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Diffstat (limited to 'numlib/soboltest.c')
| -rw-r--r-- | numlib/soboltest.c | 127 |
1 files changed, 127 insertions, 0 deletions
diff --git a/numlib/soboltest.c b/numlib/soboltest.c new file mode 100644 index 0000000..32c26ee --- /dev/null +++ b/numlib/soboltest.c @@ -0,0 +1,127 @@ + +/* Test the sobol sub-random vector sequencer */ + +#include <stdlib.h> +#include "numlib.h" + +/* Reference vectors */ +/* First 10 of dimension 40 */ +static double refv[10][40] = { + { + 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, + 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, + 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, + 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000, 0.5000 + }, { + 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.2500, 0.7500, + 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.7500, 0.2500, 0.7500, 0.2500, + 0.7500, 0.2500, 0.7500, 0.2500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, + 0.2500, 0.7500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500 + }, { + 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.7500, 0.2500, + 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.2500, 0.7500, 0.2500, 0.7500, + 0.2500, 0.7500, 0.2500, 0.7500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, + 0.7500, 0.2500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500, 0.2500, 0.7500 + }, { + 0.3750, 0.3750, 0.6250, 0.1250, 0.8750, 0.8750, 0.1250, 0.6250, 0.1250, 0.8750, + 0.3750, 0.6250, 0.1250, 0.3750, 0.6250, 0.1250, 0.6250, 0.3750, 0.3750, 0.8750, + 0.8750, 0.6250, 0.1250, 0.8750, 0.1250, 0.8750, 0.8750, 0.1250, 0.6250, 0.6250, + 0.3750, 0.3750, 0.3750, 0.3750, 0.6250, 0.1250, 0.8750, 0.8750, 0.1250, 0.6250 + }, { + 0.8750, 0.8750, 0.1250, 0.6250, 0.3750, 0.3750, 0.6250, 0.1250, 0.6250, 0.3750, + 0.8750, 0.1250, 0.6250, 0.8750, 0.1250, 0.6250, 0.1250, 0.8750, 0.8750, 0.3750, + 0.3750, 0.1250, 0.6250, 0.3750, 0.6250, 0.3750, 0.3750, 0.6250, 0.1250, 0.1250, + 0.8750, 0.8750, 0.8750, 0.8750, 0.1250, 0.6250, 0.3750, 0.3750, 0.6250, 0.1250 + }, { + 0.6250, 0.1250, 0.3750, 0.3750, 0.1250, 0.6250, 0.8750, 0.8750, 0.3750, 0.1250, + 0.1250, 0.3750, 0.3750, 0.6250, 0.8750, 0.8750, 0.3750, 0.1250, 0.6250, 0.6250, + 0.1250, 0.8750, 0.8750, 0.6250, 0.3750, 0.1250, 0.6250, 0.8750, 0.8750, 0.3750, + 0.1250, 0.6250, 0.6250, 0.1250, 0.3750, 0.3750, 0.1250, 0.6250, 0.8750, 0.8750 + }, { + 0.1250, 0.6250, 0.8750, 0.8750, 0.6250, 0.1250, 0.3750, 0.3750, 0.8750, 0.6250, + 0.6250, 0.8750, 0.8750, 0.1250, 0.3750, 0.3750, 0.8750, 0.6250, 0.1250, 0.1250, + 0.6250, 0.3750, 0.3750, 0.1250, 0.8750, 0.6250, 0.1250, 0.3750, 0.3750, 0.8750, + 0.6250, 0.1250, 0.1250, 0.6250, 0.8750, 0.8750, 0.6250, 0.1250, 0.3750, 0.3750 + }, { + 0.1875, 0.3125, 0.3125, 0.6875, 0.5625, 0.1875, 0.0625, 0.9375, 0.1875, 0.0625, + 0.6875, 0.8125, 0.5625, 0.6875, 0.1875, 0.6875, 0.1875, 0.0625, 0.0625, 0.8125, + 0.9375, 0.3125, 0.5625, 0.3125, 0.4375, 0.4375, 0.6875, 0.4375, 0.8125, 0.5625, + 0.9375, 0.8125, 0.1875, 0.3125, 0.3125, 0.6875, 0.5625, 0.1875, 0.0625, 0.9375 + }, { + 0.6875, 0.8125, 0.8125, 0.1875, 0.0625, 0.6875, 0.5625, 0.4375, 0.6875, 0.5625, + 0.1875, 0.3125, 0.0625, 0.1875, 0.6875, 0.1875, 0.6875, 0.5625, 0.5625, 0.3125, + 0.4375, 0.8125, 0.0625, 0.8125, 0.9375, 0.9375, 0.1875, 0.9375, 0.3125, 0.0625, + 0.4375, 0.3125, 0.6875, 0.8125, 0.8125, 0.1875, 0.0625, 0.6875, 0.5625, 0.4375 + }, { + 0.9375, 0.0625, 0.5625, 0.9375, 0.3125, 0.4375, 0.8125, 0.6875, 0.4375, 0.8125, + 0.9375, 0.0625, 0.8125, 0.4375, 0.4375, 0.4375, 0.9375, 0.3125, 0.8125, 0.5625, + 0.1875, 0.0625, 0.3125, 0.0625, 0.1875, 0.6875, 0.9375, 0.6875, 0.5625, 0.3125, + 0.6875, 0.0625, 0.9375, 0.0625, 0.5625, 0.9375, 0.3125, 0.4375, 0.8125, 0.6875 + } +}; + +int main() { + sobol *s; + int i; + double vec[40]; + int fail = 0; + + printf("Starting sobol test\n"); + + if ((s = new_sobol(40)) == NULL) { + printf("new_sobol failed\n"); + exit(1); + } + + for (i = 0; i < 10; i++) { + int j; + if (s->next(s, vec)) { + printf("Next failed\n"); + exit(1); + } + printf("Vector %d = ",i); + for (j = 0; j < 40; j++) { + printf("%f ",vec[j]); + } + printf("\n"); + + for (j = 0; j < 40; j++) { + if (refv[i][j] != vec[j]) { + printf("Warning: failed at vector %d, dim %d (%f != %f)\n",i,j,refv[i][j],vec[j]); + fail = 1; + } + } + } + + s->del(s); + if (fail) { + printf("Sobol test FAILED\n"); + return 1; + } else { + printf("Sobol test done OK\n"); + return 0; + } +} + + + + + + + + + + + + + + + + + + + + + + + |