private static UncertainValue Integrate_Adaptive(MultiFunctor f, CoordinateTransform[] map, IntegrationRegion r, EvaluationSettings settings)
{
// Create an evaluation rule
GenzMalik75Rule rule = new GenzMalik75Rule(r.Dimension);
// Use it on the whole region and put the answer in a linked list
rule.Evaluate(f, map, r);
LinkedList<IntegrationRegion> regionList = new LinkedList<IntegrationRegion>();
regionList.AddFirst(r);
// Iterate until convergence
while (f.EvaluationCount < settings.EvaluationBudget) {
// Add up value and errors in all regions.
// While we are at it, take note of the region with the largest error.
double value = 0.0;
double error = 0.0;
LinkedListNode<IntegrationRegion> regionNode = regionList.First;
double maxError = 0.0;
LinkedListNode<IntegrationRegion> maxErrorNode = null;
while (regionNode != null) {
IntegrationRegion region = regionNode.Value;
value += region.Value;
error += region.Error;
//error += MoreMath.Sqr(region.Error);
if (region.Error > maxError) {
maxError = region.Error;
maxErrorNode = regionNode;
}
regionNode = regionNode.Next;
}
// Check for convergence.
if ((error <= settings.AbsolutePrecision) || (error <= settings.RelativePrecision * Math.Abs(value))) {
return (new UncertainValue(value, error));
}
// Split the region with the largest error, and evaluate each subregion.
IntegrationRegion maxErrorRegion = maxErrorNode.Value;
regionList.Remove(maxErrorNode);
IList<IntegrationRegion> subRegions = maxErrorRegion.Split(maxErrorRegion.SplitIndex);
/*
Countdown cnt = new Countdown(2);
ThreadPool.QueueUserWorkItem((object state) => { rule.Evaluate(f, subRegions[0]); cnt.Signal(); });
ThreadPool.QueueUserWorkItem((object state) => { rule.Evaluate(f, subRegions[1]); cnt.Signal(); });
cnt.Wait();
foreach (IntegrationRegion subRegion in subRegions) {
regionList.AddLast(subRegion);
}
*/
foreach (IntegrationRegion subRegion in subRegions) {
rule.Evaluate(f, map, subRegion);
regionList.AddLast(subRegion);
}
}
throw new NonconvergenceException();
}
private static UncertainValue Integrate_Adaptive(MultiFunctor f, CoordinateTransform[] map, IntegrationRegion r, EvaluationSettings settings)
{
// Create an evaluation rule
GenzMalik75Rule rule = new GenzMalik75Rule(r.Dimension);
// Use it on the whole region and put the answer in a linked list
rule.Evaluate(f, map, r);
LinkedList <IntegrationRegion> regionList = new LinkedList <IntegrationRegion>();
regionList.AddFirst(r);
// Iterate until convergence
while (f.EvaluationCount < settings.EvaluationBudget)
{
// Add up value and errors in all regions.
// While we are at it, take note of the region with the largest error.
double value = 0.0;
double error = 0.0;
LinkedListNode <IntegrationRegion> regionNode = regionList.First;
double maxError = 0.0;
LinkedListNode <IntegrationRegion> maxErrorNode = null;
while (regionNode != null)
{
IntegrationRegion region = regionNode.Value;
value += region.Value;
error += region.Error;
//error += MoreMath.Sqr(region.Error);
if (region.Error > maxError)
{
maxError = region.Error;
maxErrorNode = regionNode;
}
regionNode = regionNode.Next;
}
// Check for convergence.
if ((error <= settings.AbsolutePrecision) || (error <= settings.RelativePrecision * Math.Abs(value)))
{
return(new UncertainValue(value, error));
}
// Split the region with the largest error, and evaluate each subregion.
IntegrationRegion maxErrorRegion = maxErrorNode.Value;
regionList.Remove(maxErrorNode);
IList <IntegrationRegion> subRegions = maxErrorRegion.Split(maxErrorRegion.SplitIndex);
/*
* Countdown cnt = new Countdown(2);
* ThreadPool.QueueUserWorkItem((object state) => { rule.Evaluate(f, subRegions[0]); cnt.Signal(); });
* ThreadPool.QueueUserWorkItem((object state) => { rule.Evaluate(f, subRegions[1]); cnt.Signal(); });
* cnt.Wait();
* foreach (IntegrationRegion subRegion in subRegions) {
* regionList.AddLast(subRegion);
* }
*/
foreach (IntegrationRegion subRegion in subRegions)
{
rule.Evaluate(f, map, subRegion);
regionList.AddLast(subRegion);
}
}
throw new NonconvergenceException();
}
