xref: /petsc/src/dm/dt/interface/dtprob.c (revision ea1b28ebf1c8fda166ad105e43002031efe36b66)
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 
12d6685f55SMatthew G. Knepley   Not collective
13d6685f55SMatthew G. Knepley 
14d6685f55SMatthew G. Knepley   Input Parameter:
15d6685f55SMatthew G. Knepley . x - Speed in [0, \infty]
16d6685f55SMatthew G. Knepley 
17d6685f55SMatthew G. Knepley   Output Parameter:
18d6685f55SMatthew G. Knepley . p - The probability density at x
19d6685f55SMatthew G. Knepley 
20d6685f55SMatthew G. Knepley   Level: beginner
21d6685f55SMatthew G. Knepley 
22d6685f55SMatthew G. Knepley .seealso: PetscCDFMaxwellBoltzmann1D
23d6685f55SMatthew G. Knepley @*/
24d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFMaxwellBoltzmann1D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
25d6685f55SMatthew G. Knepley {
26d6685f55SMatthew G. Knepley   p[0] = PetscSqrtReal(2. / PETSC_PI) * PetscExpReal(-0.5 * PetscSqr(x[0]));
27d6685f55SMatthew G. Knepley   return 0;
28d6685f55SMatthew G. Knepley }
29d6685f55SMatthew G. Knepley 
30d6685f55SMatthew G. Knepley /*@
31d6685f55SMatthew G. Knepley   PetscCDFMaxwellBoltzmann1D - CDF for the Maxwell-Boltzmann distribution in 1D
32d6685f55SMatthew G. Knepley 
33d6685f55SMatthew G. Knepley   Not collective
34d6685f55SMatthew G. Knepley 
35d6685f55SMatthew G. Knepley   Input Parameter:
36d6685f55SMatthew G. Knepley . x - Speed in [0, \infty]
37d6685f55SMatthew G. Knepley 
38d6685f55SMatthew G. Knepley   Output Parameter:
39d6685f55SMatthew G. Knepley . p - The probability density at x
40d6685f55SMatthew G. Knepley 
41d6685f55SMatthew G. Knepley   Level: beginner
42d6685f55SMatthew G. Knepley 
43d6685f55SMatthew G. Knepley .seealso: PetscPDFMaxwellBoltzmann1D
44d6685f55SMatthew G. Knepley @*/
45d6685f55SMatthew G. Knepley PetscErrorCode PetscCDFMaxwellBoltzmann1D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
46d6685f55SMatthew G. Knepley {
47d6685f55SMatthew G. Knepley   p[0] = PetscErfReal(x[0] / PETSC_SQRT2);
48d6685f55SMatthew G. Knepley   return 0;
49d6685f55SMatthew G. Knepley }
50d6685f55SMatthew G. Knepley 
51d6685f55SMatthew G. Knepley /*@
52d6685f55SMatthew G. Knepley   PetscPDFMaxwellBoltzmann2D - PDF for the Maxwell-Boltzmann distribution in 2D
53d6685f55SMatthew G. Knepley 
54d6685f55SMatthew G. Knepley   Not collective
55d6685f55SMatthew G. Knepley 
56d6685f55SMatthew G. Knepley   Input Parameter:
57d6685f55SMatthew G. Knepley . x - Speed in [0, \infty]
58d6685f55SMatthew G. Knepley 
59d6685f55SMatthew G. Knepley   Output Parameter:
60d6685f55SMatthew G. Knepley . p - The probability density at x
61d6685f55SMatthew G. Knepley 
62d6685f55SMatthew G. Knepley   Level: beginner
63d6685f55SMatthew G. Knepley 
64d6685f55SMatthew G. Knepley .seealso: PetscCDFMaxwellBoltzmann2D
65d6685f55SMatthew G. Knepley @*/
66d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFMaxwellBoltzmann2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
67d6685f55SMatthew G. Knepley {
68d6685f55SMatthew G. Knepley   p[0] = x[0] * PetscExpReal(-0.5 * PetscSqr(x[0]));
69d6685f55SMatthew G. Knepley   return 0;
70d6685f55SMatthew G. Knepley }
71d6685f55SMatthew G. Knepley 
72d6685f55SMatthew G. Knepley /*@
73d6685f55SMatthew G. Knepley   PetscCDFMaxwellBoltzmann2D - CDF for the Maxwell-Boltzmann distribution in 2D
74d6685f55SMatthew G. Knepley 
75d6685f55SMatthew G. Knepley   Not collective
76d6685f55SMatthew G. Knepley 
77d6685f55SMatthew G. Knepley   Input Parameter:
78d6685f55SMatthew G. Knepley . x - Speed in [0, \infty]
79d6685f55SMatthew G. Knepley 
80d6685f55SMatthew G. Knepley   Output Parameter:
81d6685f55SMatthew G. Knepley . p - The probability density at x
82d6685f55SMatthew G. Knepley 
83d6685f55SMatthew G. Knepley   Level: beginner
84d6685f55SMatthew G. Knepley 
85d6685f55SMatthew G. Knepley .seealso: PetscPDFMaxwellBoltzmann2D
86d6685f55SMatthew G. Knepley @*/
87d6685f55SMatthew G. Knepley PetscErrorCode PetscCDFMaxwellBoltzmann2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
88d6685f55SMatthew G. Knepley {
89d6685f55SMatthew G. Knepley   p[0] = 1. - PetscExpReal(-0.5 * PetscSqr(x[0]));
90d6685f55SMatthew G. Knepley   return 0;
91d6685f55SMatthew G. Knepley }
92d6685f55SMatthew G. Knepley 
93d6685f55SMatthew G. Knepley /*@
94d6685f55SMatthew G. Knepley   PetscPDFMaxwellBoltzmann3D - PDF for the Maxwell-Boltzmann distribution in 3D
95d6685f55SMatthew G. Knepley 
