# include # include # include # include "line_monte_carlo.h" int main ( ); void line01_sample_random_test ( ); void line01_sample_ergodic_test ( ); /******************************************************************************/ int main ( ) /******************************************************************************/ /* Purpose: MAIN is the main program for LINE_MONTE_CARLO_TEST. Discussion: LINE_MONTE_CARLO_TEST tests the LINE_MONTE_CARLO library. Licensing: This code is distributed under the MIT license. Modified: 07 June 2017 Author: John Burkardt */ { timestamp ( ); printf ( "\n" ); printf ( "LINE_MONTE_CARLO_TEST\n" ); printf ( " C version\n" ); printf ( " Test the LINE_MONTE_CARLO library.\n" ); line01_sample_random_test ( ); line01_sample_ergodic_test ( ); /* Terminate. */ printf ( "\n" ); printf ( "LINE_MONTE_CARLO_TEST\n" ); printf ( " Normal end of execution.\n" ); printf ( "\n" ); timestamp ( ); return 0; } /******************************************************************************/ void line01_sample_random_test ( ) /******************************************************************************/ /* Purpose: LINE01_SAMPLE_RANDOM_TEST compares exact and estimated monomial integrals. Licensing: This code is distributed under the MIT license. Modified: 07 June 2017 Author: John Burkardt */ { int e; double error; double exact; int n = 4192; double result; int seed; int test; int test_num = 11; double *value; double *x; printf ( "\n" ); printf ( "LINE01_SAMPLE_RANDOM_TEST\n" ); printf ( " LINE01_SAMPLE_RANDOM randomly samples the unit line segment. \n" ); printf ( " Use it to estimate integrals.\n" ); /* Get sample points. */ seed = 123456789; x = line01_sample_random ( n, &seed ); printf ( "\n" ); printf ( " Number of sample points used is %d\n", n ); printf ( "\n" ); printf ( " E MC-Estimate Exact Error\n" ); printf ( "\n" ); for ( test = 1; test <= test_num; test++ ) { e = test - 1; value = monomial_value_1d ( n, e, x ); result = line01_length ( ) * r8vec_sum ( n, value ) / ( double ) ( n ); exact = line01_monomial_integral ( e ); error = fabs ( result - exact ); printf ( " %2d %14.6g %14.6g %10.2e\n", e, result, exact, error ); free ( value ); } free ( x ); return; } /******************************************************************************/ void line01_sample_ergodic_test ( ) /******************************************************************************/ /* Purpose: LINE01_SAMPLE_ERGODIC_TEST compares exact and estimated monomial integrals. Licensing: This code is distributed under the MIT license. Modified: 07 June 2017 Author: John Burkardt */ { int e; double error; double exact; int n = 4192; double result; double shift; int test; int test_num = 11; double *value; double *x; printf ( "\n" ); printf ( "LINE01_SAMPLE_ERGODIC_TEST\n" ); printf ( " LINE01_SAMPLE_ERGODIC ergodically samples the unit line segment. \n" ); printf ( " Use it to estimate integrals.\n" ); /* Get sample points. */ shift = 0.0; x = line01_sample_ergodic ( n, &shift ); printf ( "\n" ); printf ( " Number of sample points used is %d\n", n ); printf ( "\n" ); printf ( " E MC-Estimate Exact Error\n" ); printf ( "\n" ); for ( test = 1; test <= test_num; test++ ) { e = test - 1; value = monomial_value_1d ( n, e, x ); result = line01_length ( ) * r8vec_sum ( n, value ) / ( double ) ( n ); exact = line01_monomial_integral ( e ); error = fabs ( result - exact ); printf ( " %2d %14.6g %14.6g %10.2e\n", e, result, exact, error ); free ( value ); } free ( x ); return; }