1d6685f55SMatthew G. Knepley #include <petscdt.h> /*I "petscdt.h" I*/ 2d6685f55SMatthew G. Knepley 3d6685f55SMatthew G. Knepley #include <petscvec.h> 4d6685f55SMatthew G. Knepley #include <petscdraw.h> 5d6685f55SMatthew G. Knepley #include <petsc/private/petscimpl.h> 6d6685f55SMatthew G. Knepley 7d6685f55SMatthew G. Knepley const char *const DTProbDensityTypes[] = {"constant", "gaussian", "maxwell_boltzmann", "DTProb Density", "DTPROB_DENSITY_", NULL}; 8d6685f55SMatthew G. Knepley 9d6685f55SMatthew G. Knepley /*@ 10d6685f55SMatthew G. Knepley PetscPDFMaxwellBoltzmann1D - PDF for the Maxwell-Boltzmann distribution in 1D 11d6685f55SMatthew G. Knepley 1220f4b53cSBarry Smith Not Collective 13d6685f55SMatthew G. Knepley 14a4e35b19SJacob Faibussowitsch Input Parameters: 151d27aa22SBarry Smith + x - Speed in $[0, \infty]$ 16a4e35b19SJacob Faibussowitsch - dummy - Unused 17d6685f55SMatthew G. Knepley 18d6685f55SMatthew G. Knepley Output Parameter: 191d27aa22SBarry Smith . p - The probability density at `x` 20d6685f55SMatthew G. Knepley 21d6685f55SMatthew G. Knepley Level: beginner 22d6685f55SMatthew G. Knepley 23dce8aebaSBarry Smith .seealso: `PetscCDFMaxwellBoltzmann1D()` 24d6685f55SMatthew G. Knepley @*/ 25d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFMaxwellBoltzmann1D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 26d71ae5a4SJacob Faibussowitsch { 27d6685f55SMatthew G. Knepley p[0] = PetscSqrtReal(2. / PETSC_PI) * PetscExpReal(-0.5 * PetscSqr(x[0])); 283ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 29d6685f55SMatthew G. Knepley } 30d6685f55SMatthew G. Knepley 31d6685f55SMatthew G. Knepley /*@ 32d6685f55SMatthew G. Knepley PetscCDFMaxwellBoltzmann1D - CDF for the Maxwell-Boltzmann distribution in 1D 33d6685f55SMatthew G. Knepley 3420f4b53cSBarry Smith Not Collective 35d6685f55SMatthew G. Knepley 36a4e35b19SJacob Faibussowitsch Input Parameters: 371d27aa22SBarry Smith + x - Speed in $[0, \infty]$ 38a4e35b19SJacob Faibussowitsch - dummy - Unused 39d6685f55SMatthew G. Knepley 40d6685f55SMatthew G. Knepley Output Parameter: 411d27aa22SBarry Smith . p - The probability density at `x` 42d6685f55SMatthew G. Knepley 43d6685f55SMatthew G. Knepley Level: beginner 44d6685f55SMatthew G. Knepley 45dce8aebaSBarry Smith .seealso: `PetscPDFMaxwellBoltzmann1D()` 46d6685f55SMatthew G. Knepley @*/ 47d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscCDFMaxwellBoltzmann1D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 48d71ae5a4SJacob Faibussowitsch { 49d6685f55SMatthew G. Knepley p[0] = PetscErfReal(x[0] / PETSC_SQRT2); 503ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 51d6685f55SMatthew G. Knepley } 52d6685f55SMatthew G. Knepley 53d6685f55SMatthew G. Knepley /*@ 54d6685f55SMatthew G. Knepley PetscPDFMaxwellBoltzmann2D - PDF for the Maxwell-Boltzmann distribution in 2D 55d6685f55SMatthew G. Knepley 5620f4b53cSBarry Smith Not Collective 57d6685f55SMatthew G. Knepley 58a4e35b19SJacob Faibussowitsch Input Parameters: 591d27aa22SBarry Smith + x - Speed in $[0, \infty]$ 60a4e35b19SJacob Faibussowitsch - dummy - Unused 61d6685f55SMatthew G. Knepley 62d6685f55SMatthew G. Knepley Output Parameter: 631d27aa22SBarry Smith . p - The probability density at `x` 64d6685f55SMatthew G. Knepley 65d6685f55SMatthew G. Knepley Level: beginner 66d6685f55SMatthew G. Knepley 67dce8aebaSBarry Smith .seealso: `PetscCDFMaxwellBoltzmann2D()` 68d6685f55SMatthew G. Knepley @*/ 69d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFMaxwellBoltzmann2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 70d71ae5a4SJacob Faibussowitsch { 71d6685f55SMatthew G. Knepley p[0] = x[0] * PetscExpReal(-0.5 * PetscSqr(x[0])); 723ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 73d6685f55SMatthew G. Knepley } 74d6685f55SMatthew G. Knepley 75d6685f55SMatthew G. Knepley /*@ 76d6685f55SMatthew G. Knepley PetscCDFMaxwellBoltzmann2D - CDF for the Maxwell-Boltzmann distribution in 2D 77d6685f55SMatthew G. Knepley 7820f4b53cSBarry Smith Not Collective 79d6685f55SMatthew G. Knepley 80a4e35b19SJacob Faibussowitsch Input Parameters: 811d27aa22SBarry Smith + x - Speed in $[0, \infty]$ 82a4e35b19SJacob Faibussowitsch - dummy - Unused 83d6685f55SMatthew G. Knepley 84d6685f55SMatthew G. Knepley Output Parameter: 851d27aa22SBarry Smith . p - The probability density at `x` 86d6685f55SMatthew G. Knepley 87d6685f55SMatthew G. Knepley Level: beginner 88d6685f55SMatthew G. Knepley 89dce8aebaSBarry Smith .seealso: `PetscPDFMaxwellBoltzmann2D()` 90d6685f55SMatthew G. Knepley @*/ 91d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscCDFMaxwellBoltzmann2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 92d71ae5a4SJacob Faibussowitsch { 93d6685f55SMatthew G. Knepley p[0] = 1. - PetscExpReal(-0.5 * PetscSqr(x[0])); 943ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 95d6685f55SMatthew G. Knepley } 96d6685f55SMatthew G. Knepley 97d6685f55SMatthew G. Knepley /*@ 98d6685f55SMatthew G. Knepley PetscPDFMaxwellBoltzmann3D - PDF for the Maxwell-Boltzmann distribution in 3D 99d6685f55SMatthew G. Knepley 10020f4b53cSBarry Smith Not Collective 101d6685f55SMatthew G. Knepley 102a4e35b19SJacob Faibussowitsch Input Parameters: 1031d27aa22SBarry Smith + x - Speed in $[0, \infty]$ 104a4e35b19SJacob Faibussowitsch - dummy - Unused 105d6685f55SMatthew G. Knepley 