96d6685f55SMatthew G. Knepley   Not collective
97d6685f55SMatthew G. Knepley 
98d6685f55SMatthew G. Knepley   Input Parameter:
99d6685f55SMatthew G. Knepley . x - Speed in [0, \infty]
100d6685f55SMatthew G. Knepley 
101d6685f55SMatthew G. Knepley   Output Parameter:
102d6685f55SMatthew G. Knepley . p - The probability density at x
103d6685f55SMatthew G. Knepley 
104d6685f55SMatthew G. Knepley   Level: beginner
105d6685f55SMatthew G. Knepley 
106d6685f55SMatthew G. Knepley .seealso: PetscCDFMaxwellBoltzmann3D
107d6685f55SMatthew G. Knepley @*/
108d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFMaxwellBoltzmann3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
109d6685f55SMatthew G. Knepley {
110d6685f55SMatthew G. Knepley   p[0] = PetscSqrtReal(2. / PETSC_PI) * PetscSqr(x[0]) * PetscExpReal(-0.5 * PetscSqr(x[0]));
111d6685f55SMatthew G. Knepley   return 0;
112d6685f55SMatthew G. Knepley }
113d6685f55SMatthew G. Knepley 
114d6685f55SMatthew G. Knepley /*@
115d6685f55SMatthew G. Knepley   PetscCDFMaxwellBoltzmann3D - CDF for the Maxwell-Boltzmann distribution in 3D
116d6685f55SMatthew G. Knepley 
117d6685f55SMatthew G. Knepley   Not collective
118d6685f55SMatthew G. Knepley 
119d6685f55SMatthew G. Knepley   Input Parameter:
120d6685f55SMatthew G. Knepley . x - Speed in [0, \infty]
121d6685f55SMatthew G. Knepley 
122d6685f55SMatthew G. Knepley   Output Parameter:
123d6685f55SMatthew G. Knepley . p - The probability density at x
124d6685f55SMatthew G. Knepley 
125d6685f55SMatthew G. Knepley   Level: beginner
126d6685f55SMatthew G. Knepley 
127d6685f55SMatthew G. Knepley .seealso: PetscPDFMaxwellBoltzmann3D
128d6685f55SMatthew G. Knepley @*/
129d6685f55SMatthew G. Knepley PetscErrorCode PetscCDFMaxwellBoltzmann3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
130d6685f55SMatthew G. Knepley {
131d6685f55SMatthew G. Knepley   p[0] = PetscErfReal(x[0] / PETSC_SQRT2) - PetscSqrtReal(2. / PETSC_PI) * x[0] * PetscExpReal(-0.5 * PetscSqr(x[0]));
132d6685f55SMatthew G. Knepley   return 0;
133d6685f55SMatthew G. Knepley }
134d6685f55SMatthew G. Knepley 
135d6685f55SMatthew G. Knepley /*@
136d6685f55SMatthew G. Knepley   PetscPDFGaussian1D - PDF for the Gaussian distribution in 1D
137d6685f55SMatthew G. Knepley 
138d6685f55SMatthew G. Knepley   Not collective
139d6685f55SMatthew G. Knepley 
140d6685f55SMatthew G. Knepley   Input Parameter:
141d6685f55SMatthew G. Knepley . x - Coordinate in [-\infty, \infty]
142d6685f55SMatthew G. Knepley 
143d6685f55SMatthew G. Knepley   Output Parameter:
144d6685f55SMatthew G. Knepley . p - The probability density at x
145d6685f55SMatthew G. Knepley 
146d6685f55SMatthew G. Knepley   Level: beginner
147d6685f55SMatthew G. Knepley 
148d6685f55SMatthew G. Knepley .seealso: PetscPDFMaxwellBoltzmann3D
149d6685f55SMatthew G. Knepley @*/
150d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFGaussian1D(const PetscReal x[], const PetscReal scale[], PetscReal p[])
151d6685f55SMatthew G. Knepley {
152d6685f55SMatthew G. Knepley   const PetscReal sigma = scale ? scale[0] : 1.;
153d6685f55SMatthew G. Knepley   p[0] = PetscSqrtReal(1. / (2.*PETSC_PI)) * PetscExpReal(-0.5 * PetscSqr(x[0] / sigma)) / sigma;
154d6685f55SMatthew G. Knepley   return 0;
155d6685f55SMatthew G. Knepley }
156d6685f55SMatthew G. Knepley 
157d6685f55SMatthew G. Knepley PetscErrorCode PetscCDFGaussian1D(const PetscReal x[], const PetscReal scale[], PetscReal p[])
158d6685f55SMatthew G. Knepley {
159d6685f55SMatthew G. Knepley   const PetscReal sigma = scale ? scale[0] : 1.;
160d6685f55SMatthew G. Knepley   p[0] = 0.5 * (1. + PetscErfReal(x[0] / PETSC_SQRT2 / sigma));
161d6685f55SMatthew G. Knepley   return 0;
162d6685f55SMatthew G. Knepley }
163d6685f55SMatthew G. Knepley 
164d6685f55SMatthew G. Knepley /*@
165d6685f55SMatthew G. Knepley   PetscPDFSampleGaussian1D - Sample uniformly from a Gaussian distribution in 1D
166d6685f55SMatthew G. Knepley 
167d6685f55SMatthew G. Knepley   Not collective
168d6685f55SMatthew G. Knepley 
169817da375SSatish Balay   Input Parameters:
170817da375SSatish Balay + p - A uniform variable on [0, 1]
171817da375SSatish Balay - dummy - ignored
172d6685f55SMatthew G. Knepley 
173d6685f55SMatthew G. Knepley   Output Parameter:
174d6685f55SMatthew G. Knepley . x - Coordinate in [-\infty, \infty]
175d6685f55SMatthew G. Knepley 
176d6685f55SMatthew G. Knepley   Level: beginner
