| 1 | //
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| 2 | // ********************************************************************
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| 3 | // * License and Disclaimer *
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| 4 | // * *
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| 5 | // * The Geant4 software is copyright of the Copyright Holders of *
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| 6 | // * the Geant4 Collaboration. It is provided under the terms and *
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| 7 | // * conditions of the Geant4 Software License, included in the file *
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| 8 | // * LICENSE and available at http://cern.ch/geant4/license . These *
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| 9 | // * include a list of copyright holders. *
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| 10 | // * *
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| 11 | // * Neither the authors of this software system, nor their employing *
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| 12 | // * institutes,nor the agencies providing financial support for this *
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| 13 | // * work make any representation or warranty, express or implied, *
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| 14 | // * regarding this software system or assume any liability for its *
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| 15 | // * use. Please see the license in the file LICENSE and URL above *
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| 16 | // * for the full disclaimer and the limitation of liability. *
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| 17 | // * *
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| 18 | // * This code implementation is the result of the scientific and *
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| 19 | // * technical work of the GEANT4 collaboration. *
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| 20 | // * By using, copying, modifying or distributing the software (or *
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| 21 | // * any work based on the software) you agree to acknowledge its *
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| 22 | // * use in resulting scientific publications, and indicate your *
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| 23 | // * acceptance of all terms of the Geant4 Software license. *
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| 24 | // ********************************************************************
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| 25 | //
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| 26 | //
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| 27 | //
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| 28 | // Convergence Tests for Monte Carlo results.
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| 29 | //
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| 30 | // Reference
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| 31 | // MCNP(TM) -A General Monte Carlo N-Particle Transport Code
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| 32 | // Version 4B
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| 33 | // Judith F. Briesmeister, Editor
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| 34 | // LA-12625-M, Issued: March 1997, UC 705 and UC 700
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| 35 | // CHAPTER 2. GEOMETRY, DATA, PHYSICS, AND MATHEMATICS
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| 36 | // VI. ESTIMATION OF THE MONTE CARLO PRECISION
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| 37 | //
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| 38 | // Positives numbers are assumed for inputs
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| 39 | //
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| 40 | // Koi, Tatsumi (SLAC/SCCS)
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| 41 | //
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| 42 |
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| 43 | #include "G4ConvergenceTester.hh"
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| 44 |
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| 45 | G4ConvergenceTester::G4ConvergenceTester()
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| 46 | : n(0), sum(0.), mean(0.), var(0.), sd(0.), r(0.), efficiency(0.),
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| 47 | r2eff(0.), r2int(0.), shift(0.), vov(0.), fom(0.), largest(0.),
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| 48 | largest_score_happened(0), mean_1(0.), var_1(0.), sd_1(0.), r_1(0.),
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| 49 | shift_1(0.), vov_1(0.), fom_1(0.), noBinOfHistory(16), slope(0.),
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| 50 | noBinOfPDF(10), minimizer(0), noPass(0), noTotal(8)
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| 51 | {
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| 52 | nonzero_histories.clear();
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| 53 | largest_scores.clear();
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| 54 | largest_scores.push_back( 0.0 );
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| 55 |
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| 56 | history_grid.resize( noBinOfHistory , 0 );
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| 57 | mean_history.resize( noBinOfHistory , 0.0 );
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| 58 | var_history.resize( noBinOfHistory , 0.0 );
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| 59 | sd_history.resize( noBinOfHistory , 0.0 );
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| 60 | r_history.resize( noBinOfHistory , 0.0 );
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| 61 | vov_history.resize( noBinOfHistory , 0.0 );
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| 62 | fom_history.resize( noBinOfHistory , 0.0 );
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| 63 | shift_history.resize( noBinOfHistory , 0.0 );
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| 64 | e_history.resize( noBinOfHistory , 0.0 );
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| 65 | r2eff_history.resize( noBinOfHistory , 0.0 );
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| 66 | r2int_history.resize( noBinOfHistory , 0.0 );
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| 67 |
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| 68 | timer = new G4Timer();
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| 69 | timer->Start();
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| 70 | cpu_time.clear();
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| 71 | cpu_time.push_back( 0.0 );
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| 72 | }
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| 73 |
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| 74 |
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| 75 |
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| 76 | G4ConvergenceTester::~G4ConvergenceTester()
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| 77 | {
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| 78 | delete timer;
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| 79 | }
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| 80 |
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| 81 |
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| 82 |
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| 83 | void G4ConvergenceTester::AddScore( G4double x )
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| 84 | {
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| 85 |
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| 86 | //G4cout << x << G4endl;
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| 87 |
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| 88 | timer->Stop();
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| 89 | cpu_time.push_back( timer->GetSystemElapsed() + timer->GetUserElapsed() );
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| 90 |
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| 91 | if ( x == 0.0 )
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| 92 | {
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| 93 | }
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| 94 | else
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| 95 | {
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| 96 | nonzero_histories.insert( std::pair< G4int , G4double > ( n , x ) );
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| 97 | if ( x > largest_scores.back() )
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| 98 | {
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| 99 | // Following serch should become faster if begin from bottom.
