#! /usr/bin/env python # def ellipse_area1 ( a, r ): #*****************************************************************************80 # ## ELLIPSE_AREA1 returns the area of an ellipse defined by a matrix. # # Discussion: # # The points X in the ellipse are described by a 2 by 2 # positive definite symmetric matrix A, and a "radius" R, such that # X' * A * X <= R * R # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real A(2,2), the matrix that describes # the ellipsoid. A must be symmetric and positive definite. # # Input, real R, the "radius" of the ellipse. # # Output, real VALUE, the area of the ellipse. # import numpy as np value = r * r * np.pi / np.sqrt ( a[0,0] * a[1,1] - a[1,0] * a[0,1] ) return value def ellipse_area1_test ( ): #*****************************************************************************80 # ## ELLIPSE_AREA1_TEST tests ELLIPSE_AREA1. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'ELLIPSE_AREA1_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' ELLIPSE_AREA1 computes the area of an ellipse.' ) r = 10.0 a = np.array ( [ [ 5.0, 1.0 ], [ 1.0, 2.0 ] ] ) area = ellipse_area1 ( a, r ) print ( '' ) print ( ' R = %g' % ( r ) ) r8mat_print ( 2, 2, a, ' Matrix A in ellipse definition x*A*x=r^2' ) print ( ' Area = %g' % ( area ) ) # # Terminate. # print ( '' ) print ( 'ELLIPSE_AREA1_TEST' ) print ( ' Normal end of execution.' ) return def ellipse_area2 ( a, b, c, d ): #*****************************************************************************80 # ## ELLIPSE_AREA2 returns the area of an ellipse defined by an equation. # # Discussion: # # The ellipse is described by the formula # a x^2 + b xy + c y^2 = d # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # # Parameters: # # Input, real A, B, C, coefficients on the left hand side. # # Input, real D, the right hand side. # # Output, real VALUE, the area of the ellipse. # import numpy as np value = 2.0 * d * d * np.pi / np.sqrt ( 4.0 * a * c - b * b ) return value def ellipse_area2_test ( ): #*****************************************************************************80 # ## ELLIPSE_AREA2_TEST tests ELLIPSE_AREA2. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'ELLIPSE_AREA2_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' ELLIPSE_AREA2 computes the area of an ellipse.' ) a = 5.0 b = 2.0 c = 2.0 d = 10.0 area = ellipse_area2 ( a, b, c, d ) print ( '' ) print ( ' Ellipse: %g * x^2 + %g * xy + %g * y^2 = %g' % ( a, b, c, d ) ) print ( ' Area = %g' % ( area ) ) # # Terminate. # print ( '' ) print ( 'ELLIPSE_AREA2_TEST' ) print ( ' Normal end of execution.' ) return def ellipse_monte_carlo_test ( ): #*****************************************************************************80 # ## ELLIPSE_MONTE_CARLO_TEST uses ELLIPSE01_SAMPLE to estimate an integral. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 19 April 2014 # # Author: # # John Burkardt # import numpy as np a = np.array ( [ \ [ 9.0, 1.0 ], \ [ 1.0, 4.0 ] ] ) e_test = np.array ( [ \ [ 0, 0 ], \ [ 1, 0 ], \ [ 0, 1 ], \ [ 2, 0 ], \ [ 1, 1 ], \ [ 0, 2 ], \ [ 3, 0 ] ] ) r = 2.0 print ( '' ) print ( 'ELLIPSE_MONTE_CARLO_TEST' ) print ( ' Use ELLIPSE01_SAMPLE to estimate integrals' ) print ( ' in the ellipse x'' * A * x <= r^2.' ) seed = 123456789 print ( '' ) print ( ' N 1 X Y X^2 XY Y^2 X^3' ) print ( '' ) n = 1 e = np.zeros ( 2 ) while ( n <= 65536 ): x, seed = ellipse_sample ( n, a, r, seed ) print ( ' %8d' % ( n ), end = '' ) for j in range ( 0, 7 ): e[0:2] = e_test[j,0:2] value = monomial_value ( 2, n, e, x ) result = ellipse_area1 ( a, r ) * np.sum ( value[0:n] ) / float ( n ) print ( ' %14.6g' % ( result ), end = '' ) print ( '' ) n = 2 * n # # Terminate. # print ( '' ) print ( 'ELLIPSE_MONTE_CARLO_TEST:' ) print ( ' Normal end of execution.' ) return def ellipse_sample ( n, a, r, seed ): #*****************************************************************************80 # ## ELLIPSE_SAMPLE samples points in an ellipse. # # Discussion: # # The points X in the ellipse are described by a 2 by 2 # positive definite symmetric matrix A, and a "radius" R, such that # X' * A * X <= R * R # # If the ellipse is described by the formula # a x^2 + b xy + c y^2 = d # then # A = ( a b/2 ) # ( b/2 c ) # R = sqrt ( d ) # # The algorithm computes the Cholesky factorization of A: # A = U' * U. # A set of uniformly random points Y is generated, satisfying: # Y' * Y <= R * R. # The appropriate points in the ellipsoid are found by solving # U * X = Y # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 19 April 2014 # # Author: # # John Burkardt # # Reference: # # Reuven Rubinstein, # Monte Carlo Optimization, Simulation, and Sensitivity # of Queueing Networks, # Wiley, 1986. # # Parameters: # # Input, integer N, the number of points. # # Input, real A(2,2), the matrix that describes the ellipse. # # Input, real R, the right hand side of the ellipse equation. # # Input/output, integer SEED, a seed for the random number generator. # # Output, real X(2,N), the points. # import numpy as np # # Get the factor U such that U' * U = A. # u_fa = r8po_fa ( 2, a ) # # Get the points Y that satisfy Y' * Y = R * R. # x, seed = uniform_in_sphere01_map ( 2, n, seed ) x = r * x # # Solve U * X = Y. # s = np.zeros ( 2 ) t = np.zeros ( 2 ) for j in range ( 0, n ): t[0:2] = x[0:2,j] s[0:2] = r8po_sl ( 2, u_fa, t ) x[0:2,j] = s[0:2] return x, seed def ellipse_sample_test ( ): #*****************************************************************************80 # ## ELLIPSE_SAMPLE_TEST tests ELLIPSE_SAMPLE. