GslVector::GslVector(const GslVector& v, double start, double end)
:
Vector(v.env(),v.map()),
m_vec (gsl_vector_calloc(v.sizeLocal()))
{
//std::cout << "Entering GslVector::constructor(4)" << std::endl;
UQ_FATAL_TEST_MACRO((m_vec == NULL),
m_env.worldRank(),
"GslVector::constructor(4), linspace",
"null vector generated");
UQ_FATAL_TEST_MACRO(m_vec->size != (unsigned int) v.map().NumMyElements(),
m_env.worldRank(),
"GslVector::constructor(4)",
"incompatible local vec size");
UQ_FATAL_TEST_MACRO(m_vec->size != (unsigned int) v.map().NumGlobalElements(),
m_env.worldRank(),
"GslVector::constructor(4)",
"incompatible global vec size");
for (unsigned int i = 0; i < m_vec->size; ++i) {
double alpha = (double) i / ((double) m_vec->size - 1.);
(*this)[i] = (1. - alpha) * start + alpha * end;
}
UQ_FATAL_TEST_MACRO(m_vec->size != (unsigned int) m_map.NumMyElements(),
m_env.worldRank(),
"GslVector::constructor(4)",
"incompatible own vec size");
//std::cout << "Leaving GslVector::constructor(4)" << std::endl;
}
GslVector::GslVector(const GslVector& v) // mox
:
Vector(v.env(),v.map()),
m_vec (gsl_vector_calloc(v.sizeLocal()))
{
//std::cout << "Entering GslVector::constructor(5)" << std::endl;
// prudenci 2010-06-17 mox
UQ_FATAL_TEST_MACRO((m_vec == NULL),
m_env.worldRank(),
"GslVector::constructor(5), copy",
"null vector generated");
UQ_FATAL_TEST_MACRO(m_vec->size != (unsigned int) v.map().NumMyElements(),
m_env.worldRank(),
"GslVector::constructor(5)",
"incompatible local vec size");
UQ_FATAL_TEST_MACRO(m_vec->size != (unsigned int) v.map().NumGlobalElements(),
m_env.worldRank(),
"GslVector::constructor(5)",
"incompatible global vec size");
this->copy(v);
UQ_FATAL_TEST_MACRO(m_vec->size != (unsigned int) m_map.NumMyElements(),
m_env.worldRank(),
"GslVector::constructor(5)",
"incompatible own vec size");
//std::cout << "Leaving GslVector::constructor(5)" << std::endl;
}
void
GslVector::cwSetBeta(const GslVector& alpha, const GslVector& beta)
{
queso_require_equal_to_msg(this->sizeLocal(), alpha.sizeLocal(), "incompatible alpha size");
queso_require_equal_to_msg(this->sizeLocal(), beta.sizeLocal(), "incompatible beta size");
double tmpSample = 0.;
for (unsigned int i = 0; i < this->sizeLocal(); ++i) {
tmpSample = m_env.rngObject()->betaSample(alpha[i],beta[i]);
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 99)) {
*m_env.subDisplayFile() << "In GslVector::cwSetBeta()"
<< ": fullRank " << m_env.fullRank()
<< ", i = " << i
<< ", alpha[i] = " << alpha[i]
<< ", beta[i] = " << beta[i]
<< ", sample = " << tmpSample
<< std::endl;
}
if ((alpha[i] == 1. ) &&
(beta [i] == 0.1)) {
if (tmpSample == 1.) {
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 99)) {
*m_env.subDisplayFile() << "Hitting 'sampe = 1' in GslVector::cwSetBeta()"
<< ": fullRank " << m_env.fullRank()
<< ", i = " << i
<< ", alpha[i] = " << alpha[i]
<< ", beta[i] = " << beta[i]
<< ", sample = " << tmpSample
<< std::endl;
}
#if 1
std::cerr << "Hitting 'sample = 1' in GslVector::cwSetBeta()"
<< ": fullRank " << m_env.fullRank()
<< ", i = " << i
<< ", alpha[i] = " << alpha[i]
<< ", beta[i] = " << beta[i]
<< ", sample = " << tmpSample
<< std::endl;
do {
tmpSample = m_env.rngObject()->betaSample(alpha[i],beta[i]);
} while (tmpSample == 1.);
