/// <summary>
/// 상하한 구간 설정
/// </summary>
/// <param name="lower"></param>
/// <param name="upper"></param>
/// <param name="m"></param>
public void SetParameters(double lower, double upper, double m)
{
if (IsDebugEnabled)
{
log.Debug(@"Set parameters... lower=[{0}], upper=[{1}], m=[{2}]", lower, upper, m);
}
Guard.Assert(Math.Abs(lower - upper) > double.Epsilon &&
Math.Abs(upper - m) > double.Epsilon &&
Math.Abs(m - lower) > double.Epsilon,
"Parameter must not be equals. lower=[{0}], upper=[{1}], m=[{2}]", lower, upper, m);
if (lower > upper)
{
MathTool.Swap(ref lower, ref upper);
}
Guard.Assert(m > lower && m < upper,
"Mode must in range (lower, upper) - 경계포함 안함(Opened). lower=[{0}], upper=[{1}], m=[{2}]",
lower, upper, m);
_lowerBound = lower;
_upperBound = upper;
_mode = m;
_range = _upperBound - _lowerBound;
_modeStd = (_mode - _lowerBound) / _range;
}
/// <summary>
/// 난수 발생
/// </summary>
/// <returns>난수</returns>
public override double Next()
{
if (_haveOne)
{
//if (IsDebugEnabled)
// log.Debug(@"기존에 발급받은 Random 변수가 있으므로, 그 값을 반환합니다. return=" + _rndNumber);
_haveOne = !_haveOne;
return(_rndNumber);
}
double r1, r2;
double s;
do
{
r1 = 2.0 * RandomNumberFunc() - 1.0;
r2 = 2.0 * RandomNumberFunc() - 1.0;
s = MathTool.Norm(r1, r2);
} while(s > 1.0 || Math.Abs(s - 0.0) < double.Epsilon);
s = Math.Sqrt(-2.0 * Math.Log(s) / s);
r1 *= s;
r2 *= s;
_rndNumber = _mean + r1 * _stdev;
_haveOne = true;
return(_mean + r2 * _stdev);
}
/// <summary>
/// 생성자
/// </summary>
/// <param name="numBins">히스토그램의 막대 수</param>
/// <param name="minValue">최소 값</param>
/// <param name="maxValue">최대 값</param>
public Histogram_Old(int numBins, double minValue, double maxValue)
{
if (IsDebugEnabled)
{
log.Debug("Histogram을 생성합니다... numBins=[{0}], minValue=[{1}], maxValue=[{2}]", numBins, minValue, maxValue);
}
numBins.ShouldBePositive("numBins");
minValue.ShouldNotBeEquals(maxValue, "minValue");
Counts = new int[numBins];
if (minValue > maxValue)
{
MathTool.Swap(ref minValue, ref maxValue);
}
MakeBinBoundary(numBins, minValue, maxValue);
CheckBinBoundary(BinBoundaries);
}
/// <summary>
/// 이분법으로 y = func(x) 함수의 [lower, upper] 구간에 대해, 근을 찾는다 (y=0 이되는 x 값)
/// </summary>
/// <param name="func">근을 찾을 함수</param>
/// <param name="lower">근을 찾을 구간의 하한</param>
/// <param name="upper">근을 찾을 구간의 상한</param>
/// <param name="tryCount">시도 횟수</param>
/// <param name="tolerance">근의 오차허용범위</param>
/// <returns>근에 해당하는 x 값. 해를 못찾으면 <see cref="double.NaN"/>을 반환한다.</returns>
public override double FindRoot(Func <double, double> func,
double lower,
double upper,
int tryCount = MathTool.DefaultTryCount,
double tolerance = MathTool.Epsilon)
{
func.ShouldNotBeNull("func");
tolerance = Math.Abs(tolerance);
if (IsDebugEnabled)
{
log.Debug("Bisection을 이용하여, root 값을 찾습니다... func=[{0}], lower=[{1}], upper=[{2}], tryCount=[{3}], tolerance=[{4}]",
func, lower, upper, tryCount, tolerance);
}
if (lower > upper)
{
MathTool.Swap(ref lower, ref upper);
}
var fa = func(lower);
var fb = func(upper);
if (Math.Abs(fa - RootY) < tolerance)
{
return(lower);
}
if (Math.Abs(fb - RootY) < tolerance)
{
return(upper);
}
Guard.Assert(Math.Abs(lower - upper) > tolerance, "상하한이 같은 값을 가지면 근을 구할 수 없습니다.");
if (tryCount < DefaultTryCount)
{
tryCount = DefaultTryCount;
}
for (var k = 0; k < tryCount; k++)
{
var x = (lower + upper) / 2.0;
if (Math.Abs(upper - x) < tolerance || Math.Abs(lower - x) < tolerance)
{
return(x);
}
var y = func(x);
if (IsDebugEnabled)
{
log.Debug(@"Find root... x=[{0}], y=[{1}]", x, y);
}
// 해를 만족하던가, upper-lower의 변화가 매우 작던가..
if (Math.Abs(y - RootY) < tolerance)
{
if (IsDebugEnabled)
{
log.Debug("Iteration count=[{0}]", k);
}
return(x);
}
if (fa * y > 0)
{
lower = x;
fa = y;
}
else
{
upper = x;
fb = y;
}
}
return(double.NaN);
}
/// <summary>
/// y = func(x) 함수의 [lower, upper] 구간에서 f(x)의 최소 값이 되는 x를 구합니다.
