bool
read_files (struct file_data filevec[], bool pretend_binary)
{
int i;
bool skip_test = text | pretend_binary;
bool appears_binary = pretend_binary | sip (&filevec[0], skip_test);
if (filevec[0].desc != filevec[1].desc)
appears_binary |= sip (&filevec[1], skip_test | appears_binary);
else
{
filevec[1].buffer = filevec[0].buffer;
filevec[1].bufsize = filevec[0].bufsize;
filevec[1].buffered = filevec[0].buffered;
}
if (appears_binary)
{
set_binary_mode (filevec[0].desc, true);
set_binary_mode (filevec[1].desc, true);
return true;
}
find_identical_ends (filevec);
equivs_alloc = filevec[0].alloc_lines + filevec[1].alloc_lines + 1;
if (PTRDIFF_MAX / sizeof *equivs <= equivs_alloc)
xalloc_die ();
equivs = xmalloc (equivs_alloc * sizeof *equivs);
/* Equivalence class 0 is permanently safe for lines that were not
hashed. Real equivalence classes start at 1. */
equivs_index = 1;
/* Allocate (one plus) a prime number of hash buckets. Use a prime
number between 1/3 and 2/3 of the value of equiv_allocs,
approximately. */
for (i = 9; (size_t) 1 << i < equivs_alloc / 3; i++)
continue;
nbuckets = ((size_t) 1 << i) - prime_offset[i];
if (PTRDIFF_MAX / sizeof *buckets <= nbuckets)
xalloc_die ();
buckets = zalloc ((nbuckets + 1) * sizeof *buckets);
buckets++;
for (i = 0; i < 2; i++)
find_and_hash_each_line (&filevec[i]);
filevec[0].equiv_max = filevec[1].equiv_max = equivs_index;
free (equivs);
free (buckets - 1);
return false;
}
/* REFERENCE: Keogh et al., Derivative Dynamic Time Warping.
ADAPTATION: derivative of the 1st and last point calculated from 2 adj. points (instead of 3)
EXAMPLE: seq = [s0,s1,s2], der = [d0,d1,d2]
d0 = s1-s0
d1 = ((s1-s0)+((s2-s0)/2))/2
d2 = s2-s1
*/
void TExamplesDistance_DTW::getDerivatives(vector<float> &seq, vector<float> &der) const
{
vector<float>::const_iterator sbegin(seq.begin()), send(seq.end()), sip(sbegin), si(sbegin), sin(sbegin+1);
der.clear();
if ( send - sbegin > 2 ) {
// d0 = s1-s0
der.push_back( (*sin)-(*si) );
si++;
sin++;
// d1, ...
for(; sin != send; sip++, si++, sin++) {
der.push_back( ((*si)-(*sip)+((*sin)-(*sip))/2)/2 );
}
sip++;
si++;
// d2
der.push_back( (*si)-(*sip) );
}
else {
// 2 time points
if ( sin < send ) {
int diff = (*sin)-(*si);
der.push_back(diff);
der.push_back(diff);
}
// single time point -> NaN
else {
der.push_back(numeric_limits<float>::signaling_NaN());
}
}
}
int
Locator_Repository::link_peers (Server_Info_Ptr base,
const CORBA::StringSeq p)
{
sync_load ();
CORBA::ULong len = base->peers.length();
base->peers.length (len + p.length());
for (CORBA::ULong i = 0; i < p.length(); i++)
{
base->peers[len + i] = p[i];
Server_Info *si;
ACE_CString peer(p[i]);
ACE_NEW_RETURN (si,
Server_Info (base->server_id, peer, base->is_jacorb, base),
-1);
Server_Info_Ptr sip(si);
servers ().bind (si->key_name_, sip);
this->persistent_update (sip, true);
}
this->persistent_update (base, true);
return 0;
}
void solveSip(const uqFullEnvironmentClass& env)
{
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Entering solveSip()..."
