# include # include # include # include # include "asa053.h" int main ( ); void test01 ( ); void test02 ( ); /******************************************************************************/ int main ( ) /******************************************************************************/ /* Purpose: MAIN is the main program for ASA053_TEST. Licensing: This code is distributed under the GNU LGPL license. Modified: 16 April 2014 Author: John Burkardt */ { timestamp ( ); printf ( "\n" ); printf ( "ASA053_TEST:\n" ); printf ( " C version\n" ); printf ( " Test the ASA053 library.\n" ); test01 ( ); test02 ( ); /* Terminate. */ printf ( "\n" ); printf ( "ASA053_TEST:\n" ); printf ( " Normal end of execution.\n" ); printf ( "\n" ); timestamp ( ); return 0; } /******************************************************************************/ void test01 ( ) /******************************************************************************/ /* Purpose: TEST01 generates a random Wishart variate. Licensing: This code is distributed under the GNU LGPL license. Modified: 16 April 2014 Author: John Burkardt */ { # define NP 3 double d[(NP*(NP+1))/2] = { 3.0, 2.0, 4.0, 1.0, 2.0, 5.0 }; int n; int np = NP; double *sa; int seed; printf ( "\n" ); printf ( "TEST01\n" ); printf ( " Generate a single Wishart deviate.\n" ); n = 1; seed = 123456789; printf ( "\n" ); printf ( " The number of variables is %d\n", np ); printf ( " The number of degrees of freedom is %d\n", n ); r8utp_print ( np, d, " The upper Cholesky factor:" ); sa = wshrt ( d, n, np, &seed ); r8pp_print ( np, sa, " The sample matrix:" ); free ( sa ); return; # undef NP } /******************************************************************************/ void test02 ( ) /******************************************************************************/ /* Purpose: TEST02 averages many Wishart samples. Licensing: This code is distributed under the GNU LGPL license. Modified: 13 January 2017 Author: John Burkardt */ { # define NP 3 double d[(NP*(NP+1))/2] = { 3.0, 2.0, 4.0, 1.0, 2.0, 5.0 }; int i; int j; int k; int ki; int kj; int n; int np = NP; int npp; double *sa; double *s_average; double *sigma; int seed; int test_num = 100000; printf ( "\n" ); printf ( "TEST02\n" ); printf ( " Generate many Wishart deviates.\n" ); printf ( " Compare to D' * D * np / n\n" ); n = 2; npp = ( np * ( np + 1 ) ) / 2; seed = 123456789; printf ( "\n" ); printf ( " The number of variables is %d\n", np ); printf ( " The number of degrees of freedom is %d\n", n ); r8utp_print ( np, d, " The upper Cholesky factor:" ); s_average = ( double * ) malloc ( npp * sizeof ( double ) ); for ( j = 0; j < npp; j++ ) { s_average[j] = 0.0; } for ( i = 1; i <= test_num; i++ ) { sa = wshrt ( d, n, np, &seed ); for ( j = 0; j < npp; j++ ) { s_average[j] = s_average[j] + sa[j]; } free ( sa ); } for ( j = 0; j < npp; j++ ) { s_average[j] = s_average[j] / ( double ) ( test_num ); } r8pp_print ( np, s_average, " The averaged matrix:" ); /* Compare the result to ( D' * D ) * np / n. */ sigma = ( double * ) malloc ( np * np * sizeof ( double ) ); for ( i = 0; i < np; i++ ) { for ( j = 0; j < np; j++ ) { sigma[i+j*np] = 0.0; for ( k = 0; k <= i4_min ( i, j ); k++ ) { ki = k + ( i * ( i + 1 ) ) / 2; kj = k + ( j * ( j + 1 ) ) / 2; sigma[i+j*np] = sigma[i+j*np] + d[ki] * d[kj]; } sigma[i+j*np] = sigma[i+j*np] * ( double ) np / ( double ) n; } } r8mat_print ( np, np, sigma, " Expected result:" ); free ( s_average ); free ( sigma ); return; # undef NP }