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| 100 | std::vector< G4double >::iterator it;
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| 101 | for ( it = largest_scores.begin() ; it != largest_scores.end() ; it++ )
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| 102 | {
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| 103 | if ( x > *it )
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| 104 | {
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| 105 | largest_scores.insert( it , x );
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| 106 | break;
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| 107 | }
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| 108 | }
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| 109 |
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| 110 | if ( largest_scores.size() > 201 )
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| 111 | {
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| 112 | largest_scores.pop_back();
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| 113 | }
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| 114 | //G4cout << largest_scores.size() << " " << largest_scores.front() << " " << largest_scores.back() << G4endl;
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| 115 | }
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| 116 | sum += x;
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| 117 | }
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| 118 |
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| 119 | n++;
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| 120 | return;
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| 121 | }
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| 122 |
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| 123 |
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| 124 |
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| 125 | void G4ConvergenceTester::calStat()
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| 126 | {
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| 127 |
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| 128 |
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| 129 | efficiency = double( nonzero_histories.size() ) / n;
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| 130 |
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| 131 | mean = sum / n;
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| 132 |
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| 133 | G4double sum_x2 = 0.0;
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| 134 | var = 0.0;
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| 135 | shift = 0.0;
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| 136 | vov = 0.0;
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| 137 |
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| 138 | G4double xi;
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| 139 | std::map< G4int , G4double >::iterator it;
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| 140 | for ( it = nonzero_histories.begin() ; it != nonzero_histories.end() ; it++ )
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| 141 | {
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| 142 | xi = it->second;
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| 143 | sum_x2 += xi * xi;
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| 144 | var += ( xi - mean ) * ( xi - mean );
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| 145 | shift += ( xi - mean ) * ( xi - mean ) * ( xi - mean );
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| 146 | vov += ( xi - mean ) * ( xi - mean ) * ( xi - mean ) * ( xi - mean );
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| 147 | }
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| 148 |
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| 149 | var += ( n - nonzero_histories.size() ) * mean * mean;
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| 150 | shift += ( n - nonzero_histories.size() ) * mean * mean * mean * ( -1 );
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| 151 | vov += ( n - nonzero_histories.size() ) * mean * mean * mean * mean;
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| 152 |
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| 153 | vov = vov / ( var * var ) - 1.0 / n;
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| 154 |
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| 155 | var = var/(n-1);
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| 156 |
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| 157 | sd = std::sqrt ( var );
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| 158 |
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| 159 | r = sd / mean / std::sqrt ( G4double(n) );
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| 160 |
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| 161 | r2eff = ( 1 - efficiency ) / ( efficiency * n );
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| 162 | r2int = sum_x2 / ( sum * sum ) - 1 / ( efficiency * n );
