MonteCarlo* -> MonteCarlo

mlmc/src/montecarlo/MultilevelMonteCarlo.cpp

@@ -2,21 +2,15 @@
 
 
 void MultilevelMonteCarlo::initializeMonteCarloMap() {
-    clearMapMonteCarlo();
+    mcMap.clear();
     for (unsigned long i = 0; i < initLevels.size(); i++) {
         bool onlyFine = (i == 0) || (mcOnly);
         int M = initSampleAmount[i];
         Level level(initLevels[i], initLevels[i] - 1);
-        mcMap[level] = new MonteCarlo(level, M, onlyFine);
+        mcMap.insert(LevelMonteCarloPair(level, MonteCarlo(level, M, onlyFine)));
     }
 }
 
-void MultilevelMonteCarlo::clearMapMonteCarlo() {
-    for (auto &[level, mc]: mcMap)
-        delete mc;
-    mcMap.clear();
-}
-
 void MultilevelMonteCarlo::Method() {
     mout.StartBlock("MLMC Method");
 
@@ -31,7 +25,7 @@ void MultilevelMonteCarlo::Method() {
 
 void MultilevelMonteCarlo::method() {
     for (auto &mc : mcMap)
-        mc.second->Method();
+        mc.second.Method();
 }
 
 void MultilevelMonteCarlo::adaptiveMethod() {
@@ -40,8 +34,8 @@ void MultilevelMonteCarlo::adaptiveMethod() {
     bool converged = false;
     while (!converged) {
         for (auto &[level, mc] : mcMap)
-            if (mc->ctr.dM > 0)
-                mc->Method();
+            if (mc.ctr.dM > 0)
+                mc.Method();
 
         mcMap.UpdateSampleCounter(epsilon);
         data.ExtractDataFrom(mcMap);
@@ -59,8 +53,7 @@ void MultilevelMonteCarlo::adaptiveMethod() {
             if (errors.numeric > epsilon / 2) {
                 Level newLevel(mcMap.rbegin()->first.fine + 1,
                                mcMap.rbegin()->first.fine);
-                mcMap.AppendLevel(epsilon, exponents, newLevel,
-                                  new MonteCarlo(newLevel, 0, false));
+                mcMap.AppendLevel(epsilon, exponents, newLevel);
             } else {
                 errors.Estimate(data);
                 vout(1) << "statErr=" << errors.stochastic << endl;

mlmc/src/montecarlo/MultilevelMonteCarlo.hpp

@@ -40,7 +40,7 @@ public:
     }
 
     ~MultilevelMonteCarlo() {
-        clearMapMonteCarlo();
+        mcMap.clear();
     }
 
     void Method();
@@ -59,8 +59,6 @@ private:
     void adaptiveMethod();
 
     void initializeMonteCarloMap();
-
-    void clearMapMonteCarlo();
 };
 
 #endif //MULTILEVELMONTECARLO_HPP

mlmc/src/montecarlo/datastructure/EmpiricMeasureLevelMaps.cpp

@@ -7,25 +7,25 @@ void MonteCarloMap::UpdateSampleCounter(double epsilon) {
 
     double factor = 0.0;
     for (auto &[level, mc] : *this)
-        factor += sqrt(mc->vars.Y * mc->avgs.Cost);
+        factor += sqrt(mc.vars.Y * mc.avgs.Cost);
 
     for (auto &[level, mc] : *this) {
         optimalM = (int) (ceil(2 * pow(epsilon, -2) * factor *
-            sqrt(mc->vars.Y / mc->avgs.Cost)));
+            sqrt(mc.vars.Y / mc.avgs.Cost)));
         if (optimalM == 1) optimalM++;  // Hack
-        mc->ctr.dM = optimalM - mc->ctr.M;
+        mc.ctr.dM = optimalM - mc.ctr.M;
     }
 }
 
