I have written a C code using the improved Euler method to determine the position, velocity and energy of the oscillator at regular time intervals. However, I run into a problem that the energy of the oscillator is decreasing, though there are no dissipation terms. I think this is particularly related with the way I update my position and velocity variables and would like to get your help on the matter. My code is as follows:
//Compilation and run
//gcc oscillatorimprovedEuler.c -lm -o oscillatorimprovedEuler && ./oscillatorimprovedEuler
#include <stdio.h>
#include <math.h>
// The global constans are defined in the following way (having the constant value througout the program
#define m 1.0 // kg
#define k 1.0 // kg/sec^2
#define h 0.1 // sec This is the time step
#define N 201 // Number of time steps
int main(void)
{
// We avoid using arrays this time
double x = 0, xint = 0;
double v = 5, vint = 0; // Just like the previous case
double t = 0;
double E = (m * v * v + k * x * x) / 2.0; // This is the energy in units of Joules
FILE *fp = fopen("oscillatorimprovedEuler.dat", "w+");
int i = 0;
for(i = 0; i < N ; i++)
{
fprintf(fp, "%f \t %f \t %f \t %f \n", x, v, E, t);
xint = x + (h) * v;
vint = v - (h) * k * x / m;
v = v - (h) * ((k * x / m) + (k * xint / m)) / 2.0;
x = x + (h) * (v + vint) / 2.0;
E = (m * v * v + k * x * x) / 2.0;
t += h;
}
fclose(fp);
return 0;
}
There may be a very slight point I miss so I would be grateful if you can point it out. I appreciate your help.
So I figured out with the aid of math.stackexchange that the problem was related with updating the position and velocity earlier than the time they should be updated and more intermediate variables were needed. The now working code is below:
//Compilation and run
//gcc oscillatorimprovedEuler.c -lm -o oscillatorimprovedEuler && ./oscillatorimprovedEuler
#include <stdio.h>
#include <math.h>
// The global constans are defined in the following way (having the constant value througout the program
#define m 1.0 // kg
#define k 1.0 // kg/sec^2
#define h 0.1 // sec This is the time step
#define N 200 // Number of time steps
int main(void)
{
// We need to define this many variables to avoid early updating the position and velocity
double x = 0.0, xpre = 0, xcor = 0;
double v = 5.0, vpre = 0, vcor = 0; // Just like the previous case
double t = 0;
double E = (m * v * v + k * x * x) / 2.0; // This is the energy in units of Joules
FILE *fp = fopen("oscillatorimprovedEuler.dat", "w+");
int i = 0;
for(i = 0; i < N ; i++)
{
if (i == 0)
{
fprintf(fp, "%f \t %f \t %f \t %f \n", x, v, E, t);
}
xpre = x + (h) * v;
vpre = v - (h) * k * x / m;
vcor = v - (h) * ((k * x / m) + (k * xpre / m)) / 2.0;
xcor = x + (h) * (v + vpre) / 2.0;
E = (m * vcor * vcor + k * xcor * xcor) / 2.0;
t += h;
fprintf(fp, "%f \t %f \t %f \t %f \n", xcor, vcor, E, t);
x = xcor, v = vcor;
}
fclose(fp);
return 0;
}
Related
Having some difficulty troubleshooting code I wrote in C to perform a logistic regression. While it seems to work on smaller, semi-randomized datasets, it stops working (e.g. assigning proper probabilities of belonging to class 1) at around the point where I pass 43,500 observations (determined by tweaking the number of observations created. When creating the 150 features used in the code, I do create the first two as a function of the number of observations, so I'm not sure if maybe that's the issue here, though I am using double precision. Maybe there's an overflow somewhere in the code?
The below code should be self-contained; it generates m=50,000 observations with n=150 features. Setting m below 43,500 should return "Percent class 1: 0.250000", setting to 44,000 or above will return "Percent class 1: 0.000000", regardless of what max_iter (number of times we sample m observations) is set to.
The first feature is set to 1.0 divided by the total number of observations, if class 0 (first 75% of observations), or the index of the observation divided by the total number of observations otherwise.
The second feature is just index divided by total number of observations.
All other features are random.
The logistic regression is intended to use stochastic gradient descent, randomly selecting an observation index, computing the gradient of the loss with the predicted y using current weights, and updating weights with the gradient and learning rate (eta).
