I am trying to replicate the following fortran 77 subroutine into c++.
subroutine calcul(nb, m, sd, x_min, n, y_w)
common / speed_1 / v_0
common / dat1 / x_m
common / dat2 / x_l0, x_r0, x_lq, e_l, e_r, a1, a2, b1
common / sor_arr / x(6500), y(6500), z(6500)
common / ef_mat / x_f(35000), y_f(35000)
y_m = y_w - rl_h
y_ma = rl_h
y_mi = -rl_h
x_ma = rb_h
x_mi = -rb_h
do 10 i = m, 1, -1
y_y = z(i) - y_m
if (y_y.gt.y_ma) goto 10
if (y_y.le.y_mi) goto 10
c1_s = y(i) / v_0
x_l = x_l0 + e_l*c1_s**a1
x_r = x_r0 + e_r*c1_s**a2
cl_r = x_r - x_l
c2_s = x(i) + x_min
i1 = 1
i2 = nb
i3 = 1
if (mod(i, 2).eq. 0) goto 20
i1 = nb
i2 = 1
i3 = -1
20 do 30 i = i1, i2, i3
r_m1 = float(i - 1)
x_q = c2_s + r_m1*sd - x_l
x_q = x_q * b1 / c1_r + xl_q
x_x = x_q - x_m
if (x_x.gt.x_ma) goto 30
if (x_x.le.x_mi) goto 30
n = n + 1
y_f(n) = y_y
x_f(n) = x_x
30 continue
10 continue
return
end
here is my translation
#include "stdafx.h"
#include <iostream>
using namespace std;
void calcul(int& nb, int& m, double& sd, double& x_min, int& n, double& y_w);
struct speed
{
double v_0;
};
struct dat1
{
double x_m;
};
struct dat2
{
double x_l0, x_r0, x_lq, e_l, e_r, rl_h, rb_h, a1, a2, b1;
};
struct sor_arr
{
double x[6500], y[6500], z[6500];
};
struct ef_mat
{
double x_f[35000], y_f[35000];
};
int main()
{
int nb1 = 10;
int m1 = 250;
double sd1 = 16;
double x1nmin = 1.e38;
int n1 = 0;
double yw1 = 0;
calcul(nb1, m1, sd1, x1nmin, n1, yw1);
system("PAUSE");
return 0;
}
void calcul(int& nb, int& m, double& sd, double& x_min, int& n, double& y_w)
{
struct speed sp;
struct dat1 d1;
struct dat2 d2;
struct sor_arr s;
struct ef_mat ef;
int i1;
int i2;
int i3;
double y_m;
double y_ma;
double y_mi;
double x_ma;
double x_mi;
double y_y;
double x_x;
double c1_s;
double x_l;
double x_r;
double cl_r;
double c2_s;
double r_m1;
double x_q;
y_m = y_w - d2.rl_h;
y_ma = d2.rl_h;
y_mi = -d2.rl_h;
x_ma = d2.rb_h;
x_mi = -d2.rb_h;
for (int i = m; i > 1; i--)
{
y_y = s.z[i] - y_m;
if (y_y > y_ma)
{
continue;
}
if (y_y <= y_ma)
{
continue;
}
c1_s = s.y[i] / sp.v_0;
x_l = d2.x_l0 + d2.e_l * pow(c1_s, d2.a1);
x_r = d2.x_r0 + d2.e_r * pow(c1_s, d2.a2);
cl_r = x_r - x_l;
c2_s = s.x[i] + x_min;
i1 = 1;
i2 = nb;
i3 = 1;
if (fmod(i,2)== 0)
{
for (int i = i1; i < i2; i+= i3)
{
r_m1 = float(i - 1);
x_q = c2_s + r_m1 * sd - x_l;
x_q = x_q * d2.b1 / cl_r + d2.x_lq;
x_x = x_q - d1.x_m;
if (x_x >= x_ma)
{
continue;
}
if (x_x < x_ma)
{
continue;
}
n = n + 1;
ef.y_f[n] = y_y;
ef.x_f[n] = x_x;
}
i1 = nb;
i2 = 1;
i3 = -1;
}
}
}
The errors are below. Can someone help me and tell me how to fix?
error C4700: uninitialized local variable 'sp' used
error C4700: uninitialized local variable 'd2' used
error C4700: uninitialized local variable 'd1' used
This is somewhat crazy and bold, but what you could try is to initialize your local variables.
For instance:
struct speed sp = {0};
struct dat1 d1 = {0};
struct dat2 d2 = {0, 0, 0, 0, 0, 0, 0, 0, 0, 0};
If you go really crazy, you could even consider using other values than 0 - something that actually makes sense in this algorithm would be awesome!!!
Note: I have not the slightest clue about Fortran, nor did I look into further problems of your code.
Related
I have a question that I'm stuck in it;
I want to catch the VOF of the phases on the wall by a defined profile. Is there any macro for this purpose, and with what data accessing and looping macro?
I send my code here, so if you can help me, I will be appreciated. but when I apply my code, the fluent crashes out as soon as I initialize the solution.
DEFINE_PROFILE(heatflux_slip_shoulder_W, t, i)
{
/*Domain *d=Get_Domain(1);*/
int phase_domain_index = 0; /* primary phase index is 0 */
Thread *tm = THREAD_SUPER_THREAD(t);
Thread *subthread = THREAD_SUB_THREAD(tm,phase_domain_index);
double p[ND_ND]; /* this will hold the position vector */
double x, y, r, qslip, sigma, tav_stick, tav_fric, temp, Vx, Vy, Vz, V_W, V_T, VF;
double w = 1120;
double pi = 3.1415927;
double U = 0.002;
double press = 50000000;
double delta = 0.65;
double etta = 0.7;
double heat_ratio = 0.6383;
double Rshol = 0.0075;
double fric ;
double Rpin = 0.0025;
face_t f;
/*thread_loop_f(f, d)*/
{
begin_f_loop(f,t)
{
VF =F_VOF(f,subthread);
F_CENTROID(p, f, t);
x = p[0];
y = p[2];
r = sqrt((x*x) + (y*y));
temp = F_T(f,t);if ((297.<=temp)&&(temp<=273.))