177d6685f55SMatthew G. Knepley 
178d6685f55SMatthew G. Knepley   Note: http://www.mimirgames.com/articles/programming/approximations-of-the-inverse-error-function/
179d6685f55SMatthew G. Knepley   https://stackoverflow.com/questions/27229371/inverse-error-function-in-c
180d6685f55SMatthew G. Knepley @*/
181d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFSampleGaussian1D(const PetscReal p[], const PetscReal dummy[], PetscReal x[])
182d6685f55SMatthew G. Knepley {
183d6685f55SMatthew G. Knepley   const PetscReal q = 2*p[0] - 1.;
184d6685f55SMatthew G. Knepley   const PetscInt  maxIter = 100;
185d6685f55SMatthew G. Knepley   PetscReal       ck[100], r = 0.;
186d6685f55SMatthew G. Knepley   PetscInt        k, m;
187d6685f55SMatthew G. Knepley 
188d6685f55SMatthew G. Knepley   PetscFunctionBeginHot;
189d6685f55SMatthew G. Knepley   /* Transform input to [-1, 1] since the code below computes the inverse error function */
190d6685f55SMatthew G. Knepley   for (k = 0; k < maxIter; ++k) ck[k] = 0.;
191d6685f55SMatthew G. Knepley   ck[0] = 1;
192d6685f55SMatthew G. Knepley   r = ck[0]* (PetscSqrtReal(PETSC_PI) / 2.) * q;
193d6685f55SMatthew G. Knepley   for (k = 1; k < maxIter; ++k) {
194d6685f55SMatthew G. Knepley     const PetscReal temp = 2.*k + 1.;
195d6685f55SMatthew G. Knepley 
196d6685f55SMatthew G. Knepley     for (m = 0; m <= k-1; ++m) {
197d6685f55SMatthew G. Knepley       PetscReal denom = (m + 1.)*(2.*m + 1.);
198d6685f55SMatthew G. Knepley 
199d6685f55SMatthew G. Knepley       ck[k] += (ck[m]*ck[k-1-m])/denom;
200d6685f55SMatthew G. Knepley     }
201d6685f55SMatthew G. Knepley     r += (ck[k]/temp) * PetscPowReal((PetscSqrtReal(PETSC_PI)/2.) * q, 2.*k+1.);
202d6685f55SMatthew G. Knepley   }
203d6685f55SMatthew G. Knepley   /* Scale erfinv() by \sqrt{\pi/2} */
204d6685f55SMatthew G. Knepley   x[0] = PetscSqrtReal(PETSC_PI * 0.5) * r;
205d6685f55SMatthew G. Knepley   PetscFunctionReturn(0);
206d6685f55SMatthew G. Knepley }
207d6685f55SMatthew G. Knepley 
208d6685f55SMatthew G. Knepley /*@
209d6685f55SMatthew G. Knepley   PetscPDFGaussian2D - PDF for the Gaussian distribution in 2D
210d6685f55SMatthew G. Knepley 
211d6685f55SMatthew G. Knepley   Not collective
212d6685f55SMatthew G. Knepley 
213817da375SSatish Balay   Input Parameters:
214817da375SSatish Balay + x - Coordinate in [-\infty, \infty]^2
215817da375SSatish Balay - dummy - ignored
216d6685f55SMatthew G. Knepley 
217d6685f55SMatthew G. Knepley   Output Parameter:
218d6685f55SMatthew G. Knepley . p - The probability density at x
219d6685f55SMatthew G. Knepley 
220d6685f55SMatthew G. Knepley   Level: beginner
221d6685f55SMatthew G. Knepley 
222d6685f55SMatthew G. Knepley .seealso: PetscPDFSampleGaussian2D(), PetscPDFMaxwellBoltzmann3D()
223d6685f55SMatthew G. Knepley @*/
224d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFGaussian2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
225d6685f55SMatthew G. Knepley {
226d6685f55SMatthew G. Knepley   p[0] = (1. / PETSC_PI) * PetscExpReal(-0.5 * (PetscSqr(x[0]) + PetscSqr(x[1])));
227d6685f55SMatthew G. Knepley   return 0;
228d6685f55SMatthew G. Knepley }
229d6685f55SMatthew G. Knepley 
230d6685f55SMatthew G. Knepley /*@
231d6685f55SMatthew G. Knepley   PetscPDFSampleGaussian2D - Sample uniformly from a Gaussian distribution in 2D
232d6685f55SMatthew G. Knepley 
233d6685f55SMatthew G. Knepley   Not collective
234d6685f55SMatthew G. Knepley 
235817da375SSatish Balay   Input Parameters:
236817da375SSatish Balay + p - A uniform variable on [0, 1]^2
237817da375SSatish Balay - dummy - ignored
238d6685f55SMatthew G. Knepley 
239d6685f55SMatthew G. Knepley   Output Parameter:
240d6685f55SMatthew G. Knepley . x - Coordinate in [-\infty, \infty]^2
241d6685f55SMatthew G. Knepley 
242d6685f55SMatthew G. Knepley   Level: beginner
243d6685f55SMatthew G. Knepley 
244d6685f55SMatthew G. Knepley   Note: https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform
245d6685f55SMatthew G. Knepley 
246d6685f55SMatthew G. Knepley .seealso: PetscPDFGaussian2D(), PetscPDFMaxwellBoltzmann3D()
247d6685f55SMatthew G. Knepley @*/
248d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFSampleGaussian2D(const PetscReal p[], const PetscReal dummy[], PetscReal x[])
249d6685f55SMatthew G. Knepley {
250d6685f55SMatthew G. Knepley   const PetscReal mag = PetscSqrtReal(-2.0 * PetscLogReal(p[0]));
251d6685f55SMatthew G. Knepley   x[0] = mag * PetscCosReal(2.0 * PETSC_PI * p[1]);