Using the same initialization with Python and NumPy, I still get the proper results, even above 50,000 observations.
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <time.h>
// Compute z = w * x + b
double dlc( int n, double *X, double *coef, double intercept )
{
double y_pred = intercept;
for (int i = 0; i < n; i++)
{
y_pred += X[i] * coef[i];
}
return y_pred;
}
// Compute y_hat = 1 / (1 + e^(-z))
double sigmoid( int n, double alpha, double *X, double *coef, double beta, double intercept )
{
double y_pred;
y_pred = dlc(n, X, coef, intercept);
y_pred = 1.0 / (1.0 + exp(-y_pred));
return y_pred;
}
// Stochastic gradient descent
void sgd( int m, int n, double *X, double *y, double *coef, double *intercept, double eta, int max_iter, int fit_intercept, int random_seed )
{
double *gradient_coef, *X_i;
double y_i, y_pred, resid;
int idx;
double gradient_intercept = 0.0, alpha = 1.0, beta = 1.0;
X_i = (double *) malloc (n * sizeof(double));
gradient_coef = (double *) malloc (n * sizeof(double));
for ( int i = 0; i < n; i++ )
{
coef[i] = 0.0;
gradient_coef[i] = 0.0;
}
*intercept = 0.0;
srand(random_seed);
for ( int epoch = 0; epoch < max_iter; epoch++ )
{
for ( int run = 0; run < m; run++ )
{
// Randomly sample an observation
idx = rand() % m;
for ( int i = 0; i < n; i++ )
{
X_i[i] = X[n*idx+i];
}
y_i = y[idx];
// Compute y_hat
y_pred = sigmoid( n, alpha, X_i, coef, beta, *intercept );
resid = -(y_i - y_pred);
// Compute gradients and adjust weights
for (int i = 0; i < n; i++)
{
gradient_coef[i] = X_i[i] * resid;
coef[i] -= eta * gradient_coef[i];
}
if ( fit_intercept == 1 )
{
*intercept -= eta * resid;
}
}
}
}
int main(void)
{
double *X, *y, *coef, *y_pred;
double intercept;
double eta = 0.05;
double alpha = 1.0, beta = 1.0;
long m = 50000;
long n = 150;
int max_iter = 20;
long class_0 = (long)(3.0 / 4.0 * (double)m);
double pct_class_1 = 0.0;
clock_t test_start;
clock_t test_end;
double test_time;
printf("Constructing variables...\n");
X = (double *) malloc (m * n * sizeof(double));
y = (double *) malloc (m * sizeof(double));
y_pred = (double *) malloc (m * sizeof(double));
coef = (double *) malloc (n * sizeof(double));
// Initialize classes
for (int i = 0; i < m; i++)
{
if (i < class_0)
{
y[i] = 0.0;
}
else
{
y[i] = 1.0;
}
}
// Initialize observation features
for (int i = 0; i < m; i++)
{
if (i < class_0)
{
X[n*i] = 1.0 / (double)m;
}
else
{
X[n*i] = (double)i / (double)m;
}
X[n*i + 1] = (double)i / (double)m;
for (int j = 2; j < n; j++)
{
X[n*i + j] = (double)(rand() % 100) / 100.0;
}
}
// Fit weights
printf("Running SGD...\n");
test_start = clock();
sgd( m, n, X, y, coef, &intercept, eta, max_iter, 1, 42 );
test_end = clock();
test_time = (double)(test_end - test_start) / CLOCKS_PER_SEC;
printf("Time taken: %f\n", test_time);
// Compute y_hat and share of observations predicted as class 1
printf("Making predictions...\n");
for ( int i = 0; i < m; i++ )
{
y_pred[i] = sigmoid( n, alpha, &X[i*n], coef, beta, intercept );
}
printf("Printing results...\n");
for ( int i = 0; i < m; i++ )
{
//printf("%f\n", y_pred[i]);
if (y_pred[i] > 0.5)
{
pct_class_1 += 1.0;
}
// Troubleshooting print
if (i < 10 || i > m - 10)
{
printf("%g\n", y_pred[i]);
}
}
printf("Percent class 1: %f", pct_class_1 / (double)m);
return 0;
}
For reference, here is my (presumably) equivalent Python code, which returns the correct percent of identified classes at more than 50,000 observations:
import numpy as np
import time
def sigmoid(x):
return 1 / (1 + np.exp(-x))
class LogisticRegressor:
def __init__(self, eta, init_runs, fit_intercept=True):
self.eta = eta
self.init_runs = init_runs
self.fit_intercept = fit_intercept
def fit(self, x, y):
m, n = x.shape
self.coef = np.zeros((n, 1))
self.intercept = np.zeros((1, 1))
for epoch in range(self.init_runs):
for run in range(m):
idx = np.random.randint(0, m)