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'ELLIPSE_SAMPLE_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' ELLIPSE_SAMPLE computes points uniformly distributed' ) print ( ' inside an ellipse x\'*A*x=r^2.' ) n = 10 a = np.array ( [ [ 5.0, 1.0 ], [ 1.0, 2.0 ] ] ) r = 10.0 seed = 123456789 x, seed = ellipse_sample ( n, a, r, seed ) r8mat_transpose_print ( 2, n, x, ' Random points inside ellipse' ) # # Terminate. # print ( '' ) print ( 'ELLIPSE_SAMPLE_TEST' ) print ( ' Normal end of execution.' ) return def i4vec_print ( n, a, title ): #*****************************************************************************80 # ## I4VEC_PRINT prints an I4VEC. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Parameters: # # Input, integer N, the dimension of the vector. # # Input, integer A(N), the vector to be printed. # # Input, string TITLE, a title. # print ( '' ) print ( title ) print ( '' ) for i in range ( 0, n ): print ( '%6d %6d' % ( i, a[i] ) ) return def i4vec_print_test ( ): #*****************************************************************************80 # ## I4VEC_PRINT_TEST tests I4VEC_PRINT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 25 September 2016 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'I4VEC_PRINT_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' I4VEC_PRINT prints an I4VEC.' ) n = 4 v = np.array ( [ 91, 92, 93, 94 ], dtype = np.int32 ) i4vec_print ( n, v, ' Here is an I4VEC:' ) # # Terminate. # print ( '' ) print ( 'I4VEC_PRINT_TEST:' ) print ( ' Normal end of execution.' ) return def i4vec_transpose_print ( n, a, title ): #*****************************************************************************80 # ## I4VEC_TRANSPOSE_PRINT prints an I4VEC "transposed". # # Example: # # A = (/ 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11 /) # TITLE = 'My vector: ' # # My vector: # # 1 2 3 4 5 # 6 7 8 9 10 # 11 # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 02 June 2015 # # Author: # # John Burkardt # # Parameters: # # Input, integer N, the number of components of the vector. # # Input, integer A(N), the vector to be printed. # # Input, string TITLE, a title. # if ( 0 < len ( title ) ): print ( '' ) print ( title ) if ( 0 < n ): for i in range ( 0, n ): print ( '%8d' % ( a[i] ), end = '' ) if ( ( i + 1 ) % 10 == 0 or i == n - 1 ): print ( '' ) else: print ( ' (empty vector)' ) return def i4vec_transpose_print_test ( ): #*****************************************************************************80 # ## I4VEC_TRANSPOSE_PRINT_TEST tests I4VEC_TRANSPOSE_PRINT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 07 April 2015 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'I4VEC_TRANSPOSE_PRINT_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' I4VEC_TRANSPOSE_PRINT prints an I4VEC' ) print ( ' with 5 entries to a row, and an optional title.' ) n = 12 a = np.zeros ( n, dtype = np.int32 ) for i in range ( 0, n ): a[i] = i + 1 i4vec_transpose_print ( n, a, ' My array: ' ) # # Terminate. # print ( '' ) print ( 'I4VEC_TRANSPOSE_PRINT_TEST:' ) print ( ' Normal end of execution.' ) return def i4vec_uniform_ab ( n, a, b, seed ): #*****************************************************************************80 # ## I4VEC_UNIFORM_AB returns a scaled pseudorandom I4VEC. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 05 April 2013 # # Author: # # John Burkardt # # Reference: # # Paul Bratley, Bennett Fox, Linus Schrage, # A Guide to Simulation, # Second Edition, # Springer, 1987, # ISBN: 0387964673, # LC: QA76.9.C65.B73. # # Bennett Fox, # Algorithm 647: # Implementation and Relative Efficiency of Quasirandom # Sequence Generators, # ACM Transactions on Mathematical Software, # Volume 12, Number 4, December 1986, pages 362-376. # # Pierre L'Ecuyer, # Random Number Generation, # in Handbook of Simulation, # edited by Jerry Banks, # Wiley, 1998, # ISBN: 0471134031, # LC: T57.62.H37. # # Peter Lewis, Allen Goodman, James Miller, # A Pseudo-Random Number Generator for the System/360, # IBM Systems Journal, # Volume 8, Number 2, 1969, pages 136-143. # # Parameters: # # Input, integer N, the number of entries in the vector. # # Input, integer A, B, the minimum and maximum acceptable values. # # Input, integer SEED, a seed for the random number generator. # # Output, integer C(N), the randomly chosen integer vector. # # Output, integer SEED, the updated seed. # import numpy as np from sys import exit i4_huge = 2147483647 seed = int ( seed ) if ( seed < 0 ): seed = seed + i4_huge if ( seed == 0 ): print ( '' ) print ( 'I4VEC_UNIFORM_AB - Fatal error!' ) print ( ' Input SEED = 0!' ) exit ( 'I4VEC_UNIFORM_AB - Fatal error!' ) a = round ( a ) b = round ( b ) c = np.zeros ( n, dtype = np.int32 ) for i in range ( 0, n ): k = ( seed // 127773 ) seed = 16807 * ( seed - k * 127773 ) - k * 2836 seed = ( seed % i4_huge ) if ( seed < 0 ): seed = seed + i4_huge r = seed * 4.656612875E-10 # # Scale R to lie between A-0.5 and B+0.5. # r = ( 1.0 - r ) * ( min ( a, b ) - 0.5 ) \ + r * ( max ( a, b ) + 0.5 ) # # Use rounding to convert R to an integer between A and B. # value = round ( r ) value = max ( value, min ( a, b ) ) value = min ( value, max ( a, b ) ) c[i] = value return c, seed def i4vec_uniform_ab_test ( ): #*****************************************************************************80 # ## I4VEC_UNIFORM_AB_TEST tests I4VEC_UNIFORM_AB. