X-Git-Url: http://info.iut-bm.univ-fcomte.fr/pub/gitweb/simgrid.git/blobdiff_plain/d3d060aead49b9969ac0e9cb83d58b7959925460..f4d1afaaa1e4fee55a98707443c05bdbc9abb42c:/src/surf/lagrange.c diff --git a/src/surf/lagrange.c b/src/surf/lagrange.c index 7cf03324c6..62f2516b04 100644 --- a/src/surf/lagrange.c +++ b/src/surf/lagrange.c @@ -17,204 +17,339 @@ #include #endif +XBT_LOG_NEW_DEFAULT_SUBCATEGORY(surf_lagrange, surf, + "Logging specific to SURF (lagrange)"); +XBT_LOG_NEW_SUBCATEGORY(surf_lagrange_dichotomy, surf_lagrange, + "Logging specific to SURF (lagrange dichotomy)"); -XBT_LOG_NEW_DEFAULT_SUBCATEGORY(surf_lagrange, surf, "Logging specific to SURF (lagrange)"); +#define SHOW_EXPR(expr) CDEBUG1(surf_lagrange,#expr " = %g",expr); + +double (*func_f_def) (lmm_variable_t, double); +double (*func_fp_def) (lmm_variable_t, double); +double (*func_fpi_def) (lmm_variable_t, double); /* - * Local prototypes to implement the lagrangian optimization with optimal step, also called dicotomi. + * Local prototypes to implement the lagrangian optimization with optimal step, also called dichotomy. */ -//solves the proportional fairness using a lagrange optimizition with dicotomi step -void lagrange_solve (lmm_system_t sys); -//computes the value of the dicotomi using a initial values, init, with a specific variable or constraint -double dicotomi(double init, double diff(double, void*), void *var_cnst, double min_error); +//solves the proportional fairness using a lagrange optimizition with dichotomy step +void lagrange_solve(lmm_system_t sys); +//computes the value of the dichotomy using a initial values, init, with a specific variable or constraint +static double dichotomy(double init, double diff(double, void *), + void *var_cnst, double min_error); //computes the value of the differential of variable param_var applied to mu -double partial_diff_mu (double mu, void * param_var); +static double partial_diff_mu(double mu, void *param_var); //computes the value of the differential of constraint param_cnst applied to lambda -double partial_diff_lambda (double lambda, void * param_cnst); +static double partial_diff_lambda(double lambda, void *param_cnst); + +static int __check_feasible(xbt_swag_t cnst_list, xbt_swag_t var_list, + int warn) +{ + xbt_swag_t elem_list = NULL; + lmm_element_t elem = NULL; + lmm_constraint_t cnst = NULL; + lmm_variable_t var = NULL; + + double tmp; + + xbt_swag_foreach(cnst, cnst_list) { + tmp = 0; + elem_list = &(cnst->element_set); + xbt_swag_foreach(elem, elem_list) { + var = elem->variable; + if (var->weight <= 0) + continue; + tmp += var->value; + } + + if (double_positive(tmp - cnst->bound)) { + if (warn) + WARN3 + ("The link (%p) is over-used. Expected less than %f and got %f", + cnst, cnst->bound, tmp); + return 0; + } + DEBUG3 + ("Checking feasability for constraint (%p): sat = %f, lambda = %f ", + cnst, tmp - cnst->bound, cnst->lambda); + } + + xbt_swag_foreach(var, var_list) { + if (!var->weight) + break; + if (var->bound < 0) + continue; + DEBUG3("Checking feasability for variable (%p): sat = %f mu = %f", var, + var->value - var->bound, var->mu); + + if (double_positive(var->value - var->bound)) { + if (warn) + WARN3 + ("The variable (%p) is too large. Expected less than %f and got %f", + var, var->bound, var->value); + return 0; + } + } + return 1; +} + +static double new_value(lmm_variable_t var) +{ + double tmp = 0; + int i; + + for (i = 0; i < var->cnsts_number; i++) { + tmp += (var->cnsts[i].constraint)->lambda; + } + if (var->bound > 0) + tmp += var->mu; + DEBUG3("\t Working on var (%p). cost = %e; Df = %e", var, tmp, var->df); + //uses the partial differential inverse function + return var->func_fpi(var, tmp); +} + +static double new_mu(lmm_variable_t var) +{ + double mu_i = 0.0; + double sigma_i = 0.0; + int j; + + for (j = 0; j < var->cnsts_number; j++) { + sigma_i += (var->cnsts[j].constraint)->lambda; + } + mu_i = var->func_fp(var, var->bound) - sigma_i; + if (mu_i < 0.0) + return 0.0; + return mu_i; +} + +static double dual_objective(xbt_swag_t var_list, xbt_swag_t cnst_list) +{ + lmm_constraint_t cnst = NULL; + lmm_variable_t var = NULL; + double obj = 0.0; + + xbt_swag_foreach(var, var_list) { + double sigma_i = 0.0; + int j; + + if (!var->weight) + break; + + for (j = 0; j < var->cnsts_number; j++) + sigma_i += (var->cnsts[j].constraint)->lambda; + + if (var->bound > 0) + sigma_i += var->mu; + + DEBUG2("var %p : sigma_i = %1.20f", var, sigma_i); + + obj += var->func_f(var, var->func_fpi(var, sigma_i)) - + sigma_i * var->func_fpi(var, sigma_i); + + if (var->bound > 0) + obj += var->mu * var->bound; + } + + xbt_swag_foreach(cnst, cnst_list) + obj += cnst->lambda * cnst->bound; + + return obj; +} void lagrange_solve(lmm_system_t sys) { /* * Lagrange Variables. */ - int max_iterations= 10000; - double epsilon_min_error = 1e-4; - double dicotomi_min_error = 1e-8; - double overall_error = 1; + int max_iterations = 100; + double epsilon_min_error = MAXMIN_PRECISION; + double dichotomy_min_error = 1e-14; + double overall_modification = 1; /* * Variables to manipulate the data structure proposed to model the maxmin * fairness. See docummentation for more details. */ - xbt_swag_t elem_list = NULL; - lmm_element_t elem = NULL; - - xbt_swag_t cnst_list = NULL; + xbt_swag_t cnst_list = NULL; lmm_constraint_t cnst = NULL; - - xbt_swag_t var_list = NULL; - lmm_variable_t var = NULL; + + xbt_swag_t var_list = NULL; + lmm_variable_t var = NULL; /* * Auxiliar variables. */ - int iteration=0; - double tmp=0; + int iteration = 0; + double tmp = 0; int i; - + double obj, new_obj; DEBUG0("Iterative method configuration snapshot =====>"); DEBUG1("#### Maximum number of iterations : %d", max_iterations); - DEBUG1("#### Minimum error tolerated : %e", epsilon_min_error); - DEBUG1("#### Minimum error tolerated (dicotomi) : %e", dicotomi_min_error); + DEBUG1("#### Minimum error tolerated : %e", + epsilon_min_error); + DEBUG1("#### Minimum error tolerated (dichotomy) : %e", + dichotomy_min_error); - if ( !(sys->modified)) + if (XBT_LOG_ISENABLED(surf_lagrange, xbt_log_priority_debug)) { + lmm_print(sys); + } + + if (!