x_i = x[idx:idx+1, :]
y_i = y[idx]
y_pred_i = sigmoid(x_i.dot(self.coef) + self.intercept)
gradient_w = -(x_i.T * (y_i - y_pred_i))
self.coef -= self.eta * gradient_w
if self.fit_intercept:
gradient_b = -(y_i - y_pred_i)
self.intercept -= self.eta * gradient_b
def predict_proba(self, x):
m, n = x.shape
y_pred = np.ones((m, 2))
y_pred[:,1:2] = sigmoid(x.dot(self.coef) + self.intercept)
y_pred[:,0:1] -= y_pred[:,1:2]
return y_pred
def predict(self, x):
return np.round(sigmoid(x.dot(self.coef) + self.intercept))
m = 50000
n = 150
class1 = int(3.0 / 4.0 * m)
X = np.random.rand(m, n)
y = np.zeros((m, 1))
for obs in range(m):
if obs < class1:
continue
else:
y[obs,0] = 1
for obs in range(m):
if obs < class1:
X[obs, 0] = 1.0 / float(m)
else:
X[obs, 0] = float(obs) / float(m)
X[obs, 1] = float(obs) / float(m)
logit = LogisticRegressor(0.05, 20)
start_time = time.time()
logit.fit(X, y)
end_time = time.time()
print(round(end_time - start_time, 2))
y_pred = logit.predict(X)
print("Percent:", y_pred.sum() / len(y_pred))
The issue is here:
// Randomly sample an observation
idx = rand() % m;
... in light of the fact that the OP's RAND_MAX is 32767. This is exacerbated by the fact that all of the class 0 observations are at the end.
All samples will be drawn from the first 32768 observations, and when the total number of observations is greater than that, the proportion of class 0 observations among those that can be sampled is less than 0.25. At 43691 total observations, there are no class 0 observations among those that can be sampled.
As a secondary issue, rand() % m does not yield a wholly uniform distribution if m does not evenly divide RAND_MAX + 1, though the effect of this issue will be much more subtle.
Bottom line: you need a better random number generator.
At minimum, you could consider combining the bits from two calls to rand() to yield an integer with sufficient range, but you might want to consider getting a third-party generator. There are several available.
Note: OP reports "m=50,000 observations with n=150 features.", so perhaps this is not the issue for OP, but I'll leave this answer up for reference when OP tries larger tasks.
A potential issue:
long overflow
m * n * sizeof(double) risks overflow when long is 32-bit and m*n > LONG_MAX (or about 46,341 if m, n are the same).
OP does report
A first step is to perform the multiplication using size_t math where we gain at least 1 more bit in the calculation.
// m * n * sizeof(double)
sizeof(double) * m * n
Yet unless OP's size_t is more than 32-bit, we still have trouble.
IAC, I recommend to use size_t for array sizing and indexing.
Check allocations for failure too.
Since RAND_MAX may be too small and array indexing should be done using size_t math, consider a helper function to generate a random index over the entire size_t range.
// idx = rand() % m;
size_t idx = rand_size_t() % (size_t)m;
If stuck with the standard rand(), below is a helper function to extend its range as needed.
It uses the real nifty IMAX_BITS(m).
#include <assert.h>
#include <limits.h>
#include <stdint.h>
#include <stdlib.h>
// https://stackoverflow.com/a/4589384/2410359
/* Number of bits in inttype_MAX, or in any (1<<k)-1 where 0 <= k < 2040 */
#define IMAX_BITS(m) ((m)/((m)%255+1) / 255%255*8 + 7-86/((m)%255+12))
// Test that RAND_MAX is a power of 2 minus 1
_Static_assert((RAND_MAX & 1) && ((RAND_MAX/2 + 1) & (RAND_MAX/2)) == 0, "RAND_MAX is not a Mersenne number");
#define RAND_MAX_WIDTH (IMAX_BITS(RAND_MAX))
#define SIZE_MAX_WIDTH (IMAX_BITS(SIZE_MAX))
size_t rand_size_t(void) {
size_t index = (size_t) rand();
for (unsigned i = RAND_MAX_WIDTH; i < SIZE_MAX_WIDTH; i += RAND_MAX_WIDTH) {
index <<= RAND_MAX_WIDTH;
index ^= (size_t) rand();
}
return index;
}
Further considerations can replace the rand_size_t() % (size_t)m with a more uniform distribution.
