# include # include # include # include # include # include # include using namespace std; int main ( int argc, char *argv[] ); string i4_to_string ( int i4, string format ); double *r8mat_uniform_01_new ( int m, int n, int &seed ); void r8mat_write ( string output_filename, int m, int n, double table[] ); void timestamp ( ); //****************************************************************************80 int main ( int argc, char *argv[] ) //****************************************************************************80 // // Purpose: // // MAIN is the main program for MONTE_CARLO_RULE. // // Discussion: // // MONTE_CARLO_RULE generates N points in the M-dimensional unit hypercube, // and writes out files so that the data can be regarded as a quadrature rule. // // Usage: // // monte_carlo_rule m n seed // // where // // * M, the spatial dimension, // * N, the number of points to generate, // * SEED, the seed, a positive integer. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 30 March 2013 // // Author: // // John Burkardt // { string filename_r; string filename_w; string filename_x; int i; int m; int n; double *r; int s; int seed; double *w; double *x; timestamp ( ); cout << "\n"; cout << "MONTE_CARLO_RULE\n"; cout << " C++ version\n"; cout << " Compiled on " << __DATE__ << " at " << __TIME__ << ".\n"; cout << "\n"; cout << " Compute the abscissas and weights of a quadrature rule\n"; cout << " that is simply a Monte Carlo sampling.\n"; cout << "\n"; cout << " The program requests input values from the user:\n"; cout << "\n"; cout << " * M, the spatial dimension,\n"; cout << " * N, the number of points to generate,\n"; cout << " * SEED, a positive integer.\n"; cout << "\n"; cout << " Output from the program includes\n"; cout << " a set of 3 files that define the quadrature rule.\n"; cout << "\n"; cout << " (1) \"mc_m?_n?_s?_r.txt\", the ranges;\n"; cout << " (2) \"mc_m?_n?_s?_w.txt\", the weights;\n"; cout << " (3) \"mc_m?_n?_s?_x.txt\", the abscissas.\n"; // // Get the spatial dimension M. // if ( 1 < argc ) { m = atoi ( argv[1] ); } else { cout << "\n"; cout << " Enter the spatial dimension M (1 or greater)\n"; cin >> m; } // // Get the number of points N. // if ( 2 < argc ) { n = atoi ( argv[2] ); } else { cout << "\n"; cout << " Enter the number of points N (1 or greater):\n"; cin >> n; } // // Get the seed S. // if ( 3 < argc ) { s = atoi ( argv[3] ); } else { cout << "\n"; cout << " Enter the seed S (1 or greater):\n"; cin >> s; } // // Input summary. // cout << "\n"; cout << " M = " << m << "\n"; cout << " N = " << n << "\n"; cout << " S = " << s << "\n"; // // Construct the rule. // r = new double[m*2]; for ( i = 0; i < m; i++ ) { r[i+0*m] = 0.0; r[i+1*m] = 1.0; } w = new double[n]; for ( i = 0; i < n; i++ ) { w[i] = 1.0 / ( double ) n; } seed = s; x = r8mat_uniform_01_new ( m, n, seed ); // // Output the rule. // filename_r = "mc_d" + i4_to_string ( m, "%d" ) + "_n" + i4_to_string ( n, "%d" ) + "_s" + i4_to_string ( s, "%d" ) + "_r.txt"; filename_w = "mc_d" + i4_to_string ( m, "%d" ) + "_n" + i4_to_string ( n, "%d" ) + "_s" + i4_to_string ( s, "%d" ) + "_w.txt"; filename_x = "mc_d" + i4_to_string ( m, "%d" ) + "_n" + i4_to_string ( n, "%d" ) + "_s" + i4_to_string ( s, "%d" ) + "_x.txt"; cout << "\n"; cout << " Region file will be \"" << filename_r << "\".\n"; cout << " Weight file will be \"" << filename_w << "\".\n"; cout << " Abscissa file will be \"" << filename_x << "\".\n"; r8mat_write ( filename_r, m, 2, r ); r8mat_write ( filename_w, 1, n, w ); r8mat_write ( filename_x, m, n, x ); // // Free memory. // delete [] r; delete [] w; delete [] x; // // Terminate. // cout << "\n"; cout << "MONTE_CARLO_RULE:\n"; cout << " Normal end of execution.\n"; cout << "\n"; timestamp ( ); return 0; } //****************************************************************************80 string i4_to_string ( int i4, string format ) //****************************************************************************80 // // Purpose: // // I4_TO_STRING converts an I4 to a C++ string. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 July 2009 // // Author: // // John Burkardt // // Parameters: // // Input, int I4, an integer. // // Input, string FORMAT, the format string. // // Output, string I4_TO_STRING, the string. // { char i4_char[80]; string i4_string; sprintf ( i4_char, format.c_str ( ), i4 ); i4_string = string ( i4_char ); return i4_string; } //****************************************************************************80 double *r8mat_uniform_01_new ( int m, int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8MAT_UNIFORM_01_NEW returns a unit pseudorandom R8MAT. // // Discussion: // // An R8MAT is a doubly dimensioned array of R8's, 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 GNU LGPL license. // // Modified: // // 03 October 2005 // // 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 = new double[m*n]; 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; } //****************************************************************************80 void r8mat_write ( string output_filename, int m, int n, double table[] ) //****************************************************************************80 // // Purpose: // // R8MAT_WRITE writes an R8MAT file with no header. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 29 June 2009 // // Author: // // John Burkardt // // Parameters: // // Input, string OUTPUT_FILENAME, the output filename. // // Input, int M, the spatial dimension. // // Input, int N, the number of points. // // Input, double TABLE[M*N], the table data. // { int i; int j; ofstream output; // // Open the file. // output.open ( output_filename.c_str ( ) ); if ( !output ) { cerr << "\n"; cerr << "R8MAT_WRITE - Fatal error!\n"; cerr << " Could not open the output file.\n"; return; } // // Write the data. // for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { output << " " << setw(24) << setprecision(16) << table[i+j*m]; } output << "\n"; } // // Close the file. // output.close ( ); return; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // 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 GNU LGPL license. // // Modified: // // 08 July 2009 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct std::tm *tm_ptr; size_t len; std::time_t now; now = std::time ( NULL ); tm_ptr = std::localtime ( &now ); len = std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr ); std::cout << time_buffer << "\n"; return; # undef TIME_SIZE }