{
sigma_6 = 325.80263157895 + (-0.171052631578952 * temp);
sigma_5 = 282.355263157897 + (-0.0921052631578974*temp);
}
...(and some conditions like above)...
if ((297.<=temp)&&(temp<=855.))
fric = 0.383752244165171 + (-0.000448833034111311 * temp);
else
fric = 0;
tav_6 = sigma_6*1000000/1.732;
tav_5 = sigma_5*1000000/1.732;
tav = VF * tav_6 + (1 - VF ) * tav_5;
qslip = ((pi*w*r/30) - (U*y/r)) * ((etta * (1 - delta) * tav) + (delta * fric * press));
F_PROFILE(f, t, i) = heat_ratio * qslip;
}
end_f_loop(f,t)
}
well, here is my code:
#include "udf.h"
#include "mem.h"
#include "sg.h"
#include "sg_mphase.h"
#include "flow.h"
#include "metric.h"
DEFINE_PROFILE(heatflux_slip_shoulder_W, t, i)
{
/*Domain *d=Get_Domain(1);*/
int phase_domain_index = 0; /* primary phase index is 0 */
Thread *tm = THREAD_SUPER_THREAD(t);
Thread *subthread = THREAD_SUB_THREAD(tm,phase_domain_index);
double p[ND_ND]; /* this will hold the position vector */
double x, y, r, qslip, sigma, tav_stick, tav_fric, temp, Vx, Vy, Vz, V_W, V_T, VF;
double w = 1120;
double pi = 3.1415927;
double U = 0.002;
double press = 50000000;
double delta = 0.65;
double etta = 0.7;
double heat_ratio = 0.6383;
double Rshol = 0.0075;
double fric ;
double Rpin = 0.0025;
face_t f;
/*thread_loop_f(f, d)*/
{
begin_f_loop(f,t)
{
VF =F_VOF(f,subthread);
F_CENTROID(p, f, t);
x = p[0];
y = p[2];
r = sqrt((x*x) + (y*y));
temp = F_T(f,t);if ((297.<=temp)&&(temp<=273.))
{
sigma_6 = 325.80263157895 + (-0.171052631578952 * temp);
sigma_5 = 282.355263157897 + (-0.0921052631578974*temp);
}
...(and some conditions like above)...
if ((297.<=temp)&&(temp<=855.))
fric = 0.383752244165171 + (-0.000448833034111311 * temp);
else
fric = 0;
tav_6 = sigma_6*1000000/1.732;
tav_5 = sigma_5*1000000/1.732;
tav = VF * tav_6 + (1 - VF ) * tav_5;
qslip = ((pi*w*r/30) - (U*y/r)) * ((etta * (1 - delta) * tav) + (delta * fric * press));
F_PROFILE(f, t, i) = heat_ratio * qslip;
}
end_f_loop(f,t)
}
I'm translating Python's version of 'page_dewarper' (https://mzucker.github.io/2016/08/15/page-dewarping.html) into C++. I'm going to use dlib, which is a fantastic tool, that helped me in a few optimization problems before. In line 748 of Github repo (https://github.com/mzucker/page_dewarp/blob/master/page_dewarp.py) Matt uses optimize function from Scipy, to find the minimal distance between two vectors. I think, my C++ equivalent should be solve_least_squares_lm() or solve_least_squares(). I'll give a concrete example to analyze.
My data:
a) dstpoints is a vector with OpenCV points - std::vector<cv::Point2f> (I have 162 points in this example, they are not changing),
b) ppts is also std::vector<cv::Point2f> and the same size as dstpoints.
std::vector<cv::Point2f> ppts = project_keypoints(params, input);
It is dependent on:
- dlib::column_vector 'input' is 2*162=324 long and is not changing,
- dlib::column_vector 'params' is 189 long and its values should be changed to get the minimal value of variable 'suma', something like this:
double suma = 0.0;
for (int i=0; i<dstpoints_size; i++)
{
suma += pow(dstpoints[i].x - ppts[i].x, 2);
suma += pow(dstpoints[i].y - ppts[i].y, 2);
}
I'm looking for 'params' vector that will give me the smallest value of 'suma' variable. Least squares algorithm seems to be a good option to solve it: http://dlib.net/dlib/optimization/optimization_least_squares_abstract.h.html#solve_least_squares, but I don't know if it is good for my case.
I think, my problem is that for every different 'params' vector I get different 'ppts' vector, not only single value, and I don't know if solve_least_squares function can match my example.
I must calculate residual for every point. I think, my 'list' from aforementioned link should be something like this:
(ppts[i].x - dstpoints[i].x, ppts[i].y - dstpoints[i].y, ppts[i+1].x - dstpoints[i+1].x, ppts[i+1].y - dstpoints[i+1].y, etc.)
, where 'ppts' vector depends on 'params' vector and then this problem can be solved with least squares algorithm. I don't know how to create data_samples with these assumptions, because it requires dlib::input_vector for every sample, as it is shown in example: http://dlib.net/least_squares_ex.cpp.html.
Am I thinking right?