As has been determined elsewhere, the problem is due to the implementation's RAND_MAX value being too small.
Assuming 32-bit ints, a slightly better PRNG function can be implemented in the code, such as this C implementation of the minstd_rand() function from C++:
#define MINSTD_RAND_MAX 2147483646
// Code assumes `int` is at least 32 bits wide.
static unsigned int minstd_seed = 1;
static void minstd_srand(unsigned int seed)
{
seed %= 2147483647;
// zero seed is bad!
minstd_seed = seed ? seed : 1;
}
static int minstd_rand(void)
{
minstd_seed = (unsigned long long)minstd_seed * 48271 % 2147483647;
return (int)minstd_seed;
}
Another problem is that expressions of the form rand() % m produce a biased result when m does not divide (unsigned int)RAND_MAX + 1. Here is an unbiased function that returns a random integer from 0 to le inclusive, making use of the minstd_rand() function defined earlier:
static int minstd_rand_max(int le)
{
int r;
if (le < 0)
{
r = le;
}
else if (le >= MINSTD_RAND_MAX)
{
r = minstd_rand();
}
else
{
int rm = MINSTD_RAND_MAX - le + MINSTD_RAND_MAX % (le + 1);
while ((r = minstd_rand()) > rm)
{
}
r /= (rm / (le + 1) + 1);
}
return r;
}
(Actually, it does still have a very small bias because minstd_rand() will never return 0.)
For example, replace rand() % 100 with minstd_rand_max(99), and replace rand() % m with minstd_rand_max(m - 1). Also replace srand(random_seed) with minstd_srand(random_seed).
I am trying to make a C program that calculates the value of Pi from the infinite series, aka Leibniz series, and display it to the user. My problem is that I need to display a special message that appears when the program hits the first 3.14, and the first 3.141. That special message should include in which iteration of the loop did the the number become 3.14 and 3.141. I am not lazy so a found a way to make the infinite series but the second part I couldn't figure out, so what should I add to my code to make it display the special message?
#include <stdio.h>
int main(void) {
int i, den; // denominator and counter
double pi = 4;
for (i = 0; i < 10000; i++) {
den = i * 2 + 3;
// (4 - 4/3 + 4/5 -4/7 + 4/9 -......)
if (i % 2 == 0) {
pi = pi - (4.0 / den);
}
else {
pi = pi + (4.0 / den);
}
printf("pi = %lf\n", pi);
}
}
Here's a possible solution:
#include<stdio.h>
#include <math.h>
int
main (void)
{
int i, den; //denominator and counter
int prec = 0;
double pi = 4;
for (i = 0; i < 10000; i++)
{
den = i * 2 + 3;
//(4 - 4/3 + 4/5 -4/7 + 4/9 -......)
if (i % 2 == 0)
pi -= 4.0 / den;
else
pi += 4.0 / den;
//printf ("pi = %lf\n", pi);
if (prec < 1 && trunc (100 * pi) == 314)
{
printf ("Found 3.14 at iteration %d\n", i);
prec++;
}
if (prec < 2 && (int)trunc (1000 * pi) == 3141)
{
printf ("Found 3.141 at iteration %d\n", i);
prec++;
}
}
}
The output is:
pi = 2.666667
pi = 3.466667
pi = 2.895238
...
pi = 3.150140
pi = 3.133118
pi = 3.149996
Found 3.14 at iteration 117
...
pi = 3.141000
pi = 3.142185
pi = 3.141000
Found 3.141 at iteration 1686
...
Here is a version that compares the first n digits of a double cmp_n(). Variables use minimal scope. The variable oracle holds the truncated pi to n decimals. The values of oracle must be stored in ascending order. I tweaked the pi formula to be a bit more compact format.