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 1 of 5: Instantiate the parameter space
////////////////////////////////////////////////////////
unsigned int p = 2;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paramSpace(env, "param_", p, NULL);
uqGslVectorClass aVec(paramSpace.zeroVector());
aVec[0] = 2.;
aVec[1] = 5.;
uqGslVectorClass xGiven(paramSpace.zeroVector());
xGiven[0] = -1.;
xGiven[1] = 7.;
////////////////////////////////////////////////////////
// Step 2 of 5: Instantiate the parameter domain
////////////////////////////////////////////////////////
//uqGslVectorClass paramMins (paramSpace.zeroVector());
//uqGslVectorClass paramMaxs (paramSpace.zeroVector());
//paramMins [0] = -1.e+16;
//paramMaxs [0] = 1.e+16;
//paramMins [1] = -1.e+16;
//paramMaxs [1] = 1.e+16;
//uqBoxSubsetClass<uqGslVectorClass,uqGslMatrixClass> paramDomain("param_",paramSpace,paramMins,paramMaxs);
uqVectorSetClass<uqGslVectorClass,uqGslMatrixClass>* paramDomain = ¶mSpace;
////////////////////////////////////////////////////////
// Step 3 of 5: Instantiate the likelihood function object
////////////////////////////////////////////////////////
unsigned int n = 5;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> dataSpace(env, "data_", n, NULL);
uqGslVectorClass yMeanVec(dataSpace.zeroVector());
double tmp = scalarProduct(aVec,xGiven);
for (unsigned int i = 0; i < n; ++i) {
yMeanVec[i] = tmp;
}
double sigmaEps = 2.1;
uqGslMatrixClass yCovMat(dataSpace.zeroVector());
tmp = sigmaEps*sigmaEps;
for (unsigned int i = 0; i < n; ++i) {
yCovMat(i,i) = tmp;
}
uqGslVectorClass ySamples(dataSpace.zeroVector());
uqGaussianVectorRVClass<uqGslVectorClass,uqGslMatrixClass> yRv("y_", dataSpace, yMeanVec, yCovMat);
yRv.realizer().realization(ySamples);
double ySampleMean = 0.;
for (unsigned int i = 0; i < n; ++i) {
ySampleMean += ySamples[i];
}
ySampleMean /= ((double) n);
struct likelihoodDataStruct likelihoodData;
likelihoodData.aVec = &aVec;
likelihoodData.sigmaEps = sigmaEps;
likelihoodData.ySamples = &ySamples;
uqGenericScalarFunctionClass<uqGslVectorClass,uqGslMatrixClass>
likelihoodFunctionObj("like_",
*paramDomain,
likelihoodRoutine,
(void *) &likelihoodData,
true); // routine computes [ln(function)]
////////////////////////////////////////////////////////
// Step 4 of 5: Instantiate the inverse problem
////////////////////////////////////////////////////////
uqGslVectorClass xPriorMeanVec(paramSpace.zeroVector());
xPriorMeanVec[0] = 0.;
xPriorMeanVec[1] = 0.;
uqGslMatrixClass sigma0Mat(paramSpace.zeroVector());
sigma0Mat(0,0) = 1.e-3;
sigma0Mat(0,1) = 0.;
sigma0Mat(1,0) = 0.;
sigma0Mat(1,1) = 1.e-3;
uqGslMatrixClass sigma0MatInverse(paramSpace.zeroVector());
sigma0MatInverse = sigma0Mat.inverse();
uqGaussianVectorRVClass<uqGslVectorClass,uqGslMatrixClass> priorRv("prior_", *paramDomain, xPriorMeanVec, sigma0MatInverse);
uqGenericVectorRVClass <uqGslVectorClass,uqGslMatrixClass> postRv ("post_", paramSpace);
uqStatisticalInverseProblemClass<uqGslVectorClass,uqGslMatrixClass> sip("sip_", NULL, priorRv, likelihoodFunctionObj, postRv);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In solveSip():"
<< "\n p = " << p
<< "\n xGiven = " << xGiven
<< "\n sigma0Mat = " << sigma0Mat
<< "\n sigma0MatInverse = " << sigma0MatInverse
<< "\n aVec = " << aVec
<< "\n n = " << n
<< "\n sigmaEps = " << sigmaEps
<< "\n yMeanVec = " << yMeanVec
<< "\n yCovMat = " << yCovMat
<< "\n ySamples = " << ySamples
<< "\n ySampleMean = " << ySampleMean
<< std::endl;
}
uqGslMatrixClass sigmaMatInverse(paramSpace.zeroVector());
sigmaMatInverse = matrixProduct(aVec,aVec);
sigmaMatInverse *= (((double) n)/sigmaEps/sigmaEps);
sigmaMatInverse += sigma0Mat;
uqGslMatrixClass sigmaMat(paramSpace.zeroVector());
sigmaMat = sigmaMatInverse.inverse();
uqGslVectorClass muVec(paramSpace.zeroVector());
muVec = sigmaMat * aVec;
muVec *= (((double) n) * ySampleMean)/sigmaEps/sigmaEps;
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In solveSip():"
<< "\n muVec = " << muVec
<< "\n sigmaMat = " << sigmaMat
<< "\n sigmaMatInverse = " << sigmaMatInverse
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 5 of 5: Solve the inverse problem
////////////////////////////////////////////////////////
uqGslVectorClass initialValues(paramSpace.zeroVector());
initialValues[0] = 25.;
initialValues[1] = 25.;
uqGslMatrixClass proposalCovMat(paramSpace.zeroVector());
proposalCovMat(0,0) = 10.;
proposalCovMat(0,1) = 0.;
proposalCovMat(1,0) = 0.;
proposalCovMat(1,1) = 10.;
sip.solveWithBayesMetropolisHastings(NULL,initialValues,&proposalCovMat);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Leaving solveSip()"
<< std::endl;
}
return;
}
void solveSip(const uqFullEnvironmentClass& env, bool useML)
{
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Entering solveSip()..."