106d6685f55SMatthew G. Knepley Output Parameter: 1071d27aa22SBarry Smith . p - The probability density at `x` 108d6685f55SMatthew G. Knepley 109d6685f55SMatthew G. Knepley Level: beginner 110d6685f55SMatthew G. Knepley 111dce8aebaSBarry Smith .seealso: `PetscCDFMaxwellBoltzmann3D()` 112d6685f55SMatthew G. Knepley @*/ 113d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFMaxwellBoltzmann3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 114d71ae5a4SJacob Faibussowitsch { 115d6685f55SMatthew G. Knepley p[0] = PetscSqrtReal(2. / PETSC_PI) * PetscSqr(x[0]) * PetscExpReal(-0.5 * PetscSqr(x[0])); 1163ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 117d6685f55SMatthew G. Knepley } 118d6685f55SMatthew G. Knepley 119d6685f55SMatthew G. Knepley /*@ 120d6685f55SMatthew G. Knepley PetscCDFMaxwellBoltzmann3D - CDF for the Maxwell-Boltzmann distribution in 3D 121d6685f55SMatthew G. Knepley 12220f4b53cSBarry Smith Not Collective 123d6685f55SMatthew G. Knepley 124a4e35b19SJacob Faibussowitsch Input Parameters: 1251d27aa22SBarry Smith + x - Speed in $[0, \infty]$ 126a4e35b19SJacob Faibussowitsch - dummy - Unused 127d6685f55SMatthew G. Knepley 128d6685f55SMatthew G. Knepley Output Parameter: 1291d27aa22SBarry Smith . p - The probability density at `x` 130d6685f55SMatthew G. Knepley 131d6685f55SMatthew G. Knepley Level: beginner 132d6685f55SMatthew G. Knepley 133dce8aebaSBarry Smith .seealso: `PetscPDFMaxwellBoltzmann3D()` 134d6685f55SMatthew G. Knepley @*/ 135d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscCDFMaxwellBoltzmann3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 136d71ae5a4SJacob Faibussowitsch { 137d6685f55SMatthew G. Knepley p[0] = PetscErfReal(x[0] / PETSC_SQRT2) - PetscSqrtReal(2. / PETSC_PI) * x[0] * PetscExpReal(-0.5 * PetscSqr(x[0])); 1383ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 139d6685f55SMatthew G. Knepley } 140d6685f55SMatthew G. Knepley 141d6685f55SMatthew G. Knepley /*@ 142d6685f55SMatthew G. Knepley PetscPDFGaussian1D - PDF for the Gaussian distribution in 1D 143d6685f55SMatthew G. Knepley 14420f4b53cSBarry Smith Not Collective 145d6685f55SMatthew G. Knepley 146a4e35b19SJacob Faibussowitsch Input Parameters: 1471d27aa22SBarry Smith + x - Coordinate in $[-\infty, \infty]$ 148a4e35b19SJacob Faibussowitsch - scale - Scaling value 149d6685f55SMatthew G. Knepley 150d6685f55SMatthew G. Knepley Output Parameter: 1511d27aa22SBarry Smith . p - The probability density at `x` 152d6685f55SMatthew G. Knepley 153d6685f55SMatthew G. Knepley Level: beginner 154d6685f55SMatthew G. Knepley 155dce8aebaSBarry Smith .seealso: `PetscPDFMaxwellBoltzmann3D()` 156d6685f55SMatthew G. Knepley @*/ 157d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFGaussian1D(const PetscReal x[], const PetscReal scale[], PetscReal p[]) 158d71ae5a4SJacob Faibussowitsch { 159d6685f55SMatthew G. Knepley const PetscReal sigma = scale ? scale[0] : 1.; 160d6685f55SMatthew G. Knepley p[0] = PetscSqrtReal(1. / (2. * PETSC_PI)) * PetscExpReal(-0.5 * PetscSqr(x[0] / sigma)) / sigma; 1613ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 162d6685f55SMatthew G. Knepley } 163d6685f55SMatthew G. Knepley 164d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscCDFGaussian1D(const PetscReal x[], const PetscReal scale[], PetscReal p[]) 165d71ae5a4SJacob Faibussowitsch { 166d6685f55SMatthew G. Knepley const PetscReal sigma = scale ? scale[0] : 1.; 167d6685f55SMatthew G. Knepley p[0] = 0.5 * (1. + PetscErfReal(x[0] / PETSC_SQRT2 / sigma)); 1683ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 169d6685f55SMatthew G. Knepley } 170d6685f55SMatthew G. Knepley 171d6685f55SMatthew G. Knepley /*@ 172d6685f55SMatthew G. Knepley PetscPDFSampleGaussian1D - Sample uniformly from a Gaussian distribution in 1D 173d6685f55SMatthew G. Knepley 17420f4b53cSBarry Smith Not Collective 175d6685f55SMatthew G. Knepley 176817da375SSatish Balay Input Parameters: 1771d27aa22SBarry Smith + p - A uniform variable on $[0, 1]$ 178817da375SSatish Balay - dummy - ignored 179d6685f55SMatthew G. Knepley 180d6685f55SMatthew G. Knepley Output Parameter: 1811d27aa22SBarry Smith . x - Coordinate in $[-\infty, \infty]$ 182d6685f55SMatthew G. Knepley 183d6685f55SMatthew G. Knepley Level: beginner 184d6685f55SMatthew G. Knepley 1851d27aa22SBarry Smith Note: 1861d27aa22SBarry Smith See <http://www.mimirgames.com/articles/programming/approximations-of-the-inverse-error-function> and 1871d27aa22SBarry Smith <https://stackoverflow.com/questions/27229371/inverse-error-function-in-c> 188a4e35b19SJacob Faibussowitsch 189a4e35b19SJacob Faibussowitsch .seealso: `PetscPDFGaussian2D()` 190d6685f55SMatthew G. Knepley @*/ 191d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFSampleGaussian1D(const PetscReal p[], const PetscReal dummy[], PetscReal x[]) 192d71ae5a4SJacob Faibussowitsch { 193d6685f55SMatthew G. Knepley const PetscReal q = 2 * p[0] - 1.; 194d6685f55SMatthew G. Knepley const PetscInt maxIter = 100; 195d6685f55SMatthew G. Knepley PetscReal ck[100], r = 0.; 196d6685f55SMatthew G. Knepley PetscInt k, m; 197d6685f55SMatthew G. Knepley 198d6685f55SMatthew G. Knepley PetscFunctionBeginHot; 199d6685f55SMatthew G. Knepley /* Transform input to [-1, 1] since the code below computes the inverse error function */ 200d6685f55SMatthew G. Knepley for (k = 0; k < maxIter; ++k) ck[k] = 