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| 163 |
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| 164 | shift = shift / ( 2 * var * n );
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| 165 |
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| 166 | fom = 1 / (r*r) / cpu_time.back();
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| 167 |
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| 168 | // Find Largest History
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| 169 | //G4double largest = 0.0;
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| 170 | largest = 0.0;
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| 171 | largest_score_happened = 0;
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| 172 | G4double spend_time_of_largest = 0.0;
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| 173 | for ( it = nonzero_histories.begin() ; it != nonzero_histories.end() ; it++ )
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| 174 | {
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| 175 | if ( std::abs ( it->second ) > largest )
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| 176 | {
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| 177 | largest = it->second;
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| 178 | largest_score_happened = it->first;
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| 179 | spend_time_of_largest = cpu_time [ it->first+1 ] - cpu_time [ it->first ];
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| 180 | }
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| 181 | }
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| 182 |
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| 183 | mean_1 = 0.0;
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| 184 | var_1 = 0.0;
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| 185 | shift_1 = 0.0;
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| 186 | vov_1 = 0.0;
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| 187 | sd_1 = 0.0;
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| 188 | r_1 = 0.0;
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| 189 | vov_1 = 0.0;
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| 190 |
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| 191 | // G4cout << "The largest history = " << largest << G4endl;
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| 192 |
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| 193 | mean_1 = ( sum + largest ) / ( n + 1 );
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| 194 |
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| 195 | sum_x2 = 0.0;
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| 196 | for ( it = nonzero_histories.begin() ; it != nonzero_histories.end() ; it++ )
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| 197 | {
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| 198 | xi = it->second;
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| 199 | sum_x2 += xi * xi;
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| 200 | var_1 += ( xi - mean_1 ) * ( xi - mean_1 );
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| 201 | shift_1 += ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 );
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| 202 | vov_1 += ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 );
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| 203 | }
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| 204 | xi = largest;
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| 205 | sum_x2 += xi * xi;
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| 206 | var_1 += ( xi - mean_1 ) * ( xi - mean_1 );
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| 207 | shift_1 += ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 );
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| 208 | vov_1 += ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 );
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| 209 |
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| 210 | var_1 += ( n - nonzero_histories.size() ) * mean_1 * mean_1;
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| 211 | shift_1 += ( n - nonzero_histories.size() ) * mean_1 * mean_1 * mean_1 * ( -1 );
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| 212 | vov_1 += ( n - nonzero_histories.size() ) * mean_1 * mean_1 * mean_1 * mean_1;
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| 213 |
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| 214 | vov_1 = vov_1 / ( var_1 * var_1 ) - 1.0 / ( n + 1 );
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| 215 |
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| 216 | var_1 = var_1 / n ;
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| 217 |
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| 218 | sd_1 = std::sqrt ( var_1 );
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| 219 |
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| 220 | r_1 = sd_1 / mean_1 / std::sqrt ( G4double(n + 1) );
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| 221 |