I'm doing the same thing this days. My solution is writing a Powell Class by myself. It works, but really slowly. The program takes 2 minutes in dewarping linguistics_thesis.jpg.
I don't know what cause the program running so slowly. Maybe because of the algorithm or the code has some extra loop. I'm a Chinese student and my school only have java lessons. So it is normal if you find some extra codes in my codes.
Here is my Powell class.
using namespace std;
using namespace cv;
class MyPowell
{
public:
vector<vector<double>> xi;
vector<double> pcom;
vector<double> xicom;
vector<Point2d> dstpoints;
vector<double> myparams;
vector<double> params;
vector<Point> keypoint_index;
Point2d dst_br;
Point2d dims;
int N;
int itmax;
int ncom;
int iter;
double fret, ftol;
int usingAorB;
MyPowell(vector<Point2d> &dstpoints, vector<double> ¶ms, vector<Point> &keypoint_index);
MyPowell(Point2d &dst_br, vector<double> ¶ms, Point2d & dims);
MyPowell();
double obj(vector<double> ¶ms);
void powell(vector<double> &p, vector<vector<double>> &xi, double ftol, double &fret);
double sign(double a);// , double b);
double sqr(double a);
void linmin(vector<double> &p, vector<double> &xit, int n, double &fret);
void mnbrak(double & ax, double & bx, double & cx,
double & fa, double & fb, double & fc);
double f1dim(double x);
double brent(double ax, double bx, double cx, double & xmin, double tol);
vector<double> usePowell();
void erase(vector<double>& pbar, vector<double> &prr, vector<double> &pr);
};
#include"Powell.h"
MyPowell::MyPowell(vector<Point2d> &dstpoints, vector<double>& params, vector<Point> &keypoint_index)
{
this->dstpoints = dstpoints;
this->myparams = params;
this->keypoint_index = keypoint_index;
N = params.size();
itmax = N * N;
usingAorB = 1;
}
MyPowell::MyPowell(Point2d & dst_br, vector<double>& params, Point2d & dims)
{
this->dst_br = dst_br;
this->myparams.push_back(dims.x);
this->myparams.push_back(dims.y);
this->params = params;
this->dims = dims;
N = 2;
itmax = N * 1000;
usingAorB = 2;
}
MyPowell::MyPowell()
{
usingAorB = 3;
}
double MyPowell::obj(vector<double> &myparams)
{
if (1 == usingAorB)
{
vector<Point2d> ppts = Dewarp::projectKeypoints(keypoint_index, myparams);
double total = 0;
for (int i = 0; i < ppts.size(); i++)
{
double x = dstpoints[i].x - ppts[i].x;
double y = dstpoints[i].y - ppts[i].y;
total += (x * x + y * y);
}
return total;
}
else if(2 == usingAorB)
{
dims.x = myparams[0];
dims.y = myparams[1];
//cout << "dims.x " << dims.x << " dims.y " << dims.y << endl;
vector<Point2d> vdims = { dims };
vector<Point2d> proj_br = Dewarp::projectXY(vdims, params);
double total = 0;
double x = dst_br.x - proj_br[0].x;
double y = dst_br.y - proj_br[0].y;
total += (x * x + y * y);
return total;
}
return 0;
}
void MyPowell::powell(vector<double> &x, vector<vector<double>> &direc, double ftol, double &fval)
{
vector<double> x1;
vector<double> x2;
vector<double> direc1;
int myitmax = 20;
if(N>500)
myitmax = 10;
else if (N > 300)
{
myitmax = 15;
}
double fx2, t, fx, dum, delta;
fval = obj(x);
int bigind;
for (int j = 0; j < N; j++)
{
x1.push_back(x[j]);
}
int iter = 0;
while (true)
{
do
{
do
{
iter += 1;
fx = fval;
bigind = 0;
delta = 0.0;
for (int i = 0; i < N; i++)
{
direc1 = direc[i];
fx2 = fval;
linmin(x, direc1, N, fval);
if (fabs(fx2 - fval) > delta)
{
delta = fabs(fx2 - fval);
bigind = i;
}
}
if (2.0 * fabs(fx - fval) <= ftol * (fabs(fx) + fabs(fval)) + 1e-7)
{
erase(direc1, x2, x1);
return;
}
if (iter >= itmax)
{
cout << "powell exceeding maximum iterations" << endl;
return;
}
if (!x2.empty())
{
x2.clear();
}
for (int j = 0; j < N; j++)
{
x2.push_back(2.0*x[j] - x1[j]);
direc1[j] = x[j] - x1[j];
x1[j] = x[j];
}
myitmax--;
cout << fx2 << endl;
fx2 = obj(x2);
if (myitmax < 0)
return;
} while (fx2 >= fx);
dum = fx - 2 * fval + fx2;
t = 2.0*dum*pow((fx - fval - delta), 2) - delta * pow((fx - fx2), 2);
} while (t >= 0.0);
linmin(x, direc1, N, fval);
direc[bigind] = direc1;
}
}
double MyPowell::sign(double a)//, double b)
{
if (a > 0.0)
{
return 1;
}
else
{
if (a < 0.0)
{
return -1;
}
}
return 0;
