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Commit b4d8cb4

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yueminglyuemingl
committed
add CoordVarInfo for domain: step
1 parent 9aa5067 commit b4d8cb4
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‎src/symjava/domains/Domain.java‎

Copy file name to clipboardExpand all lines: src/symjava/domains/Domain.java
+43-6Lines changed: 43 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -1,7 +1,9 @@
11
package symjava.domains;
22

33
import java.util.ArrayList;
4+
import java.util.HashMap;
45
import java.util.List;
6+
import java.util.Map;
57

68
import symjava.math.Transformation;
79
import symjava.numeric.NumFunc;
@@ -14,7 +16,15 @@
1416
public abstract class Domain {
1517
protected String label;
1618
protected Expr[] coordVars;
17-
Double step = null;
19+
20+
public static class CoordVarInfo {
21+
double stepSize;
22+
double minBound;
23+
double maxBound;
24+
}
25+
26+
protected Map<Expr, CoordVarInfo> infoMap = new HashMap<Expr, CoordVarInfo>();
27+
1828

1929
/**
2030
* Return a (n-1) dim domain that represents the boundary of the domain
@@ -79,17 +89,44 @@ public double[][] getIntWeightAndPoints(int order) {
7989
}
8090

8191
/**
82-
* Split the domain evenly with size step in each direction
92+
* Split the domain evenly with size step in the given direction
8393
* @param step
8494
* @return
8595
*/
86-
public Domain setStep(double step) {
87-
this.step = step;
96+
public Domain setStepSize(Expr x, double stepSize) {
97+
CoordVarInfo info = infoMap.get(x);
98+
if(info == null) {
99+
info = new CoordVarInfo();
100+
infoMap.put(x, info);
101+
}
102+
info.stepSize = stepSize;
88103
return this;
89104
}
90105

91-
public Double getStep() {
92-
return step;
106+
/**
107+
* Get the step size of the given direction
108+
* @param x
109+
* @return
110+
*/
111+
public Double getStepSize(Expr x) {
112+
CoordVarInfo info = infoMap.get(x);
113+
if(info == null)
114+
return null;
115+
return info.stepSize;
116+
}
117+
118+
public Domain setStepSize(double stepSize) {
119+
for(Expr x : this.coordVars) {
120+
setStepSize(x, stepSize);
121+
}
122+
return this;
123+
}
124+
125+
public Double getStepSize() {
126+
for(Expr x : this.coordVars) {
127+
return getStepSize(x);
128+
}
129+
return null;
93130
}
94131

95132
/**
Collapse file

‎src/symjava/domains/Interval.java‎

Copy file name to clipboardExpand all lines: src/symjava/domains/Interval.java
+1-1Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -50,7 +50,7 @@ public static <T1, T2> Domain apply(T1 start, T2 end) {
5050
return new Interval(s, e);
5151
}
5252

53-
public static <T1, T2> Domain apply(T1 start, T2 end, Expr coordVar) {
53+
public static <T1, T2> Interval apply(T1 start, T2 end, Expr coordVar) {
5454
Expr s = null, e = null;
5555
if(start instanceof Number) {
5656
s = new SymDouble(((Number)start).doubleValue());
Collapse file

‎src/symjava/examples/BlackScholes.java‎

Copy file name to clipboardExpand all lines: src/symjava/examples/BlackScholes.java
+6-10Lines changed: 6 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -42,11 +42,9 @@ public static void test1() {
4242
Expr dm = (log(fwd/strike)-0.5*pow(stdDev,2))/stdDev;
4343

4444
//we use -10 instead of -oo for numerical computation
45-
Domain I1 = Interval.apply(-10, phi*dp, z);
46-
Domain I2 = Interval.apply(-10, phi*dm, z);
47-
double stepSize = 1e-3;
48-
I1.setStep(stepSize);
49-
I2.setStep(stepSize);
45+
double step = 1e-3;
46+
Domain I1 = Interval.apply(-10, phi*dp, z).setStepSize(step);
47+
Domain I2 = Interval.apply(-10, phi*dm, z).setStepSize(step);
5048
Expr cdf1 = Integrate.apply(exp(-0.5*pow(z,2)), I1)/sqrt(PI2);
5149
Expr cdf2 = Integrate.apply(exp(-0.5*pow(z,2)), I2)/sqrt(PI2);
5250