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| 222 | shift_1 = shift_1 / ( 2 * var_1 * ( n + 1 ) );
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| 223 |
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| 224 | fom_1 = 1 / ( r * r ) / ( cpu_time.back() + spend_time_of_largest );
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| 225 |
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| 226 | if ( nonzero_histories.size() < 500 )
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| 227 | {
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| 228 | G4cout << "Number of non zero history too small to calcuarte SLOPE" << G4endl;
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| 229 | }
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| 230 | else
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| 231 | {
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| 232 | G4int i = int ( nonzero_histories.size() );
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| 233 |
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| 234 | // 5% criterion
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| 235 | G4int j = int ( i * 0.05 );
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| 236 | while ( int( largest_scores.size() ) > j )
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| 237 | {
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| 238 | largest_scores.pop_back();
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| 239 | }
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| 240 | calc_slope_fit( largest_scores );
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| 241 | }
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| 242 |
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| 243 | calc_grid_point_of_history();
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| 244 | calc_stat_history();
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| 245 | }
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| 246 |
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| 247 |
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| 248 |
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| 249 | void G4ConvergenceTester::calc_grid_point_of_history()
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| 250 | {
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| 251 |
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| 252 | // histroy_grid [ 0,,,15 ]
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| 253 | // history_grid [0] 1/16 ,,, history_grid [15] 16/16
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| 254 | // if number of event is x then history_grid [15] become x-1.
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| 255 | // 16 -> noBinOfHisotry
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| 256 |
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| 257 | G4int i;
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| 258 | for ( i = 1 ; i <= noBinOfHistory ; i++ )
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| 259 | {
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| 260 | history_grid [ i-1 ] = int ( n / ( double( noBinOfHistory ) ) * i - 0.1 );
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| 261 | //G4cout << "history_grid " << i-1 << " " << history_grid [ i-1 ] << G4endl;
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| 262 | }
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| 263 |
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| 264 | }
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| 265 |
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| 266 |
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| 267 |
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| 268 | void G4ConvergenceTester::calc_stat_history()
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| 269 | {
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| 270 | // G4cout << "i/16 till_ith mean var sd r vov fom shift e r2eff r2int" << G4endl;
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| 271 |
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| 272 | G4int i;
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| 273 | for ( i = 1 ; i <= noBinOfHistory ; i++ )
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| 274 | {
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| 275 |
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| 276 | G4int ith = history_grid [ i-1 ];
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| 277 |
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| 278 | G4int nonzero_till_ith = 0;
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| 279 | G4double xi;
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| 280 | G4double mean_till_ith = 0.0;
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| 281 | std::map< G4int , G4double >::iterator it;
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| 282 |
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| 283 | for ( it = nonzero_histories.begin() ; it !=nonzero_histories.end() ; it++ )
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| 284 | {
