double runTrial(
size_t index,
size_t numTradingDays,
double dt,
double sqrtDT,
double const (&choleskyTrans)[NS][NS],
double const (&drifts)[NS]
)
{
uint32_t seed = initialSeed( 4096 * (1+index) );
double amounts[NS];
for ( size_t i=0; i<NS; ++i )
amounts[i] = 100.0;
for ( size_t day=0; day<numTradingDays; ++day )
{
double Z[NS];
randomNormalVec( Z, seed );
double X[NS];
multMatVec( choleskyTrans, Z, X );
for ( size_t i=0; i<NS; ++i )
amounts[i] *= exp(drifts[i]*dt + X[i]*sqrtDT);
}
double value = 0.0;
for ( size_t i=0; i<NS; ++i )
value += amounts[i];
return value;
}
static void drawTriangle(double x1,double y1,double z1,double u1,double v1, double x2,double y2,double z2,double u2,double v2, double x3,double y3,double z3,double u3,double v3, int tries) {
set4(tempVert1, x1,y1,z1,1);
set4(tempVert2, x2,y2,z2,1);
set4(tempVert3, x3,y3,z3,1);
multMatVec(completeMat, tempVert1, tempVert1);
multMatVec(completeMat, tempVert2, tempVert2);
multMatVec(completeMat, tempVert3, tempVert3);
double oz1 = z1, oz2 = z2, oz3 = z3;
double w1, w2, w3,
miX, miY, maX, maY,
//x01, y01, z01,
x21, y21, z21,
x31, y31, z31,
//x32, y32, z32,
az, bz, c,
//au, bu,
//av, bv,
area,
s, t,
depth;
int x,y, u,v, miXi,miYi,maXi,maYi;
//double ow1, ow2, ow3;
/*ow1 = */w1 = tempVert1[3];
z1 = tempVert1[2]; ///w1;
/*ow2 = */w2 = tempVert2[3];
z2 = tempVert2[2]; ///w2;
/*ow3 = */w3 = tempVert3[3];
z3 = tempVert3[2]; ///w3;
// Completely outside of the frustem
if(tries == 0) {
if((z1 < near && z2 < near && z3 < near) || (z1 > far && z2 > far && z3 > far)) {
////printf("offscreen...\n");
return;
}
//Partially outside, need to clip
if(z1 < pseudoNear || z2 < pseudoNear || z3 < pseudoNear) {
//printf("CLIP!\n");
clip(x1,y1,oz1,u1,v1, z1,
x2,y2,oz2,u2,v2, z2,
x3,y3,oz3,u3,v3, z3);
return;
}
}
//printf("ws <%lf, %lf, %lf>\n", w1, w2, w3);
w1 = fabs(w1);
x1 = tempVert1[0]/-w1;
y1 = tempVert1[1]/-w1;
w2 = fabs(w2);
x2 = tempVert2[0]/-w2;
y2 = tempVert2[1]/-w2;
w3 = fabs(w3);
x3 = tempVert3[0]/-w3;
y3 = tempVert3[1]/-w3;
/*printf("--------------------------\n");
printf("ws <%lf, %lf, %lf>\n", w1, w2, w3);
printf("pt1 <%lf, %lf, %lf>\n", x1, y1, z1);
printf("pt2 <%lf, %lf, %lf>\n", x2, y2, z2);
printf("pt3 <%lf, %lf, %lf>\n", x3, y3, z3);
printf("--------------------------\n");
printf("\n");*/
miX = (x1 < x2) ? ((x1 < x3) ? x1 : x3) : ((x2 < x3) ? x2 : x3);
miY = (y1 < y2) ? ((y1 < y3) ? y1 : y3) : ((y2 < y3) ? y2 : y3);
maX = (x1 > x2) ? ((x1 > x3) ? x1 : x3) : ((x2 > x3) ? x2 : x3);
maY = (y1 > y2) ? ((y1 > y3) ? y1 : y3) : ((y2 > y3) ? y2 : y3);
miXi = (int) ((miX < 0) ? 0 : miX);
