Extern void EXPORT(cuhre)(ccount *pndim, ccount *pncomp,
Integrand integrand, void *userdata,
creal *pepsrel, creal *pepsabs,
cint *pflags, cnumber *pmineval, cnumber *pmaxeval,
ccount *pkey,
count *pnregions, number *pneval, int *pfail,
real *integral, real *error, real *prob)
{
This t;
t.ndim = *pndim;
t.ncomp = *pncomp;
t.integrand = integrand;
t.userdata = userdata;
t.epsrel = *pepsrel;
t.epsabs = *pepsabs;
t.flags = *pflags;
t.mineval = *pmineval;
t.maxeval = *pmaxeval;
t.key = *pkey;
t.nregions = 0;
t.neval = 0;
ForkCores(&t);
*pfail = Integrate(&t, integral, error, prob);
*pnregions = t.nregions;
*pneval = t.neval;
WaitCores(&t);
}
static int Integrate(This *t, real *integral, real *error, real *prob)
{
TYPEDEFREGION;
typedef struct pool {
struct pool *next;
Region region[POOLSIZE];
} Pool;
count dim, comp, ncur, ipool, npool;
int fail;
Totals totals[NCOMP];
Pool *cur = NULL, *pool;
Region *region;
if( VERBOSE > 1 ) {
char s[256];
sprintf(s, "Cuhre input parameters:\n"
" ndim " COUNT "\n ncomp " COUNT "\n"
" epsrel " REAL "\n epsabs " REAL "\n"
" flags %d\n mineval " NUMBER "\n maxeval " NUMBER "\n"
" key " COUNT,
t->ndim, t->ncomp,
t->epsrel, t->epsabs,
t->flags, t->mineval, t->maxeval,
t->key);
Print(s);
}
if( BadComponent(t) ) return -2;
if( BadDimension(t) ) return -1;
t->epsabs = Max(t->epsabs, NOTZERO);
RuleAlloc(t);
t->mineval = IMax(t->mineval, t->rule.n + 1);
FrameAlloc(t, ShmRm(t));
ForkCores(t);
if( (fail = setjmp(t->abort)) ) goto abort;
Alloc(cur, 1);
cur->next = NULL;
ncur = 1;
region = cur->region;
region->div = 0;
for( dim = 0; dim < t->ndim; ++dim ) {
Bounds *b = ®ion->bounds[dim];
b->lower = 0;
b->upper = 1;
}
Sample(t, region);
for( comp = 0; comp < t->ncomp; ++comp ) {
Totals *tot = &totals[comp];
Result *r = ®ion->result[comp];
tot->avg = tot->lastavg = tot->guess = r->avg;
tot->err = tot->lasterr = r->err;
tot->weightsum = 1/Max(Sq(r->err), NOTZERO);
tot->avgsum = tot->weightsum*r->avg;
tot->chisq = tot->chisqsum = tot->chisum = 0;
}
for( t->nregions = 1; ; ++t->nregions ) {
count maxcomp, bisectdim;
real maxratio, maxerr;
Result result[NCOMP];
Region *regionL, *regionR;
Bounds *bL, *bR;
if( VERBOSE ) {
char s[128 + 128*NCOMP], *p = s;
p += sprintf(p, "\n"
"Iteration " COUNT ": " NUMBER " integrand evaluations so far",
t->nregions, t->neval);
for( comp = 0; comp < t->ncomp; ++comp ) {
cTotals *tot = &totals[comp];
p += sprintf(p, "\n[" COUNT "] "
REAL " +- " REAL " \tchisq " REAL " (" COUNT " df)",
comp + 1, tot->avg, tot->err, tot->chisq, t->nregions - 1);
}
Print(s);
}
maxratio = -INFTY;
maxcomp = 0;
for( comp = 0; comp < t->ncomp; ++comp ) {
creal ratio = totals[comp].err/MaxErr(totals[comp].avg);
if( ratio > maxratio ) {
maxratio = ratio;
maxcomp = comp;
}
}
if( maxratio <= 1 && t->neval >= t->mineval ) break;
if( t->neval >= t->maxeval ) {
fail = 1;