std::cerr << "Code was able to get 'sample != 1' in GslVector::cwSetBeta()"
<< ": fullRank " << m_env.fullRank()
<< ", i = " << i
<< ", alpha[i] = " << alpha[i]
<< ", beta[i] = " << beta[i]
<< ", sample = " << tmpSample
<< std::endl;
}
#endif
}
(*this)[i] = tmpSample;
}
return;
}
void
GslVector::cwSetInverseGamma(const GslVector& alpha, const GslVector& beta)
{
queso_require_equal_to_msg(this->sizeLocal(), alpha.sizeLocal(), "incompatible alpha size");
queso_require_equal_to_msg(this->sizeLocal(), beta.sizeLocal(), "incompatible beta size");
for (unsigned int i = 0; i < this->sizeLocal(); ++i) {
(*this)[i] = 1./m_env.rngObject()->gammaSample(alpha[i],1./beta[i]);
}
return;
}
void
GslVector::cwSetGamma(const GslVector& a, const GslVector& b)
{
queso_require_equal_to_msg(this->sizeLocal(), a.sizeLocal(), "incompatible a size");
queso_require_equal_to_msg(this->sizeLocal(), b.sizeLocal(), "incompatible b size");
for (unsigned int i = 0; i < this->sizeLocal(); ++i) {
(*this)[i] = m_env.rngObject()->gammaSample(a[i],b[i]);
}
return;
}
void
GslVector::cwExtract(unsigned int initialPos, GslVector& vec) const
{
queso_require_less_msg(initialPos, this->sizeLocal(), "invalid initialPos");
queso_require_less_equal_msg((initialPos +vec.sizeLocal()), this->sizeLocal(), "invalid vec.sizeLocal()");
for (unsigned int i = 0; i < vec.sizeLocal(); ++i) {
vec[i] = (*this)[initialPos+i];
}
return;
}
void
GslVector::cwSetConcatenated(const GslVector& v1, const GslVector& v2)
{
queso_require_equal_to_msg(this->sizeLocal(), v1.sizeLocal() + v2.sizeLocal(), "incompatible vector sizes");
for (unsigned int i = 0; i < v1.sizeLocal(); ++i) {
(*this)[i] = v1[i];
}
for (unsigned int i = 0; i < v2.sizeLocal(); ++i) {
(*this)[v1.sizeLocal()+i] = v2[i];
}
return;
}
void
GslVector::mpiAllQuantile(double probability, const MpiComm& opComm, GslVector& resultVec) const
{
// Filter out those nodes that should not participate
if (opComm.MyPID() < 0) return;
queso_require_msg(!((probability < 0.) || (1. < probability)), "invalid input");
unsigned int size = this->sizeLocal();
queso_require_equal_to_msg(size, resultVec.sizeLocal(), "different vector sizes");
for (unsigned int i = 0; i < size; ++i) {
double auxDouble = (int) (*this)[i];
std::vector<double> vecOfDoubles(opComm.NumProc(),0.);
opComm.Gather((void *) &auxDouble, 1, RawValue_MPI_DOUBLE, (void *) &vecOfDoubles[0], (int) 1, RawValue_MPI_DOUBLE, 0,
"GslVector::mpiAllQuantile()",
"failed MPI.Gather()");
std::sort(vecOfDoubles.begin(), vecOfDoubles.end());
double result = vecOfDoubles[(unsigned int)( probability*((double)(vecOfDoubles.size()-1)) )];
opComm.Bcast((void *) &result, (int) 1, RawValue_MPI_DOUBLE, 0,
"GslVector::mpiAllQuantile()",
"failed MPI.Bcast()");
resultVec[i] = result;
}
return;
}
void
GslOptimizer::setInitialPoint(const GslVector & initialPoint)
{
for (unsigned int i = 0; i < initialPoint.sizeLocal(); i++) {
(*(this->m_initialPoint))[i] = initialPoint[i];
}
}
void
GslVector::matlabDiff(
unsigned int firstPositionToStoreDiff,
double valueForRemainderPosition,
GslVector& outputVec) const
{
unsigned int size = this->sizeLocal();
UQ_FATAL_TEST_MACRO(firstPositionToStoreDiff > 1,
m_env.worldRank(),
"GslVector::matlabDiff()",
"invalid firstPositionToStoreDiff");
UQ_FATAL_TEST_MACRO(size != outputVec.sizeLocal(),
