Exemplo n.º 1
0
void test_nied2(void)
{
  int status = 0;
  double v[3];
  /* int i; */

  /* test in dimension 2 */
  gsl_qrng * g = gsl_qrng_alloc(gsl_qrng_niederreiter_2, 2);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.75 || v[1] != 0.25 );
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.25 || v[1] != 0.75 );
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.625 || v[1] != 0.125 );
  gsl_qrng_free(g);

  gsl_test (status, "Niederreiter d=2");

  status = 0;

  /* test in dimension 3 */
  g = gsl_qrng_alloc(gsl_qrng_niederreiter_2, 3);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.75 || v[1] != 0.25 || v[2] != 0.3125 );
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.25 || v[1] != 0.75 || v[2] != 0.5625 );
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.625 || v[1] != 0.125 || v[2] != 0.6875 );

  gsl_test (status, "Niederreiter d=3");

  status = 0;

  gsl_qrng_init(g);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.75 || v[1] != 0.25 || v[2] != 0.3125 );
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.25 || v[1] != 0.75 || v[2] != 0.5625 );
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.625 || v[1] != 0.125 || v[2] != 0.6875 );
  gsl_qrng_free(g);


  gsl_test (status, "Niederreiter d=3 (reinitialized)");
}
Exemplo n.º 2
0
SobolSampler* SobolSampler_New(size_t dims, PyObject* size)
{
    size_t _size   = 0;
    size_t _is_inf = 0;

    if (size == Py_None)
    {
        _size   = 1;
        _is_inf = 1;
    }
    else if (PyInt_Check(size) || PyLong_Check(size))
    {
        _size   = PyInt_AsSsize_t(size);
        _is_inf = 0;
    }
    else
    {
        PyErr_SetString(PyExc_TypeError, "size must be an integer, or None");
        return NULL;
    }
    
    SobolSampler* s = PyObject_New(SobolSampler, &SobolSamplerType);
    if (!s) return NULL;

    s->_size   = _size;
    s->_is_inf = _is_inf;
    s->_dims   = dims;
    s->_rng    = gsl_qrng_alloc(gsl_qrng_sobol, dims);

    return s;
}
Exemplo n.º 3
0
static VALUE rb_gsl_qrng_new(VALUE klass, VALUE t, VALUE dd)
{
  unsigned int d;
  gsl_qrng *q;
  const gsl_qrng_type *T;
  d = NUM2UINT(dd);
  T = get_gsl_qrng_type(t);
  q = gsl_qrng_alloc(T, d);
  return Data_Wrap_Struct(klass, 0, gsl_qrng_free, q);
}
Exemplo n.º 4
0
void test_sobol(void)
{
  int status = 0;
  double v[3];
  /* int i; */

  /* test in dimension 2 */
  gsl_qrng * g = gsl_qrng_alloc(gsl_qrng_sobol, 2);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.25 || v[1] != 0.75 );
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.375 || v[1] != 0.375 );
  gsl_qrng_free(g);
  
  gsl_test (status, "Sobol d=2");

  status = 0;
  /* test in dimension 3 */
  g = gsl_qrng_alloc(gsl_qrng_sobol, 3);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.25 || v[1] != 0.75 || v[2] != 0.25 );
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.375 || v[1] != 0.375 || v[2] != 0.625 );

  gsl_test (status, "Sobol d=3");

  status = 0;
  gsl_qrng_init(g);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.25 || v[1] != 0.75 || v[2] != 0.25 );
  gsl_qrng_get(g, v);
  status += ( v[0] != 0.375 || v[1] != 0.375 || v[2] != 0.625 );
  gsl_qrng_free(g);

  gsl_test (status, "Sobol d=3 (reinitialized)");
}
Exemplo n.º 5
0
int
main ()
{
  int i;
  gsl_qrng * q = gsl_qrng_alloc (gsl_qrng_sobol, 2);

  for (i = 0; i < 1024; i++)
    {
      double v[2];
      gsl_qrng_get(q, v);
      printf("%.5f %.5f\n", v[0], v[1]);
    }

  gsl_qrng_free(q);
}
Exemplo n.º 6
0
npQuasiRandom::npQuasiRandom(int _dim, const gsl_qrng_type* type) {
	dim = _dim;
	qran = gsl_qrng_alloc(type, _dim);
}
Exemplo n.º 7
0
CAMLprim value ml_gsl_qrng_alloc(value type, value dim)
{
  value r;
  Abstract_ptr(r, gsl_qrng_alloc(qrngtype_val(type), Int_val(dim)));
  return r;
}