@@ -126,11 +124,9 @@ public static void test2() {
126124
Expr d2 = d1-sigma*sqrt(t);
127125

128126
//we use -10 instead of -oo for numerical computation
129-
Domain I1 = Interval.apply(-10, d1, z);
130-
Domain I2 = Interval.apply(-10, d2, z);
131-
double stepSize = 1e-3;
132-
I1.setStep(stepSize);
133-
I2.setStep(stepSize);
127+
double step = 1e-3;
128+
Domain I1 = Interval.apply(-10, d1, z).setStepSize(step);
129+
Domain I2 = Interval.apply(-10, d2, z).setStepSize(step);
134130
Expr cdf1 = Integrate.apply(exp(-0.5*pow(z,2)), I1)/sqrt(PI2);
135131
Expr cdf2 = Integrate.apply(exp(-0.5*pow(z,2)), I2)/sqrt(PI2);
136132
Expr f = s0*cdf1-E*exp(-r*t)*cdf2-c;
Collapse file

‎src/symjava/examples/NumericalIntegration.java‎

Copy file name to clipboardExpand all lines: src/symjava/examples/NumericalIntegration.java
+1-1Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -18,7 +18,7 @@ public static void main(String[] args) {
1818

1919
public static void test_1D() {
2020
//Define the interal
21-
Domain I = Interval.apply(-10, 0).setStep(0.01);
21+
Domain I = Interval.apply(-10, 0).setStepSize(0.01);
2222
//Define the integral: cumulative distribution function
2323
Expr cdf = Integrate.apply(exp(-0.5*pow(x,2))/sqrt(2*PI), I);
2424
System.out.println(cdf); //\int_{-10.0}^{10.0}{1/\sqrt{2*\pi}*e^{-0.5*x^2}}dx
Collapse file

‎src/symjava/relational/Eq.java‎

Copy file name to clipboardExpand all lines: src/symjava/relational/Eq.java
+2-4Lines changed: 2 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -28,6 +28,8 @@ public class Eq extends BinaryOp implements Relation {
2828
*/
2929
public Eq(Expr lhs, Expr rhs) {
3030
super(lhs, rhs);
31+
this.label = arg1 + " = " + arg2;
32+
this.sortKey = this.label;
3133
this.freeVars = Utils.extractSymbols(rhs).toArray(new Expr[0]);
3234
this.params = new Expr[0];
3335
this.dependentVars = Utils.extractSymbols(lhs).toArray(new Expr[0]);
@@ -247,10 +249,6 @@ public Expr[] getDependentVars() {
247249
public Expr solve(Expr var) {
248250
return null;
249251
}
250-
251-
public String toString() {
252-
return arg1 + " = " + arg2;
253-
}
254252

255253
@Override
256254
public Expr simplify() {
Collapse file

‎src/symjava/relational/Ge.java‎

Copy file name to clipboardExpand all lines: src/symjava/relational/Ge.java
+8-4Lines changed: 8 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -7,18 +7,18 @@ public class Ge extends BinaryOp implements Relation {
77

88
public Ge(Expr arg1, Expr arg2) {
99
super(arg1, arg2);
10-
// TODO Auto-generated constructor stub
10+
this.label = arg1 + " >= " + arg2;
11+
this.sortKey = this.label;
12+
1113
}
1214

1315
@Override
1416
public Expr simplify() {
15-
// TODO Auto-generated method stub
16-
return null;
17+
return this;
1718
}
1819

1920
@Override
2021
public boolean symEquals(Expr other) {
21-
// TODO Auto-generated method stub
2222
return false;
2323
}
2424

@@ -27,4 +27,8 @@ public Expr diff(Expr expr) {
2727
// TODO Auto-generated method stub
2828
return null;
2929
}
30+
31+
public static Ge apply(Expr lhs, Expr rhs) {
32+
return new Ge(lhs, rhs);
33+
}
3034
}
Collapse file

‎src/symjava/relational/Gt.java‎

Copy file name to clipboardExpand all lines: src/symjava/relational/Gt.java
+8-5Lines changed: 8 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -7,18 +7,18 @@ public class Gt extends BinaryOp implements Relation {
77

