private static void test01() //**************************************************************************** // // Purpose: // // TEST01 tests BPATH. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 23 September 2012 // // Author: // // John Burkardt // { const int n = 500; Console.WriteLine(""); Console.WriteLine("TEST01:"); Console.WriteLine(" BPATH generates a sample Brownian motion path."); int seed = 123456789; typeMethods.r8vecNormalData data = new(); double[] w = BrownianPath.bpath(ref data, ref seed, n); BrownianPath.bpath_gnuplot(n, w); }
private static void test02() //**************************************************************************** // // Purpose: // // TEST02 tests BPATH_AVERAGE. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 23 September 2012 // // Author: // // John Burkardt // { double error = 0; const int m = 1000; const int n = 500; Console.WriteLine(""); Console.WriteLine("TEST02:"); Console.WriteLine(" BPATH_AVERAGE generates many Brownian paths"); Console.WriteLine(" and averages them."); int seed = 123456789; typeMethods.r8vecNormalData data = new(); double[] u = new double[m * (n + 1)]; double[] umean = new double[n + 1]; BrownianPath.bpath_average(ref data, ref seed, m, n, ref u, ref umean, ref error); BrownianPath.bpath_average_gnuplot(m, n, u, umean); }