Blame movstat/test_sum.c

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/* movstat/test_sum.c
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 * 
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 * Copyright (C) 2018 Patrick Alken
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 * 
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 * This program is free software; you can redistribute it and/or modify
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 * it under the terms of the GNU General Public License as published by
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 * the Free Software Foundation; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_vector.h>
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#include <gsl/gsl_test.h>
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#include <gsl/gsl_rng.h>
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#include <gsl/gsl_movstat.h>
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/* compute moving sum by explicitely constructing window and summing elements */
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int
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slow_movsum(const gsl_movstat_end_t etype, const gsl_vector * x, gsl_vector * y,
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            const int H, const int J)
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{
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  const size_t n = x->size;
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  const int K = H + J + 1;
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  double *window = malloc(K * sizeof(double));
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  size_t i;
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  for (i = 0; i < n; ++i)
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    {
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      size_t wsize = gsl_movstat_fill(etype, x, i, H, J, window);
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      double sum = 0.0;
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      size_t j;
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      for (j = 0; j < wsize; ++j)
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        sum += window[j];
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      gsl_vector_set(y, i, sum);
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    }
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  free(window);
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  return GSL_SUCCESS;
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}
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static double
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func_sum(const size_t n, double x[], void * params)
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{
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  double sum = 0.0;
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  size_t i;
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  (void) params;
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  for (i = 0; i < n; ++i)
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    sum += x[i];
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  return sum;
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}
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static void
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test_sum_proc(const double tol, const size_t n, const size_t H, const size_t J,
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              const gsl_movstat_end_t etype, gsl_rng * rng_p)
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{
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  gsl_movstat_workspace * w = gsl_movstat_alloc2(H, J);
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  gsl_vector * x = gsl_vector_alloc(n);
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  gsl_vector * y = gsl_vector_alloc(n);
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  gsl_vector * z = gsl_vector_alloc(n);
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  gsl_movstat_function F;
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  char buf[2048];
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  F.function = func_sum;
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  F.params = NULL;
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  random_vector(x, rng_p);
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  /* y = sum(x) with slow brute force method */
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  slow_movsum(etype, x, y, H, J);
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  /* y = sum(x) with fast method */
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  gsl_movstat_sum(etype, x, z, w);
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  /* test y = z */
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  sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u sum random", n, H, J, etype);
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  compare_vectors(tol, z, y, buf);
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  /* z = sum(x) in-place */
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  gsl_vector_memcpy(z, x);
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  gsl_movstat_sum(etype, z, z, w);
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  sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u sum random in-place", n, H, J, etype);
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  compare_vectors(tol, z, y, buf);
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  /* z = sum(x) with user-defined function */
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  gsl_movstat_apply(etype, &F, x, z, w);
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  sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u sum user", n, H, J, etype);
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  compare_vectors(tol, z, y, buf);
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  gsl_movstat_free(w);
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  gsl_vector_free(x);
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  gsl_vector_free(y);
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  gsl_vector_free(z);
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}
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static void
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test_sum(gsl_rng * rng_p)
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{
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 3, 3, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 5, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 5, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 2000, 10, 5, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 2000, 5, 10, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADZERO, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 3, 3, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 5, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 2000, 10, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 2000, 5, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 3, 3, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 0, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 1000, 5, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 2000, 10, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 2000, 5, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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  test_sum_proc(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);
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}