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| 285 | if ( it->first <= ith )
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| 286 | {
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| 287 | xi = it->second;
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| 288 | mean_till_ith += xi;
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| 289 | nonzero_till_ith++;
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| 290 | }
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| 291 | }
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| 292 |
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| 293 | mean_till_ith = mean_till_ith / ( ith+1 );
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| 294 | mean_history [ i-1 ] = mean_till_ith;
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| 295 |
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| 296 | G4double sum_x2_till_ith = 0.0;
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| 297 | G4double var_till_ith = 0.0;
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| 298 | G4double vov_till_ith = 0.0;
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| 299 | G4double shift_till_ith = 0.0;
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| 300 |
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| 301 | for ( it = nonzero_histories.begin() ; it !=nonzero_histories.end() ; it++ )
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| 302 | {
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| 303 | if ( it->first <= ith )
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| 304 | {
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| 305 | xi = it->second;
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| 306 | sum_x2_till_ith += xi * xi;
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| 307 | var_till_ith += ( xi - mean_till_ith ) * ( xi - mean_till_ith );
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| 308 | shift_till_ith += ( xi - mean_till_ith ) * ( xi - mean_till_ith ) * ( xi - mean_till_ith );
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| 309 | vov_till_ith += ( xi - mean_till_ith ) * ( xi - mean_till_ith ) * ( xi - mean_till_ith ) * ( xi - mean_till_ith );
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| 310 | }
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| 311 | }
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| 312 |
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| 313 | var_till_ith += ( (ith+1) - nonzero_till_ith ) * mean_till_ith * mean_till_ith;
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| 314 |
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| 315 | vov_till_ith += ( (ith+1) - nonzero_till_ith ) * mean_till_ith * mean_till_ith * mean_till_ith * mean_till_ith ;
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| 316 | vov_till_ith = vov_till_ith / ( var_till_ith * var_till_ith ) - 1.0 / (ith+1);
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| 317 | vov_history [ i-1 ] = vov_till_ith;
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| 318 |
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| 319 | var_till_ith = var_till_ith / ( ith+1 - 1 );
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| 320 | var_history [ i-1 ] = var_till_ith;
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| 321 | sd_history [ i-1 ] = std::sqrt( var_till_ith );
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| 322 | r_history [ i-1 ] = std::sqrt( var_till_ith ) / mean_till_ith / std::sqrt ( 1.0*(ith+1) );
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| 323 |
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| 324 | fom_history [ i-1 ] = 1 / ( r_history [ i-1 ] * r_history [ i-1 ] ) / cpu_time [ ith ];
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| 325 |
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| 326 | shift_till_ith += ( (ith+1) - nonzero_till_ith ) * mean_till_ith * mean_till_ith * mean_till_ith * ( -1 );
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| 327 | shift_till_ith = shift_till_ith / ( 2 * var_till_ith * (ith+1) );
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| 328 | shift_history [ i-1 ] = shift_till_ith;
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| 329 |
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| 330 | e_history [ i-1 ] = 1.0*nonzero_till_ith / (ith+1);
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| 331 | r2eff_history [ i-1 ] = ( 1 - e_history [ i-1 ] ) / ( e_history [ i-1 ] * (ith+1) );
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| 332 |
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| 333 | G4double sum_till_ith = mean_till_ith * (ith+1);
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| 334 | r2int_history [ i-1 ] = ( sum_x2_till_ith ) / ( sum_till_ith * sum_till_ith ) - 1 / ( e_history [ i-1 ] * (ith+1) );
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| 335 |
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| 336 | }
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| 337 |
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| 338 | }