miYi = (int) ((miY < 0) ? 0 : miY);
maXi = (int) ((maX < RESOLUTION_WIDTH) ? maX : RESOLUTION_WIDTH);
maYi = (int) ((maY < RESOLUTION_HEIGHT) ? maY : RESOLUTION_HEIGHT);
x21 = x2-x1;
y21 = y2-y1;
z21 = z2-z1;
x31 = x3-x1;
y31 = y3-y1;
z31 = z3-z1;
/*
x32 = x3-x2;
y32 = y3-y2;
z32 = z3-z2;
*/
az = y21*z31 - y31*z21;
bz = -x21*z31 + x31*z21;
c = x21*y31 - x31*y21;
area = .5*(-y2*x3 + y1*(-x2+x3) + x1*(y2-y3) + x2*y3);
if(area == 0)
return;
double b1, b2, b3,
bDenom = -1./((y2-y3)*x31 + (x3-x2)*y31);
int index, dRGBA=0,
dR=0, dG=0, dB=0, dA=0,
pR=0, pG=0, pB=0, pA=0;
double val = 1, wp, up, vp, fr;
for(x = miXi; x < maXi; x++) {
for(y = miYi; y < maYi; y++) {
s = 1/(2*area)*(y1*x3 - x1*y3 + y31*x - x31*y);
t = 1/(2*area)*(x1*y2 - y1*x2 - y21*x + x21*y);
if(0 <= s && s <= 1 && 0 <= t && t <= 1 && s+t <= 1) {
depth = (z1 + (az*(x-x1) + bz*(y-y1))/-c);
b1 = ((y2-y3)*(x-x3) + (x3-x2)*(y-y3)) * bDenom;
b2 = ((y3-y1)*(x-x3) + (x1-x3)*(y-y3)) * bDenom;
b3 = 1. - b1 - b2;
if(!doDepthTest || (depth >= near && depth <= far)) {
index = y*RESOLUTION_WIDTH + x;
if(!doDepthTest || (depth < depths[index])) {
depths[index] = depth;
if(texture == NULL || !doTexture) {
if(!doFog)
pixels[index] = RGBA;
else {
val = contain(0, (far-depth)/(far-near), 1);
pixels[index] = convertRGB2Int((int)(R*val),(int)(G*val),(int)(B*val));
}
}
else {
wp = ( 1 / w1 ) * b1 + ( 1 / w2 ) * b2 + ( 1 / w3 ) * b3;
up = ( ( u1 / w1 ) * b1 + ( u2 / w2 ) * b2 + ( u3 / w3 ) * b3 ) / wp;
vp = ( ( v1 / w1 ) * b1 + ( v2 / w2 ) * b2 + ( v3 / w3 ) * b3 ) / wp;
if(up < 0 || up > 1)
up = fabs(fmod(up,1));
if(vp < 0 || vp > 1)
vp = fabs(fmod(vp,1));
u = (int)(textureWidth * up);
v = (int)(textureHeight * vp);
dRGBA = texture[textureWidth*v + u];
convertInt2RGBA(dRGBA, &dR,&dG,&dB,&dA);
dR = (int) (dR/255. * R);
dG = (int) (dG/255. * G);
dB = (int) (dB/255. * B);
dA = (int) (dA/255. * A);
if(dA == 0)
continue;
dRGBA = convertRGBA2Int(dR,dG,dB,dA);
if(!doFog) {
if(dA == 255)
pixels[index] = dRGBA;
else if (dA > 0) {
convertInt2RGBA(pixels[index], &pR,&pG,&pB,&pA);
fr = dA/255.;
// Colors have to be squared!
pR = sqrt((1-fr)*pR*pR + fr*dR*dR);
pG = sqrt((1-fr)*pG*pG + fr*dG*dG);
pB = sqrt((1-fr)*pB*pB + fr*dB*dB);
pixels[index] = convertRGB2Int((int)(pR),(int)(pG),(int)(pB));
}
}
else {
val = contain(0, (far-depth)/(far-near), 1);
if(dA == 1)
pixels[index] = convertRGB2Int((int)(dR*val),(int)(dG*val),(int)(dB*val));
else {
convertInt2RGBA(pixels[index], &pR,&pG,&pB,&pA);
pixels[index] = convertRGB2Int((int)(dR*val),(int)(dG*val),(int)(dB*val));
}
}
}
}
}
}
}
}
}