#include <math.h>
#include <stdio.h>
int cmp_n(double d1, double d2, size_t n) {
return fabs(trunc(pow(10, n) * d1) - trunc(pow(10, n) * d2)) < 1.0;
}
int main() {
double pi = 4;
size_t o = 0;
struct {
double pi[;
size_t n;
} oracle[] = {
{ 3.14, 2 },
{ 3.141, 3 }
};
for (int i = 0; i < 10000; i++) {
int den = i * 2 + 3;
//(4 - 4/3 + 4/5 -4/7 + 4/9 -......)
pi += ((i % 2) ? 4.0 : -4.0) / den;
int special = 0;
if(
o < sizeof(oracle) / sizeof(*oracle) &&
cmp_n(pi, oracle[o].pi, oracle[o].n)
) {
special = 1;
o++;
}
printf("pi = %.15f%2s\n", pi, special ? "*" : "");
}
}
and the relevant data (with line numbers);
$ ./a.out | nl -v0 | grep '*'
117 pi = 3.149995866593470 *
1686 pi = 3.141000236580159 *
Note: you need to add the "%.15lf" format string other the pi output is rounded. double only gives you about 15 digits, and the cmp_n() scales the number and this may not work as expected as you get close to the precision supported by double.
I have some data and I need to fit a second order "polynomial" in 1/x to it using C and GSL, but I don't really understand how to do it.
The documentation for GSL is, unfortunately, not very helpful, I have read it for a few hours now, but I don't seem to be getting closer to the solution.
Google doesn't turn up anything useful either, and I really don't know what to do anymore.
Could you maybe give me some hints on how to accomplish this, or where even to look?
Thanks
Edit 1: The main problem basically is that
Sum n : a_n*x^(-1)
is not a polynomial, so basic fitting or solving algorithms won't work correctly. That's what I tried, using the code for quadratic fitting from this link, also substituting x->1/x, but it didn't work.
May be it's a bit too late for you to read this. However, I post my answer anyway for other people looking for enlightenment.
I suppose, that this basic example can help you. First of all, you have to read about this method of non-linear fitting since you have to adapt the code for any of your own problem.
Second, it's a bit not really clear for me from your post what function you use.
For the sake of clarity let's consider
a1/x + a2/x**2
where a1 and a2 - your parameters.
Using that slightly modified code from the link above ( I replaced 1/x with 1/(x + 0.1) to avoid singularities but it doesn't really change the picture):
#include <stdlib.h>
#include <stdio.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_multifit_nlinear.h>
/* number of data points to fit */
#define N 40
#define FIT(i) gsl_vector_get(w->x, i)
#define ERR(i) sqrt(gsl_matrix_get(covar,i,i))
struct data
{
size_t n;
double * y;
};
int expb_f (const gsl_vector * x, void *data, gsl_vector * f)
{
size_t n = ((struct data *)data)->n;
double *y = ((struct data *)data)->y;
double A_1 = gsl_vector_get (x, 0);
double A_2 = gsl_vector_get (x, 1);
size_t i;
for (i = 0; i < n; i++)
{
/* Model Yi = A_1 / x + A_2 / x**2 */
double t = i;
double Yi = A_1 / (t + 0.1) +A_2 / (t*t + 0.2*t + 0.01) ;
gsl_vector_set (f, i, Yi - y[i]);
}
return GSL_SUCCESS;
}
int expb_df (const gsl_vector * x, void *data, gsl_matrix * J)
{
size_t n = ((struct data *)data)->n;
double A_1 = gsl_vector_get (x, 0);
double A_2 = gsl_vector_get (x, 1);
size_t i;
for (i = 0; i < n; i++)
{
/* Jacobian matrix J(i,j) = dfi / dxj, */
/* where fi = (Yi - yi)/sigma[i], */
/* Yi = A_1 / (t + 0.1) +A_2 / (t*t + 0.2*t + 0.01) */
/* and the xj are the parameters (A_1,A_2) */
double t = i;
double e = 1 / (t + 0.1);
double e1 = 1 / (t*t + 0.2*t + 0.01);
gsl_matrix_set (J, i, 0, e);
