#ifndef LOW_DISCREPANCY_HPP #define LOW_DISCREPANCY_HPP #include #include #include #include #include #include #include #include class p_adic { public: typedef std::list coeff; p_adic(coeff ak, coeff pk) : ak(ak), pk(pk), p(*(++pk.begin())) {}; p_adic(int n, int p = 2); p_adic(double x, int p = 2); operator double() { return std::inner_product(ak.begin(), ak.end(), ++pk.begin(), 0.0, std::plus(), std::divides()); } operator int() { return std::inner_product(ak.begin(), ak.end(), pk.begin(), 0); } friend p_adic operator+(const p_adic &m, const p_adic &o); p_adic operator++(int) { p_adic copie = *this; increment(); return copie; }; p_adic& operator++() { increment(); return (*this); }; friend struct halton; friend struct kakutani; friend struct faure; protected: void increment(); p_adic add(const p_adic &x) const; coeff ak, pk; int p; }; static int primes[255] = { 2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, 47, 53, 59, 61, 67, 71, 73, 79, 83, 89, 97, 101, 103, 107, 109, 113, 127, 131, 137, 139, 149, 151, 157, 163, 167, 173, 179, 181, 191, 193, 197, 199, 211, 223, 227, 229, 233, 239, 241, 251, 257, 263, 269, 271, 277, 281, 283, 293, 307, 311, 313, 317, 331, 337, 347, 349, 353, 359, 367, 373, 379, 383, 389, 397, 401, 409, 419, 421, 431, 433, 439, 443, 449, 457, 461, 463, 467, 479, 487, 491, 499, 503, 509, 521, 523, 541, 547, 557, 563, 569, 571, 577, 587, 593, 599, 601, 607, 613, 617, 619, 631, 641, 643, 647, 653, 659, 661, 673, 677, 683, 691, 701, 709, 719, 727, 733, 739, 743, 751, 757, 761, 769, 773, 787, 797, 809, 811, 821, 823, 827, 829, 839, 853, 857, 859, 863, 877, 881, 883, 887, 907, 911, 919, 929, 937, 941, 947, 953, 967, 971, 977, 983, 991, 997, 1009, 1013, 1019, 1021, 1031, 1033, 1039, 1049, 1051, 1061, 1063, 1069, 1087, 1091, 1093, 1097, 1103, 1109, 1117, 1123, 1129, 1151, 1153, 1163, 1171, 1181, 1187, 1193, 1201, 1213, 1217, 1223, 1229, 1231, 1237, 1249, 1259, 1277, 1279, 1283, 1289, 1291, 1297, 1301, 1303, 1307, 1319, 1321, 1327, 1361, 1367, 1373, 1381, 1399, 1409, 1423, 1427, 1429, 1433, 1439, 1447, 1451, 1453, 1459, 1471, 1481, 1483, 1487, 1489, 1493, 1499, 1511, 1523, 1531, 1543, 1549, 1553, 1559, 1567, 1571, 1579, 1583, 1597, 1601, 1607, 1609, 1613 }; struct halton { typedef std::vector result_type; typedef std::vector list_p_adic; halton(const list_p_adic &x) : nk(x), result(x.size()) {}; halton(int dimension) : result(dimension) { for (int k = 0; k < dimension; k++) nk.push_back(p_adic((int) 1, primes[k])); }; halton(int dimension, double x_init[]) : result(dimension) { for (int k = 0; k < dimension; k++) nk.push_back(p_adic(x_init[k], primes[k])); }; result_type operator()() { result_type::iterator ir = result.begin(); list_p_adic::iterator ink = nk.begin(); while (ink != nk.end()) { *ir++ = (double) (*ink++)++; } return result; } protected: list_p_adic nk; result_type result; }; struct kakutani { typedef std::vector result_type; typedef std::vector list_p_adic; kakutani(const list_p_adic &x, const list_p_adic &y) : xk(x), yk(y), result(x.size()) {}; result_type operator()() { std::transform(xk.begin(), xk.end(), yk.begin(), result.begin(), op); return result; } protected: list_p_adic xk; list_p_adic yk; result_type result; struct t_op { double operator()(p_adic &x, const p_adic &y) { x = x + y; return (double) x; }; } op; }; struct faure { typedef std::vector result_type; typedef std::vector< std::vector > coeff_binom; faure(int dimension, const p_adic &x) : x(x), result(dimension), Comb(32, std::vector(32,0)) { for (int n = 0; n < 32; n++) { Comb[0][n] = 1; } for (int k = 1; k < 32; k++) { Comb[k][0] = 1; for (int n = 1; n <= 32-k; n++){ Comb[k][n] = Comb[k][n-1] + Comb[k-1][n]; } } std::cout << x.p << std::endl; }; result_type operator()() { p_adic xi = x++; result_type::iterator it = result.begin(); while (it != result.end()) { *it++ = (double) xi; xi = T(xi); } return result; } p_adic T(const p_adic &y) { p_adic::coeff bk; coeff_binom::const_iterator it_Comb = Comb.begin(); p_adic::coeff::const_iterator it = y.ak.begin(); while (it != y.ak.end()) { bk.push_back(std::inner_product(it, y.ak.end(), (*it_Comb).begin(), 0) % y.p); it++; it_Comb++; } return p_adic(bk, y.pk); } protected: p_adic x; result_type result; coeff_binom Comb; }; struct sobol { typedef std::vector result_type; sobol(int dimension) : dimension(dimension), result(dimension) { q = gsl_qrng_alloc(gsl_qrng_sobol, dimension); } sobol(sobol const & o) : dimension(o.dimension) { q = gsl_qrng_clone(o.q); result = o.result; } // constructeur move uniquement en C++11 sobol(sobol && o) : dimension(o.dimension), q(o.q), result(std::move(o.result)) { o.dimension = 0; o.q = nullptr; } sobol & operator=(sobol const & o) { if (this != &o) { dimension = o.dimension; gsl_qrng_memcpy(q, o.q); result = o.result; } return *this; } // operateur move uniquement en C++11 sobol & operator=(sobol && o) { if (this != &o) { dimension = o.dimension; q = o.q; result = std::move(o.result); o.dimension = 0; o.q = nullptr; } return *this; } ~sobol() { gsl_qrng_free(q); } result_type operator()() { gsl_qrng_get(q, &(*result.begin())); return result; } protected: int dimension; gsl_qrng * q; result_type result; }; #endif