}
double MyPowell::sqr(double a)
{
return a * a;
}
void MyPowell::linmin(vector<double>& p, vector<double>& xit, int n, double &fret)
{
double tol = 1e-2;
ncom = n;
pcom = p;
xicom = xit;
double ax = 0.0;
double xx = 1.0;
double bx = 0.0;
double fa, fb, fx, xmin;
mnbrak(ax, xx, bx, fa, fx, fb);
fret = brent(ax, xx, bx, xmin, tol);
for (int i = 0; i < n; i++)
{
xit[i] = (xmin * xit[i]);
p[i] += xit[i];
}
}
void MyPowell::mnbrak(double & ax, double & bx, double & cx,
double & fa, double & fb, double & fc)
{
const double GOLD = 1.618034, GLIMIT = 110.0, TINY = 1e-20;
double val, fw, tmp2, tmp1, w, wlim;
double denom;
fa = f1dim(ax);
fb = f1dim(bx);
if (fb > fa)
{
val = ax;
ax = bx;
bx = val;
val = fb;
fb = fa;
fa = val;
}
cx = bx + GOLD * (bx - ax);
fc = f1dim(cx);
int iter = 0;
while (fb >= fc)
{
tmp1 = (bx - ax) * (fb - fc);
tmp2 = (bx - cx) * (fb - fa);
val = tmp2 - tmp1;
if (fabs(val) < TINY)
{
denom = 2.0*TINY;
}
else
{
denom = 2.0*val;
}
w = bx - ((bx - cx)*tmp2 - (bx - ax)*tmp1) / (denom);
wlim = bx + GLIMIT * (cx - bx);
if ((bx - w) * (w - cx) > 0.0)
{
fw = f1dim(w);
if (fw < fc)
{
ax = bx;
fa = fb;
bx = w;
fb = fw;
return;
}
else if (fw > fb)
{
cx = w;
fc = fw;
return;
}
w = cx + GOLD * (cx - bx);
fw = f1dim(w);
}
else
{
if ((cx - w)*(w - wlim) >= 0.0)
{
fw = f1dim(w);
if (fw < fc)
{
bx = cx;
cx = w;
w = cx + GOLD * (cx - bx);
fb = fc;
fc = fw;
fw = f1dim(w);
}
}
else if ((w - wlim)*(wlim - cx) >= 0.0)
{
w = wlim;
fw = f1dim(w);
}
else
{
w = cx + GOLD * (cx - bx);
fw = f1dim(w);
}
}
ax = bx;
bx = cx;
cx = w;
fa = fb;
fb = fc;
fc = fw;
}
}
double MyPowell::f1dim(double x)
{
vector<double> xt;
for (int j = 0; j < ncom; j++)
{
xt.push_back(pcom[j] + x * xicom[j]);
}
return obj(xt);
}
double MyPowell::brent(double ax, double bx, double cx, double & xmin, double tol = 1.48e-8)
{
const double CGOLD = 0.3819660, ZEPS = 1.0e-4;
int itmax = 500;
double a = MIN(ax, cx);
double b = MAX(ax, cx);
double v = bx;
double w = v, x = v;
double deltax = 0.0;
double fx = f1dim(x);
double fv = fx;
double fw = fx;
double rat = 0, u = 0, fu;
int iter;
int done;
double dx_temp, xmid, tol1, tol2, tmp1, tmp2, p;
for (iter = 0; iter < 500; iter++)
{
xmid = 0.5 * (a + b);
tol1 = tol * fabs(x) + ZEPS;
tol2 = 2.0*tol1;
if (fabs(x - xmid) <= (tol2 - 0.5*(b - a)))
break;
done = -1;
if (fabs(deltax) > tol1)
{
tmp1 = (x - w) * (fx - fv);
tmp2 = (x - v) * (fx - fw);
p = (x - v) * tmp2 - (x - w) * tmp1;
tmp2 = 2.0 * (tmp2 - tmp1);
if (tmp2 > 0.0)
p = -p;
tmp2 = fabs(tmp2);
dx_temp = deltax;
deltax = rat;
if ((p > tmp2 * (a - x)) && (p < tmp2 * (b - x)) &&
fabs(p) < fabs(0.5 * tmp2 * dx_temp))
{
rat = p / tmp2;
u = x + rat;
if ((u - a) < tol2 || (b - u) < tol2)
{
rat = fabs(tol1) * sign(xmid - x);
}
done = 0;
}
}
if(done)
{
if (x >= xmid)
{
deltax = a - x;
}
else
{
deltax = b - x;
}
rat = CGOLD * deltax;
}
if (fabs(rat) >= tol1)
{
u = x + rat;
}
else
{
u = x + fabs(tol1) * sign(rat);
}
fu = f1dim(u);
if (fu > fx)
{
if (u < x)
{
a = u;
}
else
{
b = u;
}
if (fu <= fw || w == x)
{
v = w;
w = u;
fv = fw;
fw = fu;
}
else if (fu <= fv || v == x || v == w)
{
v = u;
fv = fu;
}
}
else
{
if (u >= x)
a = x;
else
b = x;
v = w;
w = x;
x = u;
fv = fw;
fw = fx;
fx = fu;
}
}
if(iter > itmax)
cout << "\n Brent exceed maximum iterations.\n\n";
xmin = x;
return fx;
}
vector<double> MyPowell::usePowell()
{
ftol = 1e-4;
vector<vector<double>> xi;
for (int i = 0; i < N; i++)
{
vector<double> xii;
for (int j = 0; j < N; j++)
{
xii.push_back(0);
}
xii[i]=(1.0);
xi.push_back(xii);
}
double fret = 0;
powell(myparams, xi, ftol, fret);
//for (int i = 0; i < xi.size(); i++)
//{
// double a = obj(xi[i]);
// if (fret > a)
// {
// fret = a;
// myparams = xi[i];
// }
//}
cout << "final result" << fret << endl;
return myparams;
}
void MyPowell::erase(vector<double>& pbar, vector<double>& prr, vector<double>& pr)
{
for (int i = 0; i < pbar.size(); i++)
{
pbar[i] = 0;
}
for (int i = 0; i < prr.size(); i++)
{
prr[i] = 0;
}
for (int i = 0; i < pr.size(); i++)
{
pr[i] = 0;
}
}
I used PRAXIS library, because it doesn't need derivative information and is fast.