252d6685f55SMatthew G. Knepley   x[1] = mag * PetscSinReal(2.0 * PETSC_PI * p[1]);
253d6685f55SMatthew G. Knepley   return 0;
254d6685f55SMatthew G. Knepley }
255d6685f55SMatthew G. Knepley 
256d6685f55SMatthew G. Knepley /*@
257*ea1b28ebSMatthew G. Knepley   PetscPDFGaussian3D - PDF for the Gaussian distribution in 3D
258*ea1b28ebSMatthew G. Knepley 
259*ea1b28ebSMatthew G. Knepley   Not collective
260*ea1b28ebSMatthew G. Knepley 
261*ea1b28ebSMatthew G. Knepley   Input Parameters:
262*ea1b28ebSMatthew G. Knepley + x - Coordinate in [-\infty, \infty]^3
263*ea1b28ebSMatthew G. Knepley - dummy - ignored
264*ea1b28ebSMatthew G. Knepley 
265*ea1b28ebSMatthew G. Knepley   Output Parameter:
266*ea1b28ebSMatthew G. Knepley . p - The probability density at x
267*ea1b28ebSMatthew G. Knepley 
268*ea1b28ebSMatthew G. Knepley   Level: beginner
269*ea1b28ebSMatthew G. Knepley 
270*ea1b28ebSMatthew G. Knepley .seealso: PetscPDFSampleGaussian3D(), PetscPDFMaxwellBoltzmann3D()
271*ea1b28ebSMatthew G. Knepley @*/
272*ea1b28ebSMatthew G. Knepley PetscErrorCode PetscPDFGaussian3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
273*ea1b28ebSMatthew G. Knepley {
274*ea1b28ebSMatthew G. Knepley   p[0] = (1. / PETSC_PI*PetscSqrtReal(PETSC_PI)) * PetscExpReal(-0.5 * (PetscSqr(x[0]) + PetscSqr(x[1]) + PetscSqr(x[2])));
275*ea1b28ebSMatthew G. Knepley   return 0;
276*ea1b28ebSMatthew G. Knepley }
277*ea1b28ebSMatthew G. Knepley 
278*ea1b28ebSMatthew G. Knepley /*@
279*ea1b28ebSMatthew G. Knepley   PetscPDFSampleGaussian3D - Sample uniformly from a Gaussian distribution in 3D
280*ea1b28ebSMatthew G. Knepley 
281*ea1b28ebSMatthew G. Knepley   Not collective
282*ea1b28ebSMatthew G. Knepley 
283*ea1b28ebSMatthew G. Knepley   Input Parameters:
284*ea1b28ebSMatthew G. Knepley + p - A uniform variable on [0, 1]^3
285*ea1b28ebSMatthew G. Knepley - dummy - ignored
286*ea1b28ebSMatthew G. Knepley 
287*ea1b28ebSMatthew G. Knepley   Output Parameter:
288*ea1b28ebSMatthew G. Knepley . x - Coordinate in [-\infty, \infty]^3
289*ea1b28ebSMatthew G. Knepley 
290*ea1b28ebSMatthew G. Knepley   Level: beginner
291*ea1b28ebSMatthew G. Knepley 
292*ea1b28ebSMatthew G. Knepley   Note: https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform
293*ea1b28ebSMatthew G. Knepley 
294*ea1b28ebSMatthew G. Knepley .seealso: PetscPDFGaussian3D(), PetscPDFMaxwellBoltzmann3D()
295*ea1b28ebSMatthew G. Knepley @*/
296*ea1b28ebSMatthew G. Knepley PetscErrorCode PetscPDFSampleGaussian3D(const PetscReal p[], const PetscReal dummy[], PetscReal x[])
297*ea1b28ebSMatthew G. Knepley {
298*ea1b28ebSMatthew G. Knepley   PetscCall(PetscPDFSampleGaussian1D(p, dummy, x));
299*ea1b28ebSMatthew G. Knepley   PetscCall(PetscPDFSampleGaussian2D(&p[1], dummy, &x[1]));
300*ea1b28ebSMatthew G. Knepley   return 0;
301*ea1b28ebSMatthew G. Knepley }
302*ea1b28ebSMatthew G. Knepley 
303*ea1b28ebSMatthew G. Knepley /*@
304d6685f55SMatthew G. Knepley   PetscPDFConstant1D - PDF for the uniform distribution in 1D
305d6685f55SMatthew G. Knepley 
306d6685f55SMatthew G. Knepley   Not collective
307d6685f55SMatthew G. Knepley 
308d6685f55SMatthew G. Knepley   Input Parameter:
309d6685f55SMatthew G. Knepley . x - Coordinate in [-1, 1]
310d6685f55SMatthew G. Knepley 
311d6685f55SMatthew G. Knepley   Output Parameter:
312d6685f55SMatthew G. Knepley . p - The probability density at x
313d6685f55SMatthew G. Knepley 
314d6685f55SMatthew G. Knepley   Level: beginner
315d6685f55SMatthew G. Knepley 
316*ea1b28ebSMatthew G. Knepley .seealso: PetscCDFConstant1D(), PetscPDFSampleConstant1D(), PetscPDFConstant2D(), PetscPDFConstant3D()
317d6685f55SMatthew G. Knepley @*/
318d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFConstant1D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
319d6685f55SMatthew G. Knepley {
320d6685f55SMatthew G. Knepley   p[0] = x[0] > -1. && x[0] <= 1. ? 0.5 : 0.;
321d6685f55SMatthew G. Knepley   return 0;
322d6685f55SMatthew G. Knepley }
323d6685f55SMatthew G. Knepley 
324*ea1b28ebSMatthew G. Knepley /*@
325*ea1b28ebSMatthew G. Knepley   PetscCDFConstant1D - CDF for the uniform distribution in 1D
326*ea1b28ebSMatthew G. Knepley 
327*ea1b28ebSMatthew G. Knepley   Not collective
328*ea1b28ebSMatthew G. Knepley 
329*ea1b28ebSMatthew G. Knepley   Input Parameter:
330*ea1b28ebSMatthew G. Knepley . x - Coordinate in [-1, 1]
331*ea1b28ebSMatthew G. Knepley 
