void terminal_moveAllUp(uint8_t li_to_cl)
{
for (size_t y = 0; y < VGA_HEIGHT - li_to_cl; y++) {
for (size_t x = 0; x < VGA_WIDTH; x++) {
terminal_buffer[makeIndex(x, y)] = terminal_buffer[makeIndex(x, y+li_to_cl)];
terminal_putentryat(' ', terminal_color, x, y+li_to_cl);
}
}
terminal_row -= li_to_cl;
}
void RemoveEntryCommand::redo()
{
freeEntry();
const QModelIndex index = makeIndex();
m_isExpanded = m_view->isExpanded(index);
m_entry = m_view->removeEntry(index);
}
bool ThresholdPressure::hasRegionBarrier(int r1 , int r2) const {
std::pair<int,int> indexPair = makeIndex(r1,r2);
if (m_pressureTable.find( indexPair ) == m_pressureTable.end())
return false;
else
return true;
}
void StableFluid3D::advectPressure(double dt)
{
double xStep = width / (double)resX;
double yStep = height / (double)resY;
double zStep = depth / (double)resZ;
double fOffsetsX[3] = { 0, yStep * 0.5, zStep * 0.5 };
double fOffsetsY[3] = { xStep * 0.5, 0, zStep * 0.5 };
double fOffsetsZ[3] = { xStep * 0.5, yStep * 0.5, 0 };
for (int i = 0; i < resX; ++i)
{
for (int j = 0; j < resY; ++j)
{
for (int k = 0; k < resZ; ++k)
{
vec3d pos;
pos[0] = i*xStep;
pos[1] = j*yStep;
pos[2] = k*zStep;
vec3d v = linearSamp(pos, velocities);
pressure[makeIndex(i, j, k)] = linearSamp(pos - v * dt, tempPressure);
}
}
}
}
void BeaconIterator::makeIndex(Beacon *beacon, bool isDFS, bool isFirst)
{
if (isFirst)
{
beaconIndex.clear();
curIdx = -1;
}
beaconIndex.push_back(beacon);
if (isDFS)
{
// DFS. recursive
for (size_t i = 0; i < beacon->childrenSize(); i++)
{
makeIndex(beacon->childAt(i), isDFS, false/*isFirst*/);
}
}
else
{
// BFS
int cur = 0;
Beacon *curBeacon;
while(cur < (int)beaconIndex.size())
{
curBeacon = beaconIndex[cur];
for (size_t i = 0; i < curBeacon->childrenSize(); i++)
{
beaconIndex.push_back(curBeacon->childAt(i));
}
cur++;
}
}
}
void ModifyPropertyCommand::undo()
{
Q_ASSERT(m_view);
// Save current text in m_after for redo()
m_after = m_view->getCurrentValue(m_property);
// Reset text to m_before
m_view->changeValue(makeIndex(), m_property, m_before);
}
void ModifyPropertyCommand::redo()
{
// Prevent execution from within QUndoStack::push
if (m_after.isNull())
return;
// Bring back text before undo
Q_ASSERT(m_view);
m_view->changeValue(makeIndex(), m_property, m_after);
}
bool ThresholdPressure::hasThresholdPressure(int r1 , int r2) const {
std::pair<int,int> indexPair = makeIndex(r1,r2);
auto iter = m_pressureTable.find( indexPair );
if (iter == m_pressureTable.end())
return false;
else {
auto pair_pair = *iter;
auto value_pair = pair_pair.second;
return value_pair.first;
}
}
void RemoveEntryCommand::undo()
{
if (m_entry == 0) {
m_entry->restore();
Q_ASSERT(m_view != 0);
const QModelIndex index = makeIndex();
m_view->setExpanded(index, m_isExpanded);
m_view->setCurrentIndex(index);
freeEntry();
}
}
double caplet_lmm(const Date& todaysDate_,
const Date& settlementDate_,
const Date& maturity_,
Rate spot_,
Rate strike,
Rate Numeraire, //zero-coupon bond
//Volatility volatility
double correl,
double a,
double b,
double c,
double d
)
{
//SavedSettings backup;
const Size size = 10;
#if defined(QL_USE_INDEXED_COUPON)
const Real tolerance = 1e-5;
#else
const Real tolerance = 1e-12;
#endif
boost::shared_ptr<IborIndex> index = makeIndex();
boost::shared_ptr<LiborForwardModelProcess> process(new LiborForwardModelProcess(size, index));