m_env.worldRank(),
"GslVector::matlabDiff()",
"invalid size of outputVecs");
for (unsigned int i = 0; i < (size-1); ++i) {
outputVec[firstPositionToStoreDiff+i] = (*this)[i+1]-(*this)[i];
}
if (firstPositionToStoreDiff == 0) {
outputVec[size-1] = valueForRemainderPosition;
}
else {
outputVec[0] = valueForRemainderPosition;
}
return;
}
void
GslVector::cwSetConcatenated(const GslVector& v1, const GslVector& v2)
{
UQ_FATAL_TEST_MACRO(this->sizeLocal() != v1.sizeLocal() + v2.sizeLocal(),
m_env.worldRank(),
"GslVector::cwSetConcatenated(1)",
"incompatible vector sizes");
for (unsigned int i = 0; i < v1.sizeLocal(); ++i) {
(*this)[i] = v1[i];
}
for (unsigned int i = 0; i < v2.sizeLocal(); ++i) {
(*this)[v1.sizeLocal()+i] = v2[i];
}
return;
}
void
GslVector::cwSetInverseGamma(const GslVector& alpha, const GslVector& beta)
{
UQ_FATAL_TEST_MACRO(this->sizeLocal() != alpha.sizeLocal(),
m_env.worldRank(),
"GslVector::cwSetInverseGamma()",
"incompatible alpha size");
UQ_FATAL_TEST_MACRO(this->sizeLocal() != beta.sizeLocal(),
m_env.worldRank(),
"GslVector::cwSetInverseGamma()",
"incompatible beta size");
for (unsigned int i = 0; i < this->sizeLocal(); ++i) {
(*this)[i] = 1./m_env.rngObject()->gammaSample(alpha[i],1./beta[i]);
}
return;
}
void
GslVector::cwSetGamma(const GslVector& a, const GslVector& b)
{
UQ_FATAL_TEST_MACRO(this->sizeLocal() != a.sizeLocal(),
m_env.worldRank(),
"GslVector::cwSetGamma()",
"incompatible a size");
UQ_FATAL_TEST_MACRO(this->sizeLocal() != b.sizeLocal(),
m_env.worldRank(),
"GslVector::cwSetGamma()",
"incompatible b size");
for (unsigned int i = 0; i < this->sizeLocal(); ++i) {
(*this)[i] = m_env.rngObject()->gammaSample(a[i],b[i]);
}
return;
}
void
GslVector::cwExtract(unsigned int initialPos, GslVector& vec) const
{
UQ_FATAL_TEST_MACRO(initialPos >= this->sizeLocal(),
m_env.worldRank(),
"GslVector::cwExtract()",
"invalid initialPos");
UQ_FATAL_TEST_MACRO((initialPos +vec.sizeLocal()) > this->sizeLocal(),
m_env.worldRank(),
"GslVector::cwExtract()",
"invalid vec.sizeLocal()");
for (unsigned int i = 0; i < vec.sizeLocal(); ++i) {
vec[i] = (*this)[initialPos+i];
}
return;
}
void
GslVector::mpiAllReduce(RawType_MPI_Op mpiOperation, const MpiComm& opComm, GslVector& resultVec) const
{
// Filter out those nodes that should not participate
if (opComm.MyPID() < 0) return;
unsigned int size = this->sizeLocal();
queso_require_equal_to_msg(size, resultVec.sizeLocal(), "different vector sizes");
for (unsigned int i = 0; i < size; ++i) {
double srcValue = (*this)[i];
double resultValue = 0.;
opComm.Allreduce((void *) &srcValue, (void *) &resultValue, (int) 1, RawValue_MPI_DOUBLE, mpiOperation,
"GslVector::mpiAllReduce()",
"failed MPI.Allreduce()");
resultVec[i] = resultValue;
}
return;
}
void
GslVector::matlabDiff(
unsigned int firstPositionToStoreDiff,
double valueForRemainderPosition,
GslVector& outputVec) const
{
unsigned int size = this->sizeLocal();
queso_require_less_equal_msg(firstPositionToStoreDiff, 1, "invalid firstPositionToStoreDiff");
queso_require_equal_to_msg(size, outputVec.sizeLocal(), "invalid size of outputVecs");
for (unsigned int i = 0; i < (size-1); ++i) {
outputVec[firstPositionToStoreDiff+i] = (*this)[i+1]-(*this)[i];
}
if (firstPositionToStoreDiff == 0) {
