From ba43d30e066ffee2047527fd9b82f8289e561285 Mon Sep 17 00:00:00 2001 From: Yi Zhang Date: Thu, 17 Oct 2024 13:20:02 +0800 Subject: [PATCH] tmp update --- example/CMakeLists.txt | 3 +- example/ex9.cpp | 75 ++++++++++++++++++++++++++++++++++++++++ lib/optimization/lgd.cpp | 25 ++++++++++++++ lib/optimization/lgd.h | 10 ++++++ 4 files changed, 112 insertions(+), 1 deletion(-) create mode 100644 example/ex9.cpp diff --git a/example/CMakeLists.txt b/example/CMakeLists.txt index f7e0244..3b54ae2 100644 --- a/example/CMakeLists.txt +++ b/example/CMakeLists.txt @@ -17,4 +17,5 @@ add_example(ex4 ON) add_example(ex5 ON) add_example(ex6 ON) add_example(ex7 ON) -add_example(ex8 ON) \ No newline at end of file +add_example(ex8 ON) +add_example(ex9 ON) \ No newline at end of file diff --git a/example/ex9.cpp b/example/ex9.cpp new file mode 100644 index 0000000..f177430 --- /dev/null +++ b/example/ex9.cpp @@ -0,0 +1,75 @@ +/******************************************************** + * ██████╗ ███████╗████████╗██╗ + * ██╔════╝ ██╔════╝╚══██╔══╝██║ + * ██║ ███╗███████╗ ██║ ██║ + * ██║ ██║╚════██║ ██║ ██║ + * ╚██████╔╝███████║ ██║ ███████╗ + * ╚═════╝ ╚══════╝ ╚═╝ ╚══════╝ + * Generic Scientific Template Library + * + * Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn) + * + * The GSTL is distributed under a dual licensing scheme. You can redistribute + * it and/or modify it under the terms of the GNU Lesser General Public + * License as published by the Free Software Foundation, either version 2 + * of the License, or (at your option) any later version. You should have + * received a copy of the GNU Lesser General Public License (LGPL) along with + * this program. If not, see . + * + * If the terms and conditions of the LGPL v.2. would prevent you from using + * the GSTL, please consider the option to obtain a commercial license for a + * fee. These licenses are offered by the GSTL's original author. As a rule, + * licenses are provided "as-is", unlimited in time for a one time fee. Please + * send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget + * to include some description of your company and the realm of its activities. + * Also add information on how to contact you by electronic and paper mail. + ******************************************************/ + +#include "../lib/optimization.h" + +using namespace gctl; + +class ex9 : public lgd_solver +{ +private: + /* data */ +public: + ex9(){} + virtual ~ex9(){} + + virtual double LGD_Evaluate(const array &x, array &g){return 0.0;} +}; + +int main(int argc, char const *argv[]) +{ + ex9 e; + + lgd_para p = e.default_lgd_para(); + p.beta = 1.2; + e.set_lgd_para(p); + + array dist; + e.get_levy_distribution(dist, 125); + + double m = dist.mean(); + double s = dist.std(); + + int c = 0; + for (size_t i = 0; i < dist.size(); i++) + { + if (dist[i] > m + 3*s) c++; + } + + std::cout << "mean = " << dist.mean() << "\n"; + std::cout << "std = " << dist.std() << "\n"; + std::cout << "rms = " << dist.rms() << "\n"; + std::cout << "max = " << dist.max() << "\n"; + std::cout << "min = " << dist.min() << "\n"; + std::cout << "ratio = " << 5000.0*c/dist.size() << "\n"; + + for (size_t i = 0; i < dist.size(); i++) + { + std::clog << dist[i] << "\n"; + } + return 0; +} diff --git a/lib/optimization/lgd.cpp b/lib/optimization/lgd.cpp index f517797..6edfd93 100644 --- a/lib/optimization/lgd.cpp +++ b/lib/optimization/lgd.cpp @@ -154,6 +154,31 @@ void gctl::lgd_solver::save_lgd_trace(std::string trace_file) return; } +gctl::lgd_return_code gctl::lgd_solver::get_levy_distribution(array &dist, unsigned int seed) +{ + if (lgd_param_.flight_times <= 0) return LGD_INVALID_MAX_ITERATIONS; + if (lgd_param_.beta <= 1.0 || lgd_param_.beta >= 2.0) return LGD_INVALID_BETA; + + double gamma1 = tgamma(lgd_param_.beta + 1.0); + double gamma2 = tgamma(0.5*(lgd_param_.beta + 1.0)); + double stddev_u = pow((gamma1*sin(0.5*GCTL_Pi*lgd_param_.beta))/ + (gamma2*lgd_param_.beta*pow(2, 0.5*(lgd_param_.beta-1.0))), 1.0/lgd_param_.beta); + + if (seed == 0) seed = std::chrono::system_clock::now().time_since_epoch().count(); + std::default_random_engine generator(seed); + std::normal_distribution dist_u(0, stddev_u); + std::normal_distribution dist_v(0, lgd_param_.stddev_v); + std::uniform_real_distribution dist_s(1.0, 2.0); + + dist.resize(lgd_param_.flight_times); + for (int i = 0; i <= lgd_param_.flight_times; i++) + { + dist[i] = fabs(dist_u(generator)/pow(fabs(dist_v(generator)), 1.0/lgd_param_.beta)); + } + + return LGD_REACHED_MAX_ITERATIONS; +} + void gctl::lgd_solver::lgd_error_str(lgd_return_code err_code, std::ostream &ss, bool err_throw) { #if defined _WINDOWS || __WIN32__ diff --git a/lib/optimization/lgd.h b/lib/optimization/lgd.h index 19b6700..c6c7d2f 100644 --- a/lib/optimization/lgd.h +++ b/lib/optimization/lgd.h @@ -172,6 +172,16 @@ namespace gctl // saved if the recording threshold is set. void save_lgd_trace(std::string trace_file); + /** + * @brief 按照levy分布采样一组数据，参数可通过set_lgd_para函数设置 + * + * @param dist 返回的levy分布 + * @param seed 随机种子 + * + * @return 状态代码 + */ + lgd_return_code get_levy_distribution(array &dist, unsigned int seed = 0); + lgd_para default_lgd_para(); void set_lgd_para(const lgd_para ¶m);