Annotation of OpenXM/src/ox_gsl/call_gsl.c, Revision 1.7
1.7 ! takayama 1: /* $OpenXM: OpenXM/src/ox_gsl/call_gsl.c,v 1.6 2018/06/06 10:46:00 takayama Exp $
1.2 takayama 2: */
1.1 takayama 3: //#include <gsl/gsl_types.h>
4: //#include <gsl/gsl_sys.h>
1.2 takayama 5: #include <unistd.h>
1.1 takayama 6: #include <gsl/gsl_sf_result.h>
1.2 takayama 7: #include <gsl/gsl_errno.h>
1.1 takayama 8: #include <gsl/gsl_sf_gamma.h>
1.3 takayama 9: #include <gsl/gsl_integration.h>
1.5 takayama 10: #include <gsl/gsl_monte.h>
11: #include <gsl/gsl_monte_plain.h>
12: #include <gsl/gsl_monte_miser.h>
13: #include <gsl/gsl_monte_vegas.h>
1.1 takayama 14: #include "ox_gsl.h"
15: extern int Debug;
1.2 takayama 16: // local prototype declarations
17:
1.1 takayama 18: void call_gsl_sf_lngamma_complex_e() {
1.3 takayama 19: int argc;
1.1 takayama 20: double zr;
21: double zi;
22: gsl_sf_result lnr;
23: gsl_sf_result arg;
24: int status;
25: cmo *r[3];
26: cmo *ans;
1.2 takayama 27: // gsl_set_error_handler_off();
28: gsl_set_error_handler((gsl_error_handler_t *)myhandler);
1.3 takayama 29: argc = get_i(); // number of args
30: if (argc != 2) {
31: pops(argc);
32: push(make_error2("The argc must be 2 for gsl_sf_lngamma_complex_e.",NULL,0,-1));
33: return;
34: }
1.1 takayama 35: zr=get_double();
36: zi=get_double();
37: if (Debug) printf("gsl_sf_lngamma_complex_e(zr=%lg,zi=%lg)\n",zr,zi);
38: status = gsl_sf_lngamma_complex_e(zr,zi,&lnr,&arg);
39: r[0] = (cmo *)new_cmo_double(lnr.val);
40: r[1] = (cmo *)new_cmo_double(arg.val);
41: r[2] = (cmo *)new_cmo_int32(status);
1.2 takayama 42: ans = (cmo *)new_cmo_list_array((void *)r,3);
1.1 takayama 43: push(ans);
44: }
1.3 takayama 45:
1.7 ! takayama 46: cmo *Func_x=NULL; // function to evalute.
! 47: cmo *Vlist=NULL; // list of variables (not implemented yet).
1.3 takayama 48: double f_x(double x,void *params) {
49: double d;
1.4 takayama 50: if (Debug) ox_printf("f_x\n");
1.3 takayama 51: replace(1,"x",x);
1.4 takayama 52: if (Debug) ox_printf("f_x after replace x=%lg\n",x);
1.3 takayama 53: if (eval_cmo(Func_x,&d)==0) GSL_ERROR("eval_cmo fails in f_x",GSL_ETOL);
1.4 takayama 54: if (Debug) ox_printf("f_x(%lg) -> d=%lg\n",x,d);
1.3 takayama 55: return(d);
56: }
57: void call_gsl_integration_qags() {
58: int argc;
59: double a;
60: double b;
61: int status;
62: cmo *r[3];
63: cmo *ans;
64: gsl_integration_workspace * w
65: = gsl_integration_workspace_alloc (1000);
66: double result, error;
67: gsl_function F;
68: double epsabs=0;
69: double epsrel=1e-7;
70: int limit=1000;
71:
72: // gsl_set_error_handler_off();
73: gsl_set_error_handler((gsl_error_handler_t *)myhandler);
74: argc = get_i(); // number of args
75: if (argc != 3) {
76: pops(argc);
77: push(make_error2("The argc must be 3 for gsl_integration_qags.",NULL,0,-1));
78: return;
79: }
80: Func_x = pop();
81: a = get_double();
82: b = get_double();
83:
84: F.function = &f_x;
1.4 takayama 85: F.params=NULL;
1.3 takayama 86:
87: status=gsl_integration_qags (&F, a, b, epsabs, epsrel, limit,
88: w, &result, &error);
89:
1.4 takayama 90: if (Debug) ox_printf ("result = % .18f\n", result);
1.3 takayama 91: // printf ("estimated error = % .18f\n", error);
92: // printf ("intervals = %zu\n", w->size);
93:
94: gsl_integration_workspace_free(w);
95:
96: r[0] = (cmo *)new_cmo_double(result);
97: r[1] = (cmo *)new_cmo_double(error);
98: r[2] = (cmo *)new_cmo_int32(status);
