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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2016-04-28 20:49:55 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2016-04-28 20:49:55 -0400 |
| commit | 8d1cc85eba46cb1e1ebaa4986312562b893734b8 (patch) | |
| tree | c34180702d388b96ce5210cf1c089ff22742a682 /src/rqmc.hpp | |
| parent | 1428c05e8057fb41cf05b1442c232c845a8363c6 (diff) | |
| download | projet_C++-8d1cc85eba46cb1e1ebaa4986312562b893734b8.tar.gz | |
try to be more generic
Diffstat (limited to 'src/rqmc.hpp')
| -rw-r--r-- | src/rqmc.hpp | 69 |
1 files changed, 17 insertions, 52 deletions
diff --git a/src/rqmc.hpp b/src/rqmc.hpp index 840e069..a150447 100644 --- a/src/rqmc.hpp +++ b/src/rqmc.hpp @@ -9,7 +9,7 @@ double frac_part(double x); //fonctions de compositions de monte_carlo.hpp template <class _Result> -struct generator +struct generator { typedef _Result result_type; }; @@ -18,9 +18,12 @@ template <typename Fct, typename VA> struct compose_t : public generator< typename Fct::result_type > { compose_t(Fct f, VA X) : f(f), X(X) {}; - typename Fct::result_type operator()() { - return f(X()); + typename Fct::result_type operator()() { + return f(X()); }; + void reseed() { + X.reseed(); + } private: Fct f; VA X; }; @@ -36,6 +39,7 @@ struct mean_t: public generator<double> { mean_t(int n, VA X): n(n), X(X) {}; double operator()(){ + X.reseed(); double sum = 0; for(int i=0; i<n; i++){ sum+=X(); @@ -45,7 +49,7 @@ struct mean_t: public generator<double> private : int n; VA X; }; - + template <typename VA> inline mean_t<VA> mean(int n, VA X){ @@ -74,7 +78,7 @@ std::vector<double> monte_carlo(int n, L X, double p=0.05) template <typename L, typename Fct> std::vector<double> monte_carlo(int n, Fct f, L X, double p=0.05) { - return monte_carlo(n, compose(f, X), p); + return monte_carlo(n, compose(f, X), p); }; //Les classes de quasi-mean @@ -84,8 +88,8 @@ struct quasi_gaussian : public var_alea<std::vector<double> > { quasi_gaussian (int d, double mean = 0, double std =1) : d(d), mean(mean), std(std), s(d), U(0,1), seed(d) { - for(int i=0; i<d; i++) {seed[i]=U();} - }; + reseed(); + }; std::vector<double> operator ()(){ std::vector<double> result = s(); for(int i=0;i<d; i++){ @@ -93,54 +97,15 @@ struct quasi_gaussian : public var_alea<std::vector<double> > } return value = result; } - private: + void reseed() { + for(int i=0; i<d; i++) { + seed[i]=U(); + } + } + private: int d; double mean, std; LDS s; uniform U; std::vector<double> seed; }; - - - -struct gaussian_d : public var_alea<std::vector<double> > -{ - gaussian_d(int d, double mean = 0, double std =1) - : d(d), mean(mean), std(std), G(mean, std) {}; - std::vector<double> operator ()(){ - std::vector<double> result(d); - for(int i=0;i<d; i++){ - result[i] = G(); - } - return value = result; - } - private: - int d; - double mean, std; - gaussian G; -}; - -template <typename Fct, typename LDS> -struct quasi_mean : public generator<typename Fct::result_type> -{ - quasi_mean(int n, int d, Fct f) : n(n), d(d), f(f), G(d) {}; - - typename Fct::result_type operator()() { - double sum =0; - for(int i=0; i<n; i++){ - sum += f(G()); - - } - return sum/n; - }; - - private: - int n, d; - Fct f; - quasi_gaussian<LDS> G; - }; - - - - - |