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 1 of 5: Instantiate the parameter space
////////////////////////////////////////////////////////
unsigned int p = 1;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paramSpace(env, "param_", p, NULL);
uqGslVectorClass bVec(paramSpace.zeroVector());
bVec[0] = 0.045213;
////////////////////////////////////////////////////////
// Step 2 of 5: Instantiate the parameter domain
////////////////////////////////////////////////////////
//uqGslVectorClass paramMins (paramSpace.zeroVector());
//uqGslVectorClass paramMaxs (paramSpace.zeroVector());
//paramMins [0] = -1.e+16;
//paramMaxs [0] = 1.e+16;
//paramMins [1] = -1.e+16;
//paramMaxs [1] = 1.e+16;
//uqBoxSubsetClass<uqGslVectorClass,uqGslMatrixClass> paramDomain("param_",paramSpace,paramMins,paramMaxs);
uqVectorSetClass<uqGslVectorClass,uqGslMatrixClass>* paramDomain = ¶mSpace;
////////////////////////////////////////////////////////
// Step 3 of 5: Instantiate the likelihood function object
////////////////////////////////////////////////////////
unsigned int nAll = 100000;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> dataSpaceAll(env, "data_", nAll, NULL);
double sigmaTotal = bVec[0]/2.;
std::set<unsigned int> tmpSet;
tmpSet.insert(env.subId());
uqGslVectorClass ySamplesAll(dataSpaceAll.zeroVector());
ySamplesAll.subReadContents("input/dataPoints",
"m",
tmpSet);
unsigned int numCases = 5;
std::vector<unsigned int> ns(numCases,0);
ns[0] = 1;
ns[1] = 10;
ns[2] = 100;
ns[3] = 500;
ns[4] = 1000;
for (unsigned int caseId = 0; caseId < numCases; ++caseId) {
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> dataSpace(env, "data_", ns[caseId], NULL);
uqGslVectorClass ySamples(dataSpace.zeroVector());
for (unsigned int i = 0; i < ns[caseId]; ++i) {
ySamples[i] = ySamplesAll[i];
}
struct likelihoodDataStruct likelihoodData;
likelihoodData.bVec = &bVec;
likelihoodData.sigmaTotal = sigmaTotal;
likelihoodData.ySamples = &ySamples;
uqGenericScalarFunctionClass<uqGslVectorClass,uqGslMatrixClass>
likelihoodFunctionObj("like_",
*paramDomain,
likelihoodRoutine,
(void *) &likelihoodData,
true); // routine computes [ln(function)]
////////////////////////////////////////////////////////
// Step 4 of 5: Instantiate the inverse problem
////////////////////////////////////////////////////////
uqUniformVectorRVClass<uqGslVectorClass,uqGslMatrixClass> priorRv("prior_", *paramDomain);
uqGenericVectorRVClass<uqGslVectorClass,uqGslMatrixClass> postRv ("post_", paramSpace);
char prefixStr[16+1];
sprintf(prefixStr,"sip%d_",caseId+1);
uqStatisticalInverseProblemClass<uqGslVectorClass,uqGslMatrixClass> sip(prefixStr, NULL, priorRv, likelihoodFunctionObj, postRv);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In solveSip():"
<< "\n caseId = " << caseId
<< "\n prefixStr = " << prefixStr
<< "\n p = " << p
<< "\n bVec = " << bVec
<< "\n ns[caseId] = " << ns[caseId]
<< "\n sigmaTotal = " << sigmaTotal
<< "\n ySamples = " << ySamples
<< "\n useML = " << useML
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 5 of 5: Solve the inverse problem
////////////////////////////////////////////////////////
uqGslVectorClass initialValues(paramSpace.zeroVector());
initialValues[0] = 0.;
uqGslMatrixClass proposalCovMat(paramSpace.zeroVector());
proposalCovMat(0,0) = 1.;
if (useML) {
sip.solveWithBayesMLSampling();
}
else {
sip.solveWithBayesMetropolisHastings(NULL,initialValues,&proposalCovMat);
}
} // for caseId
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Leaving solveSip()"
<< std::endl;
}
return;
}
void solveSip(const uqFullEnvironmentClass& env, bool useML)
{
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Entering solveSip()..."