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| 339 |
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| 340 |
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| 341 |
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| 342 | void G4ConvergenceTester::ShowResult()
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| 343 | {
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| 344 | calStat();
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| 345 |
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| 346 | G4cout << "EFFICIENCY = " << efficiency << G4endl;
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| 347 | G4cout << "MEAN = " << mean << G4endl;
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| 348 | G4cout << "VAR = " << var << G4endl;
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| 349 | G4cout << "SD = " << sd << G4endl;
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| 350 | G4cout << "R = "<< r << G4endl;
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| 351 | G4cout << "SHIFT = "<< shift << G4endl;
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| 352 | G4cout << "VOV = "<< vov << G4endl;
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| 353 | G4cout << "FOM = "<< fom << G4endl;
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| 354 |
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| 355 | G4cout << "THE LARGEST SCORE = " << largest << " and it happend at " << largest_score_happened << "th event" << G4endl;
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| 356 | G4cout << "Affected Mean = " << mean_1 << " and its ratio to orignal is " << mean_1/mean << G4endl;
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| 357 | G4cout << "Affected VAR = " << var_1 << " and its ratio to orignal is " << var_1/var << G4endl;
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| 358 | G4cout << "Affected R = " << r_1 << " and its ratio to orignal is " << r_1/r << G4endl;
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| 359 | G4cout << "Affected SHIFT = " << shift_1 << " and its ratio to orignal is " << shift_1/shift << G4endl;
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| 360 | G4cout << "Affected FOM = " << fom_1 << " and its ratio to orignal is " << fom_1/fom << G4endl;
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| 361 |
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| 362 | check_stat_history();
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| 363 |
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| 364 | // check SLOPE and output result
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| 365 | if ( slope >= 3 )
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| 366 | {
|
|---|
| 367 | noPass++;
|
|---|
| 368 | G4cout << "SLOPE is large enough" << G4endl;
|
|---|
| 369 | }
|
|---|
| 370 | else
|
|---|
| 371 | {
|
|---|
| 372 | G4cout << "SLOPE is not large enough" << G4endl;
|
|---|
| 373 | }
|
|---|
| 374 |
|
|---|
| 375 | G4cout << "This result passes " << noPass << " / "<< noTotal << " Convergence Test." << G4endl;
|
|---|
| 376 | G4cout << G4endl;
|
|---|
| 377 |
|
|---|
| 378 | }
|
|---|
| 379 |
|
|---|
| 380 | void G4ConvergenceTester::ShowHistory()
|
|---|
| 381 | {
|
|---|
| 382 | G4cout << "i/" << noBinOfHistory << " till_ith mean var sd r vov fom shift e r2eff r2int" << G4endl;
|
|---|
| 383 | for ( G4int i = 1 ; i <= noBinOfHistory ; i++ )
|
|---|
| 384 | {
|
|---|
| 385 | G4cout << i << " "
|
|---|
| 386 | << history_grid [ i-1 ] << " "
|
|---|
| 387 | << mean_history [ i-1 ] << " "
|
|---|
| 388 | << var_history [ i-1 ] << " "
|
|---|
| 389 | << sd_history [ i-1 ] << " "
|
|---|
| 390 | << r_history [ i-1 ] << " "
|
|---|
| 391 | << vov_history [ i-1 ] << " "
|
|---|
| 392 | << fom_history [ i-1 ] << " "
|
|---|
| 393 | << shift_history [ i-1 ] << " "
|
|---|
| 394 | << e_history [ i-1 ] << " "
|
|---|
| 395 | << r2eff_history [ i-1 ] << " "
|
|---|
| 396 | << r2int_history [ i-1 ] << " "
|
|---|
| 397 | << G4endl;
|
|---|
| 398 | }
|
|---|
| 399 | }
|
|---|
| 400 |
|
|---|
| 401 | void G4ConvergenceTester::check_stat_history()
|
|---|
| 402 | {
|
|---|
| 403 |
|
|---|
| 404 | // 1 sigma rejection for null hypothesis
|
|---|
| 405 |
|
|---|
| 406 | std::vector<G4double> first_ally;
|
|---|
| 407 | std::vector<G4double> second_ally;
|
|---|
| 408 |
|
|---|
| 409 | // use 2nd half of hisories
|
|---|
| 410 | G4int N = mean_history.size() / 2;
|
|---|
| 411 | G4int i;
|
|---|
| 412 |
|
|---|
| 413 | G4double pearson_r;
|
|---|
| 414 | G4double t;
|
|---|
| 415 |
|
|---|
| 416 | first_ally.resize( N );
|
|---|
| 417 | second_ally.resize( N );
|
|---|
| 418 |
|
|---|
| 419 | // Mean
|
|---|
| 420 |
|
|---|
| 421 | for ( i = 0 ; i < N ; i++ )
|
|---|
| 422 | {
|
|---|
| 423 | first_ally [ i ] = history_grid [ N + i ];
|
|---|
| 424 | second_ally [ i ] = mean_history [ N + i ];
|
|---|
| 425 | }
|
|---|
| 426 |
|
|---|
| 427 | pearson_r = calc_Pearson_r ( N , first_ally , second_ally );
|
|---|
| 428 | t = pearson_r * std::sqrt ( ( N - 2 ) / ( 1 - pearson_r * pearson_r ) );
|
|---|
| 429 |
|
|---|
| 430 | if ( t < 0.429318 ) // Student t of (Degree of freedom = N-2 )
