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Commit 5d3c196e authored by niklas.baumgarten's avatar niklas.baumgarten
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mlmc/src/CirculantEmbedding.C
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#include "CirculantEmbedding.h"
vector<double> CirculantEmbedding1D::get_fieldf() {
vector<double> CirculantEmbedding1D::getFieldf() {
vector<double> fieldf;
fieldf.resize(N);
if (internal_counter == 0)
Xf = generate_field();
if (internalCounter == 0)
Xf = generateField();
for (int i = 0; i < N; i++) {
if (field_type == "Gaussian") {
if (internal_counter == 0) fieldf[i] = Xf[i].real() + mean;
if (fieldType == "Gaussian") {
if (internalCounter == 0) fieldf[i] = Xf[i].real() + mean;
else fieldf[i] = Xf[i].imag() + mean;
} else if (field_type == "LogNormal") {
if (internal_counter == 0) fieldf[i] = exp(Xf[i].real() + mean);
} else if (fieldType == "LogNormal") {
if (internalCounter == 0) fieldf[i] = exp(Xf[i].real() + mean);
else fieldf[i] = exp(Xf[i].imag() + mean);
} else Exit("Has to be Gaussian or LogNormal")
}
internal_counter += 1;
internal_counter %= 2;
internalCounter += 1;
internalCounter %= 2;
return fieldf;
}
vector<complex<double>> CirculantEmbedding1D::generate_field() {
vector<complex<double>> CirculantEmbedding1D::generateField() {
vector<complex<double>> Xf_;
vector<complex<double>> Z;
Z.resize(N_embedded);
......@@ -34,7 +34,7 @@ vector<complex<double>> CirculantEmbedding1D::generate_field() {
vector<complex<double>> product;
product.resize(N_embedded);
for (int i = 0; i < N_embedded; i++) {
product[i] = sqrt_ev[i] * Z[i];
product[i] = sqrtEV[i] * Z[i];
}
fft(product, Xf_);
double divisor = sqrt(N_embedded);
......@@ -43,7 +43,7 @@ vector<complex<double>> CirculantEmbedding1D::generate_field() {
return Xf_;
}
vector<double> CirculantEmbedding1D::generate_interpol_field(const vector<double> &fieldf) {
vector<double> CirculantEmbedding1D::generateInterpolField(const vector<double> &fieldf) {
vector<double> fieldc;
if (N % 2 != 0) Exit("Interpolation of field does only work for evenly spaced grids.")
int N_interpol = N / 2;
......@@ -54,7 +54,7 @@ vector<double> CirculantEmbedding1D::generate_interpol_field(const vector<double
return fieldc;
}
void CirculantEmbedding1D::create_covariance_matrix(vector<double> &ar, vector<double> &ac) {
void CirculantEmbedding1D::createCovarianceMatrix(vector<double> &ar, vector<double> &ac) {
const vector<double> &coordinate1 = linspace(domain_start, domain_end, N);
ar.resize(N);
ac.resize(N);
......@@ -74,13 +74,13 @@ void CirculantEmbedding1D::create_covariance_matrix(vector<double> &ar, vector<d
}
}
void CirculantEmbedding1D::embed_covariance_matrix(vector<double> &ar, vector<double> &ac, vector<double> &br) {
void CirculantEmbedding1D::embedCovarianceMatrix(vector<double> &ar, vector<double> &ac, vector<double> &br) {
br.reserve(2 * ar.size() - 1);
br.insert(br.end(), ar.begin(), ar.end());
br.insert(br.end(), ac.rbegin(), ac.rend() - 1);
}
void CirculantEmbedding1D::compute_ev(vector<double> &br, vector<double> &ev) {
void CirculantEmbedding1D::computeEV(vector<double> &br, vector<double> &ev) {
fft(br, ev);
}
......@@ -112,16 +112,16 @@ void CirculantEmbedding1D::padding(vector<double> &ar, vector<double> &ac) {
}
}
vector<double> CirculantEmbedding1D::get_sqrt_ev() {
vector<double> CirculantEmbedding1D::getSqrtEV() {
vector<double> sqrt_ev_return, ar, ac, br, ev;
create_covariance_matrix(ar, ac);
embed_covariance_matrix(ar, ac, br);
compute_ev(br, ev);
createCovarianceMatrix(ar, ac);
embedCovarianceMatrix(ar, ac, br);
computeEV(br, ev);
for (int i = 0; i < ev.size(); i++) {
if (ev[i] > 0) continue;
else if (ev[i] < 0 && ev[i] > eps) ev[i] = 0.0;
else if (ev[i] < 0 && ev[i] > evtol) ev[i] = 0.0;
else padding(ar, ac);
}
......@@ -131,29 +131,29 @@ vector<double> CirculantEmbedding1D::get_sqrt_ev() {
return sqrt_ev_return;
}
vector<vector<double>> CirculantEmbedding2D::get_fieldf() {
vector<vector<double>> CirculantEmbedding2D::getFieldf() {
