file twalk/twalk.hpp
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Namespaces
| Name |
|---|
| Gambit TODO: see if we can use this one: |
| Gambit::Scanner |
Classes
| Name | |
|---|---|
| class | Gambit::Scanner::RanNumGen |
Detailed Description
Author: Gregory Martinez (gregory.david.martinez@gmail.com)
Date: 2014 May
Base functions objects for use in GAMBIT.
Authors (add name and date if you modify):
Source code
// GAMBIT: Global and Modular BSM Inference Tool
// *********************************************
/// \file
///
/// Base functions objects for use in GAMBIT.
///
/// *********************************************
///
/// Authors (add name and date if you modify):
///
/// \author Gregory Martinez
/// (gregory.david.martinez@gmail.com)
/// \date 2014 May
///
/// *********************************************
#ifndef TWALK_HPP
#define TWALK_HPP
#include <iostream>
#include <fstream>
#include <sstream>
#include <vector>
#include "scanner_plugin.hpp"
#include "random_tools.hpp"
namespace Gambit
{
namespace Scanner
{
inline bool notUnit(const std::vector<double> &in)
{
for (auto it = in.begin(), end = in.end(); it != end; ++it)
{
if(*it < 0.0 || *it > 1.0 || *it == -(*it))
{
return true;
}
}
return false;
}
template <typename T>
inline typename T::iterator::pointer c_ptr(T &it){return &(*it.begin());}
inline std::vector<std::vector<double>> calcCov(const std::vector<std::vector<double>> &pts)
{
static size_t dim = pts[0].size();
static size_t N = pts.size();
std::vector<std::vector<double>> covar(dim, std::vector<double>(dim, 0.0));
std::vector<double> avg(dim, 0.0);
size_t i, j;
for (auto it = pts.begin(), pt_end = pts.end(); it != pt_end; ++it)
{
for (i = 0; i < dim; i++)
{
avg[i] += (*it)[i];
for (j = 0; j < dim; j++)
{
covar[i][j] += (*it)[i]*(*it)[j];
}
}
}
for (i = 0; i < dim; i++)
{
for (j = 0; j < dim; j++)
{
covar[i][j] = covar[i][j]/N - avg[i]*avg[j]/N/N;
}
}
return covar;
}
inline std::vector<std::vector<double>> calcIndent (const std::vector<std::vector<double>> &pts)
{
static size_t dim = pts[0].size();
std::vector<std::vector<double>> covar(dim, std::vector<double>(dim, 0.0));
std::vector<double> hi(dim, 1.0), low(dim, 0.0);
size_t i;
for (auto it = pts.begin(), end = pts.end(); it != end; ++it)
{
for (i = 0; i < dim; i++)
{
if (hi[i] < (*it)[i])
{
hi[i] = (*it)[i];
}
if (low[i] > (*it)[i])
{
low[i] = (*it)[i];
}
}
}
for (i = 0; i < dim; i++)
{
covar[i][i] = (hi[i] - low[i])*(hi[i] - low[i])/12.0;
}
return covar;
}
class RanNumGen
{
private:
std::vector<RandomPlane *> gDev;
double div;
public:
RanNumGen(int proj, int ma, double din, double alim, double alimt, double div, unsigned long seed = 0) : div(div)
{
gDev.push_back(new RandomPlane(proj, ma, din, alim, alimt, seed++));
}
double Doub() {return gDev[0]->Doub();}
double ExpDev() {return gDev[0]->ExpDev();}
#ifdef WITH_MPI
double Dev(std::vector<double> &aNext, std::vector<std::vector<double>> &a0, int t, int tt, int freePts, std::vector<int> &tints)
#else
double Dev(std::vector<double> &aNext, std::vector<std::vector<double>> &a0, int t, int tt)
#endif
{
double ran = gDev[0]->Doub();
double logZ;
double b0 = div/2.0;
double b1 = div;
double b2 = (1.0 + div)/2.0;
if (ran < b0)
{
logZ = gDev[0]->WalkDev(&aNext[0], &a0[t][0], &a0[tt][0]);
}
else if (ran < b1)
{
logZ = gDev[0]->TransDev(&aNext[0], &a0[t][0], &a0[tt][0]);
}
else if (ran < b2)
{
std::vector<std::vector<double>> temp;
#ifdef WITH_MPI
for (int i = 0, end = freePts; i < end; i++)
{
temp.push_back(std::vector<double>(a0[tints[i]]));
}
#else
for (int i = 0, end = a0.size(); i < end; i++)
{
if (i != t)
temp.push_back(std::vector<double>(a0[i]));
}
#endif
//if (!gDev[0]->EnterMat(calcCov(temp)))