|
|---|
| 431 | {
|
|---|
| 432 | G4cout << "MEAN distribution is RANDOM" << G4endl;
|
|---|
| 433 | noPass++;
|
|---|
| 434 | }
|
|---|
| 435 | else
|
|---|
| 436 | {
|
|---|
| 437 | G4cout << "MEAN distribution is not RANDOM" << G4endl;
|
|---|
| 438 | }
|
|---|
| 439 |
|
|---|
| 440 |
|
|---|
| 441 | // R
|
|---|
| 442 |
|
|---|
| 443 | for ( i = 0 ; i < N ; i++ )
|
|---|
| 444 | {
|
|---|
| 445 | first_ally [ i ] = 1.0 / std::sqrt ( G4double(history_grid [ N + i ]) );
|
|---|
| 446 | second_ally [ i ] = r_history [ N + i ];
|
|---|
| 447 | }
|
|---|
| 448 |
|
|---|
| 449 | pearson_r = calc_Pearson_r ( N , first_ally , second_ally );
|
|---|
| 450 | t = pearson_r * std::sqrt ( ( N - 2 ) / ( 1 - pearson_r * pearson_r ) );
|
|---|
| 451 |
|
|---|
| 452 | if ( t > 1.090546 )
|
|---|
| 453 | {
|
|---|
| 454 | G4cout << "r follows 1/std::sqrt(N)" << G4endl;
|
|---|
| 455 | noPass++;
|
|---|
| 456 | }
|
|---|
| 457 | else
|
|---|
| 458 | {
|
|---|
| 459 | G4cout << "r does not follow 1/std::sqrt(N)" << G4endl;
|
|---|
| 460 | }
|
|---|
| 461 |
|
|---|
| 462 | if ( is_monotonically_decrease( second_ally ) == true )
|
|---|
| 463 | {
|
|---|
| 464 | G4cout << "r is monotonically decrease " << G4endl;
|
|---|
| 465 | }
|
|---|
| 466 | else
|
|---|
| 467 | {
|
|---|
| 468 | G4cout << "r is NOT monotonically decrease " << G4endl;
|
|---|
| 469 | }
|
|---|
| 470 |
|
|---|
| 471 | if ( r_history.back() < 0.1 )
|
|---|
| 472 | {
|
|---|
| 473 | G4cout << "r is less than 0.1. r = " << r_history.back() << G4endl;
|
|---|
| 474 | noPass++;
|
|---|
| 475 | }
|
|---|
| 476 | else
|
|---|
| 477 | {
|
|---|
| 478 | G4cout << "r is NOT less than 0.1. r = " << r_history.back() << G4endl;
|
|---|
| 479 | }
|
|---|
| 480 |
|
|---|
| 481 |
|
|---|
| 482 | // VOV
|
|---|
| 483 | for ( i = 0 ; i < N ; i++ )
|
|---|
| 484 | {
|
|---|
| 485 | first_ally [ i ] = 1.0 / history_grid [ N + i ];
|
|---|
| 486 | second_ally [ i ] = vov_history [ N + i ];
|
|---|
| 487 | }
|
|---|
| 488 |
|
|---|
| 489 | pearson_r = calc_Pearson_r ( N , first_ally , second_ally );
|
|---|
| 490 | t = pearson_r * std::sqrt ( ( N - 2 ) / ( 1 - pearson_r * pearson_r ) );
|
|---|
| 491 |
|
|---|
| 492 | if ( t > 1.090546 )
|
|---|
| 493 | {
|
|---|
| 494 | G4cout << "VOV follows 1/std::sqrt(N)" << G4endl;
|
|---|
| 495 | noPass++;
|
|---|
| 496 | }
|
|---|
| 497 | else
|
|---|
| 498 | {
|
|---|
| 499 | G4cout << "VOV does not follow 1/std::sqrt(N)" << G4endl;
|
|---|
| 500 | }
|
|---|
| 501 |
|
|---|
| 502 | if ( is_monotonically_decrease( second_ally ) == true )
|
|---|
| 503 | {
|
|---|
| 504 | G4cout << "VOV is monotonically decrease " << G4endl;
|
|---|
| 505 | }
|
|---|
| 506 | else
|
|---|
| 507 | {
|
|---|
| 508 | G4cout << "VOV is NOT monotonically decrease " << G4endl;
|
|---|
| 509 | }
|
|---|
| 510 |
|
|---|
| 511 | // FOM
|
|---|
| 512 |
|
|---|
| 513 | for ( i = 0 ; i < N ; i++ )
|
|---|
| 514 | {
|
|---|
| 515 | first_ally [ i ] = history_grid [ N + i ];
|
|---|
| 516 | second_ally [ i ] = fom_history [ N + i ];
|
|---|
| 517 | }
|
|---|
| 518 |
|
|---|
| 519 | pearson_r = calc_Pearson_r ( N , first_ally , second_ally );
|
|---|
| 520 | t = pearson_r * std::sqrt ( ( N - 2 ) / ( 1 - pearson_r * pearson_r ) );
|
|---|
| 521 |
|
|---|
| 522 | if ( t < 0.429318 )
|
|---|
| 523 | {
|
|---|
| 524 | G4cout << "FOM distribution is RANDOM" << G4endl;
|
|---|
| 525 | noPass++;
|
|---|
| 526 | }
|
|---|
| 527 | else
|
|---|
| 528 | {
|
|---|
| 529 | G4cout << "FOM distribution is not RANDOM" << G4endl;
|
|---|
| 530 | }
|
|---|
| 531 |
|
|---|
| 532 | }
|
|---|
| 533 |
|
|---|
| 534 |
|
|---|
| 535 |
|
|---|
| 536 | G4double G4ConvergenceTester::calc_Pearson_r ( G4int N , std::vector<G4double> first_ally , std::vector<G4double> second_ally )
|
|---|
| 537 | {
|
|---|
| 538 | G4double first_mean = 0.0;
|
|---|
| 539 | G4double second_mean = 0.0;
|
|---|
| 540 |
|
|---|
| 541 | G4int i;
|
|---|
| 542 | for ( i = 0 ; i < N ; i++ )
|
|---|
| 543 | {
|
|---|
| 544 | first_mean += first_ally [ i ];
|
|---|
| 545 | second_mean += second_ally [ i ];
|
|---|
| 546 | }
|
|---|
| 547 | first_mean = first_mean / N;
|
|---|
| 548 | second_mean = second_mean / N;
|
|---|
| 549 |
|
|---|
| 550 | G4double a = 0.0;
|
|---|
| 551 | for ( i = 0 ; i < N ; i++ )
|
|---|
| 552 | {
|
|---|
| 553 | a += ( first_ally [ i ] - first_mean ) * ( second_ally [ i ] - second_mean );
|
|---|
| 554 | }
|
|---|
| 555 |
|
|---|
| 556 | G4double b1 = 0.0;
|
|---|
| 557 | G4double b2 = 0.0;
|
|---|
| 558 | for ( i = 0 ; i < N ; i++ )
|
|---|
| 559 | {
|
|---|
| 560 | b1 += ( first_ally [ i ] - first_mean ) * ( first_ally [ i ] - first_mean );
|
|---|
| 561 | b2 += ( second_ally [ i ] - second_mean ) * ( second_ally [ i ] - second_mean );
|
|---|
| 562 | }
|
|---|
| 563 |
|
|---|
| 564 | G4double r = a / std::sqrt ( b1 * b2 );
|
|---|
| 565 |
|
|---|
| 566 | return r;
|
|---|
| 567 | }
|
|---|
| 568 |
|
|---|
| 569 |
|
|---|
| 570 |
|
|---|
| 571 | G4bool G4ConvergenceTester::is_monotonically_decrease ( std::vector<G4double> ally )
|
|---|
| 572 | {
|
|---|
| 573 |
|
|---|
| 574 | std::vector<G4double>::iterator it;
|
|---|
