void asset_path_test ( )
/******************************************************************************/
/*
Purpose:
ASSET_PATH_TEST tests ASSET_PATH.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
18 February 2012
Author:
John Burkardt
*/
{
double mu;
int n = 100;
char output_filename[100] = "asset_path.txt";;
double *s;
double s0;
int seed;
double sigma;
double t1;
printf ( "\n" );
printf ( "ASSET_PATH_TEST:\n" );
printf ( " Demonstrate the simulated of an asset price path.\n" );
s0 = 2.0;
mu = 0.1;
sigma = 0.3;
t1 = 1.0;
seed = 123456789;
printf ( "\n" );
printf ( " The asset price at time 0 S0 = %g\n", s0 );
printf ( " The asset expected growth rate MU = %g\n", mu );
printf ( " The asset volatility SIGMA = %g\n", sigma );
printf ( " The expiry date T1 = %g\n", t1 );
printf ( " The number of time steps N = %d\n", n );
printf ( " The random number seed was SEED = %d\n", seed );
s = asset_path ( s0, mu, sigma, t1, n, &seed );
r8vec_print_part ( n + 1, s, 10, " Partial results:" );
r8vec_write ( output_filename, n + 1, s );
printf ( "\n" );
printf ( " Full results written to \"%s\".\n", output_filename );
free ( s );
return;
}
void test03 ( )
/******************************************************************************/
/*
Purpose:
TEST03 creates a CC sparse matrix file from an ST file.
Discussion:
We assume no prior knowledge about the matrix except the filename.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
23 July 2014
Author:
John Burkardt
*/
{
double *acc;
double *ast;
int *ccc;
char filename_acc[] = "west_acc.txt";
char filename_ccc[] = "west_ccc.txt";
char filename_icc[] = "west_icc.txt";
char filename_st[] = "west_st.txt";
int i_max;
int i_min;
int *icc;
int *ist;
int j_max;
int j_min;
int *jst;
int m;
int n;
int ncc;
int nst;
printf ( "\n" );
printf ( "TEST03\n" );
printf ( " Convert a sparse matrix from ST to CC format.\n" );
printf ( " ST: sparse triplet, I, J, A.\n" );
printf ( " CC: compressed column, I, CC, A.\n" );
printf ( " The ST matrix is read from the file '%s'\n", filename_st );
printf ( " and the CC matrix is written to the files:\n" );
printf ( " '%s',\n", filename_icc );
printf ( " '%s', and\n", filename_ccc );
printf ( " '%s'.\n", filename_acc );
/*
Get the size of the ST matrix.
*/
st_header_read ( filename_st, &i_min, &i_max, &j_min, &j_max, &m, &n, &nst );
st_header_print ( i_min, i_max, j_min, j_max, m, n, nst );
/*
Allocate space.
*/
ist = ( int * ) malloc ( nst * sizeof ( int ) );
jst = ( int * ) malloc ( nst * sizeof ( int ) );
ast = ( double * ) malloc ( nst * sizeof ( double ) );
/*
Read the ST matrix.
*/
st_data_read ( filename_st, m, n, nst, ist, jst, ast );
/*
Decrement the 1-based data.
*/
i4vec_dec ( nst, ist );
i4vec_dec ( nst, jst );
/*
Get the CC size.
*/
ncc = st_to_cc_size ( nst, ist, jst );
printf ( "\n" );
printf ( " Number of CC values = %d\n", ncc );
/*
Create the CC indices.
*/
icc = ( int * ) malloc ( ncc * sizeof ( int ) );
ccc = ( int * ) malloc ( ( n + 1 ) * sizeof ( int ) );
st_to_cc_index ( nst, ist, jst, ncc, n, icc, ccc );
/*
Create the CC values.
*/
acc = st_to_cc_values ( nst, ist, jst, ast, ncc, n, icc, ccc );
/*
Write the CC matrix.
*/
i4vec_write ( filename_icc, ncc, icc );
i4vec_write ( filename_ccc, n + 1, ccc );
r8vec_write ( filename_acc, ncc, acc );
/*
Free memory.
*/
free ( acc );
free ( ast );
free ( ccc );
free ( icc );
free ( ist );
free ( jst );
return;
}
void fd1d_heat_explicit_test01 ( )
/******************************************************************************/
/*
Purpose:
FD1D_HEAT_EXPLICIT_TEST01 does a simple test problem
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
26 January 2012
Author:
John Burkardt
*/
{
double cfl;
double dt;
double *h;
double *h_new;
double *hmat;
int i;
int j;
double k;
double *t;
double t_max;
double t_min;
int t_num;
double *x;
double x_max;
double x_min;
int x_num;
printf ( "\n" );
printf ( "FD1D_HEAT_EXPLICIT_TEST01:\n" );
printf ( " Compute an approximate solution to the time-dependent\n" );
printf ( " one dimensional heat equation:\n" );
printf ( "\n" );
printf ( " dH/dt - K * d2H/dx2 = f(x,t)\n" );
printf ( "\n" );
printf ( " Run a simple test case.\n" );
/*
Heat coefficient.
*/
k = 0.002;
/*
X_NUM is the number of equally spaced nodes to use between 0 and 1.
*/
x_num = 21;
x_min = 0.0;
x_max = 1.0;
x = r8vec_linspace_new ( x_num, x_min, x_max );
/*
T_NUM is the number of equally spaced time points between 0 and 10.0.
*/
t_num = 201;
t_min = 0.0;
t_max = 80.0;
dt = ( t_max - t_min ) / ( double ) ( t_num - 1 );
t = r8vec_linspace_new ( t_num, t_min, t_max );
/*
Get the CFL coefficient.
*/
cfl = fd1d_heat_explicit_cfl ( k, t_num, t_min, t_max, x_num, x_min, x_max );
/*
Running the code produces an array H of temperatures H(t,x),
and vectors x and t.
*/
h = ic_test01 ( x_num, x, t[0] );
bc_test01 ( x_num, x, t[0], h );
hmat = ( double * ) malloc ( x_num * t_num * sizeof ( double ) );
j = 0;
for ( i = 0; i < x_num; i++ )
{
hmat[i+j*x_num] = h[i];
}
for ( j = 1; j < t_num; j++ )
{
h_new = fd1d_heat_explicit ( x_num, x, t[j-1], dt, cfl, rhs_test01, bc_test01, h );
for ( i = 0; i < x_num; i++ )
{
hmat[i+j*x_num] = h_new[i];
h[i] = h_new[i];
}
free ( h_new );
}
/*
Write the data to files.
*/
r8mat_write ( "h_test01.txt", x_num, t_num, hmat );
r8vec_write ( "t_test01.txt", t_num, t );
r8vec_write ( "x_test01.txt", x_num, x );
free ( h );
free ( hmat );
free ( t );
free ( x );
return;
}