I modified the code a little to my needs and now it is faster than original version written in Python.
I am learning c++ and I have found Gauss-Legendre Algorithm on wikipedia to approximate pi(link: https://en.wikipedia.org/wiki/Gauss%E2%80%93Legendre_algorithm).
I tried to implement it with c++ but it is not producing any result.
Here is the code:
#include <iostream.h>
#include <conio.h>
#include <math.h>
#include <iomanip.h>
int main()
{
clrscr();
long double a0 = 1,
b0 = 1 / sqrt(2),
t0 = 1 / 4,
p0 = 1,
an, bn, pn, tn;
int i = 0;
while(i < 3)
{
an = (a0 + b0) / 2;
bn = sqrt(a0 * b0);
tn = t0 - (p0 * (pow((a0 - an), 2)));
pn = 2 * p0;
a0 = an;
b0 = bn;
t0 = tn;
p0 = pn;
}
long double pi = (pow((an + bn), 2)) / (4 * tn);
cout<<pi;
getch();
return 0;
}
When I searched for help I found this but it seem to me a different algorithm -
gauss-legendre in c++
UPDATE: After adding i increment program gives wrong result.
Along with the fact that your while loop variable does not update you also declared your doubles incorrectly. It is good practice when declaring doubles, such as "1/4", to write them as "1.0/4.0" or "1/4.0" if you are being lazy.
The reason is that C/C++ will execute the "/" operator on the integers and perform the typecast after the fact. Essentially your t0 = 0 (you can check yourself).
Here is your code with a few modifications to print the full double precision at each while loop iteration.
#include <iostream>
#include <cmath>
#include <limits>
int main()
{
long double a0=1.0, b0 = 1/sqrt(2),
t0 = 1.0/4.0, p0 = 1.0;
long double an,bn,pn,tn;
int i = 0;
long double pi;
typedef std::numeric_limits<double> dbl;
std::cout.precision(dbl::max_digits10);
while(i < 4)
{
an = (a0 + b0)/2.0;
bn = sqrt(a0 * b0);
tn = t0 - (p0 * (a0-an)*(a0-an));
pn = 2*p0;
a0 = an,b0 = bn,p0 = pn,t0 = tn;
pi = (an+bn)*(an+bn) / (4*tn);
std::cout << pi << std::endl;
i++;
}
return 0;
}
You do not increment i in while loop.
edit:
1. add line i++;
2. change this code--
while(i < 3)
{
an = (a0 + b0) / 2;
bn = sqrt(a0 * b0);
tn = t0 - (p0 * (pow((a0 - an), 2)));
pn = 2 * p0;
a0 = an;
b0 = bn;
t0 = tn;
p0 = pn;
}
--to
while(i < 3)
{
an = (a0 + b0) / 2;
bn = sqrt(a0 * b0);
pn = 2 * p0;
tn = t0 - (p0 * (pow((a0 - an), 2)));
a0 = an;
b0 = bn;
t0 = tn;
p0 = pn;
i++;
}
place pn above tn.
I need some help here. Please excuse the complexity of the code. Basically, I am looking to use the bisection method to find a value "Theta" and each i increment.
I know that all the calculations work fine when I know the Theta, and I have the code run to just simply calculate all the values, but when I introduce a while loop and the bisection method to have the code approximate Theta, I can't seem to get it to run correctly. I am assuming I have my while loop set up incorrectly....
#include <math.h>
#include <iostream>
#include <vector>
#include <iomanip>
#include <algorithm> // std::max
using namespace std;
double FuncM(double theta, double r, double F, double G, double Gprime, double d_t, double sig);
double FuncM(double theta, double r, double F, double G, double Gprime, double d_t, double sig)
{
double eps = 0.0001;
return ((log(max((r + (theta + F - 0.5 * G * Gprime ) * d_t), eps))) / sig);
}
double FuncJSTAR(double m, double x_0, double d_x);
double FuncJSTAR(double m, double x_0, double d_x)
{
return (int(((m - x_0) / d_x)+ 0.5));
}
double FuncCN(double m, double x_0, double j, double d_x);
double FuncCN(double m, double x_0, double j, double d_x)
{
return (m - x_0 - j * d_x);
}
double FuncPup(double d_t, double cn, double d_x);
double FuncPup(double d_t, double cn, double d_x)
{
return (((d_t + pow(cn, 2.0)) / (2.0 * pow(d_x, 2.0))) + (cn / (2.0 * d_x)));
}
double FuncPdn(double d_t, double cn, double d_x);
double FuncPdn(double d_t, double cn, double d_x)
{
return (((d_t + pow(cn, 2.0)) / (2.0 * pow(d_x, 2.0))) - (cn / (2.0 * d_x)));
}
double FuncPmd(double pd, double pu);
double FuncPmd(double pd, double pu)
{
return (1 - pu - pd);
}
int main()
{
const int Maturities = 5;
const double EPS = 0.00001;
double TermStructure[Maturities][2] = {
{0.5 , 0.05},
{1.0 , 0.06},
{1.5 , 0.07},
{2.0 , 0.075},
{3.0 , 0.085} };
//--------------------------------------------------------------------------------------------------------
vector<double> Price(Maturities);
double Initial_Price = 1.00;
for (int i = 0; i < Maturities; i++)
{
Price[i] = Initial_Price * exp(-TermStructure[i][1] * TermStructure[i][0]);
}
//--------------------------------------------------------------------------------------------------------
int j_max = 8;
int j_range = ((j_max * 2) + 1);
