# include # include # include # include # include # include using namespace std; # include "simplex_monte_carlo.hpp" //****************************************************************************80 double *monomial_value ( int m, int n, int e[], double x[] ) //****************************************************************************80 // // 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 GNU LGPL license. // // Modified: // // 05 May 2007 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the spatial dimension. // // Input, int POINT_NUM, 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 = new double[n]; 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; } //****************************************************************************80 double r8vec_sum ( int n, double a[] ) //****************************************************************************80 // // 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 GNU LGPL license. // // Modified: // // 15 October 2004 // // 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; } //****************************************************************************80 double *r8vec_uniform_01_new ( int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8VEC_UNIFORM_01_NEW returns a new unit pseudorandom R8VEC. // // Discussion: // // This routine implements the recursion // // seed = ( 16807 * seed ) mod ( 2^31 - 1 ) // u = 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: // // 19 August 2004 // // 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, int N, the number of entries in the vector. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8VEC_UNIFORM_01_NEW[N], the vector of pseudorandom values. // { int i; int i4_huge = 2147483647; int k; double *r; if ( seed == 0 ) { cerr << "\n"; cerr << "R8VEC_UNIFORM_01_NEW - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } r = new double[n]; for ( i = 0; i < n; i++ ) { k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } r[i] = ( double ) ( seed ) * 4.656612875E-10; } return r; } //****************************************************************************80 double simplex01_monomial_integral ( int m, int e[] ) //****************************************************************************80 // // Purpose: // // SIMPLEX01_MONOMIAL_INTEGRAL: integrals in the unit simplex in M dimensions. // // Discussion: // // The monomial is F(X) = product ( 1 <= I <= M ) X(I)^E(I). // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2014 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the spatial dimension. // // Input, int E[M], the exponents. // Each exponent must be nonnegative. // // Output, double SIMPLEX01_MONOMIAL_INTEGRAL, the integral. // { int i; double integral; int j; int k; for ( i = 0; i < m; i++ ) { if ( e[i] < 0 ) { cerr << "\n"; cerr << "SIMPLEX01_MONOMIAL_INTEGRAL - Fatal error!\n"; cerr << " All exponents must be nonnegative.\n"; exit ( 1 ); } } k = 0; integral = 1.0; for ( i = 0; i < m; i++ ) { for ( j = 1; j <= e[i]; j++ ) { k = k + 1; integral = integral * ( double ) ( j ) / ( double ) ( k ); } } for ( i = 0; i < m; i++ ) { k = k + 1; integral = integral / ( double ) ( k ); } return integral; } //****************************************************************************80 double *simplex01_sample ( int m, int n, int &seed ) //****************************************************************************80 // // Purpose: // // SIMPLEX01_SAMPLE samples the unit simplex in M dimensions. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2015 // // Author: // // John Burkardt // // Reference: // // 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 SIMPLEX01_SAMPLE_01[M*N], the points. // { double *e; double e_sum; int i; int j; double *x; x = new double[m*n]; for ( j = 0; j < n; j++ ) { e = r8vec_uniform_01_new ( m + 1, seed ); for ( i = 0; i < m + 1; i++ ) { e[i] = - log ( e[i] ); } e_sum = r8vec_sum ( m + 1, e ); for ( i = 0; i < m; i++ ) { x[i+j*m] = e[i] / e_sum; } delete [] e; } return x; } //****************************************************************************80 double simplex01_volume ( int m ) //****************************************************************************80 // // Purpose: // // SIMPLEX01_VOLUME returns the volume of the unit simplex in M dimensions. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2014 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the spatial dimension. // // Output, double SIMPLEX01_VOLUME, the volume. // { int i; double volume; volume = 1.0; for ( i = 1; i <= m; i++ ) { volume = volume / ( double ) ( i ); } return volume; } //****************************************************************************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 }