gsl_matrix_set (J, i, 1, e1);
}
return GSL_SUCCESS;
}
void callback(const size_t iter, void *params, const gsl_multifit_nlinear_workspace *w)
{
gsl_vector *f = gsl_multifit_nlinear_residual(w);
gsl_vector *x = gsl_multifit_nlinear_position(w);
double rcond;
/* compute reciprocal condition number of J(x) */
gsl_multifit_nlinear_rcond(&rcond, w);
fprintf(stderr, "iter %2zu: A_1 = % e A_2 = % e cond(J) = % e, |f(x)| = % e \n", iter, gsl_vector_get(x, 0), gsl_vector_get(x, 1), 1.0 / rcond, gsl_blas_dnrm2(f));
}
int main (void)
{
const gsl_multifit_nlinear_type *T = gsl_multifit_nlinear_trust;
gsl_multifit_nlinear_workspace *w;
gsl_multifit_nlinear_fdf fdf;
gsl_multifit_nlinear_parameters fdf_params = gsl_multifit_nlinear_default_parameters();
const size_t n = N;
const size_t p = 2;
gsl_vector *f;
gsl_matrix *J;
gsl_matrix *covar = gsl_matrix_alloc (p, p);
double y[N], weights[N];
struct data d = { n, y };
double x_init[2] = { 1.0, 1.0 }; /* starting values */
gsl_vector_view x = gsl_vector_view_array (x_init, p);
gsl_vector_view wts = gsl_vector_view_array(weights, n);
gsl_rng * r;
double chisq, chisq0;
int status, info;
size_t i;
const double xtol = 1e-8;
const double gtol = 1e-8;
const double ftol = 0.0;
gsl_rng_env_setup();
r = gsl_rng_alloc(gsl_rng_default);
/* define the function to be minimized */
fdf.f = expb_f;
fdf.df = expb_df; /* set to NULL for finite-difference Jacobian */
fdf.fvv = NULL; /* not using geodesic acceleration */
fdf.n = n;
fdf.p = p;
fdf.params = &d;
/* this is the data to be fitted */
for (i = 0; i < n; i++)
{
double t = i;
double yi = (0.1 + 3.2/(t + 0.1))/(t + 0.1);
double si = 0.1 * yi;
double dy = gsl_ran_gaussian(r, si);
weights[i] = 1.0 / (si * si);
y[i] = yi + dy;
printf ("% e % e \n",t + 0.1, y[i]);
};
/* allocate workspace with default parameters */
w = gsl_multifit_nlinear_alloc (T, &fdf_params, n, p);
/* initialize solver with starting point and weights */
gsl_multifit_nlinear_winit (&x.vector, &wts.vector, &fdf, w);
/* compute initial cost function */
f = gsl_multifit_nlinear_residual(w);
gsl_blas_ddot(f, f, &chisq0);
/* solve the system with a maximum of 20 iterations */
status = gsl_multifit_nlinear_driver(20, xtol, gtol, ftol, callback, NULL, &info, w);
/* compute covariance of best fit parameters */
J = gsl_multifit_nlinear_jac(w);
gsl_multifit_nlinear_covar (J, 0.0, covar);
/* compute final cost */
gsl_blas_ddot(f, f, &chisq);
fprintf(stderr, "summary from method '%s/%s'\n", gsl_multifit_nlinear_name(w), gsl_multifit_nlinear_trs_name(w));
fprintf(stderr, "number of iterations: %zu \n", gsl_multifit_nlinear_niter(w));
fprintf(stderr, "function evaluations: %zu \n", fdf.nevalf);
fprintf(stderr, "Jacobian evaluations: %zu \n", fdf.nevaldf);
fprintf(stderr, "reason for stopping: %s \n", (info == 1) ? "small step size" : "small gradient");
fprintf(stderr, "initial |f(x)| = % e \n", sqrt(chisq0));
fprintf(stderr, "final |f(x)| = % e \n", sqrt(chisq));
{
double dof = n - p;
double c = GSL_MAX_DBL(1, sqrt(chisq / dof));
fprintf(stderr, "chisq/dof = % e \n", chisq / dof);
fprintf (stderr, "A_1 = % f +/- % f \n", FIT(0), c*ERR(0));
fprintf (stderr, "A_2 = % f +/- % f \n", FIT(1), c*ERR(1));
}
fprintf (stderr, "status = %s \n", gsl_strerror (status));
gsl_multifit_nlinear_free (w);
gsl_matrix_free (covar);
gsl_rng_free (r);
return 0;
}
Results of simulations
Unfortunately, Gnuplot doesn't want to fit this data for some reason. Usually it gives the same function up to certain decimal numbers and helps to verify your code.
