public IActionResult OnGet()
{
if (!ModelState.IsValid)
{
return(Page());
}
var samples = GetSamples();
var cdf = new CDF(samples);
Percentile = cdf.Calculate(GetRandomVariable());
var cdfInv = new InverseCDF(samples);
const double eps = .0001;
for (var perc = 0.0; perc <= .95 + eps; perc += .05)
{
var inv = cdfInv.Calculate(perc);
Percentiles.Add(inv);
XAxis.Add(Convert.ToInt32(perc * 100));
}
return(Page());
}
static void Main(string[] args)
{
double oneOver2Pi = 1.0 / (1.0 * Math.Sqrt(2 * Math.PI));
Console.WriteLine(NormalCDFInverse(0.99));
Console.WriteLine(inv_cdf(0.99));
Console.WriteLine(InverseCDF.QNorm(0.99, 0, 1, true, false));
Console.WriteLine(NormalCDFInverse(0.5));
Console.WriteLine(inv_cdf(0.5));
Console.WriteLine(InverseCDF.QNorm(0.5, 0, 1, true, false));
Console.WriteLine(NormalCDFInverse(0.31));
Console.WriteLine(inv_cdf(0.31));
Console.WriteLine(InverseCDF.QNorm(0.31, 0, 1, true, false));
//x4−8x2 + 5
Func <double[], double> testFunc1 = (x) =>
{
return(Math.Pow(x[0], 4) - 8 * Math.Pow(x[0], 2) + 5);
};
Func <double[], double>[] dtestFunc1 = new Func <double[], double> [1];
dtestFunc1[0] = (x) =>
{
return(4 * Math.Pow(x[0], 3) - 16 * x[0]);
};
Func <double[], double> testConstr = (x) =>
{
return(5 - Math.Exp(x[0]) + 2.0 * Math.Pow(x[0] - 1, 2));
};
Func <double[], double> testv = (x) =>
{
double a = x[0];
return(0.0);
};
//Func<Variables, double> testFunc = (x) => {
// return Math.Pow(x.Vars[0], 4) - 3 * Math.Pow(x.Vars[0], 3) + 2;
//};
//Func<Variables, double> dTestfunc = (x) =>
//{
// return 4 * Math.Pow(x.Vars[0], 3) - 9 * Math.Pow(x.Vars[0], 2);
//};
//x4−3x3 + 2
//TestFunc();
Func <double[], double> bananaFunc = (x) =>
{
return(Math.Pow(1 - x[0], 2) + 100 * Math.Pow(x[1] - x[0] * x[0], 2));
};
Func <double[], double> powell = (x) =>
{
return(Math.Pow(x[0] + 10 * x[1], 2) +
5 * Math.Pow(x[2] - x[3], 2) +
Math.Pow(x[1] + 2 * x[2], 4) +
10 * Math.Pow(x[0] - x[3], 4));
};
OptVector[] ttt = new OptVector[3];
ttt[0] = new OptVector(new double[3] {
1, 2, 3
});
ttt[1] = new OptVector(new double[3] {
4, 5, 6
});
ttt[2] = new OptVector(new double[3] {
7, 8, 9
});
var tr = OptVector.Transpose(ttt);
//TestsSQP.Test0();
TestsSQP.Test1();
TestsSQP.Test2();
TestsSQP.Test3();
////TestsSQP.Test4();
////TestsSQP.Test5();
TestsSQP.Test6();
TestsSQP.Test7();
TestsSQP.Test8();
TestsSQP.Test9();
TestsSQP.Test10();
TestsSQP.Test11();
TestsSQP.Test12();
TestsSQP.Test13();
TestsSQP.Test14();
TestsSQP.Test15();
TestsSQP.Test16();
TestsSQP.Test17();
TestsSQP.Test18();
TestsSQP.Test19();
TestsSQP.Test20();
TestsSQP.Test21();
TestsSQP.Test22();
TestsSQP.Test23();
TestsSQP.Test24();
TestsSQP.Test25();
TestsSQP.Test26();
TestsSQP.Test27();
TestsSQP.Test28();
//TestCGMethod();
BFGS bfsg = new BFGS();
var result0 = bfsg.Solve(powell, new double[] { 3.0, -1.0, 0.0, 1.0 }, 10000);
Console.WriteLine("Min " + powell(result0));
NLCG gradient = new NLCG();
var result = gradient.Solve(powell, new double[] { 3.0, -1.0, 0.0, 1.0 }, 4000);
Console.WriteLine("Min " + powell(result));
SteepestDescent gradientSteep = new SteepestDescent();
var result1 = gradientSteep.Solve(powell, new double[] { 3.0, -1.0, 0.0, 1.0 }, 10000);
Console.WriteLine("Min " + powell(result1));
//Variables result = SteepestDescent(testFunc, dTestFunc, 2, 20);
for (int i = 0; i < result.Length; i++)
{
Console.WriteLine("result " + result[i]);
}
//Console.WriteLine("ver " + testFunc(result));
Console.ReadLine();
}