-void MonteCarloMap::AppendLevel(double epsilon, Exponents exponents,
-                                Level newLevel, MonteCarlo *newMc) {
+void MonteCarloMap::AppendLevel(double epsilon, Exponents exponents, Level newLevel) {
     if (newLevel <= maxLevel) {
-        auto oldLevel = this->rbegin()->first;
-        (*this)[newLevel] = newMc;
-        (*this)[newLevel]->vars.Y = (*this)[oldLevel]->vars.Y / pow(2.0, exponents.beta);
-        (*this)[newLevel]->avgs.Cost =
-            (*this)[oldLevel]->avgs.Cost * pow(2.0, exponents.gamma);
-        (*this).UpdateSampleCounter(epsilon);
+        auto oldLevel = this->rbegin();
+        double varsY = oldLevel->second.vars.Y / pow(2.0, exponents.beta);
+        double avgsCost = oldLevel->second.avgs.Cost * pow(2.0, exponents.gamma);
+        this->insert(LevelMonteCarloPair(newLevel, MonteCarlo(newLevel, 0, false)));
+        this->find(newLevel)->second.vars.Y = varsY;
+        this->find(newLevel)->second.avgs.Cost = avgsCost;
+        this->UpdateSampleCounter(epsilon);
     } else {
         Exit ("Maximum level has been reached.")
     }
@@ -33,7 +33,7 @@ void MonteCarloMap::AppendLevel(double epsilon, Exponents exponents,
 
 void SampleCounterMap::Update(const MonteCarloMap &mcMap) {
     for (auto &[level, mc]: mcMap)
-        (*this)[level] = mc->ctr;
+        (*this)[level] = mc.ctr;
 }
 
 bool SampleCounterMap::NoSamplesLeft() {
@@ -48,18 +48,18 @@ bool SampleCounterMap::NoSamplesLeft() {
 
 void AveragesMap::Update(const MonteCarloMap &mcMap) {
     for (auto &&[level, mc]: mcMap) {
-        (*this)[level] = mc->avgs;
-        Q += mc->avgs.Y;
-        Cost += mc->avgs.Cost; // Todo at the right place?
+        (*this)[level] = mc.avgs;
+        Q += mc.avgs.Y;
+        Cost += mc.avgs.Cost; // Todo at the right place?
     }
 }
 
 void VariancesMap::Update(const MonteCarloMap &mcMap) {
-    for (auto &mc: mcMap)
-        (*this)[mc.first] = mc.second->vars;
+    for (auto &[level, mc]: mcMap)
+        (*this)[level] = mc.vars;
 }
 
 void KurtosisMap::Update(const MonteCarloMap &mcMap) {
-    for (auto &mc: mcMap)
-        (*this)[mc.first] = mc.second->kurtosis;
+    for (auto &[level, mc]: mcMap)
+        (*this)[level] = mc.kurtosis;
 }

mlmc/src/montecarlo/datastructure/EmpiricMeasureLevelMaps.hpp

@@ -9,7 +9,9 @@
 
 struct Exponents;
 
-struct MonteCarloMap : public LevelMap<MonteCarlo *> {
+typedef std::pair<Level, MonteCarlo> LevelMonteCarloPair;
+
+struct MonteCarloMap : public LevelMap<MonteCarlo> {
 
     int maxLevel = 10;
 
@@ -17,22 +19,14 @@ struct MonteCarloMap : public LevelMap<MonteCarlo *> {
         config.get("maxLevel", maxLevel);
     };
 
-    // Todo is this all cleaned up nicely?
-    // code below only not used bc tests are failing
-//    ~MonteCarloMap() {
-//        for (auto &[level, mc] : *this)
-//            delete mc;
-//    }
-
-    MonteCarloMap(std::initializer_list<std::pair<Level, MonteCarlo *>> mcMap) :
-        LevelMap<MonteCarlo *>(mcMap) {
+    MonteCarloMap(std::initializer_list<LevelMonteCarloPair> mcMap) :
+        LevelMap<MonteCarlo>(mcMap) {
         config.get("maxLevel", maxLevel);
     };
 
     void UpdateSampleCounter(double epsilon);
 
-    void AppendLevel(double epsilon, Exponents exponents,
-                     Level newLevel, MonteCarlo *newMc);
+    void AppendLevel(double epsilon, Exponents exponents, Level newLevel);
 };
 
 struct SampleCounterMap : public LevelMap<SampleCounter> {