// set-up pricing engine
const boost::shared_ptr<OptionletVolatilityStructure> capVolCurve = makeCapVolCurve(Settings::instance().evaluationDate());
Array variances = LfmHullWhiteParameterization(process, capVolCurve).covariance(0.0).diagonal();
boost::shared_ptr<LmVolatilityModel> volaModel(new LmFixedVolatilityModel(Sqrt(variances),process->fixingTimes()));
boost::shared_ptr<LmCorrelationModel> corrModel(new LmExponentialCorrelationModel(size, correl));
boost::shared_ptr<AffineModel> model(new LiborForwardModel(process, volaModel, corrModel));
const Handle<YieldTermStructure> termStructure = process->index()->forwardingTermStructure();
boost::shared_ptr<AnalyticCapFloorEngine> engine1(new AnalyticCapFloorEngine(model, termStructure));
boost::shared_ptr<Cap> cap1(new Cap(process->cashFlows(),std::vector<Rate>(size, strike)));
cap1->setPricingEngine(engine1);
return cap1->NPV();
}
double ThresholdPressure::getThresholdPressure(int r1 , int r2) const {
std::pair<int,int> indexPair = makeIndex(r1,r2);
auto iter = m_pressureTable.find( indexPair );
if (iter == m_pressureTable.end())
return 0.0;
else {
auto pair_pair = *iter;
auto value_pair = pair_pair.second;
bool valid = value_pair.first;
double value = value_pair.second;
if (valid)
return value;
else {
std::string msg = "The THPRES value for regions " + std::to_string(r1) + " and " + std::to_string(r2) + " has not been initialized. Using 0.0";
throw std::invalid_argument(msg);
return 0;
}
}
}
double StableFluid3D::linearSamp(double x, double y, double z, Vector& v) const
{
x *= width / (double)resX;
y *= height / (double)resY;
z *= depth / (double)resZ;
x = (x < 0 ? 0 : (x > width ? width : x));
y = (y < 0 ? 0 : (y > height ? height : y));
z = (z < 0 ? 0 : (z > depth ? depth : z));
int x0 = (int)(x == width ? width - 1 : x);
double xAlpha = x - x0;
int y0 = (int)(y == height ? height - 1 : y);
double yAlpha = y - y0;
int z0 = (int)(z == depth ? depth - 1 : z);
double zAlpha = z - z0;
double dx = (1 - xAlpha) * v[makeIndex(x0, y0, z0)] + xAlpha * v[makeIndex(x0 + 1, y0, z0)];
double dy = (1 - yAlpha) * v[makeIndex(x0, y0, z0)] + yAlpha * v[makeIndex(x0, y0 + 1, z0)];
double dz = (1 - zAlpha) * v[makeIndex(x0, y0, z0)] + zAlpha * v[makeIndex(x0, y0, z0 + 1)];
return (dx + dy + dz) / 3.0;
}
void terminal_putentryat(char c, uint8_t color, size_t x, size_t y) {
const size_t index = makeIndex(x, y);
terminal_buffer[index] = make_vgaentry(c, color);
}
void ThresholdPressure::addPair(int r1 , int r2 , const std::pair<bool , double>& valuePair) {
std::pair<int,int> indexPair = makeIndex(r1,r2);
m_pressureTable[indexPair] = valuePair;
}
void StableFluid3D::projectVelocity(double dt)
{
setBoundary();
Vector divergence(vel.Length());
// fill in velocities
double dx = width / (double)resX;
double dy = height / (double)resY;
double dz = depth / (double)resZ;
for (int i = 0; i < resX; ++i)
{
for (int j = 0; j < resY; ++j)
{
for (int k = 0; k < resZ; ++k)
{
int index = makeIndex(i, j, k);
double div = (tempVelocities[0][i + 1][j][k] - tempVelocities[0][i][j][k]) / dx + (tempVelocities[1][i][j + 1][k] - tempVelocities[1][i][j][k]) / dy + (tempVelocities[2][i][j][k + 1] - tempVelocities[2][i][j][k]) / dz;
vel[index] = div;
divergence[index] = div;
}
}
}
// vel *= density / dt;
bool useOldPCG = false;