0.; 201d6685f55SMatthew G. Knepley ck[0] = 1; 202d6685f55SMatthew G. Knepley r = ck[0] * (PetscSqrtReal(PETSC_PI) / 2.) * q; 203d6685f55SMatthew G. Knepley for (k = 1; k < maxIter; ++k) { 204d6685f55SMatthew G. Knepley const PetscReal temp = 2. * k + 1.; 205d6685f55SMatthew G. Knepley 206d6685f55SMatthew G. Knepley for (m = 0; m <= k - 1; ++m) { 207d6685f55SMatthew G. Knepley PetscReal denom = (m + 1.) * (2. * m + 1.); 208d6685f55SMatthew G. Knepley 209d6685f55SMatthew G. Knepley ck[k] += (ck[m] * ck[k - 1 - m]) / denom; 210d6685f55SMatthew G. Knepley } 211d6685f55SMatthew G. Knepley r += (ck[k] / temp) * PetscPowReal((PetscSqrtReal(PETSC_PI) / 2.) * q, 2. * k + 1.); 212d6685f55SMatthew G. Knepley } 213d6685f55SMatthew G. Knepley /* Scale erfinv() by \sqrt{\pi/2} */ 214d6685f55SMatthew G. Knepley x[0] = PetscSqrtReal(PETSC_PI * 0.5) * r; 2153ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 216d6685f55SMatthew G. Knepley } 217d6685f55SMatthew G. Knepley 218d6685f55SMatthew G. Knepley /*@ 219d6685f55SMatthew G. Knepley PetscPDFGaussian2D - PDF for the Gaussian distribution in 2D 220d6685f55SMatthew G. Knepley 22120f4b53cSBarry Smith Not Collective 222d6685f55SMatthew G. Knepley 223817da375SSatish Balay Input Parameters: 2241d27aa22SBarry Smith + x - Coordinate in $[-\infty, \infty]^2$ 225817da375SSatish Balay - dummy - ignored 226d6685f55SMatthew G. Knepley 227d6685f55SMatthew G. Knepley Output Parameter: 2281d27aa22SBarry Smith . p - The probability density at `x` 229d6685f55SMatthew G. Knepley 230d6685f55SMatthew G. Knepley Level: beginner 231d6685f55SMatthew G. Knepley 232db781477SPatrick Sanan .seealso: `PetscPDFSampleGaussian2D()`, `PetscPDFMaxwellBoltzmann3D()` 233d6685f55SMatthew G. Knepley @*/ 234d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFGaussian2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 235d71ae5a4SJacob Faibussowitsch { 236d6685f55SMatthew G. Knepley p[0] = (1. / PETSC_PI) * PetscExpReal(-0.5 * (PetscSqr(x[0]) + PetscSqr(x[1]))); 2373ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 238d6685f55SMatthew G. Knepley } 239d6685f55SMatthew G. Knepley 240d6685f55SMatthew G. Knepley /*@ 241d6685f55SMatthew G. Knepley PetscPDFSampleGaussian2D - Sample uniformly from a Gaussian distribution in 2D 2421d27aa22SBarry Smith <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform> 243d6685f55SMatthew G. Knepley 24420f4b53cSBarry Smith Not Collective 245d6685f55SMatthew G. Knepley 246817da375SSatish Balay Input Parameters: 2471d27aa22SBarry Smith + p - A uniform variable on $[0, 1]^2$ 248817da375SSatish Balay - dummy - ignored 249d6685f55SMatthew G. Knepley 250d6685f55SMatthew G. Knepley Output Parameter: 2511d27aa22SBarry Smith . x - Coordinate in $[-\infty, \infty]^2 $ 252d6685f55SMatthew G. Knepley 253d6685f55SMatthew G. Knepley Level: beginner 254d6685f55SMatthew G. Knepley 255db781477SPatrick Sanan .seealso: `PetscPDFGaussian2D()`, `PetscPDFMaxwellBoltzmann3D()` 256d6685f55SMatthew G. Knepley @*/ 257d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFSampleGaussian2D(const PetscReal p[], const PetscReal dummy[], PetscReal x[]) 258d71ae5a4SJacob Faibussowitsch { 259d6685f55SMatthew G. Knepley const PetscReal mag = PetscSqrtReal(-2.0 * PetscLogReal(p[0])); 260d6685f55SMatthew G. Knepley x[0] = mag * PetscCosReal(2.0 * PETSC_PI * p[1]); 261d6685f55SMatthew G. Knepley x[1] = mag * PetscSinReal(2.0 * PETSC_PI * p[1]); 2623ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 263d6685f55SMatthew G. Knepley } 264d6685f55SMatthew G. Knepley 265d6685f55SMatthew G. Knepley /*@ 266ea1b28ebSMatthew G. Knepley PetscPDFGaussian3D - PDF for the Gaussian distribution in 3D 267ea1b28ebSMatthew G. Knepley 26820f4b53cSBarry Smith Not Collective 269ea1b28ebSMatthew G. Knepley 270ea1b28ebSMatthew G. Knepley Input Parameters: 2711d27aa22SBarry Smith + x - Coordinate in $[-\infty, \infty]^3$ 272ea1b28ebSMatthew G. Knepley - dummy - ignored 273ea1b28ebSMatthew G. Knepley 274ea1b28ebSMatthew G. Knepley Output Parameter: 2751d27aa22SBarry Smith . p - The probability density at `x` 276ea1b28ebSMatthew G. Knepley 277ea1b28ebSMatthew G. Knepley Level: beginner 278ea1b28ebSMatthew G. Knepley 279db781477SPatrick Sanan .seealso: `PetscPDFSampleGaussian3D()`, `PetscPDFMaxwellBoltzmann3D()` 280ea1b28ebSMatthew G. Knepley @*/ 281d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFGaussian3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 282d71ae5a4SJacob Faibussowitsch { 283ea1b28ebSMatthew G. Knepley p[0] = (1. / PETSC_PI * PetscSqrtReal(PETSC_PI)) * PetscExpReal(-0.5 * (PetscSqr(x[0]) + PetscSqr(x[1]) + PetscSqr(x[2]))); 2843ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 285ea1b28ebSMatthew G. Knepley } 286ea1b28ebSMatthew G. Knepley 287ea1b28ebSMatthew G. Knepley /*@ 288ea1b28ebSMatthew G. Knepley PetscPDFSampleGaussian3D - Sample uniformly from a Gaussian distribution in 3D 2891d27aa22SBarry Smith <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform> 290ea1b28ebSMatthew G. Knepley 29120f4b53cSBarry Smith Not Collective 292ea1b28ebSMatthew G. Knepley 293ea1b28ebSMatthew G. Knepley Input Parameters: 2941d27aa22SBarry Smith + p - A uniform variable on $[0, 1]^3$ 295ea1b28ebSMatthew G. Knepley - dummy - ignored 296ea1b28ebSMatthew G. Knepley 297ea1b28ebSMatthew G. Knepley Output Parameter: 