From e3694fb5e5b6b2b307dd31399b242e01977ed19f Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 21 Apr 2016 17:37:40 -0400
Subject: use lambda functions

---
 src/opti.cpp   |  7 ++-----
 src/projet.cpp | 14 ++++----------
 2 files changed, 6 insertions(+), 15 deletions(-)

diff --git a/src/opti.cpp b/src/opti.cpp
index 2824a69..71577c1 100644
--- a/src/opti.cpp
+++ b/src/opti.cpp
@@ -1,5 +1,6 @@
 #include "opti.hpp"
 #include "option.hpp"
+#include <algorithm>
 
 typedef struct option_params {
     double r;
@@ -11,12 +12,8 @@ typedef struct option_params {
 } option_params;
 
 double f (const std::vector<double> &X, std::vector<double> &grad, void *params) {
-    int d = X.size();
     option_params *p = (option_params *)params;
-    double norm = 0;
-    for(int i=0; i<d; i++){
-        norm+=X[i]*X[i];
-    }
+    double norm = std::accumulate(X.begin(), X.end(), 0., [](double x, double y){ return x + y*y;});
     asian_option A(p->r, p->T, p->S0, p->V, p->K, p->call);
     return log(A(X)+1e-10) - 0.5*norm;//on rajoute 1e-10 pour être sur que le log soit défini
 };
diff --git a/src/projet.cpp b/src/projet.cpp
index d2cae1a..efab703 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -63,15 +63,10 @@ vector< vector<double> > exemple1_rqmc(){
 
 
 std::vector<double> normalize (std::vector<double> mu) {
-    int d = mu.size();
-    double norm_mu = 0;
-    std::vector<double> u(d);
-    for(int i=0; i<d; i++) {
-        norm_mu += mu[i]*mu[i];
-    }
-    for(int i=0; i<d; i++) {
-        u[i] = mu[i]/sqrt(norm_mu);
-    }
+    double norm_mu = accumulate(mu.begin(), mu.end(), 0.,
+                                [](double x, double y){ return x + y*y;});
+    vector<double> u(mu);
+    transform(u.begin(), u.end(), u.begin(), [norm_mu](double x){ return x/sqrt(norm_mu); });
     return u;
 }
 
@@ -176,7 +171,6 @@ int main()
     make_table2(data1, data2, data3, data4, "table2.tex");
     vector< vector<double> > data5 = exemple2_stratified(16, false);
     vector< vector<double> > data6 = exemple2_rqmc(16, false);
-    cout<<"test"<<endl;
     vector< vector<double> > data7 = exemple2_stratified(64, false);
     vector< vector<double> > data8 = exemple2_rqmc(64,false);
     make_table2(data5, data6, data7, data8, "table3.tex");
-- 
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