vector<vector<double>> fieldf;
fieldf.resize(N[1]);
if (internal_counterf == 0)
Xf = generate_field();
if (internalCounter == 0)
Xf = generateField();
for (int i = 0; i < N[1]; i++) {
fieldf[i].resize(N[0]);
for (int j = 0; j < N[0]; j++) {
if (field_type == "Gaussian") {
if (internal_counterf == 0) fieldf[i][j] = Xf[i][j].real() + mean;
if (fieldType == "Gaussian") {
if (internalCounter == 0) fieldf[i][j] = Xf[i][j].real() + mean;
else fieldf[i][j] = Xf[i][j].imag() + mean;
} else if (field_type == "LogNormal") {
if (internal_counterf == 0) fieldf[i][j] = exp(Xf[i][j].real() + mean);
} else if (fieldType == "LogNormal") {
if (internalCounter == 0) fieldf[i][j] = exp(Xf[i][j].real() + mean);
else fieldf[i][j] = exp(Xf[i][j].imag() + mean);
} else Exit("Has to be Gaussian or LogNormal")
}
}
internal_counterf += 1;
internal_counterf %= 2;
internalCounter += 1;
internalCounter %= 2;
return fieldf;
}
vector<vector<complex<double>>> CirculantEmbedding2D::generate_field() {
vector<vector<complex<double>>> CirculantEmbedding2D::generateField() {
vector<vector<complex<double>>> Xf_;
vector<vector<complex<double>>> Z;
Z.resize(N_embedded[1]);
......@@ -174,7 +174,7 @@ vector<vector<complex<double>>> CirculantEmbedding2D::generate_field() {
for (int i = 0; i < N_embedded[1]; i++) {
product[i].resize(N_embedded[0]);
for (int j = 0; j < N_embedded[0]; j++) {
product[i][j] = sqrt_ev[i][j] * Z[i][j];
product[i][j] = sqrtEV[i][j] * Z[i][j];
}
}
fft2(product, Xf_);
......@@ -185,7 +185,7 @@ vector<vector<complex<double>>> CirculantEmbedding2D::generate_field() {
return Xf_;
}
vector<vector<double>> CirculantEmbedding2D::generate_interpol_field(vector<vector<double>> &fieldf) {
vector<vector<double>> CirculantEmbedding2D::generateInterpolField(vector<vector<double>> &fieldf) {
vector<vector<double>> fieldc;
if (N[0] % 2 != 0 || N[1] % 2 != 0) Exit("Interpolation of field does only work for evenly spaced grids.")
int N_interpol[2] = {N[0] / 2, N[1] / 2};
......@@ -201,7 +201,7 @@ vector<vector<double>> CirculantEmbedding2D::generate_interpol_field(vector<vect
return fieldc;
}
void CirculantEmbedding2D::create_covariance_matrix(vector<vector<double>> &ar, vector<vector<double>> &ac) {
void CirculantEmbedding2D::createCovarianceMatrix(vector<vector<double>> &ar, vector<vector<double>> &ac) {
const vector<double> &coordinate1 = linspace(domain1_start, domain1_end, N[0]);
const vector<double> &coordinate2 = linspace(domain2_start, domain2_end, N[1]);
......@@ -230,8 +230,8 @@ void CirculantEmbedding2D::create_covariance_matrix(vector<vector<double>> &ar,
}
}
void CirculantEmbedding2D::embed_covariance_matrix(vector<vector<double>> &ar, vector<vector<double>> &ac,
vector<vector<double>> &br) {
void CirculantEmbedding2D::embedCovarianceMatrix(vector<vector<double>> &ar, vector<vector<double>> &ac,
vector<vector<double>> &br) {
int br_size = 2 * ar.size() - 1;
br.resize(br_size);
for (int i = 0; i < br.size(); i++) {
......@@ -245,7 +245,7 @@ void CirculantEmbedding2D::embed_covariance_matrix(vector<vector<double>> &ar, v
}
}
void CirculantEmbedding2D::compute_ev(vector<vector<double>> &br, vector<vector<double>> &ev) {
void CirculantEmbedding2D::computeEV(vector<vector<double>> &br, vector<vector<double>> &ev) {
fft2(br, ev);
}
......@@ -308,17 +308,17 @@ void CirculantEmbedding2D::padding(vector<vector<double>> &ar, vector<vector<dou
}
}
vector<vector<double>> CirculantEmbedding2D::get_sqrt_ev() {
vector<vector<double>> CirculantEmbedding2D::getSqrtEV() {
vector<vector<double>> sqrt_ev_return, ar, ac, br, ev;
create_covariance_matrix(ar, ac);
embed_covariance_matrix(ar, ac, br);
compute_ev(br, ev);
createCovarianceMatrix(ar, ac);
embedCovarianceMatrix(ar, ac, br);
computeEV(br, ev);
for (int i = 0; i < ev[0].size(); i++) {
for (int j = 0; j < ev[1].size(); j++) {
if (ev[i][j] > 0) continue;
else if (ev[i][j] < 0 && ev[i][j] > eps) ev[i][j] = 0.0;
else if (ev[i][j] < 0 && ev[i][j] > evtol) ev[i][j] = 0.0;
else padding(ar, ac);
}
}
......
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