2981d27aa22SBarry Smith . x - Coordinate in $[-\infty, \infty]^3$ 299ea1b28ebSMatthew G. Knepley 300ea1b28ebSMatthew G. Knepley Level: beginner 301ea1b28ebSMatthew G. Knepley 302db781477SPatrick Sanan .seealso: `PetscPDFGaussian3D()`, `PetscPDFMaxwellBoltzmann3D()` 303ea1b28ebSMatthew G. Knepley @*/ 304d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFSampleGaussian3D(const PetscReal p[], const PetscReal dummy[], PetscReal x[]) 305d71ae5a4SJacob Faibussowitsch { 306ea1b28ebSMatthew G. Knepley PetscCall(PetscPDFSampleGaussian1D(p, dummy, x)); 307ea1b28ebSMatthew G. Knepley PetscCall(PetscPDFSampleGaussian2D(&p[1], dummy, &x[1])); 3083ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 309ea1b28ebSMatthew G. Knepley } 310ea1b28ebSMatthew G. Knepley 311ea1b28ebSMatthew G. Knepley /*@ 312d6685f55SMatthew G. Knepley PetscPDFConstant1D - PDF for the uniform distribution in 1D 313d6685f55SMatthew G. Knepley 31420f4b53cSBarry Smith Not Collective 315d6685f55SMatthew G. Knepley 316a4e35b19SJacob Faibussowitsch Input Parameters: 3171d27aa22SBarry Smith + x - Coordinate in $[-1, 1]$ 318a4e35b19SJacob Faibussowitsch - dummy - Unused 319d6685f55SMatthew G. Knepley 320d6685f55SMatthew G. Knepley Output Parameter: 3211d27aa22SBarry Smith . p - The probability density at `x` 322d6685f55SMatthew G. Knepley 323d6685f55SMatthew G. Knepley Level: beginner 324d6685f55SMatthew G. Knepley 325db781477SPatrick Sanan .seealso: `PetscCDFConstant1D()`, `PetscPDFSampleConstant1D()`, `PetscPDFConstant2D()`, `PetscPDFConstant3D()` 326d6685f55SMatthew G. Knepley @*/ 327d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFConstant1D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 328d71ae5a4SJacob Faibussowitsch { 329d6685f55SMatthew G. Knepley p[0] = x[0] > -1. && x[0] <= 1. ? 0.5 : 0.; 3303ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 331d6685f55SMatthew G. Knepley } 332d6685f55SMatthew G. Knepley 333ea1b28ebSMatthew G. Knepley /*@ 334ea1b28ebSMatthew G. Knepley PetscCDFConstant1D - CDF for the uniform distribution in 1D 335ea1b28ebSMatthew G. Knepley 33620f4b53cSBarry Smith Not Collective 337ea1b28ebSMatthew G. Knepley 338a4e35b19SJacob Faibussowitsch Input Parameters: 3391d27aa22SBarry Smith + x - Coordinate in $[-1, 1]$ 340a4e35b19SJacob Faibussowitsch - dummy - Unused 341ea1b28ebSMatthew G. Knepley 342ea1b28ebSMatthew G. Knepley Output Parameter: 3431d27aa22SBarry Smith . p - The cumulative probability at `x` 344ea1b28ebSMatthew G. Knepley 345ea1b28ebSMatthew G. Knepley Level: beginner 346ea1b28ebSMatthew G. Knepley 347db781477SPatrick Sanan .seealso: `PetscPDFConstant1D()`, `PetscPDFSampleConstant1D()`, `PetscCDFConstant2D()`, `PetscCDFConstant3D()` 348ea1b28ebSMatthew G. Knepley @*/ 349d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscCDFConstant1D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 350d71ae5a4SJacob Faibussowitsch { 351d6685f55SMatthew G. Knepley p[0] = x[0] <= -1. ? 0. : (x[0] > 1. ? 1. : 0.5 * (x[0] + 1.)); 3523ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 353d6685f55SMatthew G. Knepley } 354d6685f55SMatthew G. Knepley 355d6685f55SMatthew G. Knepley /*@ 356d6685f55SMatthew G. Knepley PetscPDFSampleConstant1D - Sample uniformly from a uniform distribution on [-1, 1] in 1D 357d6685f55SMatthew G. Knepley 35820f4b53cSBarry Smith Not Collective 359d6685f55SMatthew G. Knepley 360a4e35b19SJacob Faibussowitsch Input Parameters: 3611d27aa22SBarry Smith + p - A uniform variable on $[0, 1]$ 362a4e35b19SJacob Faibussowitsch - dummy - Unused 363d6685f55SMatthew G. Knepley 364d6685f55SMatthew G. Knepley Output Parameter: 3651d27aa22SBarry Smith . x - Coordinate in $[-1, 1]$ 366d6685f55SMatthew G. Knepley 367d6685f55SMatthew G. Knepley Level: beginner 368d6685f55SMatthew G. Knepley 369db781477SPatrick Sanan .seealso: `PetscPDFConstant1D()`, `PetscCDFConstant1D()`, `PetscPDFSampleConstant2D()`, `PetscPDFSampleConstant3D()` 370d6685f55SMatthew G. Knepley @*/ 371d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFSampleConstant1D(const PetscReal p[], const PetscReal dummy[], PetscReal x[]) 372d71ae5a4SJacob Faibussowitsch { 373ea1b28ebSMatthew G. Knepley x[0] = 2. * p[0] - 1.; 3743ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 375ea1b28ebSMatthew G. Knepley } 376ea1b28ebSMatthew G. Knepley 377ea1b28ebSMatthew G. Knepley /*@ 378ea1b28ebSMatthew G. Knepley PetscPDFConstant2D - PDF for the uniform distribution in 2D 379ea1b28ebSMatthew G. Knepley 38020f4b53cSBarry Smith Not Collective 381ea1b28ebSMatthew G. Knepley 382a4e35b19SJacob Faibussowitsch Input Parameters: 3831d27aa22SBarry Smith + x - Coordinate in $[-1, 1]^2$ 384a4e35b19SJacob Faibussowitsch - dummy - Unused 385ea1b28ebSMatthew G. Knepley 386ea1b28ebSMatthew G. Knepley Output Parameter: 3871d27aa22SBarry Smith . p - The probability density at `x` 388ea1b28ebSMatthew G. Knepley 389ea1b28ebSMatthew G. Knepley Level: beginner 390ea1b28ebSMatthew G. Knepley 391db781477SPatrick Sanan .seealso: `PetscCDFConstant2D()`, `PetscPDFSampleConstant2D()`, `PetscPDFConstant1D()`, `PetscPDFConstant3D()` 392ea1b28ebSMatthew G. Knepley @*/ 393d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFConstant2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 394d71ae5a4SJacob Faibussowitsch { 395ea1b28ebSMatthew G. Knepley p[0] = x[0] > -1. && x[0] <= 1. && x[1] > -1. && x[1] <= 1. ? 