# include # include # include # include # include # include "pyramid_monte_carlo.h" /******************************************************************************/ 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 pyramid01_integral ( int expon[3] ) /******************************************************************************/ /* Purpose: PYRAMID01_INTEGRAL: monomial integral in a unit pyramid. Discussion: This function returns the value of the integral of X^ALPHA Y^BETA Z^GAMMA over the unit pyramid. The integration region is: - ( 1 - Z ) <= X <= 1 - Z - ( 1 - Z ) <= Y <= 1 - Z 0 <= Z <= 1. Licensing: This code is distributed under the MIT license. Modified: 24 March 2008 Author: John Burkardt Reference: Arthur Stroud, Approximate Calculation of Multiple Integrals, Prentice Hall, 1971, ISBN: 0130438936, LC: QA311.S85. Parameters: Input, int EXPON[3], the exponents. Output, double PYRAMID01_INTEGRAL, the integral of the monomial over the pyramid. */ { int i; int i_hi; double value; value = 0.0; if ( ( expon[0] % 2 ) == 0 && ( expon[1] % 2 ) == 0 ) { i_hi = 2 + expon[0] + expon[1]; for ( i = 0; i <= i_hi; i++ ) { value = value + r8_mop ( i ) * r8_choose ( i_hi, i ) / ( double ) ( i + expon[2] + 1 ); } value = value * 2.0 / ( double ) ( expon[0] + 1 ) * 2.0 / ( double ) ( expon[1] + 1 ); } return value; } /******************************************************************************/ double *pyramid01_sample ( int n, int *seed ) /******************************************************************************/ /* Purpose: PYRAMID01_SAMPLE: sample the unit pyramid. Licensing: This code is distributed under the MIT license. Modified: 14 April 2014 Author: John Burkardt Parameters: Input, int N, the number of samples desired. Input/output, int *SEED, a seed for the random number generator. Output, double PYRAMID01_SAMPLE[3*N], the sample values. */ { int j; static int m = 3; static double one_third = 1.0 / 3.0; double *x; x = r8mat_uniform_01_new ( m, n, seed ); for ( j = 0; j < n; j++ ) { x[2+j*3] = 1.0 - pow ( x[2+j*3], one_third ); x[1+j*3] = ( 1.0 - x[2+j*3] ) * ( 2.0 * x[1+j*3] - 1.0 ); x[0+j*3] = ( 1.0 - x[2+j*3] ) * ( 2.0 * x[0+j*3] - 1.0 ); } return x; } /******************************************************************************/ double pyramid01_volume ( ) /******************************************************************************/ /* Purpose: PYRAMID01_VOLUME: volume of a unit pyramid with square base. Discussion: The volume of this unit pyramid is 4/3. The integration region is: - ( 1 - Z ) <= X <= 1 - Z - ( 1 - Z ) <= Y <= 1 - Z 0 <= Z <= 1. Licensing: This code is distributed under the MIT license. Modified: 14 April 2014 Author: John Burkardt Parameters: Output, double PYRAMID01_VOLUME, the volume of the pyramid. */ { double volume; volume = 4.0 / 3.0; return volume; } /******************************************************************************/ double r8_choose ( int n, int k ) /******************************************************************************/ /* Purpose: R8_CHOOSE computes the binomial coefficient C(N,K) as an R8. Discussion: The value is calculated in such a way as to avoid overflow and roundoff. The calculation is done in R8 arithmetic. The formula used is: C(N,K) = N! / ( K! * (N-K)! ) Licensing: This code is distributed under the MIT license. Modified: 01 July 2008 Author: John Burkardt Reference: ML Wolfson, HV Wright, Algorithm 160: Combinatorial of M Things Taken N at a Time, Communications of the ACM, Volume 6, Number 4, April 1963, page 161. Parameters: Input, int N, K, the values of N and K. Output, double R8_CHOOSE, the number of combinations of N things taken K at