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Geant4/global/HEPNumerics/include/G4SimplexDownhill.icc

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Differences between /global/HEPNumerics/include/G4SimplexDownhill.icc (Version 11.3.0) and /global/HEPNumerics/include/G4SimplexDownhill.icc (Version 10.7.p1)


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 25 //                                                 25 //
 26 // G4SimplexDownhill inline methods implementa     26 // G4SimplexDownhill inline methods implementation
 27 //                                                 27 //
 28 // Author: Tatsumi Koi (SLAC/SCCS), 2007           28 // Author: Tatsumi Koi (SLAC/SCCS), 2007
 29 // -------------------------------------------     29 // --------------------------------------------------------------------------
 30                                                    30 
 31 #include <cfloat>                                  31 #include <cfloat>
 32 #include <iostream>                                32 #include <iostream>
 33 #include <numeric>                                 33 #include <numeric>
 34                                                    34 
 35 template <class T>                                 35 template <class T>
 36 void G4SimplexDownhill<T>::init()                  36 void G4SimplexDownhill<T>::init()
 37 {                                                  37 {
 38   alpha = 2.0;  // refrection coefficient:  0      38   alpha = 2.0;  // refrection coefficient:  0 < alpha
 39   beta  = 0.5;  // contraction coefficient:        39   beta  = 0.5;  // contraction coefficient:   0 < beta < 1
 40   gamma = 2.0;  // expantion coefficient:  1 <     40   gamma = 2.0;  // expantion coefficient:  1 < gamma
 41                                                    41 
 42   maximum_no_trial = 10000;                        42   maximum_no_trial = 10000;
 43   max_se           = FLT_MIN;                      43   max_se           = FLT_MIN;
 44   // max_ratio = FLT_EPSILON/1;                    44   // max_ratio = FLT_EPSILON/1;
 45   max_ratio = DBL_EPSILON / 1;                     45   max_ratio = DBL_EPSILON / 1;
 46   minimized = false;                               46   minimized = false;
 47 }                                                  47 }
 48                                                    48 
 49 /*                                                 49 /*
 50                                                    50 
 51 void G4SimplexDownhill<class T>::                  51 void G4SimplexDownhill<class T>::
 52 SetFunction( G4int n , G4double( *afunc )( std     52 SetFunction( G4int n , G4double( *afunc )( std::vector < G4double > ) )
 53 {                                                  53 {
 54    numberOfVariable = n;                           54    numberOfVariable = n;
 55    theFunction = afunc;                            55    theFunction = afunc;
 56    minimized = false;                              56    minimized = false;
 57 }                                                  57 }
 58                                                    58 
 59 */                                                 59 */
 60                                                    60 
 61 template <class T>                                 61 template <class T>
 62 G4double G4SimplexDownhill<T>::GetMinimum()        62 G4double G4SimplexDownhill<T>::GetMinimum()
 63 {                                                  63 {
 64   initialize();                                    64   initialize();
 65                                                    65 
 66   // First Tryal;                                  66   // First Tryal;
 67                                                    67 
 68   // G4cout << "Begin First Trials" << G4endl;     68   // G4cout << "Begin First Trials" << G4endl;
 69   doDownhill();                                    69   doDownhill();
 70   // G4cout << "End First Trials" << G4endl;       70   // G4cout << "End First Trials" << G4endl;
 71                                                    71 
 72   auto it_minh = std::min_element(currentHeigh <<  72   std::vector<G4double>::const_iterator it_minh =
                                                   >>  73     std::min_element(currentHeights.cbegin(), currentHeights.cend());
 73   G4int imin = 0;                                  74   G4int imin = 0;
 74   G4int i    = 0;                                  75   G4int i    = 0;
 75   for(auto it = currentHeights.cbegin(); it !=     76   for(auto it = currentHeights.cbegin(); it != currentHeights.cend(); ++it)
 76   {                                                77   {
 77     if(it == it_minh)                              78     if(it == it_minh)
 78     {                                              79     {
 79       imin = i;                                    80       imin = i;
 80     }                                              81     }
 81     ++i;                                           82     ++i;
 82   }                                                83   }
 83   minimumPoint = currentSimplex[imin];             84   minimumPoint = currentSimplex[imin];
 84                                                    85 
 85   // Second Trial                                  86   // Second Trial
 86                                                    87 
 87   // std::vector< G4double > minimumPoint = cu     88   // std::vector< G4double > minimumPoint = currentSimplex[ 0 ];
 88   initialize();                                    89   initialize();