0.25 : 0.; 3963ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 397ea1b28ebSMatthew G. Knepley } 398ea1b28ebSMatthew G. Knepley 399ea1b28ebSMatthew G. Knepley /*@ 400ea1b28ebSMatthew G. Knepley PetscCDFConstant2D - CDF for the uniform distribution in 2D 401ea1b28ebSMatthew G. Knepley 40220f4b53cSBarry Smith Not Collective 403ea1b28ebSMatthew G. Knepley 404a4e35b19SJacob Faibussowitsch Input Parameters: 4051d27aa22SBarry Smith + x - Coordinate in $[-1, 1]^2$ 406a4e35b19SJacob Faibussowitsch - dummy - Unused 407ea1b28ebSMatthew G. Knepley 408ea1b28ebSMatthew G. Knepley Output Parameter: 4091d27aa22SBarry Smith . p - The cumulative probability at `x` 410ea1b28ebSMatthew G. Knepley 411ea1b28ebSMatthew G. Knepley Level: beginner 412ea1b28ebSMatthew G. Knepley 413db781477SPatrick Sanan .seealso: `PetscPDFConstant2D()`, `PetscPDFSampleConstant2D()`, `PetscCDFConstant1D()`, `PetscCDFConstant3D()` 414ea1b28ebSMatthew G. Knepley @*/ 415d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscCDFConstant2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 416d71ae5a4SJacob Faibussowitsch { 417ea1b28ebSMatthew G. Knepley p[0] = x[0] <= -1. || x[1] <= -1. ? 0. : (x[0] > 1. ? 1. : 0.5 * (x[0] + 1.)) * (x[1] > 1. ? 1. : 0.5 * (x[1] + 1.)); 4183ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 419ea1b28ebSMatthew G. Knepley } 420ea1b28ebSMatthew G. Knepley 421ea1b28ebSMatthew G. Knepley /*@ 4221d27aa22SBarry Smith PetscPDFSampleConstant2D - Sample uniformly from a uniform distribution on $[-1, 1]^2$ in 2D 423ea1b28ebSMatthew G. Knepley 42420f4b53cSBarry Smith Not Collective 425ea1b28ebSMatthew G. Knepley 426a4e35b19SJacob Faibussowitsch Input Parameters: 4271d27aa22SBarry Smith + p - Two uniform variables on $[0, 1]$ 428a4e35b19SJacob Faibussowitsch - dummy - Unused 429ea1b28ebSMatthew G. Knepley 430ea1b28ebSMatthew G. Knepley Output Parameter: 4311d27aa22SBarry Smith . x - Coordinate in $[-1, 1]^2$ 432ea1b28ebSMatthew G. Knepley 433ea1b28ebSMatthew G. Knepley Level: beginner 434ea1b28ebSMatthew G. Knepley 435db781477SPatrick Sanan .seealso: `PetscPDFConstant2D()`, `PetscCDFConstant2D()`, `PetscPDFSampleConstant1D()`, `PetscPDFSampleConstant3D()` 436ea1b28ebSMatthew G. Knepley @*/ 437d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFSampleConstant2D(const PetscReal p[], const PetscReal dummy[], PetscReal x[]) 438d71ae5a4SJacob Faibussowitsch { 439ea1b28ebSMatthew G. Knepley x[0] = 2. * p[0] - 1.; 440ea1b28ebSMatthew G. Knepley x[1] = 2. * p[1] - 1.; 4413ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 442ea1b28ebSMatthew G. Knepley } 443ea1b28ebSMatthew G. Knepley 444ea1b28ebSMatthew G. Knepley /*@ 445ea1b28ebSMatthew G. Knepley PetscPDFConstant3D - PDF for the uniform distribution in 3D 446ea1b28ebSMatthew G. Knepley 44720f4b53cSBarry Smith Not Collective 448ea1b28ebSMatthew G. Knepley 449a4e35b19SJacob Faibussowitsch Input Parameters: 4501d27aa22SBarry Smith + x - Coordinate in $[-1, 1]^3$ 451a4e35b19SJacob Faibussowitsch - dummy - Unused 452ea1b28ebSMatthew G. Knepley 453ea1b28ebSMatthew G. Knepley Output Parameter: 4541d27aa22SBarry Smith . p - The probability density at `x` 455ea1b28ebSMatthew G. Knepley 456ea1b28ebSMatthew G. Knepley Level: beginner 457ea1b28ebSMatthew G. Knepley 458db781477SPatrick Sanan .seealso: `PetscCDFConstant3D()`, `PetscPDFSampleConstant3D()`, `PetscPDFSampleConstant1D()`, `PetscPDFSampleConstant2D()` 459ea1b28ebSMatthew G. Knepley @*/ 460d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFConstant3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 461d71ae5a4SJacob Faibussowitsch { 462ea1b28ebSMatthew G. Knepley p[0] = x[0] > -1. && x[0] <= 1. && x[1] > -1. && x[1] <= 1. && x[2] > -1. && x[2] <= 1. ? 0.125 : 0.; 4633ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 464ea1b28ebSMatthew G. Knepley } 465ea1b28ebSMatthew G. Knepley 466ea1b28ebSMatthew G. Knepley /*@ 467ea1b28ebSMatthew G. Knepley PetscCDFConstant3D - CDF for the uniform distribution in 3D 468ea1b28ebSMatthew G. Knepley 46920f4b53cSBarry Smith Not Collective 470ea1b28ebSMatthew G. Knepley 471a4e35b19SJacob Faibussowitsch Input Parameters: 4721d27aa22SBarry Smith + x - Coordinate in $[-1, 1]^3$ 473a4e35b19SJacob Faibussowitsch - dummy - Unused 474ea1b28ebSMatthew G. Knepley 475ea1b28ebSMatthew G. Knepley Output Parameter: 4761d27aa22SBarry Smith . p - The cumulative probability at `x` 477ea1b28ebSMatthew G. Knepley 478ea1b28ebSMatthew G. Knepley Level: beginner 479ea1b28ebSMatthew G. Knepley 480db781477SPatrick Sanan .seealso: `PetscPDFConstant3D()`, `PetscPDFSampleConstant3D()`, `PetscCDFConstant1D()`, `PetscCDFConstant2D()` 481ea1b28ebSMatthew G. Knepley @*/ 482d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscCDFConstant3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[]) 483d71ae5a4SJacob Faibussowitsch { 484ea1b28ebSMatthew G. Knepley p[0] = x[0] <= -1. || x[1] <= -1. || x[2] <= -1. ? 0. : (x[0] > 1. ? 1. : 0.5 * (x[0] + 1.)) * (x[1] > 1. ? 1. : 0.5 * (x[1] + 1.)) * (x[2] > 1. ? 