/// </summary>
/// <param name="func">함수</param>
/// <param name="lower">구간의 하한</param>
/// <param name="upper">구간의 상한</param>
/// <param name="tryCount">시도횟수</param>
/// <param name="tolerance">허용 오차</param>
/// <returns>f(x)가 최소값이 되는 x 값, 검색 실패시에는 double.NaN을 반환한다</returns>
public override double FindMiminum(Func <double, double> @func,
double lower,
double upper,
int tryCount = MathTool.DefaultTryCount,
double tolerance = MathTool.Epsilon)
{
@func.ShouldNotBeNull("func");
tolerance = Math.Abs(tolerance);
if (IsDebugEnabled)
{
log.Debug("Find root by GoldenSectionMinimumFinder... " +
"func=[{0}], lower=[{1}], upper=[{2}], tryCount=[{3}], tolerance=[{4}]",
func, lower, upper, tryCount, tolerance);
}
if (tryCount < MathTool.DefaultTryCount)
{
tryCount = MathTool.DefaultTryCount;
}
if (lower > upper)
{
MathTool.Swap(ref lower, ref upper);
}
var t = GodenRatio * (upper - lower);
var c = lower + t;
var d = upper - t;
var fc = @func(c);
var fd = @func(d);
for (var i = 0; i < tryCount; i++)
{
if (fc > fd)
{
lower = c;
c = d;
fc = fd;
d = upper - GodenRatio * (upper - lower);
if (Math.Abs(d - c) <= tolerance)
{
return(c);
}
fd = @func(d);
}
else
{
upper = d;
d = c;
fd = fc;
c = lower + GodenRatio * (upper - lower);
if (Math.Abs(d - c) <= tolerance)
{
return(d);
}
fc = @func(c);
}
}
return(double.NaN);
}
/// <summary>
/// y = func(x) 함수의 [lower, upper] 구간에 대해, 근을 찾는다 ( func(x) = 0 인 x 값 )
/// </summary>
/// <param name="func">근을 찾을 함수</param>
/// <param name="lower">근을 찾을 구간의 하한</param>
/// <param name="upper">근을 찾을 구간의 상한</param>
/// <param name="tryCount">시도 횟수</param>
/// <param name="tolerance">근의 오차허용범위</param>
/// <returns>근에 해당하는 x 값. 해를 못찾으면 <see cref="double.NaN"/>을 반환한다.</returns>
public override double FindRoot(Func <double, double> func,
double lower,
double upper,
int tryCount = MathTool.DefaultTryCount,
double tolerance = MathTool.Epsilon)
{
func.ShouldNotBeNull("func");
tolerance = Math.Abs(tolerance);
if (IsDebugEnabled)
{
log.Debug(@"Find root by Secant... func=[{0}], lower=[{1}], upper=[{2}], tryCount=[{3}], tolerance=[{4}]",
func, lower, upper, tryCount, tolerance);
}
if (lower > upper)
{
MathTool.Swap(ref lower, ref upper);
}
if (Math.Abs(func(lower).Clamp(RootY, tolerance) - RootY) < double.Epsilon)
{
return(lower);
}
if (Math.Abs(func(upper).Clamp(RootY, tolerance) - RootY) < double.Epsilon)
{
return(upper);
}
if (tryCount < DefaultTryCount)
{
tryCount = DefaultTryCount;
}
double root, xt;
var y1 = func(lower);
var y2 = func(upper);
if (Math.Abs(y1) < Math.Abs(y2))
{
root = lower;
xt = upper;
MathTool.Swap(ref y1, ref y2);
}
else
{
xt = lower;
root = upper;
}
for (var i = 0; i < tryCount; i++)
{
var dx = (xt - root) * y2 / (y2 - y1);
xt = root;
y1 = y2;
root += dx;
y2 = func(root);
if (IsDebugEnabled)
{
log.Debug(@"Secant root=[{0}]", root);
}
if ((Math.Abs(dx - RootY) < double.Epsilon) || (Math.Abs((y2 - y1) - RootY) < double.Epsilon))
{
return(root);
}
// if(Math.Abs(Math.Abs(dx).Clamp(RootY, tolerance) - RootY) < double.Epsilon || Math.Abs(Math.Abs(y2 - y1).Clamp(RootY, tolerance) - RootY) < double.Epsilon)
// return root;
}
return(double.NaN);
}