break;
}
maxerr = -INFTY;
regionL = cur->region;
npool = ncur;
for( pool = cur; pool; npool = POOLSIZE, pool = pool->next )
for( ipool = 0; ipool < npool; ++ipool ) {
Region *region = &pool->region[ipool];
creal err = region->result[maxcomp].err;
if( err > maxerr ) {
maxerr = err;
regionL = region;
}
}
if( ncur == POOLSIZE ) {
Pool *prev = cur;
Alloc(cur, 1);
cur->next = prev;
ncur = 0;
}
regionR = &cur->region[ncur++];
regionR->div = ++regionL->div;
FCopy(result, regionL->result);
XCopy(regionR->bounds, regionL->bounds);
bisectdim = result[maxcomp].bisectdim;
bL = ®ionL->bounds[bisectdim];
bR = ®ionR->bounds[bisectdim];
bL->upper = bR->lower = .5*(bL->upper + bL->lower);
Sample(t, regionL);
Sample(t, regionR);
for( comp = 0; comp < t->ncomp; ++comp ) {
cResult *r = &result[comp];
Result *rL = ®ionL->result[comp];
Result *rR = ®ionR->result[comp];
Totals *tot = &totals[comp];
real diff, err, w, avg, sigsq;
tot->lastavg += diff = rL->avg + rR->avg - r->avg;
diff = fabs(.25*diff);
err = rL->err + rR->err;
if( err > 0 ) {
creal c = 1 + 2*diff/err;
rL->err *= c;
rR->err *= c;
}
rL->err += diff;
rR->err += diff;
tot->lasterr += rL->err + rR->err - r->err;
tot->weightsum += w = 1/Max(Sq(tot->lasterr), NOTZERO);
sigsq = 1/tot->weightsum;
tot->avgsum += w*tot->lastavg;
avg = sigsq*tot->avgsum;
tot->chisum += w *= tot->lastavg - tot->guess;
tot->chisqsum += w*tot->lastavg;
tot->chisq = tot->chisqsum - avg*tot->chisum;
if( LAST ) {
tot->avg = tot->lastavg;
tot->err = tot->lasterr;
}
else {
tot->avg = avg;
tot->err = sqrt(sigsq);
}
}
}
for( comp = 0; comp < t->ncomp; ++comp ) {
cTotals *tot = &totals[comp];
integral[comp] = tot->avg;
error[comp] = tot->err;
prob[comp] = ChiSquare(tot->chisq, t->nregions - 1);
}
#ifdef MLVERSION
if( REGIONS ) {
MLPutFunction(stdlink, "List", 2);
MLPutFunction(stdlink, "List", t->nregions);
npool = ncur;
for( pool = cur; pool; npool = POOLSIZE, pool = pool->next )
for( ipool = 0; ipool < npool; ++ipool ) {
Region const *region = &pool->region[ipool];
real lower[NDIM], upper[NDIM];
for( dim = 0; dim < t->ndim; ++dim ) {
cBounds *b = ®ion->bounds[dim];
lower[dim] = b->lower;
upper[dim] = b->upper;
}
MLPutFunction(stdlink, "Cuba`Cuhre`region", 3);
MLPutRealList(stdlink, lower, t->ndim);
MLPutRealList(stdlink, upper, t->ndim);
MLPutFunction(stdlink, "List", t->ncomp);
for( comp = 0; comp < t->ncomp; ++comp ) {
cResult *r = ®ion->result[comp];
real res[] = {r->avg, r->err};
MLPutRealList(stdlink, res, Elements(res));
}
}
}
#endif
abort:
while( (pool = cur) ) {
cur = cur->next;
free(pool);
}
WaitCores(t);
FrameFree(t);
RuleFree(t);
return fail;
}
static int Integrate(This *t, real *integral, real *error, real *prob)
{
bin_t *bins;
count dim, comp;
int fail;
StateDecl;
csize_t statesize = sizeof(State) +
NCOMP*sizeof(Cumulants) + NDIM*sizeof(Grid);
Sized(State, state, statesize);