//--------------------------------------------------------------------------------------------------------
// Set up vector of possible j values
vector<int> j_value(j_range);
for (int j = 0; j < j_range; j++)
{
j_value[j] = j_max - j;
}
//--------------------------------------------------------------------------------------------------------
double dt = 0.5;
double dx = sqrt(3 * dt);
double sigma = 0.15;
double mean_reversion = 0.2; // "a" value
//--------------------------------------------------------------------------------------------------------
double r0 = TermStructure[0][1]; // Initialise r(0) in case no corresponding dt rate in term structure
//--------------------------------------------------------------------------------------------------------
double x0 = log(r0) / sigma;
//--------------------------------------------------------------------------------------------------------
vector<double> r_j(j_range); // rate at each j
vector<double> F_r(j_range);
vector<double> G_r(j_range);
vector<double> G_prime_r(j_range);
for(int j = 0; j < j_range; j++)
{
if (j == j_max)
{
r_j[j] = r0;
}
else
{
r_j[j] = exp((x0 + j_value[j]*dx) * sigma);
}
F_r[j] = -mean_reversion * r_j[j];
G_r[j] = sigma * r_j[j];
G_prime_r[j] = sigma;
}
//--------------------------------------------------------------------------------------------------------
vector<vector<double>> m((j_range), vector<double>(Maturities));
vector<vector<int>> j_star((j_range), vector<int>(Maturities));
vector<vector<double>> Central_Node((j_range), vector<double>(Maturities));
vector<double> Theta(Maturities - 1);
vector<vector<double>> Pu((j_range), vector<double>(Maturities));
vector<vector<double>> Pd((j_range), vector<double>(Maturities));
vector<vector<double>> Pm((j_range), vector<double>(Maturities));
vector<vector<double>> Q((j_range), vector<double>(Maturities));// = {}; // Arrow Debreu Price. Initialised all array values to 0
vector<double> Q_dt_sum(Maturities);// = {}; // Sum of Arrow Debreu Price at each time step. Initialised all array values to 0
//--------------------------------------------------------------------------------------------------------
double Theta_A, Theta_B, Theta_C;
int JSTART;
int JEND;
int TempStart;
int TempEnd;
int max;
int min;
vector<vector<int>> Up((j_range), vector<int>(Maturities));
vector<vector<int>> Down((j_range), vector<int>(Maturities));
// Theta[0] = 0.0498039349327417;
// Theta[1] = 0.0538710670441647;
// Theta[2] = 0.0181648634139392;
// Theta[3] = 0.0381183886467521;
for(int i = 0; i < (Maturities-1); i++)
{
Theta_A = 0.00;
Theta_B = TermStructure[i][1];
Q_dt_sum[0] = Initial_Price;
Q_dt_sum[i+1] = 0.0;
while (fabs(Theta_A - Theta_B) >= 0.0000001)
{
max = 1;
min = 10;
if (i == 0)
{
JSTART = j_max;
JEND = j_max;
}
else
{
JSTART = TempStart;
JEND = TempEnd;
}
for(int j = JSTART; j >= JEND; j--)
{
Theta_C = (Theta_A + Theta_B) / 2.0; // If Theta C is too low, the associated Price will be higher than Price from initial term structure. (ie P(Theta C) > P(i+2) for Theta C < Theta)
// If P_C > P(i+2), set Theta_B = Theta_C, else if P_C < P(i+2), set Theta_A = Theta_C, Else if P_C = P(i+2), Theta_C = Theta[i]
//cout << Theta_A << " " << Theta_B << " " << Theta_C << endl;
m[j][i] = FuncM(Theta[i], r_j[j], F_r[j], G_r[j], G_prime_r[j], dt, sigma);
j_star[j][i] = FuncJSTAR(m[j][i], x0, dx);
Central_Node[j][i] = FuncCN(m[j][i], x0, j_star[j][i], dx);
Pu[j][i] = FuncPup(dt, Central_Node[j][i], dx);
Pd[j][i] = FuncPdn(dt, Central_Node[j][i], dx);
Pm[j][i] = FuncPmd(Pd[j][i], Pu[j][i]);
for (int p = 0; p < j_range; p++)
{
Q[p][i] = 0; // Clear Q array
}
Q[j_max][0] = Initial_Price;
Q[j_max -(j_star[j][i]+1)][i+1] = Q[j_max - (j_star[j][i]+1)][i+1] + Q[j][i] * Pu[j][i] * exp(-r_j[j] * dt);
Q[j_max -(j_star[j][i] )][i+1] = Q[j_max - (j_star[j][i] )][i+1] + Q[j][i] * Pm[j][i] * exp(-r_j[j] * dt);
Q[j_max -(j_star[j][i]-1)][i+1] = Q[j_max - (j_star[j][i]-1)][i+1] + Q[j][i] * Pd[j][i] * exp(-r_j[j] * dt);
}
for (int j = 0; j < j_range; j++)
{
Up[j][i] = j_star[j][i] + 1;
Down[j][i] = j_star[j][i] - 1;
if (Up[j][i] > max)
{
max = Up[j][i];
}
if ((Down[j][i] < min) && (Down[j][i] > 0))
{
min = Down[j][i];
}
}
TempEnd = j_max - (max);
TempStart = j_max - (min);
for (int j = 0; j < j_range; j++)
{
Q_dt_sum[i+1] = Q_dt_sum[i+1] + Q[j][i] * exp(-r_j[j] * dt);
cout << Q_dt_sum[i+1] << endl;
}
if (Q_dt_sum[i+1] == Price[i+2])
{
Theta[i] = Theta_C;
break;
}
if (Q_dt_sum[i+1] > Price[i+2])
{
Theta_B = Theta_C;
}
else if (Q_dt_sum[i+1] < Price[i+2])
{
Theta_A = Theta_C;
}
}
cout << Theta[i] << endl;
}
return 0;
}
Ok, my bad. I had a value being called incorrectly.