(sys->modified)) return; + + /* + * Initialize lambda. + */ + cnst_list = &(sys->active_constraint_set); + xbt_swag_foreach(cnst, cnst_list) { + cnst->lambda = 1.0; + cnst->new_lambda = 2.0; + DEBUG2("#### cnst(%p)->lambda : %e", cnst, cnst->lambda); + } + /* * Initialize the var list variable with only the active variables. * Associate an index in the swag variables. Initialize mu. */ var_list = &(sys->variable_set); - i=0; - xbt_swag_foreach(var, var_list) { - if((var->bound > 0.0) || (var->weight <= 0.0)){ - DEBUG1("#### NOTE var(%d) is a boundless variable", i); - var->mu = -1.0; - } else{ - var->mu = 1.0; - var->new_mu = 2.0; + i = 0; + xbt_swag_foreach(var, var_list) { + if (!var->weight) + var->value = 0.0; + else { + if (var->bound < 0.0) { + DEBUG1("#### NOTE var(%d) is a boundless variable", i); + var->mu = -1.0; + var->value = new_value(var); + } else { + var->mu = 1.0; + var->new_mu = 2.0; + var->value = new_value(var); + } + DEBUG3("#### var(%d) %p ->df : %e", i, var, var->df); + DEBUG3("#### var(%d) %p ->mu : %e", i, var, var->mu); + DEBUG3("#### var(%d) %p ->weight: %e", i, var, var->weight); + DEBUG3("#### var(%d) %p ->bound: %e", i, var, var->bound); + i++; } - DEBUG2("#### var(%d)->mu : %e", i, var->mu); - DEBUG2("#### var(%d)->weight: %e", i, var->weight); - i++; } /* - * Initialize lambda. + * Compute dual objective. */ - cnst_list=&(sys->active_constraint_set); - xbt_swag_foreach(cnst, cnst_list){ - cnst->lambda = 1.0; - cnst->new_lambda = 2.0; - DEBUG2("#### cnst(%p)->lambda : %e", cnst, cnst->lambda); - } - + obj = dual_objective(var_list, cnst_list); + /* * While doesn't reach a minimun error or a number maximum of iterations. */ - while(overall_error > epsilon_min_error && iteration < max_iterations){ - + while (overall_modification > epsilon_min_error + && iteration < max_iterations) { +/* int dual_updated=0; */ + iteration++; - DEBUG1("************** ITERATION %d **************", iteration); + DEBUG1("************** ITERATION %d **************", iteration); + DEBUG0("-------------- Gradient Descent ----------"); /* - * Compute the value of mu_i + * Improve the value of mu_i */ - //forall mu_i in mu_1, mu_2, ..., mu_n xbt_swag_foreach(var, var_list) { - if((var->bound >= 0) && (var->weight > 0) ){ - var->new_mu = dicotomi(var->mu, partial_diff_mu, var, dicotomi_min_error); - if(var->new_mu < 0) var->new_mu = 0; + if (!var->weight) + break; + if (var->bound >= 0) { + DEBUG1("Working on var (%p)", var); + var->new_mu = new_mu(var); +/* dual_updated += (fabs(var->new_mu-var->mu)>dichotomy_min_error); */ +/* DEBUG2("dual_updated (%d) : %1.20f",dual_updated,fabs(var->new_mu-var->mu)); */ + DEBUG3("Updating mu : var->mu (%p) : %1.20f -> %1.20f", var, + var->mu, var->new_mu); var->mu = var->new_mu; + + new_obj = dual_objective(var_list, cnst_list); + DEBUG3("Improvement for Objective (%g -> %g) : %g", obj, new_obj, + obj - new_obj); + xbt_assert1(obj - new_obj >= -epsilon_min_error, + "Our gradient sucks! (%1.20f)", obj - new_obj); + obj = new_obj; } } /* - * Compute the value of lambda_i + * Improve the value of lambda_i */ - //forall lambda_i in lambda_1, lambda_2, ..., lambda_n xbt_swag_foreach(cnst, cnst_list) { - cnst->new_lambda = dicotomi(cnst->lambda, partial_diff_lambda, cnst, dicotomi_min_error); - DEBUG2("====> cnst->lambda (%p) = %e", cnst, cnst->new_lambda); + DEBUG1("Working on cnst (%p)", cnst); + cnst->new_lambda = + dichotomy(cnst->lambda, partial_diff_lambda, cnst, + dichotomy_min_error); +/* dual_updated += (fabs(cnst->new_lambda-cnst->lambda)>dichotomy_min_error); */ +/* DEBUG2("dual_updated (%d) : %1.20f",dual_updated,fabs(cnst->new_lambda-cnst->lambda)); */ + DEBUG3("Updating lambda : cnst->lambda (%p) : %1.20f -> %1.20f", + cnst, cnst->lambda, cnst->new_lambda); cnst->lambda = cnst->new_lambda; - } - -/* /\* */ -/* * Update values of mu and lambda */ -/* *\/ */ -/* //forall mu_i in mu_1, mu_2, ..., mu_n */ -/* xbt_swag_foreach(var, var_list) { */ -/* var->mu = var->new_mu ; */ -/* } */ - -/* //forall lambda_i in lambda_1, lambda_2, ..., lambda_n */ -/* xbt_swag_foreach(cnst, cnst_list) { */ -/* cnst->lambda = cnst->new_lambda; */ -/* } */ + new_obj = dual_objective(var_list, cnst_list); + DEBUG3("Improvement for Objective (%g -> %g) : %g", obj, new_obj, + obj - new_obj); + xbt_assert1(obj - new_obj >= -epsilon_min_error, + "Our gradient sucks! (%1.20f)", obj - new_obj); + obj = new_obj; + } /* * Now computes the values of each variable (\rho) based on * the values of \lambda and \mu. */ - overall_error=0; + DEBUG0("-------------- Check convergence ----------"); + overall_modification = 0; xbt_swag_foreach(var, var_list) { - if(var->weight <=0) + if (var->weight <= 0) var->value = 0.0; else { - tmp = 0; - for(i=0; icnsts_number; i++){ - tmp += (var->cnsts[i].constraint)->lambda; - if(var->bound > 0) - tmp+=var->mu; - } - - if(tmp == 0.0) - WARN0("CAUTION: division by 0.0"); - - //computes de overall_error - if(overall_error < fabs(var->value - 1.0/tmp)){ - overall_error = fabs(var->value - 1.0/tmp); - } - var->value = 1.0 / tmp; - } - DEBUG4("======> value of var %s (%p) = %e, overall_error = %e", (char *)var->id, var, var->value, overall_error); - } - } + tmp = new_value(var); + overall_modification = + MAX(overall_modification, fabs(var->value - tmp)); - //verify the KKT property for each link - xbt_swag_foreach(cnst, cnst_list){ - tmp = 0; - elem_list = &(cnst->element_set); - xbt_swag_foreach(elem, elem_list) { - var = elem->variable; - if(var->weight<=0) continue; - tmp += var->value; + var->value = tmp; + DEBUG3("New value of var (%p) = %e, overall_modification = %e", + var, var->value, overall_modification); + } } - - tmp = tmp - cnst->bound; - if(tmp > epsilon_min_error){ - WARN4("The link %s(%p) doesn't match the KKT property, expected less than %e and got %e", (char *)cnst->id, cnst, epsilon_min_error, tmp); - } - + DEBUG0("-------------- Check feasability ----------"); + if (!__check_feasible(cnst_list, var_list, 0)) + overall_modification = 1.0; + DEBUG2("Iteration %d: overall_modification : %f", iteration, + overall_modification); +/* if(!dual_updated) { */ +/* WARN1("Could not improve the convergence at iteration %d. Drop it!",iteration); */ +/* break; */ +/* } */ } - - //verify the KKT property of each flow - xbt_swag_foreach(var, var_list){ - if(var->bound <= 0 || var->weight <= 0) continue; - tmp = 0; - tmp = (var->value - var->bound); - - if(tmp != 0 || var->mu != 0){ - WARN4("The flow %s(%p) doesn't match the KKT property, value expected (=0) got (lambda=%e) (sum_rho=%e)", (char *)var->id, var, var->mu, tmp); - } + __check_feasible(cnst_list, var_list, 1); + if (overall_modification <= epsilon_min_error) { + DEBUG1("The method converges in %d iterations.", iteration); } + if (iteration >= max_iterations) { + DEBUG1 + ("Method reach %d iterations, which is the maximum number of iterations allowed.", + iteration); + } +/* INFO1("Method converged after %d iterations", iteration); */ - if(overall_error <= epsilon_min_error){ - DEBUG1("The method converge in %d iterations.", iteration); - }else{ - WARN1("Method reach %d iterations, which is the maxmimun number of iterations allowed.", iteration); + if (XBT_LOG_ISENABLED(surf_lagrange, xbt_log_priority_debug)) { + lmm_print(sys); } } /* - * Returns a double value corresponding to the result of a dicotomi proccess with + * Returns a double value corresponding to the result of a dichotomy proccess with * respect to a given variable/constraint (\mu in the case of a variable or \lambda in * case of a constraint) and a initial value init. * @@ -223,149 +358,250 @@ void lagrange_solve(lmm_system_t sys) * @param var_cnst a pointer to a variable or constraint * @param min_erro a minimun error tolerated * - * @return a double correponding to the result of the dicotomial process + * @return a double correponding to the result of the dichotomyal process */ -double dicotomi(double init, double diff(double, void*), void *var_cnst, double min_error){ +static double dichotomy(double init, double diff(double, void *), + void *var_cnst, double min_error) +{ double min, max; double overall_error; double middle; double min_diff, max_diff, middle_diff; - + double diff_0 = 0.0; min = max = init; - if(init == 0){ - min = max = 1; + XBT_IN; + + if (init == 0.0) { + min = max = 0.5; } min_diff = max_diff = middle_diff = 0.0; overall_error = 1; - if(diff(0.0, var_cnst) > 0){ - DEBUG1("====> returning 0.0 (diff = %e)", diff(0.0, var_cnst)); + if ((diff_0 = diff(1e-16, var_cnst)) >= 0) { + CDEBUG1(surf_lagrange_dichotomy, "returning 0.0 (diff = %e)", diff_0); + XBT_OUT; return 0.0; } - DEBUG0("====> not detected positive diff in 0"); - - while(overall_error > min_error){ + min_diff = diff(min, var_cnst); + max_diff = diff(max, var_cnst); - min_diff = diff(min, var_cnst); - max_diff = diff(max, var_cnst); + while (overall_error > min_error) { + CDEBUG4(surf_lagrange_dichotomy, + "[min, max] = [%1.20f, %1.20f] || diffmin, diffmax = %1.20f, %1.20f", + min, max, min_diff, max_diff); - DEBUG2("DICOTOMI ===> min = %e , max = %e", min, max); - DEBUG2("DICOTOMI ===> diffmin = %e , diffmax = %e", min_diff, max_diff); - - if( min_diff > 0 && max_diff > 0 ){ - if(min == max){ + if (min_diff > 0 && max_diff > 0) { + if (min == max) { + CDEBUG0(surf_lagrange_dichotomy, "Decreasing min"); min = min / 2.0; - }else{ + min_diff = diff(min, var_cnst); + } else { + CDEBUG0(surf_lagrange_dichotomy, "Decreasing max"); max = min; + max_diff = min_diff; } - }else if( min_diff < 0 && max_diff < 0 ){ - if(min == max){ + } else if (min_diff < 0 && max_diff < 0) { + if (min == max) { + CDEBUG0(surf_lagrange_dichotomy, "Increasing max"); max = max * 2.0; - }else{ + max_diff = diff(max, var_cnst); + } else { + CDEBUG0(surf_lagrange_dichotomy, "Increasing min"); min = max; + min_diff = max_diff; + } + } else if (min_diff < 0 && max_diff > 0) { + middle = (max + min) / 2.0; + CDEBUG1(surf_lagrange_dichotomy, "Trying (max+min)/2 : %1.20f", + middle); + + if ((min == middle) || (max == middle)) { + CWARN4(surf_lagrange_dichotomy, + "Cannot improve the convergence! min=max=middle=%1.20f, diff = %1.20f." + " Reaching the 'double' limits. Maybe scaling your function would help ([%1.20f,%1.20f]).", + min, max - min, min_diff, max_diff); + break; } - }else