88
public Gt(Expr arg1, Expr arg2) {
99
super(arg1, arg2);
10-
// TODO Auto-generated constructor stub
10+
this.label = arg1 + " > " + arg2;
11+
this.sortKey = this.label;
12+
1113
}
1214

1315
@Override
1416
public Expr simplify() {
15-
// TODO Auto-generated method stub
16-
return null;
17+
return this;
1718
}
1819

1920
@Override
2021
public boolean symEquals(Expr other) {
21-
// TODO Auto-generated method stub
2222
return false;
2323
}
2424

@@ -27,5 +27,8 @@ public Expr diff(Expr expr) {
2727
// TODO Auto-generated method stub
2828
return null;
2929
}
30-
30+
31+
public static Gt apply(Expr lhs, Expr rhs) {
32+
return new Gt(lhs, rhs);
33+
}
3134
}
Collapse file

‎src/symjava/relational/Le.java‎

Copy file name to clipboardExpand all lines: src/symjava/relational/Le.java
+7-5Lines changed: 7 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -7,18 +7,18 @@ public class Le extends BinaryOp implements Relation {
77

88
public Le(Expr arg1, Expr arg2) {
99
super(arg1, arg2);
10-
// TODO Auto-generated constructor stub
10+
this.label = arg1 + " <= " + arg2;
11+
this.sortKey = this.label;
12+
1113
}
1214

1315
@Override
1416
public Expr simplify() {
15-
// TODO Auto-generated method stub
16-
return null;
17+
return this;
1718
}
1819

1920
@Override
2021
public boolean symEquals(Expr other) {
21-
// TODO Auto-generated method stub
2222
return false;
2323
}
2424

@@ -27,5 +27,7 @@ public Expr diff(Expr expr) {
2727
// TODO Auto-generated method stub
2828
return null;
2929
}
30-
30+
public static Le apply(Expr lhs, Expr rhs) {
31+
return new Le(lhs, rhs);
32+
}
3133
}
Collapse file

‎src/symjava/relational/Lt.java‎

Copy file name to clipboardExpand all lines: src/symjava/relational/Lt.java
+7-5Lines changed: 7 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -7,18 +7,18 @@ public class Lt extends BinaryOp implements Relation {
77

88
public Lt(Expr arg1, Expr arg2) {
99
super(arg1, arg2);
10-
// TODO Auto-generated constructor stub
10+
this.label = arg1 + " < " + arg2;
11+
this.sortKey = this.label;
12+
1113
}
1214

1315
@Override
1416
public Expr simplify() {
15-
// TODO Auto-generated method stub
16-
return null;
17+
return this;
1718
}
1819

1920
@Override
2021
public boolean symEquals(Expr other) {
21-
// TODO Auto-generated method stub
2222
return false;
2323
}
2424

@@ -27,5 +27,7 @@ public Expr diff(Expr expr) {
2727
// TODO Auto-generated method stub
2828
return null;
2929
}
30-
30+
public static Lt apply(Expr lhs, Expr rhs) {
31+
return new Lt(lhs, rhs);
32+
}
3133
}
Collapse file

‎src/symjava/relational/Neq.java‎

Copy file name to clipboardExpand all lines: src/symjava/relational/Neq.java
+6-5Lines changed: 6 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -7,18 +7,17 @@ public class Neq extends BinaryOp implements Relation {
77

88
public Neq(Expr arg1, Expr arg2) {
99
super(arg1, arg2);
10-
// TODO Auto-generated constructor stub
10+
this.label = arg1 + " != " + arg2;
11+
this.sortKey = this.label;
1112
}
1213

1314
@Override
1415
public Expr simplify() {
15-
// TODO Auto-generated method stub
16-
return null;
16+
return this;
1717
}
1818

1919
@Override
2020
public boolean symEquals(Expr other) {
21-
// TODO Auto-generated method stub
2221
return false;
2322
}
2423

@@ -27,5 +26,7 @@ public Expr diff(Expr expr) {
2726
// TODO Auto-generated method stub
2827
return null;
2928
}
30-
29+
public static Neq apply(Expr lhs, Expr rhs) {
30+
return new Neq(lhs, rhs);
31+
}
3132
}

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