All good.
Closed. This question needs debugging details. It is not currently accepting answers.
Edit the question to include desired behavior, a specific problem or error, and the shortest code necessary to reproduce the problem. This will help others answer the question.
Closed 6 years ago.
Improve this question
I am trying to run a code scheme published in the following paper:
http://journals.plos.org/ploscompbiol/article?id=10.1371/journal.pcbi.1001059#s4
Specifically, the implementation of the code is from:
http://www.comp.nus.edu.sg/~rpsysbio/pada/
Following successful compilation of the below code on Mac OS X El Capitan using gcc Fortran, I get an executable file as expected from the code below. However, when I try to execute this file I get
segmentation fault 11.
After some research I think this is a recursion problem causing the stack to overflow, but I have no idea how to solve this. Could someone point me in the right direction please?
#include <stdio.h>
#include <math.h>
#include "./3rdparty/dSFMT-src-2.0/dSFMT.c"
double x1,
x1p,
x1preN;
double x2,
x2p,
x2preN;
double x3,
x3p,
x3preN;
double x4,
x4p,
x4preN;
double k1;
double k2;
double k3;
int x1ctr[100][5][5][5][5][5][5][5];
int x2ctr[100][5][5][5][5][5][5][5];
int x3ctr[100][5][5][5][5][5][5];
int x4ctr[100][5][5][5][5];
double
fx1(double x1)
{
return -(k1 * x1 * x3 - k2 * x2) + k3 * x2;
}
double
fx2(double x2)
{
return (k1 * x1 * x3 - k2 * x2) - k3 * x2;
}
double
fx3(double x3)
{
return -(k1 * x1 * x3 - k2 * x2);
}
double
fx4(double x4)
{
return k3 * x2;
}
int
discretize(double v, double xi[], int length)
{
for (int j = 1; j < length - 1; j++)
if (v < xi[j])
return j - 1;
return length - 2;
}
int
main(int argc, char *argv[])
{
int myid = atoi(argv[1]);
double dt = 0.01,
halfdt = dt / 2.0;
int tps = (int) (10.0 / dt),
t,
i;
int block = tps / 100,
tb;
double halfF1,
halfF2,
F3,
F4;
double x1i[] = { 0.0, 3.0, 6.0, 9.0, 12.0, 15.0 };
double x2i[] = { 0.0, 3.0, 6.0, 9.0, 12.0, 15.0 };
double x3i[] = { 0.0, 3.0, 6.0, 9.0, 12.0, 15.0 };
double x4i[] = { 0.0, 3.0, 6.0, 9.0, 12.0, 15.0 };
int x1pre,
x1post,
x1init = 2;
int x2pre,
x2post,
x2init = 0;
int x3pre,
x3post,
x3init = 4;
int x4pre,
x4post,
x4init = 0;
double k1i[] =
{ 0.0, 0.2, 0.4, 0.6000000000000001, 0.8, 1.0 };
double k2i[] =
{ 0.0, 0.2, 0.4, 0.6000000000000001, 0.8, 1.0 };
double k3i[] =
{ 0.0, 0.2, 0.4, 0.6000000000000001, 0.8, 1.0 };
int k1bin;
int k2bin;
int k3bin;
int sampleNo = 1000;
dsfmt_t dsfmt;
int seed = 7018 + myid;
dsfmt_init_gen_rand(&dsfmt, seed);
for (int i = 0; i < sampleNo; i++) {
k1 = 0.0 + dsfmt_genrand_close_open(&dsfmt) * 1.0;
k2 = 0.0 + dsfmt_genrand_close_open(&dsfmt) * 1.0;
k3 = 0.0 + dsfmt_genrand_close_open(&dsfmt) * 1.0;
x1 = x1i[x1init] +
dsfmt_genrand_close_open(&dsfmt) * (x1i[x1init + 1] -
x1i[x1init]);
x2 = x2i[x2init] +
dsfmt_genrand_close_open(&dsfmt) * (x2i[x2init + 1] -
x2i[x2init]);
x3 = x3i[x3init] +
dsfmt_genrand_close_open(&dsfmt) * (x3i[x3init + 1] -
x3i[x3init]);
x4 = x4i[x4init] +
dsfmt_genrand_close_open(&dsfmt) * (x4i[x4init + 1] -
x4i[x4init]);
x1preN = x1;
x2preN = x2;
x3preN = x3;
x4preN = x4;
k1bin = discretize(k1, k1i, 6);
k2bin = discretize(k2, k2i, 6);
k3bin = discretize(k3, k3i, 6);
for (int t = 1; t <= tps; t++) {
// x1
halfF1 = halfdt * fx1(x1);
halfF2 = halfdt * fx1(x1 + halfF1);
F3 = dt * fx1(x1 + halfF2);
F4 = dt * fx1(x1 + F3);
x1p = x1 + (2 * halfF1 + 4 * halfF2 + 2 * F3 + F4) / 6.0;
// x2
halfF1 = halfdt * fx2(x2);
halfF2 = halfdt * fx2(x2 + halfF1);
F3 = dt * fx2(x2 + halfF2);
F4 = dt * fx2(x2 + F3);
x2p = x2 + (2 * halfF1 + 4 * halfF2 + 2 * F3 + F4) / 6.0;
// x3