1. : 0.5 * (x[2] + 1.)); 4853ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 486ea1b28ebSMatthew G. Knepley } 487ea1b28ebSMatthew G. Knepley 488ea1b28ebSMatthew G. Knepley /*@ 4891d27aa22SBarry Smith PetscPDFSampleConstant3D - Sample uniformly from a uniform distribution on $[-1, 1]^3$ in 3D 490ea1b28ebSMatthew G. Knepley 49120f4b53cSBarry Smith Not Collective 492ea1b28ebSMatthew G. Knepley 493a4e35b19SJacob Faibussowitsch Input Parameters: 4941d27aa22SBarry Smith + p - Three uniform variables on $[0, 1]$ 495a4e35b19SJacob Faibussowitsch - dummy - Unused 496ea1b28ebSMatthew G. Knepley 497ea1b28ebSMatthew G. Knepley Output Parameter: 4981d27aa22SBarry Smith . x - Coordinate in $[-1, 1]^3$ 499ea1b28ebSMatthew G. Knepley 500ea1b28ebSMatthew G. Knepley Level: beginner 501ea1b28ebSMatthew G. Knepley 502db781477SPatrick Sanan .seealso: `PetscPDFConstant3D()`, `PetscCDFConstant3D()`, `PetscPDFSampleConstant1D()`, `PetscPDFSampleConstant2D()` 503ea1b28ebSMatthew G. Knepley @*/ 504d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscPDFSampleConstant3D(const PetscReal p[], const PetscReal dummy[], PetscReal x[]) 505d71ae5a4SJacob Faibussowitsch { 506ea1b28ebSMatthew G. Knepley x[0] = 2. * p[0] - 1.; 507ea1b28ebSMatthew G. Knepley x[1] = 2. * p[1] - 1.; 508ea1b28ebSMatthew G. Knepley x[2] = 2. * p[2] - 1.; 5093ba16761SJacob Faibussowitsch return PETSC_SUCCESS; 510d6685f55SMatthew G. Knepley } 511d6685f55SMatthew G. Knepley 512d6685f55SMatthew G. Knepley /*@C 513da81f932SPierre Jolivet PetscProbCreateFromOptions - Return the probability distribution specified by the arguments and options 514d6685f55SMatthew G. Knepley 51520f4b53cSBarry Smith Not Collective 516d6685f55SMatthew G. Knepley 517d6685f55SMatthew G. Knepley Input Parameters: 518d6685f55SMatthew G. Knepley + dim - The dimension of sample points 5191d27aa22SBarry Smith . prefix - The options prefix, or `NULL` 520*f13dfd9eSBarry Smith - name - The options database name for the probability distribution type 521d6685f55SMatthew G. Knepley 522d6685f55SMatthew G. Knepley Output Parameters: 523*f13dfd9eSBarry Smith + pdf - The PDF of this type, or `NULL` 524*f13dfd9eSBarry Smith . cdf - The CDF of this type, or `NULL` 525*f13dfd9eSBarry Smith - sampler - The PDF sampler of this type, or `NULL` 526d6685f55SMatthew G. Knepley 527d6685f55SMatthew G. Knepley Level: intermediate 528d6685f55SMatthew G. Knepley 529dce8aebaSBarry Smith .seealso: `PetscProbFunc`, `PetscPDFMaxwellBoltzmann1D()`, `PetscPDFGaussian1D()`, `PetscPDFConstant1D()` 530d6685f55SMatthew G. Knepley @*/ 531d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscProbCreateFromOptions(PetscInt dim, const char prefix[], const char name[], PetscProbFunc *pdf, PetscProbFunc *cdf, PetscProbFunc *sampler) 532d71ae5a4SJacob Faibussowitsch { 533d6685f55SMatthew G. Knepley DTProbDensityType den = DTPROB_DENSITY_GAUSSIAN; 534d6685f55SMatthew G. Knepley 535d6685f55SMatthew G. Knepley PetscFunctionBegin; 536d0609cedSBarry Smith PetscOptionsBegin(PETSC_COMM_SELF, prefix, "PetscProb Options", "DT"); 5379566063dSJacob Faibussowitsch PetscCall(PetscOptionsEnum(name, "Method to compute PDF <constant, gaussian>", "", DTProbDensityTypes, (PetscEnum)den, (PetscEnum *)&den, NULL)); 538d0609cedSBarry Smith PetscOptionsEnd(); 539d6685f55SMatthew G. Knepley 5409371c9d4SSatish Balay if (pdf) { 5414f572ea9SToby Isaac PetscAssertPointer(pdf, 4); 5429371c9d4SSatish Balay *pdf = NULL; 5439371c9d4SSatish Balay } 5449371c9d4SSatish Balay if (cdf) { 5454f572ea9SToby Isaac PetscAssertPointer(cdf, 5); 5469371c9d4SSatish Balay *cdf = NULL; 5479371c9d4SSatish Balay } 5489371c9d4SSatish Balay if (sampler) { 5494f572ea9SToby Isaac PetscAssertPointer(sampler, 6); 5509371c9d4SSatish Balay *sampler = NULL; 5519371c9d4SSatish Balay } 552d6685f55SMatthew G. Knepley switch (den) { 553d6685f55SMatthew G. Knepley case DTPROB_DENSITY_CONSTANT: 554d6685f55SMatthew G. Knepley switch (dim) { 555d6685f55SMatthew G. Knepley case 1: 556d6685f55SMatthew G. Knepley if (pdf) *pdf = PetscPDFConstant1D; 557d6685f55SMatthew G. Knepley if (cdf) *cdf = PetscCDFConstant1D; 558d6685f55SMatthew G. Knepley if (sampler) *sampler = PetscPDFSampleConstant1D; 559d6685f55SMatthew G. Knepley break; 560ea1b28ebSMatthew G. Knepley case 2: 561ea1b28ebSMatthew G. Knepley if (pdf) *pdf = PetscPDFConstant2D; 562ea1b28ebSMatthew G. Knepley if (cdf) *cdf = PetscCDFConstant2D; 563ea1b28ebSMatthew G. Knepley if (sampler) *sampler = PetscPDFSampleConstant2D; 564ea1b28ebSMatthew G. Knepley break; 565ea1b28ebSMatthew G. Knepley case 3: 566ea1b28ebSMatthew G. Knepley if (pdf) *pdf = PetscPDFConstant3D; 567ea1b28ebSMatthew G. Knepley if (cdf) *cdf = PetscCDFConstant3D; 568ea1b28ebSMatthew G. Knepley if (sampler) *sampler = PetscPDFSampleConstant3D; 569ea1b28ebSMatthew G. Knepley break; 570d71ae5a4SJacob Faibussowitsch default: 571d71ae5a4SJacob Faibussowitsch SETERRQ(PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "Dimension %" PetscInt_FMT " not supported for density type %s", dim, DTProbDensityTypes[den]); 572d6685f55SMatthew G. Knepley } 573d6685f55SMatthew G. Knepley break; 574d6685f55SMatthew G. Knepley case DTPROB_DENSITY_GAUSSIAN: 575d6685f55SMatthew G. Knepley switch (dim) { 576d6685f55SMatthew G. Knepley case 1: 577d6685f55SMatthew G. Knepley if (pdf) *pdf = PetscPDFGaussian1D; 578d6685f55SMatthew G. Knepley if (cdf) *cdf = PetscCDFGaussian1D; 579d6685f55SMatthew G. Knepley if (sampler) *sampler = PetscPDFSampleGaussian1D; 580d6685f55SMatthew G. Knepley break; 581d6685f55SMatthew G. Knepley case 2: 582d6685f55SMatthew G. Knepley if (pdf) *pdf = PetscPDFGaussian2D; 