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Diff for /OpenXM/src/ox_gsl/call_gsl.c between version 1.5 and 1.8

version 1.5, 2018/06/06 07:40:32 version 1.8, 2018/06/08 00:03:43
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 /* $OpenXM: OpenXM/src/ox_gsl/call_gsl.c,v 1.4 2018/04/18 02:20:51 takayama Exp $  /* $OpenXM: OpenXM/src/ox_gsl/call_gsl.c,v 1.7 2018/06/07 01:53:33 takayama Exp $
 */  */
 //#include <gsl/gsl_types.h>  //#include <gsl/gsl_types.h>
 //#include <gsl/gsl_sys.h>  //#include <gsl/gsl_sys.h>
Line 43  void  call_gsl_sf_lngamma_complex_e() {
Line 43  void  call_gsl_sf_lngamma_complex_e() {
   push(ans);    push(ans);
 }  }
   
 cmo *Func_x=NULL;  cmo *Func_x=NULL;  // function to evalute.
   cmo *Vlist=NULL;   // list of variables (not implemented yet).
 double f_x(double x,void *params) {  double f_x(double x,void *params) {
   double d;    double d;
   if (Debug) ox_printf("f_x\n");    if (Debug) ox_printf("f_x\n");
Line 99  void  call_gsl_integration_qags() {
Line 100  void  call_gsl_integration_qags() {
   push(ans);    push(ans);
 }  }
   
   #define VEC_MAX 30
 double f_n(double x[],size_t dim,void *params) {  double f_n(double x[],size_t dim,void *params) {
     int debug_f_n=0;
   double d;    double d;
   int i;    int i;
   char *xx[30]={"x0","x1","x2","x3","x4","x5","x6","x7","x8","x9",    char *xx[VEC_MAX]={"x0","x1","x2","x3","x4","x5","x6","x7","x8","x9",
                 "x10","x11","x12","x13","x14","x15","x16","x17","x18","x19",                  "x10","x11","x12","x13","x14","x15","x16","x17","x18","x19",
                 "x20","x21","x22","x23","x24","x25","x26","x27","x28","x29"                  "x20","x21","x22","x23","x24","x25","x26","x27","x28","x29"
                };                 };
   if (dim > 30) GSL_ERROR("f_n supports functions with args <= 30",GSL_ETOL);  //  debug_f_n = Debug;
   if (Debug) ox_printf("f_n\n");    if (dim > VEC_MAX) GSL_ERROR("f_n supports functions with args <= VEC_MAX",GSL_ETOL);
     init_dic();
     if (debug_f_n) ox_printf("f_n, dim=%d\n",dim);
   for (i=0; i<dim; i++) {    for (i=0; i<dim; i++) {
     replace(1,xx[i],x[i]);      if (debug_f_n) ox_printf("x%d=%lg, ",i,x[i]);
       register_entry(xx[i],x[i]);
   }    }
     if (debug_f_n) { ox_printf("\n"); fflush(NULL); }
   if (eval_cmo(Func_x,&d)==0) GSL_ERROR("eval_cmo fails in f_n",GSL_ETOL);    if (eval_cmo(Func_x,&d)==0) GSL_ERROR("eval_cmo fails in f_n",GSL_ETOL);
   if (Debug) ox_printf("f_x(...) -> d=%lg\n",d);    if (debug_f_n) ox_printf("\nf_x(...) -> d=%lg\n",d);
   return(d);    return(d);
 }  }
 void  call_gsl_monte_plain_integrate() {  void  call_gsl_monte_plain_miser_vegas_integrate(int type) {
   int argc;    int argc;
   int dim;    int dim;
   int dim2;    int dim2;
Line 128  void  call_gsl_monte_plain_integrate() {
Line 135  void  call_gsl_monte_plain_integrate() {
   double res, err;    double res, err;
   const gsl_rng_type *T;    const gsl_rng_type *T;
   gsl_rng *r;    gsl_rng *r;
   size_t calls = 500000;    //  size_t calls = 500000;
     size_t calls = 100000; // for test  1000
     gsl_monte_plain_state *s_p;
     gsl_monte_miser_state *s_m;
     gsl_monte_vegas_state *s_v;
   gsl_rng_env_setup ();    gsl_rng_env_setup ();
   T = gsl_rng_default;    T = gsl_rng_default;
   r = gsl_rng_alloc (T);    r = gsl_rng_alloc (T);
Line 136  void  call_gsl_monte_plain_integrate() {
Line 147  void  call_gsl_monte_plain_integrate() {
   //  gsl_set_error_handler_off();    //  gsl_set_error_handler_off();
   gsl_set_error_handler((gsl_error_handler_t *)myhandler);    gsl_set_error_handler((gsl_error_handler_t *)myhandler);
   argc = get_i(); // number of args    argc = get_i(); // number of args
   if (argc != 3) {    if (argc < 3) {
     pops(argc);      pops(argc);
     push(make_error2("The argc must be 3 for gsl_integration_qags.",NULL,0,-1));      push(make_error2("The argc must be >=3 for gsl_integration_qags.",NULL,0,-1));
     return;      return;
   }    }
   Func_x = pop();    Func_x = pop();
   xl = get_double_list(&dim);    xl = get_double_list(&dim);
   xu = get_double_list(&dim2);    xu = get_double_list(&dim2);
     if (argc >= 4) {
       calls = (int) get_double();
     }
     if (argc >= 5) {
       Vlist = pop();  // list of variables. Not implemented yet.
     }
   if (dim != dim2) {    if (dim != dim2) {
     push(make_error2("gsl_monte_plain: dim of interval differs.",NULL,0,-1));      push(make_error2("gsl_monte_plain: dim of interval differs.",NULL,0,-1));
     return;      return;
   }    }
   gsl_monte_plain_state *s = gsl_monte_plain_alloc (dim);    G.dim=dim;
   gsl_monte_plain_integrate (&G, xl, xu, dim, calls, r, s,    switch(type) {
                              &res, &err);    case 0: // plain
   gsl_monte_plain_free (s);      s_p = gsl_monte_plain_alloc (dim);
       gsl_monte_plain_integrate (&G, xl, xu, dim, calls, r, s_p,
                                  &res, &err);
       gsl_monte_plain_free (s_p);
       break;
     case 1: // miser
       s_m = gsl_monte_miser_alloc (dim);
       gsl_monte_miser_integrate (&G, xl, xu, dim, calls, r, s_m,
                                  &res, &err);
       gsl_monte_miser_free (s_m);
       break;
     default: // vegas;
       s_v = gsl_monte_vegas_alloc (dim);
       gsl_monte_vegas_integrate (&G, xl, xu, dim, calls, r, s_v,
                                  &res, &err);
       gsl_monte_vegas_free (s_v);
       break;
     }
   if (Debug) ox_printf("result = %lg\n",res);    if (Debug) ox_printf("result = %lg\n",res);
   cr[0] = (cmo *)new_cmo_double(res);    cr[0] = (cmo *)new_cmo_double(res);
   cr[1] = (cmo *)new_cmo_double(err);    cr[1] = (cmo *)new_cmo_double(err);
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