Cumulants *c, *C = state->cumul + t->ncomp;
Grid *state_grid = (Grid *)C;
Array(Grid, margsum, NCOMP, NDIM);
Vector(char, out, 128*NCOMP + 256);
if( VERBOSE > 1 ) {
sprintf(out, "Vegas input parameters:\n"
" ndim " COUNT "\n ncomp " COUNT "\n"
" epsrel " REAL "\n epsabs " REAL "\n"
" flags %d\n seed %d\n"
" mineval " NUMBER "\n maxeval " NUMBER "\n"
" nstart " NUMBER "\n nincrease " NUMBER "\n"
" nbatch " NUMBER "\n gridno %d\n"
" statefile \"%s\"",
t->ndim, t->ncomp,
t->epsrel, t->epsabs,
t->flags, t->seed,
t->mineval, t->maxeval,
t->nstart, t->nincrease, t->nbatch,
t->gridno, t->statefile);
Print(out);
}
if( BadComponent(t) ) return -2;
if( BadDimension(t) ) return -1;
FrameAlloc(t, ShmRm(t));
ForkCores(t);
Alloc(bins, t->nbatch*t->ndim);
if( (fail = setjmp(t->abort)) ) goto abort;
IniRandom(t);
StateSetup(t);
if( StateReadTest(t) ) {
StateReadOpen(t, fd) {
if( read(fd, state, statesize) != statesize ||
state->signature != StateSignature(t, 1) ) break;
} StateReadClose(t, fd);
t->neval = state->neval;
t->rng.skiprandom(t, t->neval);
}
if( ini ) {
state->niter = 0;
state->nsamples = t->nstart;
FClear(state->cumul);
GetGrid(t, state_grid);
t->neval = 0;
}
/* main iteration loop */
for( ; ; ) {
number nsamples = state->nsamples;
creal jacobian = 1./nsamples;
FClear(margsum);
for( ; nsamples > 0; nsamples -= t->nbatch ) {
cnumber n = IMin(t->nbatch, nsamples);
real *w = t->frame;
real *x = w + n;
real *f = x + n*t->ndim;
real *lastf = f + n*t->ncomp;
bin_t *bin = bins;
while( x < f ) {
real weight = jacobian;
t->rng.getrandom(t, x);
for( dim = 0; dim < t->ndim; ++dim ) {
creal pos = *x*NBINS;
ccount ipos = (count)pos;
creal prev = (ipos == 0) ? 0 : state_grid[dim][ipos - 1];
creal diff = state_grid[dim][ipos] - prev;
*x++ = prev + (pos - ipos)*diff;
*bin++ = ipos;
weight *= diff*NBINS;
}
*w++ = weight;
}
DoSample(t, n, w, f, t->frame, state->niter + 1);
bin = bins;
w = t->frame;
while( f < lastf ) {
creal weight = *w++;
Grid *m = &margsum[0][0];
for( c = state->cumul; c < C; ++c ) {
real wfun = weight*(*f++);
if( wfun ) {
c->sum += wfun;
c->sqsum += wfun *= wfun;
for( dim = 0; dim < t->ndim; ++dim )
m[dim][bin[dim]] += wfun;
}
m += t->ndim;
}
bin += t->ndim;
}
}
fail = 0;
/* compute the integral and error values */
for( c = state->cumul; c < C; ++c ) {
real w = Weight(c->sum, c->sqsum, state->nsamples);
real sigsq = 1/(c->weightsum += w);
real avg = sigsq*(c->avgsum += w*c->sum);
c->avg = LAST ? (sigsq = 1/w, c->sum) : avg;
c->err = sqrt(sigsq);
fail |= (c->err > MaxErr(c->avg));
if( state->niter == 0 ) c->guess = c->sum;
else {
c->chisum += w *= c->sum - c->guess;
c->chisqsum += w*c->sum;
}
c->chisq = c->chisqsum - avg*c->chisum;
c->sum = c->sqsum = 0;
}
if( VERBOSE ) {
char *oe = out + sprintf(out, "\n"
"Iteration " COUNT ": " NUMBER " integrand evaluations so far",
