tmp update

example/CMakeLists.txt

@@ -18,3 +18,4 @@ add_example(ex5 ON)
 add_example(ex6 ON)
 add_example(ex7 ON)
 add_example(ex8 ON)
+add_example(ex9 ON)

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 <http://www.gnu.org/licenses/>.
+ * 
+ * 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<double> &x, array<double> &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<double> 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;
+}

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<double> &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<double> dist_u(0, stddev_u);
+    std::normal_distribution<double> dist_v(0, lgd_param_.stddev_v);
+    std::uniform_real_distribution<double> 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__

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<double> &dist, unsigned int seed = 0);
+        
         lgd_para default_lgd_para();
         void set_lgd_para(const lgd_para &param);