99: ans = (cmo *)new_cmo_list_array((void *)r,3);
100: push(ans);
101: }
1.5 takayama 102:
103: double f_n(double x[],size_t dim,void *params) {
1.7 ! takayama 104: int debug_f_n=0;
1.5 takayama 105: double d;
106: int i;
107: char *xx[30]={"x0","x1","x2","x3","x4","x5","x6","x7","x8","x9",
108: "x10","x11","x12","x13","x14","x15","x16","x17","x18","x19",
109: "x20","x21","x22","x23","x24","x25","x26","x27","x28","x29"
110: };
1.7 ! takayama 111: // debug_f_n = Debug;
1.5 takayama 112: if (dim > 30) GSL_ERROR("f_n supports functions with args <= 30",GSL_ETOL);
1.6 takayama 113: init_dic();
1.7 ! takayama 114: if (debug_f_n) ox_printf("f_n, dim=%d\n",dim);
1.5 takayama 115: for (i=0; i<dim; i++) {
1.7 ! takayama 116: if (debug_f_n) ox_printf("x%d=%lg, ",i,x[i]);
1.6 takayama 117: register_entry(xx[i],x[i]);
1.5 takayama 118: }
1.7 ! takayama 119: if (debug_f_n) { ox_printf("\n"); fflush(NULL); }
1.5 takayama 120: if (eval_cmo(Func_x,&d)==0) GSL_ERROR("eval_cmo fails in f_n",GSL_ETOL);
1.7 ! takayama 121: if (debug_f_n) ox_printf("\nf_x(...) -> d=%lg\n",d);
1.5 takayama 122: return(d);
123: }
1.7 ! takayama 124: void call_gsl_monte_plain_miser_vegas_integrate(int type) {
1.5 takayama 125: int argc;
126: int dim;
127: int dim2;
128: cmo *cr[2];
129: cmo *ans;
130: double *xl;
131: double *xu;
132: gsl_monte_function G = {&f_n,0,0};
133:
134: double res, err;
135: const gsl_rng_type *T;
136: gsl_rng *r;
1.6 takayama 137: // size_t calls = 500000;
1.7 ! takayama 138: size_t calls = 100000; // for test 1000
! 139: gsl_monte_plain_state *s_p;
! 140: gsl_monte_miser_state *s_m;
! 141: gsl_monte_vegas_state *s_v;
1.5 takayama 142: gsl_rng_env_setup ();
143: T = gsl_rng_default;
144: r = gsl_rng_alloc (T);
145:
146: // gsl_set_error_handler_off();
147: gsl_set_error_handler((gsl_error_handler_t *)myhandler);
148: argc = get_i(); // number of args
1.7 ! takayama 149: if (argc < 3) {
1.5 takayama 150: pops(argc);
1.7 ! takayama 151: push(make_error2("The argc must be >=3 for gsl_integration_qags.",NULL,0,-1));
1.5 takayama 152: return;
153: }
154: Func_x = pop();
155: xl = get_double_list(&dim);
156: xu = get_double_list(&dim2);
1.7 ! takayama 157: if (argc >= 4) {
! 158: calls = (int) get_double();
! 159: }
! 160: if (argc >= 5) {
! 161: Vlist = pop(); // list of variables. Not implemented yet.
! 162: }
1.5 takayama 163: if (dim != dim2) {
164: push(make_error2("gsl_monte_plain: dim of interval differs.",NULL,0,-1));
165: return;
166: }
1.6 takayama 167: G.dim=dim;
1.7 ! takayama 168: switch(type) {
! 169: case 0: // plain
! 170: s_p = gsl_monte_plain_alloc (dim);
! 171: gsl_monte_plain_integrate (&G, xl, xu, dim, calls, r, s_p,
! 172: &res, &err);
! 173: gsl_monte_plain_free (s_p);
! 174: break;
! 175: case 1: // miser
! 176: s_m = gsl_monte_miser_alloc (dim);
! 177: gsl_monte_miser_integrate (&G, xl, xu, dim, calls, r, s_m,
! 178: &res, &err);
! 179: gsl_monte_miser_free (s_m);
! 180: break;
! 181: default: // vegas;
! 182: s_v = gsl_monte_vegas_alloc (dim);
! 183: gsl_monte_vegas_integrate (&G, xl, xu, dim, calls, r, s_v,
! 184: &res, &err);
! 185: gsl_monte_vegas_free (s_v);
! 186: break;
! 187: }
1.5 takayama 188: if (Debug) ox_printf("result = %lg\n",res);
189: cr[0] = (cmo *)new_cmo_double(res);
190: cr[1] = (cmo *)new_cmo_double(err);
191: ans = (cmo *)new_cmo_list_array((void *)cr,2);
192: push(ans);
193: }
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