state->niter + 1, t->neval);
for( c = state->cumul, comp = 0; c < C; ++c )
oe += sprintf(oe, "\n[" COUNT "] "
REAL " +- " REAL " \tchisq " REAL " (" COUNT " df)",
++comp, c->avg, c->err, c->chisq, state->niter);
Print(out);
}
if( fail == 0 && t->neval >= t->mineval ) break;
if( t->neval >= t->maxeval && !StateWriteTest(t) ) break;
if( t->ncomp == 1 )
for( dim = 0; dim < t->ndim; ++dim )
RefineGrid(t, state_grid[dim], margsum[0][dim]);
else {
for( dim = 0; dim < t->ndim; ++dim ) {
Grid wmargsum;
Zap(wmargsum);
for( comp = 0; comp < t->ncomp; ++comp ) {
real w = state->cumul[comp].avg;
if( w != 0 ) {
creal *m = margsum[comp][dim];
count bin;
w = 1/Sq(w);
for( bin = 0; bin < NBINS; ++bin )
wmargsum[bin] += w*m[bin];
}
}
RefineGrid(t, state_grid[dim], wmargsum);
}
}
++state->niter;
state->nsamples += t->nincrease;
if( StateWriteTest(t) ) {
state->signature = StateSignature(t, 1);
state->neval = t->neval;
StateWriteOpen(t, fd) {
StateWrite(fd, state, statesize);
} StateWriteClose(t, fd);
if( t->neval >= t->maxeval ) break;
}
}
static int Integrate(This *t, real *integral, real *error, real *prob)
{
bin_t *bins;
count dim, comp;
int fail;
struct {
count niter;
number nsamples, neval;
Cumulants cumul[NCOMP];
Grid grid[NDIM];
} state;
int statemsg = VERBOSE;
struct stat st;
if( VERBOSE > 1 ) {
char s[512];
sprintf(s, "Vegas input parameters:\n"
" ndim " COUNT "\n ncomp " COUNT "\n"
" epsrel " REAL "\n epsabs " REAL "\n"
" flags %d\n seed %d\n"
" mineval " NUMBER "\n maxeval " NUMBER "\n"
" nstart " NUMBER "\n nincrease " NUMBER "\n"
" nbatch " NUMBER "\n gridno %d\n"
" statefile \"%s\"",
t->ndim, t->ncomp,
t->epsrel, t->epsabs,
t->flags, t->seed,
t->mineval, t->maxeval,
t->nstart, t->nincrease, t->nbatch,
t->gridno, t->statefile);
Print(s);
}
if( BadComponent(t) ) return -2;
if( BadDimension(t) ) return -1;
FrameAlloc(t, ShmRm(t));
ForkCores(t);
Alloc(bins, t->nbatch*t->ndim);
if( (fail = setjmp(t->abort)) ) goto abort;
IniRandom(t);
if( t->statefile && *t->statefile == 0 ) t->statefile = NULL;
if( t->statefile &&
stat(t->statefile, &st) == 0 &&
st.st_size == sizeof state && (st.st_mode & 0400) ) {
cint h = open(t->statefile, O_RDONLY);
read(h, &state, sizeof state);
close(h);
t->rng.skiprandom(t, t->neval = state.neval);
if( VERBOSE ) {
char s[256];
sprintf(s, "\nRestoring state from %s.", t->statefile);
Print(s);
}
}
else {
state.niter = 0;
state.nsamples = t->nstart;
Zap(state.cumul);
GetGrid(t, state.grid);
}
/* main iteration loop */
for( ; ; ) {
number nsamples = state.nsamples;
creal jacobian = 1./nsamples;
Grid margsum[NCOMP][NDIM];
Zap(margsum);
for( ; nsamples > 0; nsamples -= t->nbatch ) {
cnumber n = IMin(t->nbatch, nsamples);
real *w = t->frame;
real *x = w + n;
real *f = x + n*t->ndim;
real *lastf = f + n*t->ncomp;
bin_t *bin = bins;
while( x < f ) {
real weight = jacobian;