a time. */ { int i; int mn; int mx; double value; if ( k < n - k ) { mn = k; mx = n - k; } else { mn = n - k; mx = k; } if ( mn < 0 ) { value = 0.0; } else if ( mn == 0 ) { value = 1.0; } else { value = ( double ) ( mx + 1 ); for ( i = 2; i <= mn; i++ ) { value = ( value * ( double ) ( mx + i ) ) / ( double ) i; } } return value; } /******************************************************************************/ double r8_mop ( int i ) /******************************************************************************/ /* Purpose: R8_MOP returns the I-th power of -1 as an R8 value. Discussion: An R8 is an double value. Licensing: This code is distributed under the MIT license. Modified: 01 July 2008 Author: John Burkardt Parameters: Input, int I, the power of -1. Output, double R8_MOP, the I-th power of -1. */ { double value; if ( ( i % 2 ) == 0 ) { value = + 1.0; } else { value = - 1.0; } return value; } /******************************************************************************/ void r8mat_transpose_print ( int m, int n, double a[], char *title ) /******************************************************************************/ /* Purpose: R8MAT_TRANSPOSE_PRINT prints an R8MAT, transposed. Discussion: An R8MAT is a doubly dimensioned array of R8 values, stored as a vector in column-major order. Licensing: This code is distributed under the MIT license. Modified: 28 May 2008 Author: John Burkardt Parameters: Input, int M, N, the number of rows and columns. Input, double A[M*N], an M by N matrix to be printed. Input, char *TITLE, a title. */ { r8mat_transpose_print_some ( m, n, a, 1, 1, m, n, title ); return; } /******************************************************************************/ void r8mat_transpose_print_some ( int m, int n, double a[], int ilo, int jlo, int ihi, int jhi, char *title ) /******************************************************************************/ /* Purpose: R8MAT_TRANSPOSE_PRINT_SOME prints some of an R8MAT, transposed. Discussion: An R8MAT is a doubly dimensioned array of R8 values, stored as a vector in column-major order. Licensing: This code is distributed under the MIT license. Modified: 10 September 2013 Author: John Burkardt Parameters: Input, int M, N, the number of rows and columns. Input, double A[M*N], an M by N matrix to be printed. Input, int ILO, JLO, the first row and column to print. Input, int IHI, JHI, the last row and column to print. Input, char *TITLE, a title. */ { # define INCX 5 int i; int i2; int i2hi; int i2lo; int i2lo_hi; int i2lo_lo; int inc; int j; int j2hi; int j2lo; fprintf ( stdout, "\n" ); fprintf ( stdout, "%s\n", title ); if ( m <= 0 || n <= 0 ) { fprintf ( stdout, "\n" ); fprintf ( stdout, " (None)\n" ); return; } if ( ilo < 1 ) { i2lo_lo = 1; } else { i2lo_lo = ilo; } if ( ihi < m ) { i2lo_hi = m; } else { i2lo_hi = ihi; } for ( i2lo = i2lo_lo; i2lo <= i2lo_hi; i2lo = i2lo + INCX ) { i2hi = i2lo + INCX - 1; if ( m < i2hi ) { i2hi = m; } if ( ihi < i2hi ) { i2hi = ihi; } inc = i2hi + 1 - i2lo; fprintf ( stdout, "\n" ); fprintf ( stdout, " Row:" ); for ( i = i2lo; i <= i2hi; i++ ) { fprintf ( stdout, " %7d ", i - 1 ); } fprintf ( stdout, "\n" ); fprintf ( stdout, " Col\n" ); fprintf ( stdout, "\n" ); if ( jlo < 1 ) { j2lo = 1; } else { j2lo = jlo; } if ( n < jhi ) { j2hi = n; } else { j2hi = jhi; } for ( j = j2lo; j <= j2hi; j++ ) { fprintf ( stdout, "%5d:", j - 1 ); for ( i2 = 1; i2 <= inc; i2++ ) { i = i2lo - 1 + i2; fprintf ( stdout, " %14g", a[(i-1)+(j-1)*m] ); } fprintf ( stdout, "\n" ); } } return; # undef INCX } /******************************************************************************/ 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 }