332*ea1b28ebSMatthew G. Knepley   Output Parameter:
333*ea1b28ebSMatthew G. Knepley . p - The cumulative probability at x
334*ea1b28ebSMatthew G. Knepley 
335*ea1b28ebSMatthew G. Knepley   Level: beginner
336*ea1b28ebSMatthew G. Knepley 
337*ea1b28ebSMatthew G. Knepley .seealso: PetscPDFConstant1D(), PetscPDFSampleConstant1D(), PetscCDFConstant2D(), PetscCDFConstant3D()
338*ea1b28ebSMatthew G. Knepley @*/
339d6685f55SMatthew G. Knepley PetscErrorCode PetscCDFConstant1D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
340d6685f55SMatthew G. Knepley {
341d6685f55SMatthew G. Knepley   p[0] = x[0] <= -1. ? 0. : (x[0] > 1. ? 1. : 0.5*(x[0] + 1.));
342d6685f55SMatthew G. Knepley   return 0;
343d6685f55SMatthew G. Knepley }
344d6685f55SMatthew G. Knepley 
345d6685f55SMatthew G. Knepley /*@
346d6685f55SMatthew G. Knepley   PetscPDFSampleConstant1D - Sample uniformly from a uniform distribution on [-1, 1] in 1D
347d6685f55SMatthew G. Knepley 
348d6685f55SMatthew G. Knepley   Not collective
349d6685f55SMatthew G. Knepley 
350d6685f55SMatthew G. Knepley   Input Parameter:
351d6685f55SMatthew G. Knepley . p - A uniform variable on [0, 1]
352d6685f55SMatthew G. Knepley 
353d6685f55SMatthew G. Knepley   Output Parameter:
354d6685f55SMatthew G. Knepley . x - Coordinate in [-1, 1]
355d6685f55SMatthew G. Knepley 
356d6685f55SMatthew G. Knepley   Level: beginner
357d6685f55SMatthew G. Knepley 
358*ea1b28ebSMatthew G. Knepley .seealso: PetscPDFConstant1D(), PetscCDFConstant1D(), PetscPDFSampleConstant2D(), PetscPDFSampleConstant3D()
359d6685f55SMatthew G. Knepley @*/
360d6685f55SMatthew G. Knepley PetscErrorCode PetscPDFSampleConstant1D(const PetscReal p[], const PetscReal dummy[], PetscReal x[])
361d6685f55SMatthew G. Knepley {
362*ea1b28ebSMatthew G. Knepley   x[0] = 2.*p[0] - 1.;
363*ea1b28ebSMatthew G. Knepley   return 0;
364*ea1b28ebSMatthew G. Knepley }
365*ea1b28ebSMatthew G. Knepley 
366*ea1b28ebSMatthew G. Knepley /*@
367*ea1b28ebSMatthew G. Knepley   PetscPDFConstant2D - PDF for the uniform distribution in 2D
368*ea1b28ebSMatthew G. Knepley 
369*ea1b28ebSMatthew G. Knepley   Not collective
370*ea1b28ebSMatthew G. Knepley 
371*ea1b28ebSMatthew G. Knepley   Input Parameter:
372*ea1b28ebSMatthew G. Knepley . x - Coordinate in [-1, 1] x [-1, 1]
373*ea1b28ebSMatthew G. Knepley 
374*ea1b28ebSMatthew G. Knepley   Output Parameter:
375*ea1b28ebSMatthew G. Knepley . p - The probability density at x
376*ea1b28ebSMatthew G. Knepley 
377*ea1b28ebSMatthew G. Knepley   Level: beginner
378*ea1b28ebSMatthew G. Knepley 
379*ea1b28ebSMatthew G. Knepley .seealso: PetscCDFConstant2D(), PetscPDFSampleConstant2D(), PetscPDFConstant1D(), PetscPDFConstant3D()
380*ea1b28ebSMatthew G. Knepley @*/
381*ea1b28ebSMatthew G. Knepley PetscErrorCode PetscPDFConstant2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
382*ea1b28ebSMatthew G. Knepley {
383*ea1b28ebSMatthew G. Knepley   p[0] = x[0] > -1. && x[0] <= 1. && x[1] > -1. && x[1] <= 1. ? 0.25 : 0.;
384*ea1b28ebSMatthew G. Knepley   return 0;
385*ea1b28ebSMatthew G. Knepley }
386*ea1b28ebSMatthew G. Knepley 
387*ea1b28ebSMatthew G. Knepley /*@
388*ea1b28ebSMatthew G. Knepley   PetscCDFConstant2D - CDF for the uniform distribution in 2D
389*ea1b28ebSMatthew G. Knepley 
390*ea1b28ebSMatthew G. Knepley   Not collective
391*ea1b28ebSMatthew G. Knepley 
392*ea1b28ebSMatthew G. Knepley   Input Parameter:
393*ea1b28ebSMatthew G. Knepley . x - Coordinate in [-1, 1] x [-1, 1]
394*ea1b28ebSMatthew G. Knepley 
395*ea1b28ebSMatthew G. Knepley   Output Parameter:
396*ea1b28ebSMatthew G. Knepley . p - The cumulative probability at x
397*ea1b28ebSMatthew G. Knepley 
398*ea1b28ebSMatthew G. Knepley   Level: beginner
399*ea1b28ebSMatthew G. Knepley 
400*ea1b28ebSMatthew G. Knepley .seealso: PetscPDFConstant2D(), PetscPDFSampleConstant2D(), PetscCDFConstant1D(), PetscCDFConstant3D()
401*ea1b28ebSMatthew G. Knepley @*/
402*ea1b28ebSMatthew G. Knepley PetscErrorCode PetscCDFConstant2D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
403*ea1b28ebSMatthew G. Knepley {
404*ea1b28ebSMatthew 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.));
405*ea1b28ebSMatthew G. Knepley   return 0;
406*ea1b28ebSMatthew G. Knepley }
407*ea1b28ebSMatthew G. Knepley 
408*ea1b28ebSMatthew G. Knepley /*@
409*ea1b28ebSMatthew G. Knepley   PetscPDFSampleConstant2D - Sample uniformly from a uniform distribution on [-1, 1] x [-1, 1] in 2D