t->rng.getrandom(t, x);
for( dim = 0; dim < t->ndim; ++dim ) {
creal pos = *x*NBINS;
ccount ipos = (count)pos;
creal prev = (ipos == 0) ? 0 : state.grid[dim][ipos - 1];
creal diff = state.grid[dim][ipos] - prev;
*x++ = prev + (pos - ipos)*diff;
*bin++ = ipos;
weight *= diff*NBINS;
}
*w++ = weight;
}
DoSample(t, n, w, f, t->frame, state.niter + 1);
bin = bins;
w = t->frame;
while( f < lastf ) {
creal weight = *w++;
for( comp = 0; comp < t->ncomp; ++comp ) {
real wfun = weight*(*f++);
if( wfun ) {
Cumulants *c = &state.cumul[comp];
Grid *m = margsum[comp];
c->sum += wfun;
c->sqsum += wfun *= wfun;
for( dim = 0; dim < t->ndim; ++dim )
m[dim][bin[dim]] += wfun;
}
}
bin += t->ndim;
}
}
fail = 0;
/* compute the integral and error values */
for( comp = 0; comp < t->ncomp; ++comp ) {
Cumulants *c = &state.cumul[comp];
real avg, sigsq;
real w = Weight(c->sum, c->sqsum, state.nsamples);
sigsq = 1/(c->weightsum += w);
avg = sigsq*(c->avgsum += w*c->sum);
c->avg = LAST ? (sigsq = 1/w, c->sum) : avg;
c->err = sqrt(sigsq);
fail |= (c->err > MaxErr(c->avg));
if( state.niter == 0 ) c->guess = c->sum;
else {
c->chisum += w *= c->sum - c->guess;
c->chisqsum += w*c->sum;
}
c->chisq = c->chisqsum - avg*c->chisum;
c->sum = c->sqsum = 0;
}
if( VERBOSE ) {
char s[128 + 128*NCOMP], *p = s;
p += sprintf(p, "\n"
"Iteration " COUNT ": " NUMBER " integrand evaluations so far",
state.niter + 1, t->neval);
for( comp = 0; comp < t->ncomp; ++comp ) {
cCumulants *c = &state.cumul[comp];
p += sprintf(p, "\n[" COUNT "] "
REAL " +- " REAL " \tchisq " REAL " (" COUNT " df)",
comp + 1, c->avg, c->err, c->chisq, state.niter);
}
Print(s);
}
if( fail == 0 && t->neval >= t->mineval ) {
if( t->statefile && KEEPFILE == 0 ) unlink(t->statefile);
break;
}
if( t->neval >= t->maxeval && t->statefile == NULL ) break;
if( t->ncomp == 1 )
for( dim = 0; dim < t->ndim; ++dim )
RefineGrid(t, state.grid[dim], margsum[0][dim]);
else {
for( dim = 0; dim < t->ndim; ++dim ) {
Grid wmargsum;
Zap(wmargsum);
for( comp = 0; comp < t->ncomp; ++comp ) {
real w = state.cumul[comp].avg;
if( w != 0 ) {
creal *m = margsum[comp][dim];
count bin;
w = 1/Sq(w);
for( bin = 0; bin < NBINS; ++bin )
wmargsum[bin] += w*m[bin];
}
}
RefineGrid(t, state.grid[dim], wmargsum);
}
}
++state.niter;
state.nsamples += t->nincrease;
if( t->statefile ) {
cint h = creat(t->statefile, 0666);
if( h != -1 ) {
state.neval = t->neval;
write(h, &state, sizeof state);
close(h);
if( statemsg ) {
char s[256];
sprintf(s, "\nSaving state to %s.", t->statefile);
Print(s);
statemsg = false;
}
}
if( t->neval >= t->maxeval ) break;
}
}
for( comp = 0; comp < t->ncomp; ++comp ) {
cCumulants *c = &state.cumul[comp];
integral[comp] = c->avg;
error[comp] = c->err;
prob[comp] = ChiSquare(c->chisq, state.niter);
}
abort:
PutGrid(t, state.grid);
free(bins);
WaitCores(t);
FrameFree(t);
return fail;
}