583d6685f55SMatthew G. Knepley if (sampler) *sampler = PetscPDFSampleGaussian2D; 584d6685f55SMatthew G. Knepley break; 585ea1b28ebSMatthew G. Knepley case 3: 586ea1b28ebSMatthew G. Knepley if (pdf) *pdf = PetscPDFGaussian3D; 587ea1b28ebSMatthew G. Knepley if (sampler) *sampler = PetscPDFSampleGaussian3D; 588ea1b28ebSMatthew G. Knepley break; 589d71ae5a4SJacob Faibussowitsch default: 590d71ae5a4SJacob Faibussowitsch SETERRQ(PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "Dimension %" PetscInt_FMT " not supported for density type %s", dim, DTProbDensityTypes[den]); 591d6685f55SMatthew G. Knepley } 592d6685f55SMatthew G. Knepley break; 593d6685f55SMatthew G. Knepley case DTPROB_DENSITY_MAXWELL_BOLTZMANN: 594d6685f55SMatthew G. Knepley switch (dim) { 595d6685f55SMatthew G. Knepley case 1: 596d6685f55SMatthew G. Knepley if (pdf) *pdf = PetscPDFMaxwellBoltzmann1D; 597d6685f55SMatthew G. Knepley if (cdf) *cdf = PetscCDFMaxwellBoltzmann1D; 598d6685f55SMatthew G. Knepley break; 599d6685f55SMatthew G. Knepley case 2: 600d6685f55SMatthew G. Knepley if (pdf) *pdf = PetscPDFMaxwellBoltzmann2D; 601d6685f55SMatthew G. Knepley if (cdf) *cdf = PetscCDFMaxwellBoltzmann2D; 602d6685f55SMatthew G. Knepley break; 603d6685f55SMatthew G. Knepley case 3: 604d6685f55SMatthew G. Knepley if (pdf) *pdf = PetscPDFMaxwellBoltzmann3D; 605d6685f55SMatthew G. Knepley if (cdf) *cdf = PetscCDFMaxwellBoltzmann3D; 606d6685f55SMatthew G. Knepley break; 607d71ae5a4SJacob Faibussowitsch default: 608d71ae5a4SJacob Faibussowitsch SETERRQ(PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "Dimension %" PetscInt_FMT " not supported for density type %s", dim, DTProbDensityTypes[den]); 609d6685f55SMatthew G. Knepley } 610d6685f55SMatthew G. Knepley break; 611d71ae5a4SJacob Faibussowitsch default: 612d71ae5a4SJacob Faibussowitsch SETERRQ(PETSC_COMM_SELF, PETSC_ERR_SUP, "Density type %s is not supported", DTProbDensityTypes[PetscMax(0, PetscMin(den, DTPROB_NUM_DENSITY))]); 613d6685f55SMatthew G. Knepley } 6143ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 615d6685f55SMatthew G. Knepley } 616d6685f55SMatthew G. Knepley 617d6685f55SMatthew G. Knepley #ifdef PETSC_HAVE_KS 618d6685f55SMatthew G. Knepley EXTERN_C_BEGIN 619d6685f55SMatthew G. Knepley #include <KolmogorovSmirnovDist.h> 620d6685f55SMatthew G. Knepley EXTERN_C_END 621d6685f55SMatthew G. Knepley #endif 622d6685f55SMatthew G. Knepley 623d6685f55SMatthew G. Knepley /*@C 624d6685f55SMatthew G. Knepley PetscProbComputeKSStatistic - Compute the Kolmogorov-Smirnov statistic for the empirical distribution for an input vector, compared to an analytic CDF. 625d6685f55SMatthew G. Knepley 62620f4b53cSBarry Smith Collective 627d6685f55SMatthew G. Knepley 628d6685f55SMatthew G. Knepley Input Parameters: 629d6685f55SMatthew G. Knepley + v - The data vector, blocksize is the sample dimension 630d6685f55SMatthew G. Knepley - cdf - The analytic CDF 631d6685f55SMatthew G. Knepley 632d6685f55SMatthew G. Knepley Output Parameter: 633d6685f55SMatthew G. Knepley . alpha - The KS statisic 634d6685f55SMatthew G. Knepley 635d6685f55SMatthew G. Knepley Level: advanced 636d6685f55SMatthew G. Knepley 637dce8aebaSBarry Smith Notes: 638dce8aebaSBarry Smith The Kolmogorov-Smirnov statistic for a given cumulative distribution function $F(x)$ is 6391d27aa22SBarry Smith 6401d27aa22SBarry Smith $$ 641dce8aebaSBarry Smith D_n = \sup_x \left| F_n(x) - F(x) \right| 6421d27aa22SBarry Smith $$ 643dce8aebaSBarry Smith 644dce8aebaSBarry Smith where $\sup_x$ is the supremum of the set of distances, and the empirical distribution function $F_n(x)$ is discrete, and given by 645dce8aebaSBarry Smith 6461d27aa22SBarry Smith $$ 647dce8aebaSBarry Smith F_n = # of samples <= x / n 6481d27aa22SBarry Smith $$ 649dce8aebaSBarry Smith 650d6685f55SMatthew G. Knepley The empirical distribution function $F_n(x)$ is discrete, and thus had a ``stairstep'' 651d6685f55SMatthew G. Knepley cumulative distribution, making $n$ the number of stairs. Intuitively, the statistic takes 652d6685f55SMatthew G. Knepley the largest absolute difference between the two distribution functions across all $x$ values. 653d6685f55SMatthew G. Knepley 654db781477SPatrick Sanan .seealso: `PetscProbFunc` 655d6685f55SMatthew G. Knepley @*/ 656d71ae5a4SJacob Faibussowitsch PetscErrorCode PetscProbComputeKSStatistic(Vec v, PetscProbFunc cdf, PetscReal *alpha) 657d71ae5a4SJacob Faibussowitsch { 658d6685f55SMatthew G. Knepley #if !defined(PETSC_HAVE_KS) 659d6685f55SMatthew G. Knepley SETERRQ(PetscObjectComm((PetscObject)v), PETSC_ERR_SUP, "No support for Kolmogorov-Smirnov test.