410*ea1b28ebSMatthew G. Knepley 
411*ea1b28ebSMatthew G. Knepley   Not collective
412*ea1b28ebSMatthew G. Knepley 
413*ea1b28ebSMatthew G. Knepley   Input Parameter:
414*ea1b28ebSMatthew G. Knepley . p - Two uniform variables on [0, 1]
415*ea1b28ebSMatthew G. Knepley 
416*ea1b28ebSMatthew G. Knepley   Output Parameter:
417*ea1b28ebSMatthew G. Knepley . x - Coordinate in [-1, 1] x [-1, 1]
418*ea1b28ebSMatthew G. Knepley 
419*ea1b28ebSMatthew G. Knepley   Level: beginner
420*ea1b28ebSMatthew G. Knepley 
421*ea1b28ebSMatthew G. Knepley .seealso: PetscPDFConstant2D(), PetscCDFConstant2D(), PetscPDFSampleConstant1D(), PetscPDFSampleConstant3D()
422*ea1b28ebSMatthew G. Knepley @*/
423*ea1b28ebSMatthew G. Knepley PetscErrorCode PetscPDFSampleConstant2D(const PetscReal p[], const PetscReal dummy[], PetscReal x[])
424*ea1b28ebSMatthew G. Knepley {
425*ea1b28ebSMatthew G. Knepley   x[0] = 2.*p[0] - 1.;
426*ea1b28ebSMatthew G. Knepley   x[1] = 2.*p[1] - 1.;
427*ea1b28ebSMatthew G. Knepley   return 0;
428*ea1b28ebSMatthew G. Knepley }
429*ea1b28ebSMatthew G. Knepley 
430*ea1b28ebSMatthew G. Knepley /*@
431*ea1b28ebSMatthew G. Knepley   PetscPDFConstant3D - PDF for the uniform distribution in 3D
432*ea1b28ebSMatthew G. Knepley 
433*ea1b28ebSMatthew G. Knepley   Not collective
434*ea1b28ebSMatthew G. Knepley 
435*ea1b28ebSMatthew G. Knepley   Input Parameter:
436*ea1b28ebSMatthew G. Knepley . x - Coordinate in [-1, 1] x [-1, 1] x [-1, 1]
437*ea1b28ebSMatthew G. Knepley 
438*ea1b28ebSMatthew G. Knepley   Output Parameter:
439*ea1b28ebSMatthew G. Knepley . p - The probability density at x
440*ea1b28ebSMatthew G. Knepley 
441*ea1b28ebSMatthew G. Knepley   Level: beginner
442*ea1b28ebSMatthew G. Knepley 
443*ea1b28ebSMatthew G. Knepley .seealso: PetscCDFConstant3D(), PetscPDFSampleConstant3D(), PetscPDFSampleConstant1D(), PetscPDFSampleConstant2D()
444*ea1b28ebSMatthew G. Knepley @*/
445*ea1b28ebSMatthew G. Knepley PetscErrorCode PetscPDFConstant3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
446*ea1b28ebSMatthew G. Knepley {
447*ea1b28ebSMatthew 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.;
448*ea1b28ebSMatthew G. Knepley   return 0;
449*ea1b28ebSMatthew G. Knepley }
450*ea1b28ebSMatthew G. Knepley 
451*ea1b28ebSMatthew G. Knepley /*@
452*ea1b28ebSMatthew G. Knepley   PetscCDFConstant3D - CDF for the uniform distribution in 3D
453*ea1b28ebSMatthew G. Knepley 
454*ea1b28ebSMatthew G. Knepley   Not collective
455*ea1b28ebSMatthew G. Knepley 
456*ea1b28ebSMatthew G. Knepley   Input Parameter:
457*ea1b28ebSMatthew G. Knepley . x - Coordinate in [-1, 1] x [-1, 1] x [-1, 1]
458*ea1b28ebSMatthew G. Knepley 
459*ea1b28ebSMatthew G. Knepley   Output Parameter:
460*ea1b28ebSMatthew G. Knepley . p - The cumulative probability at x
461*ea1b28ebSMatthew G. Knepley 
462*ea1b28ebSMatthew G. Knepley   Level: beginner
463*ea1b28ebSMatthew G. Knepley 
464*ea1b28ebSMatthew G. Knepley .seealso: PetscPDFConstant3D(), PetscPDFSampleConstant3D(), PetscCDFConstant1D(), PetscCDFConstant2D()
465*ea1b28ebSMatthew G. Knepley @*/
466*ea1b28ebSMatthew G. Knepley PetscErrorCode PetscCDFConstant3D(const PetscReal x[], const PetscReal dummy[], PetscReal p[])
467*ea1b28ebSMatthew G. Knepley {
468*ea1b28ebSMatthew 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.));
469*ea1b28ebSMatthew G. Knepley   return 0;
470*ea1b28ebSMatthew G. Knepley }
471*ea1b28ebSMatthew G. Knepley 
472*ea1b28ebSMatthew G. Knepley /*@
473*ea1b28ebSMatthew G. Knepley   PetscPDFSampleConstant3D - Sample uniformly from a uniform distribution on [-1, 1] x [-1, 1] in 3D
474*ea1b28ebSMatthew G. Knepley 
475*ea1b28ebSMatthew G. Knepley   Not collective
476*ea1b28ebSMatthew G. Knepley 
477*ea1b28ebSMatthew G. Knepley   Input Parameter:
478*ea1b28ebSMatthew G. Knepley . p - Three uniform variables on [0, 1]
479*ea1b28ebSMatthew G. Knepley 
480*ea1b28ebSMatthew G. Knepley   Output Parameter:
481*ea1b28ebSMatthew G. Knepley . x - Coordinate in [-1, 1] x [-1, 1] x [-1, 1]
482*ea1b28ebSMatthew G. Knepley 
483*ea1b28ebSMatthew G. Knepley   Level: beginner
484*ea1b28ebSMatthew G. Knepley 
485*ea1b28ebSMatthew G. Knepley .seealso: PetscPDFConstant3D(), PetscCDFConstant3D(), PetscPDFSampleConstant1D(), PetscPDFSampleConstant2D()
486*ea1b28ebSMatthew G. Knepley @*/
487*ea1b28ebSMatthew G. Knepley PetscErrorCode PetscPDFSampleConstant3D(const PetscReal p[], const PetscReal dummy[], PetscReal x[])