halfF1 = halfdt * fx3(x3);
halfF2 = halfdt * fx3(x3 + halfF1);
F3 = dt * fx3(x3 + halfF2);
F4 = dt * fx3(x3 + F3);
x3p = x3 + (2 * halfF1 + 4 * halfF2 + 2 * F3 + F4) / 6.0;
// x4
halfF1 = halfdt * fx4(x4);
halfF2 = halfdt * fx4(x4 + halfF1);
F3 = dt * fx4(x4 + halfF2);
F4 = dt * fx4(x4 + F3);
x4p = x4 + (2 * halfF1 + 4 * halfF2 + 2 * F3 + F4) / 6.0;
if (t % block == 0) {
tb = t / block - 1;
x1pre = discretize(x1preN, x1i, 6);
x2pre = discretize(x2preN, x2i, 6);
x3pre = discretize(x3preN, x3i, 6);
x4pre = discretize(x4preN, x4i, 6);
x1post = discretize(x1, x1i, 6);
x2post = discretize(x2, x2i, 6);
x3post = discretize(x3, x3i, 6);
x4post = discretize(x4, x4i, 6);
x1ctr[tb][k1bin][k2bin][k3bin][x1pre][x2pre][x3pre]
[x1post]++;
x2ctr[tb][k1bin][k2bin][k3bin][x1pre][x2pre][x3pre]
[x2post]++;
x3ctr[tb][k1bin][k2bin][x1pre][x2pre][x3pre][x3post]++;
x4ctr[tb][k3bin][x2pre][x4pre][x4post]++;
x1preN = x1;
x2preN = x2;
x3preN = x3;
x4preN = x4;
}
x1 = x1p;
x2 = x2p;
x3 = x3p;
x4 = x4p;
}
}
// output
FILE *out;
char buffer[256];
snprintf(buffer, sizeof(buffer), "dummy.txt");
int idx = 0;
for (tb = 0; tb < 100; tb++) {
snprintf(buffer, sizeof(buffer),
"./models/toy/batct/toyCTx1T%d_%d.txt", tb, myid);
out = fopen(buffer, "w");
idx = 0;
for (int ki0 = 0; ki0 < 5; ki0++)
for (int ki1 = 0; ki1 < 5; ki1++)
for (int ki2 = 0; ki2 < 5; ki2++)
for (int vi0 = 0; vi0 < 5; vi0++)
for (int vi1 = 0; vi1 < 5; vi1++)
for (int vi2 = 0; vi2 < 5; vi2++)
for (int vi = 0; vi < 5; vi++) {
int ctrtmp =
(x1ctr[tb][ki0][ki1][ki2][vi0][vi1]
[vi2][vi]);
if (ctrtmp > 0) {
fprintf(out, "%d %d\n", idx,
ctrtmp);
}
idx++;
}
fclose(out);
snprintf(buffer, sizeof(buffer),
"./models/toy/batct/toyCTx2T%d_%d.txt", tb, myid);
out = fopen(buffer, "w");
idx = 0;
for (int ki0 = 0; ki0 < 5; ki0++)
for (int ki1 = 0; ki1 < 5; ki1++)
for (int ki2 = 0; ki2 < 5; ki2++)
for (int vi0 = 0; vi0 < 5; vi0++)
for (int vi1 = 0; vi1 < 5; vi1++)
for (int vi2 = 0; vi2 < 5; vi2++)
for (int vi = 0; vi < 5; vi++) {
int ctrtmp =
(x2ctr[tb][ki0][ki1][ki2][vi0][vi1]
[vi2][vi]);
if (ctrtmp > 0) {
fprintf(out, "%d %d\n", idx,
ctrtmp);
}
idx++;
}
fclose(out);
snprintf(buffer, sizeof(buffer),
"./models/toy/batct/toyCTx3T%d_%d.txt", tb, myid);
out = fopen(buffer, "w");
idx = 0;
for (int ki0 = 0; ki0 < 5; ki0++)
for (int ki1 = 0; ki1 < 5; ki1++)
for (int vi0 = 0; vi0 < 5; vi0++)
for (int vi1 = 0; vi1 < 5; vi1++)
for (int vi2 = 0; vi2 < 5; vi2++)
for (int vi = 0; vi < 5; vi++) {
int ctrtmp =
(x3ctr[tb][ki0][ki1][vi0][vi1][vi2]
[vi]);
if (ctrtmp > 0) {
fprintf(out, "%d %d\n", idx, ctrtmp);
}
idx++;
}
fclose(out);
snprintf(buffer, sizeof(buffer),
"./models/toy/batct/toyCTx4T%d_%d.txt", tb, myid);
out = fopen(buffer, "w");
idx = 0;
for (int ki0 = 0; ki0 < 5; ki0++)
for (int vi0 = 0; vi0 < 5; vi0++)
for (int vi1 = 0; vi1 < 5; vi1++)
for (int vi = 0; vi < 5; vi++) {
int ctrtmp =
(x4ctr[tb][ki0][vi0][vi1][vi]);
if (ctrtmp > 0) {
fprintf(out, "%d %d\n", idx, ctrtmp);
}
idx++;
}
fclose(out);
}
return 0;
}
Perhaps there are others, but I see only two things that can generate a crash.
you get the myid integer from this instruction
int myid = atoi(argv[1]);
But if you call the program without passing the id parameter? argv[1] is NULL. Crash!
Suggestion: define a default id and check argc; something like
int myid = (argc > 1 ? atoi(argv[1]) : defId);
you fopen() the output files but you don't check the success of the opening; so, when you write in the files, like in
fprintf(out, "%d %d\n", idx,
ctrtmp);
in case of failure, in opening the file, out is NULL. Crash!
Suggestion: check the opening of the output files (out != NULL).
p.s.: sorry for my bad English.