# include # include # include # include using namespace std; # include "simplex_monte_carlo.hpp" int main ( ); void test01 ( ); void test02 ( ); void test03 ( ); //****************************************************************************80 int main ( ) //****************************************************************************80 // // Purpose: // // MAIN is the main program for SIMPLEX_MONTE_CARLO_TEST. // // Discussion: // // SIMPLEX_MONTE_CARLO_TEST tests the SIMPLEX_MONTE_CARLO library. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2014 // // Author: // // John Burkardt // { timestamp ( ); cout << "\n"; cout << "SIMPLEX_MONTE_CARLO_TEST\n"; cout << " C++ version\n"; cout << " Test the SIMPLEX_MONTE_CARLO library.\n"; test01 ( ); test02 ( ); test03 ( ); // // Terminate. // cout << "\n"; cout << "SIMPLEX_MONTE_CARLO_TEST\n"; cout << " Normal end of execution.\n"; cout << "\n"; timestamp ( ); return 0; } //****************************************************************************80 void test01 ( ) //****************************************************************************80 // // Purpose: // // TEST01 uses SIMPLEX_UNIT_SAMPLE to estimate integrals in 3D. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2014 // // Author: // // John Burkardt // { int e[3]; int e_test[3*10] = { 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1, 2, 0, 0, 1, 1, 0, 1, 0, 1, 0, 2, 0, 0, 1, 1, 0, 0, 2 }; double error; double exact; int i; int j; const int m = 3; int n; double result; int seed; double *value; double *x; cout << "\n"; cout << "TEST01\n"; cout << " Use SIMPLEX_UNIT_SAMPLE for a Monte Carlo estimate of an\n"; cout << " integral over the interior of the unit simplex in 3D.\n"; seed = 123456789; cout << "\n"; cout << " N 1 X Y "; cout << " Z X^2 XY XZ"; cout << " Y^2 YZ Z^2\n"; cout << "\n"; n = 1; while ( n <= 65536 ) { x = simplex_unit_sample ( m, n, seed ); cout << " " << setw(8) << n; for ( j = 0; j < 10; j++ ) { for ( i = 0; i < m; i++ ) { e[i] = e_test[i+j*m]; } value = monomial_value ( m, n, e, x ); result = simplex_unit_volume ( m ) * r8vec_sum ( n, value ) / ( double ) ( n ); cout << " " << setw(14) << result; delete [] value; } cout << "\n"; n = 2 * n; delete [] x; } cout << "\n"; cout << " Exact"; for ( j = 0; j < 10; j++ ) { for ( i = 0; i < m; i++ ) { e[i] = e_test[i+j*m]; } result = simplex_unit_monomial_integral ( m, e ); cout << " " << setw(14) << result; } cout << "\n"; return; } //****************************************************************************80 void test02 ( ) //****************************************************************************80 // // Purpose: // // TEST02 uses SIMPLEX_UNIT_SAMPLE to estimate integrals in 6D. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 January 2014 // // Author: // // John Burkardt // { int e[6]; int e_test[6*7] = { 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 2, 0, 0, 0, 0, 0, 2, 2, 0, 0, 0, 0, 0, 0, 4, 0, 0, 2, 0, 0, 0, 2, 2, 0, 0, 0, 0, 0, 6 }; double error; double exact; int i; int j; const int m = 6; int n; double result; int seed; double *value; double *x; cout << "\n"; cout << "TEST02\n"; cout << " Use SIMPLEX_UNIT_SAMPLE for a Monte Carlo estimate of an\n"; cout << " integral over the interior of the unit simplex in 6D.\n"; seed = 123456789; cout << "\n"; cout << " N"; cout << " 1 "; cout << " U "; cout << " V^2 "; cout << " V^2W^2 "; cout << " X^4 "; cout << " Y^2Z^2 "; cout << " Z^6\n"; cout << "\n"; n = 1; while ( n <= 65536 ) { x = simplex_unit_sample ( m, n, seed ); cout << " " << setw(8) << n; for ( j = 0; j < 7; j++ ) { for ( i = 0; i < m; i++ ) { e[i] = e_test[i+j*m]; } value = monomial_value ( m, n, e, x ); result = simplex_unit_volume ( m ) * r8vec_sum ( n, value ) / ( double ) ( n ); cout << " " << setw(14) << result; delete [] value; } cout << "\n"; n = 2 * n; delete [] x; } cout << "\n"; cout << " Exact"; for ( j = 0; j < 7; j++ ) { for ( i = 0; i < m; i++ ) { e[i] = e_test[i+j*m]; } result = simplex_unit_monomial_integral ( m, e ); cout << " " << setw(14) << result; } cout << "\n"; return; } //****************************************************************************80 void test03 ( ) //****************************************************************************80 // // Purpose: // // TEST03 uses SIMPLEX_GENERAL_SAMPLE to estimate integrals in 3D. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 March 2017 // // Author: // // John Burkardt // { int e[3]; int e_test[3*10] = { 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1, 2, 0, 0, 1, 1, 0, 1, 0, 1, 0, 2, 0, 0, 1, 1, 0, 0, 2 }; double error; double exact; int i; int j; const int m = 3; int n; double result; int seed; double t[3*4] = { 1.0, 0.0, 0.0, 2.0, 0.0, 0.0, 1.0, 2.0, 0.0, 1.0, 0.0, 3.0 }; double *value; double *x; cout << "\n"; cout << "TEST03\n"; cout << " SIMPLEX_GENERAL_SAMPLE computes a Monte Carlo estimate of an\n"; cout << " integral over the interior of a general simplex in 3D.\n"; cout << "\n"; cout << " Simplex vertices:\n"; cout << "\n"; for ( j = 0; j < 4; j++ ) { for ( i = 0; i < 3; i++ ) { cout << " " << setw(14) << t[i+j*3]; } cout << "\n"; } seed = 123456789; cout << "\n"; cout << " N 1 X Y "; cout << " Z X^2 XY XZ"; cout << " Y^2 YZ Z^2\n"; cout << "\n"; n = 1; while ( n <= 65536 ) { x = simplex_general_sample ( m, n, t, seed ); cout << " " << setw(8) << n; for ( j = 0; j < 10; j++ ) { for ( i = 0; i < m; i++ ) { e[i] = e_test[i+j*m]; } value = monomial_value ( m, n, e, x ); result = simplex_general_volume ( m, t ) * r8vec_sum ( n, value ) / ( double ) ( n ); cout << " " << setw(14) << result; delete [] value; } cout << "\n"; n = 2 * n; delete [] x; } return; }