 89                                                    90 
 90   currentSimplex[numberOfVariable] = minimumPo     91   currentSimplex[numberOfVariable] = minimumPoint;
 91                                                    92 
 92   // G4cout << "Begin Second Trials" << G4endl     93   // G4cout << "Begin Second Trials" << G4endl;
 93   doDownhill();                                    94   doDownhill();
 94   // G4cout << "End Second Trials" << G4endl;      95   // G4cout << "End Second Trials" << G4endl;
 95                                                    96 
 96   G4double sum =                                   97   G4double sum =
 97     std::accumulate(currentHeights.begin(), cu     98     std::accumulate(currentHeights.begin(), currentHeights.end(), 0.0);
 98   G4double average = sum / (numberOfVariable +     99   G4double average = sum / (numberOfVariable + 1);
 99   G4double minimum = average;                     100   G4double minimum = average;
100                                                   101 
101   minimized = true;                               102   minimized = true;
102                                                   103 
103   return minimum;                                 104   return minimum;
104 }                                                 105 }
105                                                   106 
106 template <class T>                                107 template <class T>
107 void G4SimplexDownhill<T>::initialize()           108 void G4SimplexDownhill<T>::initialize()
108 {                                                 109 {
109   currentSimplex.resize(numberOfVariable + 1);    110   currentSimplex.resize(numberOfVariable + 1);
110   currentHeights.resize(numberOfVariable + 1);    111   currentHeights.resize(numberOfVariable + 1);
111                                                   112 
112   for(G4int i = 0; i < numberOfVariable; ++i)     113   for(G4int i = 0; i < numberOfVariable; ++i)
113   {                                               114   {
114     std::vector<G4double> avec(numberOfVariabl    115     std::vector<G4double> avec(numberOfVariable, 0.0);
115     avec[i]           = 1.0;                      116     avec[i]           = 1.0;
116     currentSimplex[i] = std::move(avec);       << 117     currentSimplex[i] = avec;
117   }                                               118   }
118                                                   119 
119   // std::vector< G4double > avec ( numberOfVa    120   // std::vector< G4double > avec ( numberOfVariable , 0.0 );
120   std::vector<G4double> avec(numberOfVariable,    121   std::vector<G4double> avec(numberOfVariable, 1);
121   currentSimplex[numberOfVariable] = std::move << 122   currentSimplex[numberOfVariable] = avec;
122 }                                                 123 }
123                                                   124 
124 template <class T>                                125 template <class T>
125 void G4SimplexDownhill<T>::calHeights()           126 void G4SimplexDownhill<T>::calHeights()
126 {                                                 127 {
127   for(G4int i = 0; i <= numberOfVariable; ++i)    128   for(G4int i = 0; i <= numberOfVariable; ++i)
128   {                                               129   {
129     currentHeights[i] = getValue(currentSimple    130     currentHeights[i] = getValue(currentSimplex[i]);
130   }                                               131   }
131 }                                                 132 }
132                                                   133 
133 template <class T>                                134 template <class T>
134 std::vector<G4double> G4SimplexDownhill<T>::ca    135 std::vector<G4double> G4SimplexDownhill<T>::calCentroid(G4int ih)
135 {                                                 136 {
136   std::vector<G4double> centroid(numberOfVaria    137   std::vector<G4double> centroid(numberOfVariable, 0.0);
137                                                   138 
138   G4int i = 0;                                    139   G4int i = 0;
139   for(const auto & it : currentSimplex)        << 140   for(auto it = currentSimplex.cbegin(); it != currentSimplex.cend(); ++it)
140   {                                               141   {
141     if(i != ih)                                   142     if(i != ih)
142     {                                             143     {
143       for(G4int j = 0; j < numberOfVariable; +    144       for(G4int j = 0; j < numberOfVariable; ++j)
144       {                                           145       {
145         centroid[j] += it[j] / numberOfVariabl << 146         centroid[j] += (*it)[j] / numberOfVariable;
146       }                                           147       }
147     }                                             148     }
148     ++i;                                          149     ++i;
149   }                                               150   }
150                                                   151 
151   return centroid;                                152   return centroid;
152 }                                                 153 }
153                                                   154 
154 template <class T>                                155 template <class T>
155 std::vector<G4double> G4SimplexDownhill<T>::ge    156 std::vector<G4double> G4SimplexDownhill<T>::getReflectionPoint(
156   std::vector<G4double> p, std::vector<G4doubl    157   std::vector<G4double> p, std::vector<G4double> centroid)
157 {                                                 158 {