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 27 October 2014 # # Author: # # John Burkardt # import platform n = 20 a = -100 b = 200 seed = 123456789 print ( '' ) print ( 'I4VEC_UNIFORM_AB_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' I4VEC_UNIFORM_AB computes pseudorandom values' ) print ( ' in an interval [A,B].' ) print ( '' ) print ( ' The lower endpoint A = %d' % ( a ) ) print ( ' The upper endpoint B = %d' % ( b ) ) print ( ' The initial seed is %d' % ( seed ) ) print ( '' ) v, seed = i4vec_uniform_ab ( n, a, b, seed ) i4vec_print ( n, v, ' The random vector:' ) # # Terminate. # print ( '' ) print ( 'I4VEC_UNIFORM_AB_TEST:' ) print ( ' Normal end of execution.' ) return def monomial_value ( m, n, e, x ): #*****************************************************************************80 # ## MONOMIAL_VALUE evaluates a monomial. # # Discussion: # # This routine evaluates a monomial of the form # # product ( 1 <= i <= m ) x(i)^e(i) # # The combination 0.0^0, if encountered, is treated as 1.0. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 07 April 2015 # # Author: # # John Burkardt # # Parameters: # # Input, integer M, the spatial dimension. # # Input, integer N, the number of evaluation points. # # Input, integer E(M), the exponents. # # Input, real X(M,N), the point coordinates. # # Output, real V(N), the monomial values. # import numpy as np v = np.ones ( n ) for i in range ( 0, m ): if ( 0 != e[i] ): for j in range ( 0, n ): v[j] = v[j] * x[i,j] ** e[i] return v def monomial_value_test ( ): #*****************************************************************************80 # ## MONOMIAL_VALUE_TEST tests MONOMIAL_VALUE on sets of data in various dimensions. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 07 April 2015 # # Author: # # John Burkardt # import platform print ( '' ) print ( 'MONOMIAL_VALUE_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' Use monomial_value() to evaluate some monomials' ) print ( ' in dimensions 1 through 3.' ) e_min = -3 e_max = 6 n = 5 seed = 123456789 x_min = -2.0 x_max = +10.0 for m in range ( 1, 4 ): print ( '' ) print ( ' Spatial dimension M = %d' % ( m ) ) e, seed = i4vec_uniform_ab ( m, e_min, e_max, seed ) i4vec_transpose_print ( m, e, ' Exponents:' ) x, seed = r8mat_uniform_ab ( m, n, x_min, x_max, seed ) # # To make checking easier, make the X values integers. # for i in range ( 0, m ): for j in range ( 0, n ): x[i,j] = round ( x[i,j] ) v = monomial_value ( m, n, e, x ) print ( '' ) print ( ' V(X) ', end = '' ) for i in range ( 0, m ): print ( ' X(%d)' % ( i ), end = '' ) print ( '' ) print ( '' ) for j in range ( 0, n ): print ( '%14.6g ' % ( v[j] ), end = '' ) for i in range ( 0, m ): print ( '%10.4f' % ( x[i,j] ), end = '' ) print ( '' ) # # Terminate. # print ( '' ) print ( 'MONOMIAL_VALUE_TEST' ) print ( ' Normal end of execution.' ) return def r8mat_print ( m, n, a, title ): #*****************************************************************************80 # ## R8MAT_PRINT prints an R8MAT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Parameters: # # Input, integer M, the number of rows in A. # # Input, integer N, the number of columns in A. # # Input, real A(M,N), the matrix. # # Input, string TITLE, a title. # r8mat_print_some ( m, n, a, 0, 0, m - 1, n - 1, title ) return def r8mat_print_test ( ): #*****************************************************************************80 # ## R8MAT_PRINT_TEST tests R8MAT_PRINT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 10 February 2015 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'R8MAT_PRINT_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8MAT_PRINT prints an R8MAT.' ) m = 4 n = 6 v = np.array ( [ \ [ 11.0, 12.0, 13.0, 14.0, 15.0, 16.0 ], [ 21.0, 22.0, 23.0, 24.0, 25.0, 26.0 ], [ 31.0, 32.0, 33.0, 34.0, 35.0, 36.0 ], [ 41.0, 42.0, 43.0, 44.0, 45.0, 46.0 ] ], dtype = np.float64 ) r8mat_print ( m, n, v, ' Here is an R8MAT:' ) # # Terminate. # print ( '' ) print ( 'R8MAT_PRINT_TEST:' ) print ( ' Normal end of execution.' ) return def r8mat_print_some ( m, n, a, ilo, jlo, ihi, jhi, title ): #*****************************************************************************80 # ## R8MAT_PRINT_SOME prints out a portion of an R8MAT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 10 February 2015 # # Author: # # John Burkardt # # Parameters: # # Input, integer M, N, the number of rows and columns of the matrix. # # Input, real A(M,N), an M by N matrix to be printed. # # Input, integer ILO, JLO, the first row and column to print. # # Input, integer IHI, JHI, the last row and column to print. # # Input, string TITLE, a title. # incx = 5 print ( '' ) print ( title ) if ( m <= 0 or n <= 0 ): print ( '' ) print ( ' (None)' ) return for j2lo in range ( max ( jlo, 0 ), min ( jhi + 1, n ), incx ): j2hi = j2lo + incx - 1 j2hi = min ( j2hi, n ) j2hi = min ( j2hi, jhi ) print ( '' ) print ( ' Col: ', end = '' ) for j in range ( j2lo, j2hi + 1 ): print ( '%7d ' % ( j ), end = '' ) print ( '' ) print ( ' Row' ) i2lo = max ( ilo, 0 ) i2hi = min ( ihi, m ) for i in range ( i2lo, i2hi + 1 ): print ( '%7d :' % ( i ), end = '' ) for j in range ( j2lo, j2hi + 1 ): print ( '%12g ' % ( a[i,j] ), end = '' ) print ( '' ) return def r8mat_print_some_test ( ): #*****************************************************************************80 # ## R8MAT_PRINT_SOME_TEST tests R8MAT_PRINT_SOME. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'R8MAT_PRINT_SOME_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8MAT_PRINT_SOME prints some of an R8MAT.' ) m = 4 n = 6 v = np.array ( [ \ [ 11.0, 12.0, 13.0, 14.0, 15.0, 16.0 ], [ 21.0, 22.0, 23.0, 24.0, 25.0, 26.0 ], [ 31.0, 32.0, 33.0, 34.0, 35.0, 36.0 ], [ 41.0, 42.0, 43.0, 44.0, 45.0, 46.0 ] ], dtype = np.float64 ) r8mat_print_some ( m, n, v, 0, 3, 2, 5, ' Here is an R8MAT:' ) # # Terminate. # print ( '' ) print ( 'R8MAT_PRINT_SOME_TEST:' ) print ( ' Normal end of execution.' ) return def r8mat_transpose_print ( m, n, a, title ): #*****************************************************************************80 # ## R8MAT_TRANSPOSE_PRINT prints an R8MAT, transposed. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Parameters: # # Input, integer M, the number of rows in A. # # Input, integer N, the number of columns in A. # # Input, real A(M,N), the matrix. # # Input, string TITLE, a title. # r8mat_transpose_print_some ( m, n, a, 0, 0, m - 1, n - 1, title ) return def r8mat_transpose_print_test ( ): #*****************************************************************************80 # ## R8MAT_TRANSPOSE_PRINT_TEST tests R8MAT_TRANSPOSE_PRINT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'R8MAT_TRANSPOSE_PRINT_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8MAT_TRANSPOSE_PRINT prints an R8MAT.' ) m = 4 n = 3 v = np.array ( [ \ [ 11.0, 12.0, 13.0 ], [ 21.0, 22.0, 23.0 ], [ 31.0, 32.0, 33.0 ], [ 41.0, 42.0, 43.0 ] ], dtype = np.float64 ) r8mat_transpose_print ( m, n, v, ' Here is an R8MAT, transposed:' ) # # Terminate. # print ( '' ) print ( 'R8MAT_TRANSPOSE_PRINT_TEST:' ) print ( ' Normal end of execution.' ) return def r8mat_transpose_print_some ( m, n, a, ilo, jlo, ihi, jhi, title ): #*****************************************************************************80 # ## R8MAT_TRANSPOSE_PRINT_SOME prints a portion of an R8MAT, transposed. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 13 November 2014 # # Author: # # John Burkardt # # Parameters: # # Input, integer M, N, the number of rows and columns of the matrix. # # Input, real A(M,N), an M by N matrix to be printed. # # Input, integer ILO, JLO, the first row and column to print. # # Input, integer IHI, JHI, the last row and column to print. # # Input, string TITLE, a title. # incx = 5 print ( '' ) print ( title ) if ( m <= 0 or n <= 0 ): print ( '' ) print ( ' (None)' ) return for i2lo in range ( max ( ilo, 0 ), min ( ihi, m - 1 ), incx ): i2hi = i2lo + incx - 1 i2hi = min ( i2hi, m - 1 ) i2hi = min ( i2hi, ihi ) print ( '' ) print ( ' Row: ', end = '' ) for i in range ( i2lo, i2hi + 1 ): print ( '%7d ' % ( i ), end = '' ) print ( '' ) print ( ' Col' ) j2lo = max ( jlo, 0 ) j2hi = min ( jhi, n - 1 ) for j in range ( j2lo, j2hi + 1 ): print ( '%7d :' % ( j ), end = '' ) for i in range ( i2lo, i2hi + 1 ): print ( '%12g ' % ( a[i,j] ), end = '' ) print ( '' ) return def r8mat_transpose_print_some_test ( ): #*****************************************************************************80 # ## R8MAT_TRANSPOSE_PRINT_SOME_TEST tests R8MAT_TRANSPOSE_PRINT_SOME. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'R8MAT_TRANSPOSE_PRINT_SOME_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8MAT_TRANSPOSE_PRINT_SOME prints some of an R8MAT, transposed.' ) m = 4 n = 6 v = np.array ( [ \ [ 11.0, 12.0, 13.0, 14.0, 15.0, 16.0 ], [ 21.0, 22.0, 23.0, 24.0, 25.0, 26.0 ], [ 31.0, 32.0, 33.0, 34.0, 35.0, 36.0 ], [ 41.0, 42.0, 43.0, 44.0, 45.0, 46.0 ] ], dtype = np.float64 ) r8mat_transpose_print_some ( m, n, v, 0, 3, 2, 5, ' R8MAT, rows 0:2, cols 3:5:' ) # # Terminate. # print ( '' ) print ( 'R8MAT_TRANSPOSE_PRINT_SOME_TEST:' ) print ( ' Normal end of execution.' ) return def r8_normal_01 ( seed ): #*****************************************************************************80 # ## R8_NORMAL_01 samples the standard normal probability distribution. # # Discussion: # # The standard normal probability distribution function (PDF) has # mean 0 and standard deviation 1. # # The Box-Muller method is used. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 21 January 2016 # # Author: # # John Burkardt # # Parameters: # # Input, integer SEED, a seed for the random number generator. # # Output, real X, a sample of the standard normal PDF. # # Output, integer SEED, an updated seed for the random number generator. # import numpy as np r1, seed = r8_uniform_01 ( seed ) r2, seed = r8_uniform_01 ( seed ) x = np.sqrt ( - 2.0 * np.log ( r1 ) ) * np.cos ( 2.0 * np.pi * r2 ) return x, seed def r8_normal_01_test ( ): #*****************************************************************************80 # ## R8_NORMAL_01_TEST tests R8_NORMAL_01. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 26 July 2014 # # Author: # # John Burkardt # import platform seed = 123456789 test_num = 20 print ( '' ) print ( 'R8_NORMAL_01_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8_NORMAL_01 generates normally distributed' ) print ( ' random values.' ) print ( ' Using initial random number seed = %d' % ( seed ) ) print ( '' ) for test in range ( 0, test_num ): x, seed = r8_normal_01 ( seed ) print ( ' %f' % ( x ) ) # # Terminate. # print ( '' ) print ( 'R8_NORMAL_01_TEST' ) print ( ' Normal end of execution.' ) return def r8po_fa ( n, a ): #*****************************************************************************80 # ## R8PO_FA factors a R8PO matrix. # # Discussion: # # The R8PO storage format is appropriate for a symmetric positive definite # matrix and its inverse. (The Cholesky factor of a R8PO matrix is an # upper triangular matrix, so it will be in R8GE storage format.) # # Only the diagonal and upper triangle of the square array are used. # This same storage scheme is used when the matrix is factored by # R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle # is set to zero. # # The positive definite symmetric matrix A has a Cholesky factorization # of the form: # # A = R' * R # # where R is an upper triangular matrix with positive elements on # its diagonal. This routine overwrites the matrix A with its # factor R. # # This function failed miserably when I wrote "r = a", because of a # disastrously misconceived feature of Python, which does not copy # one matrix to another, but makes them both point to the same object. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 03 August 2015 # # Author: # # John Burkardt. # # Reference: # # Dongarra, Bunch, Moler, Stewart, # LINPACK User's Guide, # SIAM, 1979. # # Parameters: # # Input, integer N, the order of the matrix. # # Input, real A(N,N), the matrix in R8PO storage. # # Output, real R(N,N), the Cholesky factor R in R8GE storage. # # Output, integer INFO, error flag. # 0, normal return. # K, error condition. The principal minor of order K is not # positive definite, and the factorization was not completed. # import numpy as np from sys import exit r = np.zeros ( [ n, n ] ) for i in range ( 0, n ): for j in range ( i, n ): r[i,j] = a[i,j] for j in range ( 0, n ): for k in range ( 0, j ): t = 0.0 for i in range ( 0, k ): t = t + r[i,k] * r[i,j] r[k,j] = ( r[k,j] - t ) / r[k,k] t = 0.0 for i in range ( 0, j ): t = t + r[i,j] ** 2 s = r[j,j] - t if ( s <= 0.0 ): print ( '' ) print ( 'R8PO_FA - Fatal error!' ) print ( ' Factorization fails on column %d.' % ( j ) ) exit ( 'R8PO_FA - Fatal error!' ) r[j,j] = np.sqrt ( s ) # # Since the Cholesky factor is stored in R8GE format, be sure to # zero out the lower triangle. # for i in range ( 0, n ): for j in range ( 0, i ): r[i,j] = 0.0 return r def r8po_fa_test ( ): #*****************************************************************************80 # ## R8PO_FA_TEST tests R8PO_FA; # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 29 July 2015 # # Author: # # John Burkardt # import numpy as np import platform n = 5 print ( '' ) print ( 'R8PO_FA_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8PO_FA factors a positive definite symmetric' ) print ( ' linear system,' ) print ( '' ) print ( ' Matrix order N = %d' % ( n ) ) a = np.zeros ( [ n, n ] ) for i in range ( 0, n ): for j in range ( 0, n ): a[i,j] = min ( i, j ) + 1 r8mat_print ( n, n, a, ' The matrix A:' ) # # Factor the matrix. # r = r8po_fa ( n, a ) r8mat_print ( n, n, r, ' The factor R (a R8UT matrix):' ) # # Compute the product R' * R. # rtr = np.zeros ( [ n, n ] ) for i in range ( 0, n ): for j in range ( 0, n ): k_hi = min ( i + 1, j + 1 ) for k in range ( 0, k_hi ): rtr[i,j] = rtr[i,j] + r[k,i] * r[k,j] r8mat_print ( n, n, rtr, ' The product R\' * R:' ) # # Terminate # print ( '' ) print ( 'R8PO_FA_TEST:' ) print ( ' Normal end of execution.' ) return def r8po_sl ( n, r, b ): #*****************************************************************************80 # ## R8PO_SL solves a R8PO system factored by R8PO_FA. # # Discussion: # # The R8PO storage format is appropriate for a symmetric positive definite # matrix and its inverse. (The Cholesky factor of a R8PO matrix is an # upper triangular matrix, so it will be in R8GE storage format.) # # Only the diagonal and upper triangle of the square array are used. # This same storage scheme is used when the matrix is factored by # R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle # is set to zero. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 02 August 2015 # # Author: # # John Burkardt. # # Reference: # # Dongarra, Bunch, Moler, Stewart, # LINPACK User's Guide, # SIAM, 1979. # # Parameters: # # Input, integer N, the order of the matrix. # # Input, real R(N,N), the Cholesky factor, in R8GE storage, # returned by R8PO_FA. # # Input, real B(N), the right hand side. # # Output, real X(N), the solution vector. # import numpy as np x = np.zeros ( n ) for i in range ( 0, n ): x[i] = b[i] # # Solve R' * y = b. # for k in range ( 0, n ): t = 0.0 for i in range ( 0, k ): t = t + x[i] * r[i,k] x[k] = ( x[k] - t ) / r[k,k] # # Solve R * x = y. # for k in range ( n - 1, -1, -1 ): x[k] = x[k] / r[k,k] for i in range ( 0, k ): x[i] = x[i] - r[i,k] * x[k] return x def r8po_sl_test ( ): #*****************************************************************************80 # ## R8PO_SL_TEST tests R8PO_SL. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 02 August 2015 # # Author: # # John Burkardt # import numpy as np import platform n = 5 print ( '' ) print ( 'R8PO_SL_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8PO_SL solves a linear system with an R8PO matrix' ) print ( ' after it has been factored by R8PO_FA.' ) print ( '' ) print ( ' Matrix order N = %d' % ( n ) ) # # Set (the upper half of) matrix A. # a = np.zeros ( [ n, n ] ) for i in range ( 0, n ): a[i,i] = 2.0 for i in range ( 0, n - 1 ): a[i,i+1] = -1.0 r8mat_print ( n, n, a, ' Matrix A:' ) # # Factor the matrix. # r = r8po_fa ( n, a ) # # Set the right hand side. # b = np.zeros ( n ) b[n-1] = float ( n + 1 ) r8vec_print ( n, b, ' Right hand side b:' ) # # Solve the linear system. # x = r8po_sl ( n, r, b ) r8vec_print ( n, x, ' Solution x:' ) # # Terminate. # print ( '' ) print ( 'R8PO_SL_TEST' ) print ( ' Normal end of execution.' ) return def r8_uniform_01 ( seed ): #*****************************************************************************80 # ## R8_UNIFORM_01 returns a unit pseudorandom R8. # # Discussion: # # This routine implements the recursion # # seed = 16807 * seed mod ( 2^31 - 1 ) # r8_uniform_01 = seed / ( 2^31 - 1 ) # # The integer arithmetic never requires more than 32 bits, # including a sign bit. # # If the initial seed is 12345, then the first three computations are # # Input Output R8_UNIFORM_01 # SEED SEED # # 12345 207482415 0.096616 # 207482415 1790989824 0.833995 # 1790989824 2035175616 0.947702 # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 17 March 2013 # # Author: # # John Burkardt # # Reference: # # Paul Bratley, Bennett Fox, Linus Schrage, # A Guide to Simulation, # Second Edition, # Springer, 1987, # ISBN: 0387964673, # LC: QA76.9.C65.B73. # # Bennett Fox, # Algorithm 647: # Implementation and Relative Efficiency of Quasirandom # Sequence Generators, # ACM Transactions on Mathematical