\nReconfigure using --download-ks"); 660d6685f55SMatthew G. Knepley #else 661d6685f55SMatthew G. Knepley PetscViewer viewer = NULL; 662d6685f55SMatthew G. Knepley PetscViewerFormat format; 663d6685f55SMatthew G. Knepley PetscDraw draw; 664d6685f55SMatthew G. Knepley PetscDrawLG lg; 665d6685f55SMatthew G. Knepley PetscDrawAxis axis; 666d6685f55SMatthew G. Knepley const PetscScalar *a; 667d6685f55SMatthew G. Knepley PetscReal *speed, Dn = PETSC_MIN_REAL; 668d6685f55SMatthew G. Knepley PetscBool isascii = PETSC_FALSE, isdraw = PETSC_FALSE, flg; 669d6685f55SMatthew G. Knepley PetscInt n, p, dim, d; 670d6685f55SMatthew G. Knepley PetscMPIInt size; 671d6685f55SMatthew G. Knepley const char *names[2] = {"Analytic", "Empirical"}; 672d6685f55SMatthew G. Knepley char title[PETSC_MAX_PATH_LEN]; 673d6685f55SMatthew G. Knepley PetscOptions options; 674d6685f55SMatthew G. Knepley const char *prefix; 675d6685f55SMatthew G. Knepley MPI_Comm comm; 676d6685f55SMatthew G. Knepley 677d6685f55SMatthew G. Knepley PetscFunctionBegin; 6789566063dSJacob Faibussowitsch PetscCall(PetscObjectGetComm((PetscObject)v, &comm)); 6799566063dSJacob Faibussowitsch PetscCall(PetscObjectGetOptionsPrefix((PetscObject)v, &prefix)); 6809566063dSJacob Faibussowitsch PetscCall(PetscObjectGetOptions((PetscObject)v, &options)); 6819566063dSJacob Faibussowitsch PetscCall(PetscOptionsGetViewer(comm, options, prefix, "-ks_monitor", &viewer, &format, &flg)); 682d6685f55SMatthew G. Knepley if (flg) { 6839566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii)); 6849566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERDRAW, &isdraw)); 685d6685f55SMatthew G. Knepley } 686d6685f55SMatthew G. Knepley if (isascii) { 6879566063dSJacob Faibussowitsch PetscCall(PetscViewerPushFormat(viewer, format)); 688d6685f55SMatthew G. Knepley } else if (isdraw) { 6899566063dSJacob Faibussowitsch PetscCall(PetscViewerPushFormat(viewer, format)); 6909566063dSJacob Faibussowitsch PetscCall(PetscViewerDrawGetDraw(viewer, 0, &draw)); 6919566063dSJacob Faibussowitsch PetscCall(PetscDrawLGCreate(draw, 2, &lg)); 6929566063dSJacob Faibussowitsch PetscCall(PetscDrawLGSetLegend(lg, names)); 693d6685f55SMatthew G. Knepley } 694d6685f55SMatthew G. Knepley 6959566063dSJacob Faibussowitsch PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)v), &size)); 6969566063dSJacob Faibussowitsch PetscCall(VecGetLocalSize(v, &n)); 6979566063dSJacob Faibussowitsch PetscCall(VecGetBlockSize(v, &dim)); 698d6685f55SMatthew G. Knepley n /= dim; 699d6685f55SMatthew G. Knepley /* TODO Parallel algorithm is harder */ 700d6685f55SMatthew G. Knepley if (size == 1) { 7019566063dSJacob Faibussowitsch PetscCall(PetscMalloc1(n, &speed)); 7029566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(v, &a)); 703d6685f55SMatthew G. Knepley for (p = 0; p < n; ++p) { 704d6685f55SMatthew G. Knepley PetscReal mag = 0.; 705d6685f55SMatthew G. Knepley 706d6685f55SMatthew G. Knepley for (d = 0; d < dim; ++d) mag += PetscSqr(PetscRealPart(a[p * dim + d])); 707d6685f55SMatthew G. Knepley speed[p] = PetscSqrtReal(mag); 708d6685f55SMatthew G. Knepley } 7099566063dSJacob Faibussowitsch PetscCall(PetscSortReal(n, speed)); 7109566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(v, &a)); 711d6685f55SMatthew G. Knepley for (p = 0; p < n; ++p) { 712d6685f55SMatthew G. Knepley const PetscReal x = speed[p], Fn = ((PetscReal)p) / n; 713d6685f55SMatthew G. Knepley PetscReal F, vals[2]; 714d6685f55SMatthew G. Knepley 7159566063dSJacob Faibussowitsch PetscCall(cdf(&x, NULL, &F)); 716d6685f55SMatthew G. Knepley Dn = PetscMax(PetscAbsReal(Fn - F), Dn); 7179566063dSJacob Faibussowitsch if (isascii) PetscCall(PetscViewerASCIIPrintf(viewer, "x: %g F: %g Fn: %g Dn: %.2g\n", x, F, Fn, Dn)); 7189371c9d4SSatish Balay if (isdraw) { 7199371c9d4SSatish Balay vals[0] = F; 7209371c9d4SSatish Balay vals[1] = Fn; 7219371c9d4SSatish Balay PetscCall(PetscDrawLGAddCommonPoint(lg, x, vals)); 7229371c9d4SSatish Balay } 723d6685f55SMatthew G. Knepley } 724d6685f55SMatthew G. Knepley if (speed[n - 1] < 6.) { 725d6685f55SMatthew G. Knepley const PetscReal k = (PetscInt)(6. - speed[n - 1]) + 1, dx = (6. - speed[n - 1]) / k; 726d6685f55SMatthew G. Knepley for (p = 0; p <= k; ++p) { 727d6685f55SMatthew G. Knepley const PetscReal x = speed[n - 1] + p * dx, Fn = 1.0; 728d6685f55SMatthew G. Knepley PetscReal F, vals[2]; 729d6685f55SMatthew G. Knepley 7309566063dSJacob Faibussowitsch PetscCall(cdf(&x, NULL, &F)); 731d6685f55SMatthew G. Knepley Dn = PetscMax(PetscAbsReal(Fn - F), Dn); 7329566063dSJacob Faibussowitsch if (isascii) PetscCall(PetscViewerASCIIPrintf(viewer, "x: %g F: %g Fn: %g Dn: %.2g\n", x, F, Fn, Dn)); 7339371c9d4SSatish Balay if (isdraw) { 7349371c9d4SSatish Balay vals[0] = F; 7359371c9d4SSatish Balay vals[1] = Fn; 7369371c9d4SSatish Balay PetscCall(PetscDrawLGAddCommonPoint(lg, x, vals)); 7379371c9d4SSatish Balay } 738d6685f55SMatthew G. Knepley } 739d6685f55SMatthew G. Knepley } 7409566063dSJacob Faibussowitsch PetscCall(PetscFree(speed)); 741d6685f55SMatthew G. Knepley } 742d6685f55SMatthew G. Knepley if (isdraw) { 7439566063dSJacob Faibussowitsch PetscCall(PetscDrawLGGetAxis(lg, &axis)); 7449566063dSJacob Faibussowitsch PetscCall(PetscSNPrintf(title, PETSC_MAX_PATH_LEN, "Kolmogorov-Smirnov Test (Dn %.2g)", Dn)); 7459566063dSJacob Faibussowitsch PetscCall(PetscDrawAxisSetLabels(axis, title, "x", "CDF(x)")); 7469566063dSJacob Faibussowitsch PetscCall(PetscDrawLGDraw(lg)); 7479566063dSJacob Faibussowitsch PetscCall(PetscDrawLGDestroy(&lg)); 748d6685f55SMatthew G. Knepley } 749d6685f55SMatthew G. Knepley if (viewer) { 7509566063dSJacob Faibussowitsch PetscCall(PetscViewerFlush(viewer)); 7519566063dSJacob Faibussowitsch PetscCall(PetscViewerPopFormat(viewer)); 752cd791dc2SBarry Smith PetscCall(PetscOptionsRestoreViewer(&viewer)); 753d6685f55SMatthew G. Knepley } 754d6685f55SMatthew G. Knepley *alpha = KSfbar((int)n, (double)Dn); 7553ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 756d6685f55SMatthew G. Knepley #endif 757d6685f55SMatthew G. Knepley } 758