158   // G4cout << "Reflection" << G4endl;            159   // G4cout << "Reflection" << G4endl;
159                                                   160 
160   std::vector<G4double> reflectionP(numberOfVa    161   std::vector<G4double> reflectionP(numberOfVariable, 0.0);
161                                                   162 
162   for(G4int i = 0; i < numberOfVariable; ++i)     163   for(G4int i = 0; i < numberOfVariable; ++i)
163   {                                               164   {
164     reflectionP[i] = (1 + alpha) * centroid[i]    165     reflectionP[i] = (1 + alpha) * centroid[i] - alpha * p[i];
165   }                                               166   }
166                                                   167 
167   return reflectionP;                             168   return reflectionP;
168 }                                                 169 }
169                                                   170 
170 template <class T>                                171 template <class T>
171 std::vector<G4double> G4SimplexDownhill<T>::ge    172 std::vector<G4double> G4SimplexDownhill<T>::getExpansionPoint(
172   std::vector<G4double> p, std::vector<G4doubl    173   std::vector<G4double> p, std::vector<G4double> centroid)
173 {                                                 174 {
174   // G4cout << "Expantion" << G4endl;             175   // G4cout << "Expantion" << G4endl;
175                                                   176 
176   std::vector<G4double> expansionP(numberOfVar    177   std::vector<G4double> expansionP(numberOfVariable, 0.0);
177                                                   178 
178   for(G4int i = 0; i < numberOfVariable; ++i)     179   for(G4int i = 0; i < numberOfVariable; ++i)
179   {                                               180   {
180     expansionP[i] = (1 - gamma) * centroid[i]     181     expansionP[i] = (1 - gamma) * centroid[i] + gamma * p[i];
181   }                                               182   }
182                                                   183 
183   return expansionP;                              184   return expansionP;
184 }                                                 185 }
185                                                   186 
186 template <class T>                                187 template <class T>
187 std::vector<G4double> G4SimplexDownhill<T>::ge    188 std::vector<G4double> G4SimplexDownhill<T>::getContractionPoint(
188   std::vector<G4double> p, std::vector<G4doubl    189   std::vector<G4double> p, std::vector<G4double> centroid)
189 {                                                 190 {
190   std::vector<G4double> contractionP(numberOfV    191   std::vector<G4double> contractionP(numberOfVariable, 0.0);
191                                                   192 
192   for(G4int i = 0; i < numberOfVariable; ++i)     193   for(G4int i = 0; i < numberOfVariable; ++i)
193   {                                               194   {
194     contractionP[i] = (1 - beta) * centroid[i]    195     contractionP[i] = (1 - beta) * centroid[i] + beta * p[i];
195   }                                               196   }
196                                                   197 
197   return contractionP;                            198   return contractionP;
198 }                                                 199 }
199                                                   200 
200 template <class T>                                201 template <class T>
201 G4bool G4SimplexDownhill<T>::isItGoodEnough()     202 G4bool G4SimplexDownhill<T>::isItGoodEnough()
202 {                                                 203 {
                                                   >> 204   G4bool result = false;
                                                   >> 205 
203   G4double sum =                                  206   G4double sum =
204     std::accumulate(currentHeights.begin(), cu    207     std::accumulate(currentHeights.begin(), currentHeights.end(), 0.0);
205   G4double average = sum / (numberOfVariable +    208   G4double average = sum / (numberOfVariable + 1);
206                                                   209 
207   G4double delta = 0.0;                           210   G4double delta = 0.0;
208   for(G4int i = 0; i <= numberOfVariable; ++i)    211   for(G4int i = 0; i <= numberOfVariable; ++i)
209   {                                               212   {
210     delta += std::abs(currentHeights[i] - aver    213     delta += std::abs(currentHeights[i] - average);
211   }                                               214   }
212                                                   215 
213   G4bool result = false;                       << 216   if(delta / (numberOfVariable + 1) / average < max_ratio)
214   if (average > 0.0)                           << 
215   {                                               217   {
216     result = ((delta / (numberOfVariable + 1)  << 218     result = true;
217   }                                               219   }
                                                   >> 220 
218   return result;                                  221   return result;
219 }                                                 222 }
220                                                   223 
221 template <class T>                                224 template <class T>
222 void G4SimplexDownhill<T>::doDownhill()           225 void G4SimplexDownhill<T>::doDownhill()
223 {                                                 226 {
224   G4int nth_trial = 0;                            227   G4int nth_trial = 0;