if (true)
{
#ifdef WITH_MPI
int ttt;
while(tints[ttt = freePts*gDev[0]->Doub()] == tt);
//double ct = gDev[0]->Max(&a0[tt][0], &a0[tints[ttt]][0]);
#else
int ttt = (a0.size()-2)*gDev[0]->Doub();
if (t < tt)
{
if (ttt >= t) ttt++;
if (ttt >= tt) ttt++;
}
else
{
if (ttt >= tt) ttt++;
if (ttt >= t) ttt++;
}
//double ct = gDev[0]->Max(&a0[tt][0], &a0[ttt][0]);
//std::cout << ct << std::endl;
#endif
//int ma = a0[0].size();
//std::vector<std::vector<double>> cov (ma, std::vector<double>(ma, 0.0));
//for (int i = 0; i < ma; i++)
// cov[i][i] = ct*ct;
//gDev[0]->EnterMat(cov);
gDev[0]->HopBlow(&aNext[0], &a0[t][0], &a0[tt][0], &a0[ttt][0]);
//gDev[0]->EnterMat(calcIndent(temp));
}
//gDev[0]->MultiDev(&aNext[0], &a0[t][0]);
logZ = 0.0;
}
else
{
std::vector<std::vector<double>> temp;
#ifdef WITH_MPI
for (int i = 0, end = freePts; i < end; i++)
{
temp.push_back(std::vector<double>(a0[tints[i]]));
}
#else
for (int i = 0, end = a0.size(); i < end; i++)
{
if (i != t)
temp.push_back(std::vector<double>(a0[i]));
}
#endif
//if (!gDev[0]->EnterMat(calcCov(temp)))
if (true)
{
#ifdef WITH_MPI
int ttt;
while(tints[ttt = freePts*gDev[0]->Doub()] == tt);
//double ct = gDev[0]->Max(&a0[tt][0], &a0[tints[ttt]][0]);
//std::cout << ct << " " << t << " " << tints[ttt] << std::endl;getchar();
#else
int ttt = (a0.size()-2)*gDev[0]->Doub();
if (t < tt)
{
if (ttt >= t) ttt++;
if (ttt >= tt) ttt++;
}
else
{
if (ttt >= tt) ttt++;
if (ttt >= t) ttt++;
}
//double ct = gDev[0]->Max(&a0[tt][0], &a0[ttt][0]);
#endif
//int ma = a0[0].size();
//std::vector<std::vector<double>> cov (ma, std::vector<double>(ma, 0.0));
//for (int i = 0; i < ma; i++)
// cov[i][i] = ct*ct;
//gDev[0]->EnterMat(cov);
gDev[0]->HopBlow(&aNext[0], &a0[tt][0], &a0[tt][0], &a0[ttt][0]);
//gDev[0]->EnterMat(calcIndent(temp));
}
//gDev[0]->MultiDev(&aNext[0], &a0[tt][0]);
logZ = 0.0;
}
return logZ;
}
~RanNumGen()
{
for (auto it = gDev.begin(), end = gDev.end(); it != end; ++it)
{
delete *it;
}
}
};
// struct twalk_resume_info
// {
// bool resume;
// std::string file_path;
// int N;
//
// template <typename... T>
// inline void operator(int count, T&&... params)
// {
// if (resume)
// {
// ifstream in(file_path.c_str(), ios::binary);
// }
// }
// }
void TWalk(Gambit::Scanner::like_ptr LogLike,
Gambit::Scanner::printer_interface &printer,
Gambit::Scanner::resume_params_func set_resume_params,
const int &dimension,
const double &div,
const int &proj,
const double &din,
const double &alim,
const double &alimt,
const long long &rand,
const double &sqrtR,
const int &NChains,
const bool &hyper_grid,
const int &burn_in,
const int &save_freq,
const double &hrs_max);
#endif
/*
double ran = gDev.Doub();
if (ran < b0)
{
logZ = gDev.WalkDev(c_ptr(aNext), c_ptr(a0[t]), c_ptr(a0[tt]));
}
else if (ran < b1)
{
logZ = gDev.TransDev(c_ptr(aNext), c_ptr(a0[t]), c_ptr(a0[tt]));
}
else if (ran < b2)
{
std::vector<std::vector<double>> temp = a0;
#ifdef WITH_MPI
for (int i = 0, end = NThreads - numtasks; i < end; i++)
{
temp.push_back(a0[tints[i]]);
}
#else
for (int i = 0, end = a0.size(); i < end; i++)
{
if (i != tt)
temp.push_back(a0[i]);
}
#endif
if (!gDev.EnterMat(calcCov(temp)))
{
gDev.EnterMat(calcIndent(temp));
}
gDev.MultiDev(c_ptr(aNext), c_ptr(a0[t]));
logZ = 0.0;
}
else
{
std::vector<std::vector<double>> temp;
#ifdef WITH_MPI
for (int i = 0, end = NThreads - numtasks; i < end; i++)
{
temp.push_back(a0[tints[i]]);
}
#else
for (int i = 0, end = a0.size(); i < end; i++)
{
if (i != tt)
temp.push_back(a0[i]);
}
#endif
if (!gDev.EnterMat(calcCov(temp)))
{
gDev.EnterMat(calcIndent(temp));
}
gDev.MultiDev(c_ptr(aNext), c_ptr(a0[tt]));
logZ = 0.0;
}*/
}
}
Updated on 2024-07-18 at 13:53:33 +0000