I would like to evaluate Pi approximately by running the following code which fits a regular polygon of n sides inside a circle with unit diameter and calculates its perimeter using the function in the code. However the output after the 34th term is 0 when long double variable type is used or it increases without bounds when double variable type is used. How can I remedy this situation? Any suggestion or help is appreciated and welcome.
Thanks
P.S: Operating system: Ubuntu 12.04 LTS 32-bit, Compiler: GCC 4.6.3
#include <stdio.h>
#include <math.h>
#include <limits.h>
#include <stdlib.h>
#define increment 0.25
int main()
{
int i = 0, k = 0, n[6] = {3, 6, 12, 24, 48, 96};
double per[61] = {0}, per2[6] = {0};
// Since the above algorithm is recursive we need to specify the perimeter for n = 3;
per[3] = 0.5 * 3 * sqrtl(3);
for(i = 3; i <= 60; i++)
{
per[i + 1] = powl(2, i) * sqrtl(2 * (1.0 - sqrtl(1.0 - (per[i] / powl(2, i)) * (per[i] / powl(2, i)))));
printf("%d %f \n", i, per[i]);
}
return 0;
for(k = 0; k < 6; k++)
{
//p[k] = k
}
}
Some ideas:
Use y = (1.0 - x)*( 1.0 + x) instead of y = 1.0 - x*x. This helps with 1 stage of "subtraction of nearly equal values", but I am still stuck on the next 1.0 - sqrtl(y) as y approaches 1.0.
// per[i + 1] = powl(2, i) * sqrtl(2 * (1.0 - sqrtl(1.0 - (per[i] / powl(2, i)) * (per[i] / powl(2, i)))));
long double p = powl(2, i);
// per[i + 1] = p * sqrtl(2 * (1.0 - sqrtl(1.0 - (per[i] / p) * (per[i] / p))));
long double x = per[i] / p;
// per[i + 1] = p * sqrtl(2 * (1.0 - sqrtl(1.0 - x * x)));
// per[i + 1] = p * sqrtl(2 * (1.0 - sqrtl((1.0 - x)*(1.0 + x)) ));
long double y = (1.0 - x)*( 1.0 + x);
per[i + 1] = p * sqrtl(2 * (1.0 - sqrtl(y) ));
Change array size or for()
double per[61+1] = { 0 }; // Add 1 here
...
for (i = 3; i <= 60; i++) {
...
per[i + 1] =
Following is a similar method for pi
unsigned n = 6;
double sine = 0.5;
double cosine = sqrt(0.75);
double pi = n*sine;
static const double mpi = 3.1415926535897932384626433832795;
do {
sine = sqrt((1 - cosine)/2);
cosine = sqrt((1 + cosine)/2);
n *= 2;
pi = n*sine;
printf("%6u s:%.17e c:%.17e pi:%.17e %%:%.6e\n", n, sine, cosine, pi, (pi-mpi)/mpi);
} while (n <500000);
Subtracting 1.0 from a nearly-1.0 number is leading to "catastrophic cancellation", where the relative error in a FP calculation skyrockets due to the loss of significant digits. Try evaluating pow(2, i) - (pow(2, i) - 1.0) for each i between 0 and 60 and you'll see what I mean.
The only real solution to this issue is reorganizing your equations to avoid subtracting nearly-equal nonzero quantities. For more details, see Acton, Real Computing Made Real, or Higham, Accuracy and Stability of Numerical Algorithms.
I have been using Ubuntu 12.04 LTS with GCC to compile my the codes for my assignment for a while. However, recently I have run into two issues as follows:
The following code calculates zero for a nonzero value with the second formula is used.
There is a large amount of error in the calculation of the integral of the standard normal distribution from 0 to 5 or larger standard deviations.
How can I remedy these issues? I am especially obsessed with the first one. Any help or suggestion is appreciated. thanks in advance.
The code is as follows:
#include <stdio.h>
#include <math.h>
#include <limits.h>
#include <stdlib.h>
#define N 599
long double
factorial(long double n)
{
//Here s is the free parameter which is increased by one in each step and
//pro is the initial product and by setting pro to be 0 we also cover the
//case of zero factorial.
int s = 1;
long double pro = 1;
//Here pro stands for product.
if (n < 0)
printf("Factorial is not defined for a negative number \n");
else {
while (n >= s) {
pro *= s;
s++;
}
return pro;
}
}
int main()
{
// Since the function given is the standard normal distribution
// probability density function we have mean = 0 and variance = 1.