488*ea1b28ebSMatthew G. Knepley {
489*ea1b28ebSMatthew G. Knepley   x[0] = 2.*p[0] - 1.;
490*ea1b28ebSMatthew G. Knepley   x[1] = 2.*p[1] - 1.;
491*ea1b28ebSMatthew G. Knepley   x[2] = 2.*p[2] - 1.;
492d6685f55SMatthew G. Knepley   return 0;
493d6685f55SMatthew G. Knepley }
494d6685f55SMatthew G. Knepley 
495d6685f55SMatthew G. Knepley /*@C
496d6685f55SMatthew G. Knepley   PetscProbCreateFromOptions - Return the probability distribution specified by the argumetns and options
497d6685f55SMatthew G. Knepley 
498d6685f55SMatthew G. Knepley   Not collective
499d6685f55SMatthew G. Knepley 
500d6685f55SMatthew G. Knepley   Input Parameters:
501d6685f55SMatthew G. Knepley + dim    - The dimension of sample points
502d6685f55SMatthew G. Knepley . prefix - The options prefix, or NULL
503d6685f55SMatthew G. Knepley - name   - The option name for the probility distribution type
504d6685f55SMatthew G. Knepley 
505d6685f55SMatthew G. Knepley   Output Parameters:
506d6685f55SMatthew G. Knepley + pdf - The PDF of this type
507d6685f55SMatthew G. Knepley . cdf - The CDF of this type
508d6685f55SMatthew G. Knepley - sampler - The PDF sampler of this type
509d6685f55SMatthew G. Knepley 
510d6685f55SMatthew G. Knepley   Level: intermediate
511d6685f55SMatthew G. Knepley 
512d6685f55SMatthew G. Knepley .seealso: PetscPDFMaxwellBoltzmann1D(), PetscPDFGaussian1D(), PetscPDFConstant1D()
513d6685f55SMatthew G. Knepley @*/
514d6685f55SMatthew G. Knepley PetscErrorCode PetscProbCreateFromOptions(PetscInt dim, const char prefix[], const char name[], PetscProbFunc *pdf, PetscProbFunc *cdf, PetscProbFunc *sampler)
515d6685f55SMatthew G. Knepley {
516d6685f55SMatthew G. Knepley   DTProbDensityType den = DTPROB_DENSITY_GAUSSIAN;
517d6685f55SMatthew G. Knepley   PetscErrorCode    ierr;
518d6685f55SMatthew G. Knepley 
519d6685f55SMatthew G. Knepley   PetscFunctionBegin;
5209566063dSJacob Faibussowitsch   ierr = PetscOptionsBegin(PETSC_COMM_SELF, prefix, "PetscProb Options", "DT");PetscCall(ierr);
5219566063dSJacob Faibussowitsch   PetscCall(PetscOptionsEnum(name, "Method to compute PDF <constant, gaussian>", "", DTProbDensityTypes, (PetscEnum) den, (PetscEnum *) &den, NULL));
5229566063dSJacob Faibussowitsch   ierr = PetscOptionsEnd();PetscCall(ierr);
523d6685f55SMatthew G. Knepley 
524d6685f55SMatthew G. Knepley   if (pdf) {PetscValidPointer(pdf, 4); *pdf = NULL;}
525d6685f55SMatthew G. Knepley   if (cdf) {PetscValidPointer(cdf, 5); *cdf = NULL;}
526d6685f55SMatthew G. Knepley   if (sampler) {PetscValidPointer(sampler, 6); *sampler = NULL;}
527d6685f55SMatthew G. Knepley   switch (den) {
528d6685f55SMatthew G. Knepley     case DTPROB_DENSITY_CONSTANT:
529d6685f55SMatthew G. Knepley       switch (dim) {
530d6685f55SMatthew G. Knepley         case 1:
531d6685f55SMatthew G. Knepley           if (pdf) *pdf = PetscPDFConstant1D;
532d6685f55SMatthew G. Knepley           if (cdf) *cdf = PetscCDFConstant1D;
533d6685f55SMatthew G. Knepley           if (sampler) *sampler = PetscPDFSampleConstant1D;
534d6685f55SMatthew G. Knepley           break;
535*ea1b28ebSMatthew G. Knepley         case 2:
536*ea1b28ebSMatthew G. Knepley           if (pdf) *pdf = PetscPDFConstant2D;
537*ea1b28ebSMatthew G. Knepley           if (cdf) *cdf = PetscCDFConstant2D;
538*ea1b28ebSMatthew G. Knepley           if (sampler) *sampler = PetscPDFSampleConstant2D;
539*ea1b28ebSMatthew G. Knepley           break;
540*ea1b28ebSMatthew G. Knepley         case 3:
541*ea1b28ebSMatthew G. Knepley           if (pdf) *pdf = PetscPDFConstant3D;
542*ea1b28ebSMatthew G. Knepley           if (cdf) *cdf = PetscCDFConstant3D;
543*ea1b28ebSMatthew G. Knepley           if (sampler) *sampler = PetscPDFSampleConstant3D;
544*ea1b28ebSMatthew G. Knepley           break;
545d6685f55SMatthew G. Knepley         default: SETERRQ(PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "Dimension %" PetscInt_FMT " not supported for density type %s", dim, DTProbDensityTypes[den]);
546d6685f55SMatthew G. Knepley       }
547d6685f55SMatthew G. Knepley       break;
548d6685f55SMatthew G. Knepley     case DTPROB_DENSITY_GAUSSIAN:
549d6685f55SMatthew G. Knepley       switch (dim) {
550d6685f55SMatthew G. Knepley         case 1:
551d6685f55SMatthew G. Knepley           if (pdf) *pdf = PetscPDFGaussian1D;
552d6685f55SMatthew G. Knepley           if (cdf) *cdf = PetscCDFGaussian1D;