225                                                   228 
226   while(nth_trial < maximum_no_trial)             229   while(nth_trial < maximum_no_trial)
227   {                                               230   {
228     calHeights();                                 231     calHeights();
229                                                   232 
230     if(isItGoodEnough())                          233     if(isItGoodEnough())
231     {                                             234     {
232       break;                                      235       break;
233     }                                             236     }
234                                                   237 
235     auto it_maxh = std::max_element(currentHei << 238     std::vector<G4double>::const_iterator it_maxh =
236     auto it_minh = std::min_element(currentHei << 239       std::max_element(currentHeights.cbegin(), currentHeights.cend());
                                                   >> 240     std::vector<G4double>::const_iterator it_minh =
                                                   >> 241       std::min_element(currentHeights.cbegin(), currentHeights.cend());
237                                                   242 
238     G4double h_H = *it_maxh;                      243     G4double h_H = *it_maxh;
239     G4double h_L = *it_minh;                      244     G4double h_L = *it_minh;
240                                                   245 
241     G4int ih      = 0;                            246     G4int ih      = 0;
242     G4int il      = 0;                            247     G4int il      = 0;
243     G4double h_H2 = 0.0;                          248     G4double h_H2 = 0.0;
244     G4int i       = 0;                            249     G4int i       = 0;
245     for(auto it = currentHeights.cbegin(); it     250     for(auto it = currentHeights.cbegin(); it != currentHeights.cend(); ++it)
246     {                                             251     {
247       if(it == it_maxh)                           252       if(it == it_maxh)
248       {                                           253       {
249         ih = i;                                   254         ih = i;
250       }                                           255       }
251       else                                        256       else
252       {                                           257       {
253         h_H2 = std::max(h_H2, *it);               258         h_H2 = std::max(h_H2, *it);
254       }                                           259       }
255                                                   260 
256       if(it == it_minh)                           261       if(it == it_minh)
257       {                                           262       {
258         il = i;                                   263         il = i;
259       }                                           264       }
260       ++i;                                        265       ++i;
261     }                                             266     }
262                                                   267 
263     std::vector<G4double> centroidPoint = calC    268     std::vector<G4double> centroidPoint = calCentroid(ih);
264                                                   269 
265     // REFLECTION                                 270     // REFLECTION
266     std::vector<G4double> reflectionPoint =       271     std::vector<G4double> reflectionPoint =
267       getReflectionPoint(currentSimplex[ih], c    272       getReflectionPoint(currentSimplex[ih], centroidPoint);
268                                                   273 
269     G4double h = getValue(reflectionPoint);       274     G4double h = getValue(reflectionPoint);
270                                                   275 
271     if(h <= h_L)                                  276     if(h <= h_L)
272     {                                             277     {
273       // EXPANSION                                278       // EXPANSION
274       std::vector<G4double> expansionPoint =      279       std::vector<G4double> expansionPoint =
275         getExpansionPoint(reflectionPoint, std << 280         getExpansionPoint(reflectionPoint, centroidPoint);
276       G4double hh = getValue(expansionPoint);     281       G4double hh = getValue(expansionPoint);
277                                                   282 
278       if(hh <= h_L)                               283       if(hh <= h_L)
279       {                                           284       {
280         // Replace                                285         // Replace
281         currentSimplex[ih] = std::move(expansi << 286         currentSimplex[ih] = expansionPoint;
282         // G4cout << "A" << G4endl;               287         // G4cout << "A" << G4endl;
283       }                                           288       }
284       else                                        289       else
285       {                                           290       {
286         // Replace                                291         // Replace
287         currentSimplex[ih] = std::move(reflect << 292         currentSimplex[ih] = reflectionPoint;
288         // G4cout << "B1" << G4endl;              293         // G4cout << "B1" << G4endl;
289       }                                           294       }
290     }                                             295     }
291     else                                          296     else
292     {                                             297     {