if (useOldPCG)
{
int k = 0;
Vector laplacianTimesPressure(pressure.Length());
laplacian.Multiply(pressure, laplacianTimesPressure);
r[0] = vel - laplacianTimesPressure;
double error = r[0].Magnitude2();
while ((std::sqrt(error) > PCG_EPS) && (k < PCG_MAXITER))
{
//cerr << "PCG iteration " << k << ", error: " << std::sqrt(error) << endl;
ConjugateGradient(preconditioner, z[k % 2], r[k % 2], 0.0001, 500.0);
++k;
int i1 = (k - 1) % 2;
int i2 = k % 2;
if (k == 1)
{
p = z[0];
}
else
{
double beta = (InnerProduct(r[i1], z[i1])) /
(InnerProduct(r[i2], z[i2]));
p *= beta;
p += z[i1];
}
Vector laplacianTimesP(p.Length());
laplacian.Multiply(p, laplacianTimesP);
double alpha = (InnerProduct(r[i1], z[i1])) /
(InnerProduct(p, laplacianTimesP));
pressure += alpha * p;
r[i2] = r[i1] - alpha * (laplacianTimesP);
error = r[i2].Magnitude2();
}
if (std::sqrt(error) > PCG_EPS)
{
std::cout << "end preconditioned conj grad " << "error: " << error << std::endl;
}
}
else
{
p = Vector(vel.Length());
r[0] = divergence;
//ApplyPreconditioner(r[0], z[0]);
double sigma = InnerProduct(r[0], z[0]);
int k = 0;
double error = r[0].Magnitude2();
while (k < PCG_MAXITER)
{
++k;
Vector s(vel.Length());
s = z[0];
int k = 0;
laplacian.Multiply(s, z[0]);
double rho = 1.0;
double alpha = rho / InnerProduct(s, z[0]);
p += alpha * s;
r[0] -= alpha * z[0];
error = r[0].Magnitude2();
if (error < PCG_EPS * PCG_EPS)
{
pressure = p;
break;
}
//ApplyPreconditioner(r[0], z[0]);
double sigmaNew = InnerProduct(r[0], z[0]);
double beta = sigmaNew / rho;
s = z[0] + beta * s;
sigma = sigmaNew;
}
Vector laplacianTimesPressure(pressure.Length());
laplacian.Multiply(pressure, laplacianTimesPressure);
r[0] = vel - laplacianTimesPressure;
error = r[0].Magnitude2();
while ((std::sqrt(error) > PCG_EPS) && (k < PCG_MAXITER))
{
//cerr << "PCG iteration " << k << ", error: " << std::sqrt(error) << endl;
ConjugateGradient(preconditioner, z[k % 2], r[k % 2], 0.0001, 500.0);
++k;
int i1 = (k - 1) % 2;
int i2 = k % 2;
if (k == 1)
{
p = z[0];
}
else
{
double beta = (InnerProduct(r[i1], z[i1])) /
(InnerProduct(r[i2], z[i2]));
p *= beta;
p += z[i1];
}
Vector laplacianTimesP(p.Length());
laplacian.Multiply(p, laplacianTimesP);
double alpha = (InnerProduct(r[i1], z[i1])) /
(InnerProduct(p, laplacianTimesP));
pressure += alpha * p;
r[i2] = r[i1] - alpha * (laplacianTimesP);
error = r[i2].Magnitude2();
}
if (std::sqrt(error) > PCG_EPS)
{
std::cout << "end preconditioned conj grad " << "error: " << error << std::endl;
}
}
/*
mathlib::Vector PCGr, PCGd, PCGq, PCGs;
PCGr.Resize(resX * resY * resZ);
PCGd.Resize(resX * resY * resZ);
PCGq.Resize(resX * resY * resZ);
PCGs.Resize(resX * resY * resZ);
int iter = 0;
PCGr = vel - laplacian * pressure;
mathlib::ConjugateGradient(preconditioner, PCGd, PCGr);
double deltaNew = mathlib::InnerProduct(PCGr, PCGd);
double errBound = PCG_EPS * PCG_EPS * deltaNew;
while ((iter < PCG_MAXITER) && (deltaNew > errBound))
{
if (!(iter % 3))
cerr << "iteration " << iter << ", error: " << deltaNew << endl;
PCGq = laplacian * PCGd;
double alpha = deltaNew / (mathlib::InnerProduct(PCGd, PCGq));
pressure += alpha * PCGd;
if ((iter % 10) == 0)
PCGr = vel - laplacian * pressure;
else
PCGr -= alpha * PCGq;
mathlib::ConjugateGradient(preconditioner, PCGs, PCGr);
double deltaOld = deltaNew;