outputVec[size-1] = valueForRemainderPosition;
}
else {
outputVec[0] = valueForRemainderPosition;
}
return;
}
void
GslVector::matlabLinearInterpExtrap(
const GslVector& x1Vec,
const GslVector& y1Vec,
const GslVector& x2Vec)
{
UQ_FATAL_TEST_MACRO(x1Vec.sizeLocal() <= 1,
m_env.worldRank(),
"GslVector::matlabLinearInterpExtrap()",
"invalid 'x1' size");
UQ_FATAL_TEST_MACRO(x1Vec.sizeLocal() != y1Vec.sizeLocal(),
m_env.worldRank(),
"GslVector::matlabLinearInterpExtrap()",
"invalid 'x1' and 'y1' sizes");
UQ_FATAL_TEST_MACRO(x2Vec.sizeLocal() != this->sizeLocal(),
m_env.worldRank(),
"GslVector::matlabLinearInterpExtrap()",
"invalid 'x2' and 'this' sizes");
for (unsigned int i = 1; i < x1Vec.sizeLocal(); ++i) { // Yes, '1'
UQ_FATAL_TEST_MACRO(x1Vec[i] <= x1Vec[i-1],
m_env.worldRank(),
"GslVector::matlabLinearInterpExtrap()",
"invalid 'x1' values");
}
for (unsigned int id2 = 0; id2 < x2Vec.sizeLocal(); ++id2) {
double x2 = x2Vec[id2];
unsigned int id1 = 0;
bool found1 = false;
for (id1 = 0; id1 < x1Vec.sizeLocal(); ++id1) {
if (x2 <= x1Vec[id1]) {
found1 = true;
break;
}
}
bool makeLinearModel = false;
double xa = 0.;
double xb = 0.;
double ya = 0.;
double yb = 0.;
if (x2 == x1Vec[id1]) {
(*this)[id2] = y1Vec[id1];
}
else if (x2 < x1Vec[0]) {
// Extrapolation case
makeLinearModel = true;
xa = x1Vec[0];
xb = x1Vec[1];
ya = y1Vec[0];
yb = y1Vec[1];
}
else if (found1 == true) {
// Interpolation case
makeLinearModel = true;
xa = x1Vec[id1-1];
xb = x1Vec[id1];
ya = y1Vec[id1-1];
yb = y1Vec[id1];
}
else {
// Extrapolation case
makeLinearModel = true;
xa = x1Vec[x1Vec.sizeLocal()-2];
xb = x1Vec[x1Vec.sizeLocal()-1];
ya = y1Vec[x1Vec.sizeLocal()-2];
yb = y1Vec[x1Vec.sizeLocal()-1];
}
if (makeLinearModel) {
double rate = (yb-ya)/(xb-xa);
(*this)[id2] = ya + (x2-xa)*rate;
}
}
return;
}
void
GslVector::matlabLinearInterpExtrap(
const GslVector& x1Vec,
const GslVector& y1Vec,
const GslVector& x2Vec)
{
queso_require_greater_msg(x1Vec.sizeLocal(), 1, "invalid 'x1' size");
queso_require_equal_to_msg(x1Vec.sizeLocal(), y1Vec.sizeLocal(), "invalid 'x1' and 'y1' sizes");
queso_require_equal_to_msg(x2Vec.sizeLocal(), this->sizeLocal(), "invalid 'x2' and 'this' sizes");
for (unsigned int i = 1; i < x1Vec.sizeLocal(); ++i) { // Yes, '1'
queso_require_greater_msg(x1Vec[i], x1Vec[i-1], "invalid 'x1' values");
}
for (unsigned int id2 = 0; id2 < x2Vec.sizeLocal(); ++id2) {
double x2 = x2Vec[id2];
unsigned int id1 = 0;
bool found1 = false;
for (id1 = 0; id1 < x1Vec.sizeLocal(); ++id1) {
if (x2 <= x1Vec[id1]) {
found1 = true;
break;
}
}
bool makeLinearModel = false;
double xa = 0.;
double xb = 0.;
double ya = 0.;
double yb = 0.;
if (x2 == x1Vec[id1]) {
(*this)[id2] = y1Vec[id1];
}
else if (x2 < x1Vec[0]) {
// Extrapolation case
makeLinearModel = true;
xa = x1Vec[0];
xb = x1Vec[1];
ya = y1Vec[0];
yb = y1Vec[1];
}
else if (found1 == true) {
// Interpolation case
makeLinearModel = true;
xa = x1Vec[id1-1];
xb = x1Vec[id1];
ya = y1Vec[id1-1];
yb = y1Vec[id1];
}
else {
// Extrapolation case
makeLinearModel = true;
xa = x1Vec[x1Vec.sizeLocal()-2];
xb = x1Vec[x1Vec.sizeLocal()-1];
ya = y1Vec[x1Vec.sizeLocal()-2];
yb = y1Vec[x1Vec.sizeLocal()-1];
}
if (makeLinearModel) {
double rate = (yb-ya)/(xb-xa);
(*this)[id2] = ya + (x2-xa)*rate;
}
}
return;
}