Software, # Volume 12, Number 4, December 1986, pages 362-376. # # Pierre L'Ecuyer, # Random Number Generation, # in Handbook of Simulation, # edited by Jerry Banks, # Wiley, 1998, # ISBN: 0471134031, # LC: T57.62.H37. # # Peter Lewis, Allen Goodman, James Miller, # A Pseudo-Random Number Generator for the System/360, # IBM Systems Journal, # Volume 8, Number 2, 1969, pages 136-143. # # Parameters: # # Input, integer SEED, the integer "seed" used to generate # the output random number. SEED should not be 0. # # Output, real R, a random value between 0 and 1. # # Output, integer SEED, the updated seed. This would # normally be used as the input seed on the next call. # from sys import exit i4_huge = 2147483647 seed = int ( seed ) seed = ( seed % i4_huge ) if ( seed < 0 ): seed = seed + i4_huge if ( seed == 0 ): print ( '' ) print ( 'R8_UNIFORM_01 - Fatal error!' ) print ( ' Input SEED = 0!' ) exit ( 'R8_UNIFORM_01 - Fatal error!' ) k = ( seed // 127773 ) seed = 16807 * ( seed - k * 127773 ) - k * 2836 if ( seed < 0 ): seed = seed + i4_huge r = seed * 4.656612875E-10 return r, seed def r8_uniform_01_test ( ): #*****************************************************************************80 # ## R8_UNIFORM_01_TEST tests R8_UNIFORM_01. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 26 July 2014 # # Author: # # John Burkardt # import platform print ( '' ) print ( 'R8_UNIFORM_01_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8_UNIFORM_01 produces a sequence of random values.' ) seed = 123456789 print ( '' ) print ( ' Using random seed %d' % ( seed ) ) print ( '' ) print ( ' SEED R8_UNIFORM_01(SEED)' ) print ( '' ) for i in range ( 0, 10 ): seed_old = seed x, seed = r8_uniform_01 ( seed ) print ( ' %12d %14f' % ( seed, x ) ) print ( '' ) print ( ' Verify that the sequence can be restarted.' ) print ( ' Set the seed back to its original value, and see that' ) print ( ' we generate the same sequence.' ) seed = 123456789 print ( '' ) print ( ' SEED R8_UNIFORM_01(SEED)' ) print ( '' ) for i in range ( 0, 10 ): seed_old = seed x, seed = r8_uniform_01 ( seed ) print ( ' %12d %14f' % ( seed, x ) ) # # Terminate. # print ( '' ) print ( 'R8_UNIFORM_01_TEST' ) print ( ' Normal end of execution.' ) return def r8mat_print ( m, n, a, title ): #*****************************************************************************80 # ## R8MAT_PRINT prints an R8MAT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Parameters: # # Input, integer M, the number of rows in A. # # Input, integer N, the number of columns in A. # # Input, real A(M,N), the matrix. # # Input, string TITLE, a title. # r8mat_print_some ( m, n, a, 0, 0, m - 1, n - 1, title ) return def r8mat_print_test ( ): #*****************************************************************************80 # ## R8MAT_PRINT_TEST tests R8MAT_PRINT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 10 February 2015 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'R8MAT_PRINT_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8MAT_PRINT prints an R8MAT.' ) m = 4 n = 6 v = np.array ( [ \ [ 11.0, 12.0, 13.0, 14.0, 15.0, 16.0 ], [ 21.0, 22.0, 23.0, 24.0, 25.0, 26.0 ], [ 31.0, 32.0, 33.0, 34.0, 35.0, 36.0 ], [ 41.0, 42.0, 43.0, 44.0, 45.0, 46.0 ] ], dtype = np.float64 ) r8mat_print ( m, n, v, ' Here is an R8MAT:' ) # # Terminate. # print ( '' ) print ( 'R8MAT_PRINT_TEST:' ) print ( ' Normal end of execution.' ) return def r8mat_print_some ( m, n, a, ilo, jlo, ihi, jhi, title ): #*****************************************************************************80 # ## R8MAT_PRINT_SOME prints out a portion of an R8MAT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 10 February 2015 # # Author: # # John Burkardt # # Parameters: # # Input, integer M, N, the number of rows and columns of the matrix. # # Input, real A(M,N), an M by N matrix to be printed. # # Input, integer ILO, JLO, the first row and column to print. # # Input, integer IHI, JHI, the last row and column to print. # # Input, string TITLE, a title. # incx = 5 print ( '' ) print ( title ) if ( m <= 0 or n <= 0 ): print ( '' ) print ( ' (None)' ) return for j2lo in range ( max ( jlo, 0 ), min ( jhi + 1, n ), incx ): j2hi = j2lo + incx - 1 j2hi = min ( j2hi, n ) j2hi = min ( j2hi, jhi ) print ( '' ) print ( ' Col: ', end = '' ) for j in range ( j2lo, j2hi + 1 ): print ( '%7d ' % ( j ), end = '' ) print ( '' ) print ( ' Row' ) i2lo = max ( ilo, 0 ) i2hi = min ( ihi, m ) for i in range ( i2lo, i2hi + 1 ): print ( '%7d :' % ( i ), end = '' ) for j in range ( j2lo, j2hi + 1 ): print ( '%12g ' % ( a[i,j] ), end = '' ) print ( '' ) return def r8mat_print_some_test ( ): #*****************************************************************************80 # ## R8MAT_PRINT_SOME_TEST tests R8MAT_PRINT_SOME. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'R8MAT_PRINT_SOME_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8MAT_PRINT_SOME prints some of an R8MAT.' ) m = 4 n = 6 v = np.array ( [ \ [ 11.0, 12.0, 13.0, 14.0, 15.0, 16.0 ], [ 21.0, 22.0, 23.0, 24.0, 25.0, 26.0 ], [ 31.0, 32.0, 33.0, 34.0, 35.0, 36.0 ], [ 41.0, 42.0, 43.0, 44.0, 45.0, 46.0 ] ], dtype = np.float64 ) r8mat_print_some ( m, n, v, 0, 3, 2, 5, ' Here is an R8MAT:' ) # # Terminate. # print ( '' ) print ( 'R8MAT_PRINT_SOME_TEST:' ) print ( ' Normal end of execution.' ) return def r8mat_uniform_ab ( m, n, a, b, seed ): #*****************************************************************************80 # ## R8MAT_UNIFORM_AB returns a scaled pseudorandom R8MAT. # # Discussion: # # An R8MAT is an array of R8's. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 April 2013 # # Author: # # John Burkardt # # Reference: # # Paul Bratley, Bennett Fox, Linus Schrage, # A Guide to Simulation, # Second Edition, # Springer, 1987, # ISBN: 0387964673, # LC: QA76.9.C65.B73. # # Bennett Fox, # Algorithm 647: # Implementation and Relative Efficiency of Quasirandom # Sequence Generators, # ACM Transactions on Mathematical Software, # Volume 12, Number 4, December 1986, pages 362-376. # # Pierre L'Ecuyer, # Random Number Generation, # in Handbook of Simulation, # edited by Jerry Banks, # Wiley, 1998, # ISBN: 0471134031, # LC: T57.62.H37. # # Peter Lewis, Allen Goodman, James Miller, # A Pseudo-Random Number Generator for the System/360, # IBM Systems Journal, # Volume 8, Number 2, 1969, pages 136-143. # # Parameters: # # Input, integer M, N, the number of rows and columns in the array. # # Input, real A, B, the range of the pseudorandom values. # # Input, integer SEED, the integer "seed" used to generate # the output random number. # # Output, real R(M,N), an array of random values between 0 and 1. # # Output, integer SEED, the updated seed. This would # normally be used as the input seed on the next call. # import numpy from sys import exit i4_huge = 2147483647 seed = int ( seed ) if ( seed < 0 ): seed = seed + i4_huge if ( seed == 0 ): print ( '' ) print ( 'R8MAT_UNIFORM_AB - Fatal error!' ) print ( ' Input SEED = 0!' ) exit ( 'R8MAT_UNIFORM_AB - Fatal error!' ) r = numpy.zeros ( [ m, n ] ) for j in range ( 0, n ): for i in range ( 0, m ): k = ( seed // 127773 ) seed = 16807 * ( seed - k * 127773 ) - k * 2836 seed = ( seed % i4_huge ) if ( seed < 0 ): seed = seed + i4_huge r[i,j] = a + ( b - a ) * seed * 4.656612875E-10 return r, seed def r8mat_uniform_ab_test ( ): #*****************************************************************************80 # ## R8MAT_UNIFORM_AB_TEST tests R8MAT_UNIFORM_AB. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 October 2014 # # Author: # # John Burkardt # import numpy as np import platform from r8mat_print import r8mat_print m = 5 n = 4 a = -1.0 b = +5.0 seed = 123456789 print ( '' ) print ( 'R8MAT_UNIFORM_AB_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8MAT_UNIFORM_AB computes a random R8MAT.' ) print ( '' ) print ( ' %g <= X <= %g' % ( a, b ) ) print ( ' Initial seed is %d' % ( seed ) ) v, seed = r8mat_uniform_ab ( m, n, a, b, seed ) r8mat_print ( m, n, v, ' Random R8MAT:' ) # # Terminate. # print ( '' ) print ( 'R8MAT_UNIFORM_AB_TEST:' ) print ( ' Normal end of execution.' ) return def r8vec_normal_01 ( n, seed ): #*****************************************************************************80 # ## R8VEC_NORMAL_01 returns a unit pseudonormal R8VEC. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 March 2015 # # Author: # # John Burkardt # # Parameters: # # Input, integer N, the number of entries in the vector. # # Input, integer SEED, a seed for the random number generator. # # Output, real X(N), the vector of pseudorandom values. # # Output, integer SEED, an updated seed for the random number generator. # import numpy as np x = np.zeros ( n ) for i in range ( 0, n ): x[i], seed = r8_normal_01 ( seed ) return x, seed def r8vec_normal_01_test ( ): #*****************************************************************************80 # ## R8VEC_NORMAL_01_TEST tests R8VEC_NORMAL_01. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 04 March 2015 # # Author: # # John Burkardt # import numpy as np import platform n = 10 seed = 123456789 print ( '' ) print ( 'R8VEC_NORMAL_01_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8VEC_NORMAL_01 returns a vector of Normal 01 values' ) print ( '' ) print ( ' SEED = %d' % ( seed ) ) r, seed = r8vec_normal_01 ( n, seed ) r8vec_print ( n, r, ' Vector:' ) # # Terminate. # print ( '' ) print ( 'R8VEC_NORMAL_01_TEST:' ) print ( ' Normal end of execution.' ) return def r8vec_print ( n, a, title ): #*****************************************************************************80 # ## R8VEC_PRINT prints an R8VEC. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 31 August 2014 # # Author: # # John Burkardt # # Parameters: # # Input, integer N, the dimension of the vector. # # Input, real A(N), the vector to be printed. # # Input, string TITLE, a title. # print ( '' ) print ( title ) print ( '' ) for i in range ( 0, n ): print ( '%6d: %12g' % ( i, a[i] ) ) def r8vec_print_test ( ): #*****************************************************************************80 # ## R8VEC_PRINT_TEST tests R8VEC_PRINT. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 29 October 2014 # # Author: # # John Burkardt # import numpy as np import platform print ( '' ) print ( 'R8VEC_PRINT_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8VEC_PRINT prints an R8VEC.' ) n = 4 v = np.array ( [ 123.456, 0.000005, -1.0E+06, 3.14159265 ], dtype = np.float64 ) r8vec_print ( n, v, ' Here is an R8VEC:' ) # # Terminate. # print ( '' ) print ( 'R8VEC_PRINT_TEST:' ) print ( ' Normal end of execution.' ) return def r8vec_uniform_01 ( n, seed ): #*****************************************************************************80 # ## R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 06 April 2013 # # Author: # # John Burkardt # # Reference: # # Paul Bratley, Bennett Fox, Linus Schrage, # A Guide to Simulation, # Second Edition, # Springer, 1987, # ISBN: 0387964673, # LC: QA76.9.C65.B73. # # Bennett Fox, # Algorithm 647: # Implementation and Relative Efficiency of Quasirandom # Sequence Generators, # ACM Transactions on Mathematical Software, # Volume 12, Number 4, December 1986, pages 362-376. # # Pierre L'Ecuyer, # Random Number Generation, # in Handbook of Simulation, # edited by Jerry Banks, # Wiley, 1998, # ISBN: 0471134031, # LC: T57.62.H37. # # Peter Lewis, Allen