deltaNew = mathlib::InnerProduct(PCGr, PCGs);
double beta = deltaNew / deltaOld;
PCGd *= beta;
PCGd += PCGs;
++iter;
}
cout << "end preconditioned conj grad "<< "error: " << deltaNew << endl;
*/
std::cout << "dt:" << dt << "\t density:" << density << std::endl;
// dt = 1.0;
for (int i = 0; i < resX; ++i)
{
for (int j = 0; j < resY; ++j)
{
for (int k = 0; k < resZ; ++k)
{
int i1 = makeIndex(i, j, k);
int i2;
double deltaPressure;
i2 = (i == 0 ? i1 : i1 - 1);
velocities[0][i][j][k] = tempVelocities[0][i][j][k] - dt* 0.5 * (pressure[i1] - pressure[i2]) / dx;
deltaPressure = pressure[i1] - pressure[i2];
i2 = (j == 0 ? i1 : i1 - resX);
velocities[1][i][j][k] = tempVelocities[1][i][j][k] - dt * 0.5 * (pressure[i1] - pressure[i2]) / dy;
deltaPressure = pressure[i1] - pressure[i2];
i2 = (k == 0 ? i1 : i1 - resY * resX);
velocities[2][i][j][k] = tempVelocities[2][i][j][k] - dt * 0.5 * (pressure[i1] - pressure[i2]) / dz;
deltaPressure = pressure[i1] - pressure[i2];
}
}
}
}
void StableFluid3D::initPoisson()
{
clearPoisson();
int n = resX * resY * resZ;
for (int i = 0; i < 2; ++i)
{
r.push_back(Vector(n));
z.push_back(Vector(n));
}
p.Resize(n);
SparseMatrix hTranspose;
SparseMatrix h;
laplacian = SparseMatrix(n, n);
hTranspose = SparseMatrix(n, n);
h = SparseMatrix(n, n);
preconditioner = SparseMatrix(n, n);
pressure.Resize(n);
tempPressure.Resize(n);
vel.Resize(n);
ones.Resize(n);
for (int i = 0; i < n; ++i)
{
ones[i] = 1;
}
double rdxSqr = (resX * resX) / (width * width);
double rdySqr = (resY * resY) / (height * height);
double rdzSqr = (resZ * resZ) / (depth * depth);
// initialize values for the laplacian matrix
for (int i = 0; i < resX; ++i)
{
for (int j = 0; j < resY; ++j)
{
for (int k = 0; k < resZ; ++k)
{
int row = makeIndex(i, j, k);
int x1 = (i == (resX - 1) ? row : row + 1);
int x2 = (i == 0 ? row : row - 1);
int y1 = (j == (resY - 1) ? row : row + resX);
int y2 = (j == 0 ? row : row - resX);
int z1 = (k == (resZ - 1) ? row : row + resY * resX);
int z2 = (k == 0 ? row : row - resY * resX);
laplacian[row][row] += 6 * (rdxSqr + rdySqr + rdzSqr);
laplacian[row][x1] -= rdxSqr;
laplacian[row][x2] -= rdxSqr;
laplacian[row][y1] -= rdySqr;
laplacian[row][y2] -= rdySqr;
laplacian[row][z1] -= rdzSqr;
laplacian[row][z2] -= rdzSqr;
}
}
}
// perform Cholesky preconditioning
// decompose laplacian into H * H^T
SparseVector::iterator iter;
hTranspose = laplacian.Transpose();
SparseMatrix& A = hTranspose;
for (int k = 0; k < n; ++k)
{
SparseVector::iterator aik(A[k]);
aik.seek(k);
if (aik.getIndex() != k)
{
assert(0);
}
double divisor = std::sqrt(*aik);
*aik = divisor;
aik++;
while (aik)
{
*aik /= divisor;
aik++;
}
SparseVector::iterator ajk(A[k]);
ajk.seek(k + 1);
while (ajk)
{
int j = ajk.getIndex();
aik.reset();
aik.seek(j);
SparseVector::iterator aij(A[j]);
aij.seek(j);
while (aij && aik)
{
int i = aij.getIndex();
if (aik.getIndex() == i)
{
*aij -= (*aik) * (*ajk);
aik++;
}
aij++;
if (aij)
{
i = aij.getIndex();
while (aik && aik.getIndex() < i)
{
aik++;
}
}
}
ajk++;
}
}
h = hTranspose.Transpose();
// cerr<<"Sparsity of laplacian is " << laplacian.Sparsity() << endl;
preconditioner = h.FastMultiplyTranspose();
int maxIndex = resX * resY * resZ;
// for (int i = 0; i < maxIndex; ++i)
// preconditioner[i][i] = 1;
// cerr<<"Sparsity of preconditioner is " << preconditioner.Sparsity() << endl;
}