293       if(h <= h_H2)                               298       if(h <= h_H2)
294       {                                           299       {
295         // Replace                                300         // Replace
296         currentSimplex[ih] = std::move(reflect << 301         currentSimplex[ih] = reflectionPoint;
297         // G4cout << "B2" << G4endl;              302         // G4cout << "B2" << G4endl;
298       }                                           303       }
299       else                                        304       else
300       {                                           305       {
301         if(h <= h_H)                              306         if(h <= h_H)
302         {                                         307         {
303           // Replace                              308           // Replace
304           currentSimplex[ih] = std::move(refle << 309           currentSimplex[ih] = reflectionPoint;
305           // G4cout << "BC" << G4endl;            310           // G4cout << "BC" << G4endl;
306         }                                         311         }
307         // CONTRACTION                            312         // CONTRACTION
308         std::vector<G4double> contractionPoint    313         std::vector<G4double> contractionPoint =
309           getContractionPoint(currentSimplex[i << 314           getContractionPoint(currentSimplex[ih], centroidPoint);
310         G4double hh = getValue(contractionPoin    315         G4double hh = getValue(contractionPoint);
311         if(hh <= h_H)                             316         if(hh <= h_H)
312         {                                         317         {
313           // Replace                              318           // Replace
314           currentSimplex[ih] = std::move(contr << 319           currentSimplex[ih] = contractionPoint;
315           // G4cout << "C" << G4endl;             320           // G4cout << "C" << G4endl;
316         }                                         321         }
317         else                                      322         else
318         {                                         323         {
319           // Replace                              324           // Replace
320           for(G4int j = 0; j <= numberOfVariab    325           for(G4int j = 0; j <= numberOfVariable; ++j)
321           {                                       326           {
322             std::vector<G4double> vec(numberOf    327             std::vector<G4double> vec(numberOfVariable, 0.0);
323             for(G4int k = 0; k < numberOfVaria    328             for(G4int k = 0; k < numberOfVariable; ++k)
324             {                                     329             {
325               vec[k] = (currentSimplex[j][k] +    330               vec[k] = (currentSimplex[j][k] + currentSimplex[il][k]) / 2.0;
326             }                                     331             }
327             currentSimplex[j] = std::move(vec) << 332             currentSimplex[j] = vec;
328           }                                       333           }
329         }                                         334         }
330       }                                           335       }
331     }                                             336     }
332                                                   337 
333     ++nth_trial;                                  338     ++nth_trial;
334   }                                               339   }
335 }                                                 340 }
336                                                   341 
337 template <class T>                                342 template <class T>
338 std::vector<G4double> G4SimplexDownhill<T>::Ge    343 std::vector<G4double> G4SimplexDownhill<T>::GetMinimumPoint()
339 {                                                 344 {
340   if(!minimized)                               << 345   if(minimized != true)
341   {                                               346   {
342     GetMinimum();                                 347     GetMinimum();
343   }                                               348   }
344                                                   349 
345   auto it_minh = std::min_element(currentHeigh << 350   std::vector<G4double>::const_iterator it_minh =
                                                   >> 351     std::min_element(currentHeights.cbegin(), currentHeights.cend());
346                                                   352 
347   G4int imin = 0;                                 353   G4int imin = 0;
348   G4int i    = 0;                                 354   G4int i    = 0;
349   for(auto it = currentHeights.cbegin(); it !=    355   for(auto it = currentHeights.cbegin(); it != currentHeights.cend(); ++it)
350   {                                               356   {
351     if(it == it_minh)                             357     if(it == it_minh)
352     {                                             358     {
353       imin = i;                                   359       imin = i;
354     }                                             360     }
355     ++i;                                          361     ++i;
356   }                                               362   }
357   minimumPoint = currentSimplex[imin];            363   minimumPoint = currentSimplex[imin];
358                                                   364 
359   return minimumPoint;                            365   return minimumPoint;
360 }                                                 366 }
361                                                   367