// Hence we also have z = x; while dealing with only positive values of
// x and keeping in mind that the PDF is symmetric around the mean.
long double * summand1 = malloc(N * sizeof(long double));
long double * summand2 = malloc(N * sizeof(long double));
int p = 0, k, z[5] = {0, 3, 5, 10, 20};
long double sum1[5] = {0}, sum2[5] = {0} , factor = 1.0;
for (p = 0; p <= 4; p++)
{
for (k = 0; k <= N; k++)
{
summand1[k] = (1 / sqrtl(M_PI * 2) )* powl(-1, k) * powl(z[p], 2 * k + 1) / ( factorial(k) * (2 * k + 1) * powl(2, k));
sum1[p] += summand1[k];
}
//Wolfamalpha site gives the same value here
for (k = 0; k <= N; k++)
{
factor *= (2 * k + 1);
summand2[k] = ((1 / sqrtl(M_PI * 2) ) * powl(z[p], 2 * k + 1) / factor);
//printf("%Le \n", factor);
sum2[p] += summand2[k];
}
sum2[p] = sum2[p] * expl((-powl(z[p],2)) / 2);
}
for (p = 0; p < 4; p++)
{
printf("The sum obtained for z between %d - %d \
\nusing the first formula is %Lf \n", z[p], z[p+1], sum1[p+1]);
printf("The sum obtained for z between %d - %d \
\nusing the second formula is %Lf \n", z[p], z[p+1], sum2[p+1]);
}
return 0;
}
The working code without the outermost for loop is
#include <stdio.h>
#include <math.h>
#include <limits.h>
#include <stdlib.h>
#define N 1200
long double
factorial(long double n)
{
//Here s is the free parameter which is increased by one in each step and
//pro is the initial product and by setting pro to be 0 we also cover the
//case of zero factorial.
int s = 1;
long double pro = 1;
//Here pro stands for product.
if (n < 0)
printf("Factorial is not defined for a negative number \n");
else {
while (n >= s) {
pro *= s;
s++;
}
return pro;
}
}
int main()
{
// Since the function given is the standard normal distribution
// probability density function we have mean = 0 and variance = 1.
// Hence we also have z = x; while dealing with only positive values of
// x and keeping in mind that the PDF is symmetric around the mean.
long double * summand1 = malloc(N * sizeof(long double));
long double * summand2 = malloc(N * sizeof(long double));
int k, z = 3;
long double sum1 = 0, sum2 = 0, pro = 1.0;
for (k = 0; k <= N; k++)
{
summand1[k] = (1 / sqrtl(M_PI * 2) )* powl(-1, k) * powl(z, 2 * k + 1) / ( factorial(k) * (2 * k + 1) * powl(2, k));
sum1 += summand1[k];
}
//Wolfamalpha site gives the same value here
printf("The sum obtained for z between 0-3 using the first formula is %Lf \n", sum1);
for (k = 0; k <= N; k++)
{
pro *= (2 * k + 1);
summand2[k] = ((1 / sqrtl(M_PI * 2) * powl(z, 2 * k + 1) / pro));
//printf("%Le \n", pro);
sum2 += summand2[k];
}
sum2 = sum2 * expl((-powl(z,2)) / 2);
printf("The sum obtained for z between 0-3 using the second formula is %Lf \n", sum2);
return 0;
}
I'm quite certain that the problem is in factor not being set back to 1 in the outer loop..
factor *= (2 * k + 1); (in the loop that calculates sum2.)
In the second version provided the one that works it starts with z=3
However in the first loop since you do not clear it between iterations on p by the time you reach z[2] it already is a huge number.
EDIT: Possible help with precision..
Basically you have a huge number powl(z[p], 2 * k + 1) divided by another huge number factor. huge floating point numbers lose their precision. The way to avoid that is to perform the division as soon as possible..
Instead of first calculating powl(z[p], 2 * k + 1) and dividing by factor :
- (z[p]z[p] ... . * z[p]) / (1*3*5*...(2*k+1))`
rearrange the calculation: (z[p]/1) * (z[p]^2/3) * (z[p]^2/5) ... (z[p]^2/(2*k+1))
You can do this in sumand2 calculation and a similar trick in summand1