values between A and B. */ { int c; int i; const int i4_huge = 2147483647; int k; float r; int value; int *x; if ( *seed == 0 ) { fprintf ( stderr, "\n" ); fprintf ( stderr, "I4VEC_UNIFORM_AB_NEW - Fatal error!\n" ); fprintf ( stderr, " Input value of SEED = 0.\n" ); exit ( 1 ); } /* Guaranteee A <= B. */ if ( b < a ) { c = a; a = b; b = c; } x = ( int * ) malloc ( n * sizeof ( int ) ); for ( i = 0; i < n; i++ ) { k = *seed / 127773; *seed = 16807 * ( *seed - k * 127773 ) - k * 2836; if ( *seed < 0 ) { *seed = *seed + i4_huge; } r = ( float ) ( *seed ) * 4.656612875E-10; /* Scale R to lie between A-0.5 and B+0.5. */ r = ( 1.0 - r ) * ( ( float ) a - 0.5 ) + r * ( ( float ) b + 0.5 ); /* Use rounding to convert R to an integer between A and B. */ value = round ( r ); /* Guarantee A <= VALUE <= B. */ if ( value < a ) { value = a; } if ( b < value ) { value = b; } x[i] = value; } return x; } /******************************************************************************/ double *monomial_value ( int m, int n, int e[], double x[] ) /******************************************************************************/ /* Purpose: MONOMIAL_VALUE evaluates a monomial. Discussion: This routine evaluates a monomial of the form product ( 1 <= i <= m ) x(i)^e(i) where the exponents are nonnegative integers. Note that if the combination 0^0 is encountered, it should be treated as 1. Licensing: This code is distributed under the MIT license. Modified: 08 May 2014 Author: John Burkardt Parameters: Input, int M, the spatial dimension. Input, int N, the number of points at which the monomial is to be evaluated. Input, int E[M], the exponents. Input, double X[M*N], the point coordinates. Output, double MONOMIAL_VALUE[N], the value of the monomial. */ { int i; int j; double *v; v = ( double * ) malloc ( n * sizeof ( double ) ); for ( j = 0; j < n; j++ ) { v[j] = 1.0; } for ( i = 0; i < m; i++ ) { if ( 0 != e[i] ) { for ( j = 0; j < n; j++ ) { v[j] = v[j] * pow ( x[i+j*m], e[i] ); } } } return v; } /******************************************************************************/ double *r8mat_uniform_01_new ( int m, int n, int *seed ) /******************************************************************************/ /* Purpose: R8MAT_UNIFORM_01_NEW fills an R8MAT with pseudorandom values scaled to [0,1]. Discussion: An R8MAT is a doubly dimensioned array of R8 values, stored as a vector in column-major order. This routine implements the recursion seed = 16807 * seed mod ( 2^31 - 1 ) unif = seed / ( 2^31 - 1 ) The integer arithmetic never requires more than 32 bits, including a sign bit. Licensing: This code is distributed under the MIT license. Modified: 30 June 2009 Author: John Burkardt Reference: Paul Bratley, Bennett Fox, Linus Schrage, A Guide to Simulation, Springer Verlag, pages 201-202, 1983. Bennett Fox, Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators, ACM Transactions on Mathematical Software, Volume 12, Number 4, pages 362-376, 1986. Philip Lewis, Allen Goodman, James Miller, A Pseudo-Random Number Generator for the System/360, IBM Systems Journal, Volume 8, pages 136-143, 1969. Parameters: Input, int M, N, the number of rows and columns. Input/output, int *SEED, the "seed" value. Normally, this value should not be 0, otherwise the output value of SEED will still be 0, and R8_UNIFORM will be 0. On output, SEED has been updated. Output, double R8MAT_UNIFORM_01_NEW[M*N], a matrix of pseudorandom values. */ { int i; int j; int k; double *r; r = ( double * ) malloc ( m * n * sizeof ( double ) ); for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { k = *seed / 127773; *seed = 16807 * ( *seed - k * 127773 ) - k * 2836; if ( *seed < 0 ) { *seed = *seed + 2147483647; } r[i+j*m] = ( double ) ( *seed ) * 4.656612875E-10; } } return r; } /******************************************************************************/ double r8vec_sum ( int n, double a[] ) /******************************************************************************/ /* Purpose: R8VEC_SUM returns the sum of an R8VEC. Discussion: An R8VEC is a vector of R8's. Licensing: This code is distributed under the MIT license. Modified: 26 August 2008 Author: John Burkardt Parameters: Input, int N, the number of entries in the vector. Input, double A[N], the vector. Output, double R8VEC_SUM, the sum of the vector. */ { int i; double value; value = 0.0; for ( i = 0; i < n; i++ ) { value = value + a[i]; } return value; } /******************************************************************************/ void timestamp ( ) /******************************************************************************/ /* Purpose: TIMESTAMP prints the current YMDHMS date as a time stamp. Example: 31 May 2001 09:45:54 AM Licensing: This code is distributed under the MIT license. Modified: 24 September 2003 Author: John Burkardt Parameters: None */ { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; time_t now; now = time ( NULL ); tm = localtime ( &now ); strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); fprintf ( stdout, "%s\n", time_buffer ); return; # undef TIME_SIZE }