if( min_diff < 0 && max_diff > 0 ){ - middle = (max + min)/2.0; middle_diff = diff(middle, var_cnst); - overall_error = fabs(min - max); - if( middle_diff < 0 ){ + if (middle_diff < 0) { + CDEBUG0(surf_lagrange_dichotomy, "Increasing min"); min = middle; - }else if( middle_diff > 0 ){ + overall_error = max_diff - middle_diff; + min_diff = middle_diff; +/* SHOW_EXPR(overall_error); */ + } else if (middle_diff > 0) { + CDEBUG0(surf_lagrange_dichotomy, "Decreasing max"); max = middle; - }else{ - WARN0("Found an optimal solution with 0 error!"); + overall_error = max_diff - middle_diff; + max_diff = middle_diff; +/* SHOW_EXPR(overall_error); */ + } else { overall_error = 0; - return middle; +/* SHOW_EXPR(overall_error); */ } - - }else if(min_diff == 0){ - return min; - }else if(max_diff == 0){ - return max; - }else if(min_diff > 0 && max_diff < 0){ - WARN0("The impossible happened, partial_diff(min) > 0 && partial_diff(max) < 0"); + } else if (min_diff == 0) { + max = min; + overall_error = 0; +/* SHOW_EXPR(overall_error); */ + } else if (max_diff == 0) { + min = max; + overall_error = 0; +/* SHOW_EXPR(overall_error); */ + } else if (min_diff > 0 && max_diff < 0) { + CWARN0(surf_lagrange_dichotomy, + "The impossible happened, partial_diff(min) > 0 && partial_diff(max) < 0"); + abort(); + } else { + CWARN2(surf_lagrange_dichotomy, + "diffmin (%1.20f) or diffmax (%1.20f) are something I don't know, taking no action.", + min_diff, max_diff); + abort(); } } - - DEBUG1("====> returning %e", (min+max)/2.0); - return ((min+max)/2.0); -} - -/* - * - */ -double partial_diff_mu(double mu, void *param_var){ - double mu_partial=0.0; - lmm_variable_t var = (lmm_variable_t)param_var; - int i; - - //for each link with capacity cnsts[i] that uses flow of variable var do - for(i=0; icnsts_number; i++) - mu_partial += (var->cnsts[i].constraint)->lambda + mu; - - mu_partial = (-1.0/mu_partial) + var->bound; - - return mu_partial; + CDEBUG1(surf_lagrange_dichotomy, "returning %e", (min + max) / 2.0); + XBT_OUT; + return ((min + max) / 2.0); } -/* - * - */ -double partial_diff_lambda(double lambda, void *param_cnst){ +static double partial_diff_lambda(double lambda, void *param_cnst) +{ - double tmp=0.0; - int i; + int j; xbt_swag_t elem_list = NULL; lmm_element_t elem = NULL; lmm_variable_t var = NULL; - lmm_constraint_t cnst= (lmm_constraint_t) param_cnst; - double lambda_partial=0.0; - + lmm_constraint_t cnst = (lmm_constraint_t) param_cnst; + double diff = 0.0; + double sigma_i = 0.0; + XBT_IN; elem_list = &(cnst->element_set); + CDEBUG1(surf_lagrange_dichotomy, "Computing diff of cnst (%p)", cnst); - DEBUG2("Computting diff of cnst (%p) %s", cnst, (char *)cnst->id); - xbt_swag_foreach(elem, elem_list) { var = elem->variable; - if(var->weight<=0) continue; - - tmp = 0; + if (var->weight <= 0) + continue; - //DEBUG2("===> Variable (%p) %s", var, (char *)var->id); + CDEBUG1(surf_lagrange_dichotomy, "Computing sigma_i for var (%p)", + var); + // Initialize the summation variable + sigma_i = 0.0; - for(i=0; icnsts_number; i++){ - tmp += (var->cnsts[i].constraint)->lambda; - //DEBUG1("======> lambda %e + ", (var->cnsts[i].constraint)->lambda); + // Compute sigma_i + for (j = 0; j < var->cnsts_number; j++) { + sigma_i += (var->cnsts[j].constraint)->lambda; } - - if(var->bound > 0) - tmp += var->mu; - - //DEBUG2("======> lambda - %e + %e ", cnst->lambda, lambda); + //add mu_i if this flow has a RTT constraint associated + if (var->bound > 0) + sigma_i += var->mu; - tmp = tmp - cnst->lambda + lambda; - - //avoid a disaster value of lambda - //if(tmp==0) tmp = 10e-8; - - lambda_partial += (-1.0/tmp); + //replace value of cnst->lambda by the value of parameter lambda + sigma_i = (sigma_i - cnst->lambda) + lambda; - //DEBUG1("======> %e ", (-1.0/tmp)); + diff += -var->func_fpi(var, sigma_i); } - lambda_partial += cnst->bound; - //DEBUG1("===> %e ", lambda_partial); + diff += cnst->bound; + + CDEBUG3(surf_lagrange_dichotomy, + "d D/d lambda for cnst (%p) at %1.20f = %1.20f", cnst, lambda, + diff); + XBT_OUT; + return diff; +} + +/** \brief Attribute the value bound to var->bound. + * + * \param func_fpi inverse of the partial differential of f (f prime inverse, (f')^{-1}) + * + * Set default functions to the ones passed as parameters. This is a polimorfism in C pure, enjoy the roots of programming. + * + */ +void +lmm_set_default_protocol_function(double (*func_f) + (lmm_variable_t var, double x), + double (*func_fp) (lmm_variable_t var, + double x), + double (*func_fpi) (lmm_variable_t var, + double x)) +{ + func_f_def = func_f; + func_fp_def = func_fp; + func_fpi_def = func_fpi; +} + - return lambda_partial; +/**************** Vegas and Reno functions *************************/ +/* + * NOTE for Reno: all functions consider the network + * coeficient (alpha) equal to 1. + */ + +/* + * For Vegas: $f(x) = \alpha D_f\ln(x)$ + * Therefore: $fp(x) = \frac{\alpha D_f}{x}$ + * Therefore: $fpi(x) = \frac{\alpha D_f}{x}$ + */ +#define VEGAS_SCALING 1000.0 + +double func_vegas_f(lmm_variable_t var, double x) +{ + xbt_assert1(x > 0.0, "Don't call me with stupid values! (%1.20f)", x); + return VEGAS_SCALING * var->df * log(x); +} + +double func_vegas_fp(lmm_variable_t var, double x) +{ + xbt_assert1(x > 0.0, "Don't call me with stupid values! (%1.20f)", x); + return VEGAS_SCALING * var->df / x; +} + +double func_vegas_fpi(lmm_variable_t var, double x) +{ + xbt_assert1(x > 0.0, "Don't call me with stupid values! (%1.20f)", x); + return var->df / (x / VEGAS_SCALING); +} + +/* + * For Reno: $f(x) = \frac{\sqrt{3/2}}{D_f} atan(\sqrt{3/2}D_f x)$ + * Therefore: $fp(x) = \frac{3}{3 D_f^2 x^2+2}$ + * Therefore: $fpi(x) = \sqrt{\frac{1}{{D_f}^2 x} - \frac{2}{3{D_f}^2}}$ + */ +#define RENO_SCALING 1.0 +double func_reno_f(lmm_variable_t var, double x) +{ + xbt_assert0(var->df > 0.0, "Don't call me with stupid values!"); + + return RENO_SCALING * sqrt(3.0 / 2.0) / var->df * atan(sqrt(3.0 / 2.0) * + var->df * x); +} + +double func_reno_fp(lmm_variable_t var, double x) +{ + return RENO_SCALING * 3.0 / (3.0 * var->df * var->df * x * x + 2.0); +} + +double func_reno_fpi(lmm_variable_t var, double x) +{ + double res_fpi; + + xbt_assert0(var->df > 0.0, "Don't call me with stupid values!"); + xbt_assert0(x > 0.0, "Don't call me with stupid values!"); + + res_fpi = + 1.0 / (var->df * var->df * (x / RENO_SCALING)) - + 2.0 / (3.0 * var->df * var->df); + if (res_fpi <= 0.0) + return 0.0; +/* xbt_assert0(res_fpi>0.0,"Don't call me with stupid values!"); */ + return sqrt(res_fpi); } - -