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 1 of 5: Instantiate the parameter space
////////////////////////////////////////////////////////
unsigned int p = 1;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paramSpace(env, "param_", p, NULL);
uqGslVectorClass aVec(paramSpace.zeroVector());
aVec[0] = 126831.7;
uqGslVectorClass bVec(paramSpace.zeroVector());
bVec[0] = 112136.1;
////////////////////////////////////////////////////////
// Step 2 of 5: Instantiate the parameter domain
////////////////////////////////////////////////////////
//uqGslVectorClass paramMins (paramSpace.zeroVector());
//uqGslVectorClass paramMaxs (paramSpace.zeroVector());
//paramMins [0] = -1.e+16;
//paramMaxs [0] = 1.e+16;
//paramMins [1] = -1.e+16;
//paramMaxs [1] = 1.e+16;
//uqBoxSubsetClass<uqGslVectorClass,uqGslMatrixClass> paramDomain("param_",paramSpace,paramMins,paramMaxs);
uqVectorSetClass<uqGslVectorClass,uqGslMatrixClass>* paramDomain = ¶mSpace;
////////////////////////////////////////////////////////
// Step 3 of 5: Instantiate the likelihood function object
////////////////////////////////////////////////////////
unsigned int n = 400;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> dataSpace(env, "data_", n, NULL);
double sigmaTotal = 4229.55;
std::set<unsigned int> tmpSet;
tmpSet.insert(env.subId());
uqGslVectorClass ySamples(dataSpace.zeroVector());
ySamples.subReadContents("input/dataPoints",
"m",
tmpSet);
struct likelihoodDataStruct likelihoodData;
likelihoodData.aVec = &aVec;
likelihoodData.bVec = &bVec;
likelihoodData.sigmaTotal = sigmaTotal;
likelihoodData.ySamples = &ySamples;
uqGenericScalarFunctionClass<uqGslVectorClass,uqGslMatrixClass>
likelihoodFunctionObj("like_",
*paramDomain,
likelihoodRoutine,
(void *) &likelihoodData,
true); // routine computes [ln(function)]
////////////////////////////////////////////////////////
// Step 4 of 5: Instantiate the inverse problem
////////////////////////////////////////////////////////
uqUniformVectorRVClass<uqGslVectorClass,uqGslMatrixClass> priorRv("prior_", *paramDomain);
uqGenericVectorRVClass<uqGslVectorClass,uqGslMatrixClass> postRv ("post_", paramSpace);
uqStatisticalInverseProblemClass<uqGslVectorClass,uqGslMatrixClass> sip("sip_", NULL, priorRv, likelihoodFunctionObj, postRv);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In solveSip():"
<< "\n p = " << p
<< "\n aVec = " << aVec
<< "\n bVec = " << bVec
<< "\n n = " << n
<< "\n sigmaTotal = " << sigmaTotal
<< "\n ySamples = " << ySamples
<< "\n useML = " << useML
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 5 of 5: Solve the inverse problem
////////////////////////////////////////////////////////
uqGslVectorClass initialValues(paramSpace.zeroVector());
initialValues[0] = 0.;
uqGslMatrixClass proposalCovMat(paramSpace.zeroVector());
proposalCovMat(0,0) = 1.;
if (useML) {
sip.solveWithBayesMLSampling();
}
else {
sip.solveWithBayesMetropolisHastings(NULL,initialValues,&proposalCovMat);
}
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Leaving solveSip()"
<< std::endl;
}
return;
}
