public static void TestPERT()
{
// compare with graph at https://en.wikipedia.org/wiki/PERT_distribution
var min = 0.0;
var mod = 10.0;
var max = 100.0;
for (int k = 0; k != 101; ++k)
{
var x = (double)k * 1.0;
var f = PERT.PDF(x, min, mod, max);
Console.WriteLine($" {x} {f}");
}
}
public static void ConvolvePERT_PERT(int N)
{
double[] x = new double[N];
var min = 0.0;
var mod = 20.0; // peak at the left
var max = 100.0;
Complex[] data1 = new Complex[N];
for (int k = 0; k != N; ++k)
{
x[k] = 0.0 + (double)k * 1.0;
data1[k] = new Complex(PERT.PDF(x[k], min, mod, max), 0.0);
}
min = 0.0;
mod = 80.0; // peak at the right
max = 100.0;
Complex[] data2 = new Complex[N];
for (int k = 0; k != N; ++k)
{
data2[k] = new Complex(PERT.PDF(x[k], min, mod, max), 0.0);
}
Fourier.Forward(data1, FourierOptions.Default);
Fourier.Forward(data2, FourierOptions.Default);
// FT of convolution of the PDSs is just a multiplication
Complex[] data = new Complex[N];
for (int k = 0; k != N; ++k)
{
data[k] = data1[k] * data2[k];
}
Fourier.Inverse(data, FourierOptions.Default);
// something is wrong with normalization, mmm...
for (int k = 0; k != N; ++k)
{
Console.WriteLine($" {x[k]} {data[k].Real}");
}
}