Goodman, James Miller, # A Pseudo-Random Number Generator for the System/360, # IBM Systems Journal, # Volume 8, Number 2, 1969, pages 136-143. # # Parameters: # # Input, integer N, the number of entries in the vector. # # Input, integer SEED, a seed for the random number generator. # # Output, real X(N), the vector of pseudorandom values. # # Output, integer SEED, an updated seed for the random number generator. # import numpy as np from sys import exit i4_huge = 2147483647 seed = int ( seed ) if ( seed < 0 ): seed = seed + i4_huge if ( seed == 0 ): print ( '' ) print ( 'R8VEC_UNIFORM_01 - Fatal error!' ) print ( ' Input SEED = 0!' ) exit ( 'R8VEC_UNIFORM_01 - Fatal error!' ) x = np.zeros ( n ); for i in range ( 0, n ): k = ( seed // 127773 ) seed = 16807 * ( seed - k * 127773 ) - k * 2836 if ( seed < 0 ): seed = seed + i4_huge x[i] = seed * 4.656612875E-10 return x, seed def r8vec_uniform_01_test ( ): #*****************************************************************************80 # ## R8VEC_UNIFORM_01_TEST tests R8VEC_UNIFORM_01. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 29 October 2014 # # Author: # # John Burkardt # import numpy as np import platform n = 10 seed = 123456789 print ( '' ) print ( 'R8VEC_UNIFORM_01_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' R8VEC_UNIFORM_01 computes a random R8VEC.' ) print ( '' ) print ( ' Initial seed is %d' % ( seed ) ) v, seed = r8vec_uniform_01 ( n, seed ) r8vec_print ( n, v, ' Random R8VEC:' ) # # Terminate. # print ( '' ) print ( 'R8VEC_UNIFORM_01_TEST:' ) print ( ' Normal end of execution.' ) return def timestamp ( ): #*****************************************************************************80 # ## TIMESTAMP prints the date as a timestamp. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 06 April 2013 # # Author: # # John Burkardt # # Parameters: # # None # import time t = time.time ( ) print ( time.ctime ( t ) ) return None def timestamp_test ( ): #*****************************************************************************80 # ## TIMESTAMP_TEST tests TIMESTAMP. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 03 December 2014 # # Author: # # John Burkardt # # Parameters: # # None # import platform print ( '' ) print ( 'TIMESTAMP_TEST:' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' TIMESTAMP prints a timestamp of the current date and time.' ) print ( '' ) timestamp ( ) # # Terminate. # print ( '' ) print ( 'TIMESTAMP_TEST:' ) print ( ' Normal end of execution.' ) return def uniform_in_sphere01_map ( m, n, seed ): #*****************************************************************************80 # ## UNIFORM_IN_SPHERE01_MAP maps uniform points in the unit M-dimensional sphere. # # Discussion: # # The sphere has center 0 and radius 1. # # We first generate a point ON the sphere, and then distribute it # IN the sphere. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # # Reference: # # Russell Cheng, # Random Variate Generation, # in Handbook of Simulation, # edited by Jerry Banks, # Wiley, 1998, pages 168. # # Reuven Rubinstein, # Monte Carlo Optimization, Simulation, and Sensitivity # of Queueing Networks, # Wiley, 1986, page 232. # # Parameters: # # Input, integer M, the dimension of the space. # # Input, integer N, the number of points. # # Input/output, integer SEED, a seed for the random number generator. # # Output, real X(M,N), the points. # import numpy as np exponent = 1.0 / float ( m ) x = np.zeros ( [ m, n ] ) for j in range ( 0, n ): # # Fill a vector with normally distributed values. # v, seed = r8vec_normal_01 ( m, seed ) # # Compute the length of the vector. # norm = np.linalg.norm ( v ) # # Normalize the vector. # v[0:m] = v[0:m] / norm # # Now compute a value to map the point ON the sphere INTO the sphere. # r, seed = r8_uniform_01 ( seed ) x[0:m,j] = r ** exponent * v[0:m] return x, seed def uniform_in_sphere01_map_test ( ): #*****************************************************************************80 # ## UNIFORM_IN_SPHERE01_MAP_TEST tests UNIFORM_IN_SPHERE01_MAP. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # import platform print ( '' ) print ( 'UNIFORM_IN_SPHERE01_MAP_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' UNIFORM_IN_SPHERE01_MAP computes points uniformly distributed' ) print ( ' inside the M-dimensional unit sphere.' ) m = 3 n = 10 seed = 123456789 x, seed = uniform_in_sphere01_map ( m, n, seed ) r8mat_transpose_print ( m, n, x, ' Random points inside unit 3-sphere' ) # # Terminate. # print ( '' ) print ( 'UNIFORM_IN_SPHERE01_MAP_TEST' ) print ( ' Normal end of execution.' ) return def ellipse_monte_carlo_tests ( ): #*****************************************************************************80 # ## ELLIPSE_MONTE_CARLO_TESTS tests the ELLIPSE_MONTE_CARLO library. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 08 November 2016 # # Author: # # John Burkardt # import platform print ( '' ) print ( 'ELLIPSE_MONTE_CARLO_TESTS' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' Test the ELLIPSE_MONTE_CARLO library.' ) ellipse_area1_test ( ) ellipse_area2_test ( ) ellipse_monte_carlo_test ( ) ellipse_sample_test ( ) i4vec_transpose_print_test ( ) i4vec_print_test ( ) i4vec_uniform_ab_test ( ) monomial_value_test ( ) r8_normal_01_test ( ) r8_uniform_01_test ( ) r8mat_print_test ( ) r8mat_print_some_test ( ) r8po_fa_test ( ) r8po_sl_test ( ) r8vec_normal_01_test ( ) r8vec_print_test ( ) r8vec_uniform_01_test ( ) uniform_in_sphere01_map_test ( ) # # Terminate. # print ( '' ) print ( 'ELLIPSE_MONTE_CARLO_TESTS' ) print ( ' Normal end of execution.' ) return if ( __name__ == '__main__' ): timestamp ( ) ellipse_monte_carlo_tests ( ) timestamp ( )