| 575 | for ( it = ally.begin() ; it != ally.end() - 1 ; it++ )
|
|---|
| 576 | {
|
|---|
| 577 | if ( *it < *(it+1) ) return FALSE;
|
|---|
| 578 | }
|
|---|
| 579 |
|
|---|
| 580 | noPass++;
|
|---|
| 581 | return TRUE;
|
|---|
| 582 | }
|
|---|
| 583 |
|
|---|
| 584 |
|
|---|
| 585 |
|
|---|
| 586 | //void G4ConvergenceTester::calc_slope_fit ( std::vector<G4double> largest_socres )
|
|---|
| 587 | void G4ConvergenceTester::calc_slope_fit ( std::vector<G4double> )
|
|---|
| 588 | {
|
|---|
| 589 |
|
|---|
| 590 | // create PDF bins
|
|---|
| 591 | G4double max = largest_scores.front();
|
|---|
| 592 | G4int last = int ( largest_scores.size() );
|
|---|
| 593 | G4double min = 0.0;
|
|---|
| 594 | if ( largest_scores.back() != 0 )
|
|---|
| 595 | {
|
|---|
| 596 | min = largest_scores.back();
|
|---|
| 597 | }
|
|---|
| 598 | else
|
|---|
| 599 | {
|
|---|
| 600 | min = largest_scores[ last-1 ];
|
|---|
| 601 | last = last - 1;
|
|---|
| 602 | }
|
|---|
| 603 |
|
|---|
| 604 | //G4cout << "largest " << max << G4endl;
|
|---|
| 605 | //G4cout << "last " << min << G4endl;
|
|---|
| 606 |
|
|---|
| 607 | if ( max*0.99 < min )
|
|---|
| 608 | {
|
|---|
| 609 | // upper limit is assumed to have been reached
|
|---|
| 610 | slope = 10.0;
|
|---|
| 611 | return;
|
|---|
| 612 | }
|
|---|
| 613 |
|
|---|
| 614 | std::vector < G4double > pdf_grid;
|
|---|
| 615 |
|
|---|
| 616 | pdf_grid.resize( noBinOfPDF+1 ); // no grid = no bins + 1
|
|---|
| 617 | pdf_grid[ 0 ] = max;
|
|---|
| 618 | pdf_grid[ noBinOfPDF ] = min;
|
|---|
| 619 | G4double log10_max = std::log10( max );
|
|---|
| 620 | G4double log10_min = std::log10( min );
|
|---|
| 621 | G4double log10_delta = log10_max - log10_min;
|
|---|
| 622 | for ( G4int i = 1 ; i < noBinOfPDF ; i++ )
|
|---|
| 623 | {
|
|---|
| 624 | pdf_grid[i] = std::pow ( 10.0 , log10_max - log10_delta/10.0*(i) );
|
|---|
| 625 | //G4cout << "pdf i " << i << " " << pdf_grid[i] << G4endl;
|
|---|
| 626 | }
|
|---|
| 627 |
|
|---|
| 628 | std::vector < G4double > pdf;
|
|---|
| 629 | pdf.resize( noBinOfPDF );
|
|---|
| 630 |
|
|---|
| 631 | for ( G4int j=0 ; j < last ; j ++ )
|
|---|
| 632 | {
|
|---|
| 633 | for ( G4int i = 0 ; i < 11 ; i++ )
|
|---|
| 634 | {
|
|---|
| 635 | if ( largest_scores[j] >= pdf_grid[i+1] )
|
|---|
| 636 | {
|
|---|
| 637 | pdf[i] += 1.0 / ( pdf_grid[i] - pdf_grid[i+1] ) / n;
|
|---|
| 638 | //G4cout << "pdf " << j << " " << i << " " << largest_scores[j] << " " << G4endl;
|
|---|
| 639 | break;
|
|---|
| 640 | }
|
|---|
| 641 | }
|
|---|
| 642 | }
|
|---|
| 643 |
|
|---|
| 644 | f_xi.resize( noBinOfPDF );
|
|---|
| 645 | f_yi.resize( noBinOfPDF );
|
|---|
| 646 | for ( G4int i = 0 ; i < noBinOfPDF ; i++ )
|
|---|
| 647 | {
|
|---|
| 648 | //G4cout << "pdf i " << i << " " << (pdf_grid[i]+pdf_grid[i+1])/2 << " " << pdf[i] << G4endl;
|
|---|
| 649 | f_xi[i] = (pdf_grid[i]+pdf_grid[i+1])/2;
|
|---|
| 650 | f_yi[i] = pdf[i];
|
|---|
| 651 | }
|
|---|
| 652 |
|
|---|
| 653 | // number of variables ( a and k )
|
|---|
| 654 | minimizer = new G4SimplexDownhill<G4ConvergenceTester> ( this , 2 );
|
|---|
| 655 | //G4double minimum = minimizer->GetMinimum();
|
|---|
| 656 | std::vector<G4double> mp = minimizer->GetMinimumPoint();
|
|---|
| 657 | G4double k = mp[1];
|
|---|
| 658 |
|
|---|
| 659 | //G4cout << "SLOPE " << 1/mp[1]+1 << G4endl;
|
|---|
| 660 | //G4cout << "SLOPE a " << mp[0] << G4endl;
|
|---|
| 661 | //G4cout << "SLOPE k " << mp[1] << G4endl;
|
|---|
| 662 | //G4cout << "SLOPE minimum " << minimizer->GetMinimum() << G4endl;
|
|---|
| 663 |
|
|---|
| 664 | slope = 1/mp[1]+1;
|
|---|
| 665 | if ( k < 1.0/9 ) // Please look Pareto distribution with "sigma=a" and "k"
|
|---|
| 666 | {
|
|---|
| 667 | slope = 10;
|
|---|
| 668 | }
|
|---|
| 669 | if ( slope > 10 )
|
|---|
| 670 | {
|
|---|
| 671 | slope = 10;
|
|---|
| 672 | }
|
|---|
| 673 | }
|
|---|
| 674 |
|
|---|
| 675 |
|
|---|
| 676 |
|
|---|
| 677 | G4double G4ConvergenceTester::slope_fitting_function ( std::vector< G4double > x )
|
|---|
| 678 | {
|
|---|
| 679 |
|
|---|
| 680 | G4double a = x[0];
|
|---|
| 681 | G4double k = x[1];
|
|---|
| 682 |
|
|---|
| 683 | if ( a <= 0 )
|
|---|
| 684 | {
|
|---|
| 685 | return 3.402823466e+38; // FLOAT_MAX
|
|---|
| 686 | }
|
|---|
| 687 | if ( k == 0 )
|
|---|
| 688 | {
|
|---|
| 689 | return 3.402823466e+38; // FLOAT_MAX
|
|---|
| 690 | }
|
|---|
| 691 |
|
|---|
| 692 | // f_xi and f_yi is filled at "calc_slope_fit"
|
|---|
| 693 |
|
|---|
| 694 | G4double y = 0.0;
|
|---|
| 695 | G4int i;
|
|---|
| 696 | for ( i = 0 ; i < int ( f_yi.size() ) ; i++ )
|
|---|
| 697 | {
|
|---|
| 698 | //if ( 1/a * ( 1 + k * f_xi [ i ] / a ) < 0 )
|
|---|
| 699 | if ( ( 1 + k * f_xi [ i ] / a ) < 0 )
|
|---|
| 700 | {
|
|---|
| 701 | y +=3.402823466e+38; // FLOAT_MAX
|
|---|
| 702 | }
|
|---|
| 703 | else
|
|---|
| 704 | {
|
|---|
| 705 | y += ( f_yi [ i ] - 1/a*std::pow ( 1 + k * f_xi [ i ] / a , - 1/k - 1 ) ) * ( f_yi [ i ] - 1/a*std::pow ( 1 + k * f_xi [ i ] / a , - 1/k - 1 ) );
|
|---|
| 706 | }
|
|---|
| 707 | }
|
|---|
| 708 | // G4cout << "y = " << y << G4endl;
|
|---|
| 709 |
|
|---|
| 710 | return y;
|
|---|
| 711 | }
|
|---|