553d6685f55SMatthew G. Knepley           if (sampler) *sampler = PetscPDFSampleGaussian1D;
554d6685f55SMatthew G. Knepley           break;
555d6685f55SMatthew G. Knepley         case 2:
556d6685f55SMatthew G. Knepley           if (pdf) *pdf = PetscPDFGaussian2D;
557d6685f55SMatthew G. Knepley           if (sampler) *sampler = PetscPDFSampleGaussian2D;
558d6685f55SMatthew G. Knepley           break;
559*ea1b28ebSMatthew G. Knepley         case 3:
560*ea1b28ebSMatthew G. Knepley           if (pdf) *pdf = PetscPDFGaussian3D;
561*ea1b28ebSMatthew G. Knepley           if (sampler) *sampler = PetscPDFSampleGaussian3D;
562*ea1b28ebSMatthew G. Knepley           break;
563d6685f55SMatthew G. Knepley         default: SETERRQ(PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "Dimension %" PetscInt_FMT " not supported for density type %s", dim, DTProbDensityTypes[den]);
564d6685f55SMatthew G. Knepley       }
565d6685f55SMatthew G. Knepley       break;
566d6685f55SMatthew G. Knepley     case DTPROB_DENSITY_MAXWELL_BOLTZMANN:
567d6685f55SMatthew G. Knepley       switch (dim) {
568d6685f55SMatthew G. Knepley         case 1:
569d6685f55SMatthew G. Knepley           if (pdf) *pdf = PetscPDFMaxwellBoltzmann1D;
570d6685f55SMatthew G. Knepley           if (cdf) *cdf = PetscCDFMaxwellBoltzmann1D;
571d6685f55SMatthew G. Knepley           break;
572d6685f55SMatthew G. Knepley         case 2:
573d6685f55SMatthew G. Knepley           if (pdf) *pdf = PetscPDFMaxwellBoltzmann2D;
574d6685f55SMatthew G. Knepley           if (cdf) *cdf = PetscCDFMaxwellBoltzmann2D;
575d6685f55SMatthew G. Knepley           break;
576d6685f55SMatthew G. Knepley         case 3:
577d6685f55SMatthew G. Knepley           if (pdf) *pdf = PetscPDFMaxwellBoltzmann3D;
578d6685f55SMatthew G. Knepley           if (cdf) *cdf = PetscCDFMaxwellBoltzmann3D;
579d6685f55SMatthew G. Knepley           break;
580d6685f55SMatthew G. Knepley         default: SETERRQ(PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "Dimension %" PetscInt_FMT " not supported for density type %s", dim, DTProbDensityTypes[den]);
581d6685f55SMatthew G. Knepley       }
582d6685f55SMatthew G. Knepley       break;
583d6685f55SMatthew G. Knepley     default: SETERRQ(PETSC_COMM_SELF, PETSC_ERR_SUP, "Density type %s is not supported", DTProbDensityTypes[PetscMax(0, PetscMin(den, DTPROB_NUM_DENSITY))]);
584d6685f55SMatthew G. Knepley   }
585d6685f55SMatthew G. Knepley   PetscFunctionReturn(0);
586d6685f55SMatthew G. Knepley }
587d6685f55SMatthew G. Knepley 
588d6685f55SMatthew G. Knepley #ifdef PETSC_HAVE_KS
589d6685f55SMatthew G. Knepley EXTERN_C_BEGIN
590d6685f55SMatthew G. Knepley #include <KolmogorovSmirnovDist.h>
591d6685f55SMatthew G. Knepley EXTERN_C_END
592d6685f55SMatthew G. Knepley #endif
593d6685f55SMatthew G. Knepley 
594d6685f55SMatthew G. Knepley /*@C
595d6685f55SMatthew G. Knepley   PetscProbComputeKSStatistic - Compute the Kolmogorov-Smirnov statistic for the empirical distribution for an input vector, compared to an analytic CDF.
596d6685f55SMatthew G. Knepley 
597d6685f55SMatthew G. Knepley   Collective on v
598d6685f55SMatthew G. Knepley 
599d6685f55SMatthew G. Knepley   Input Parameters:
600d6685f55SMatthew G. Knepley + v   - The data vector, blocksize is the sample dimension
601d6685f55SMatthew G. Knepley - cdf - The analytic CDF
602d6685f55SMatthew G. Knepley 
603d6685f55SMatthew G. Knepley   Output Parameter:
604d6685f55SMatthew G. Knepley . alpha - The KS statisic
605d6685f55SMatthew G. Knepley 
606d6685f55SMatthew G. Knepley   Level: advanced
607d6685f55SMatthew G. Knepley 
608d6685f55SMatthew G. Knepley   Note: The Kolmogorov-Smirnov statistic for a given cumulative distribution function $F(x)$ is
609d6685f55SMatthew G. Knepley $
610d6685f55SMatthew G. Knepley $    D_n = \sup_x \left| F_n(x) - F(x) \right|
611d6685f55SMatthew G. Knepley $
612d6685f55SMatthew G. Knepley where $\sup_x$ is the supremum of the set of distances, and the empirical distribution
613d6685f55SMatthew G. Knepley function $F_n(x)$ is discrete, and given by
614d6685f55SMatthew G. Knepley $
615d6685f55SMatthew G. Knepley $    F_n =  # of samples <= x / n
616d6685f55SMatthew G. Knepley $
617d6685f55SMatthew G. Knepley The empirical distribution function $F_n(x)$ is discrete, and thus had a ``stairstep''
618d6685f55SMatthew G. Knepley cumulative distribution, making $n$ the number of stairs. Intuitively, the statistic takes
619d6685f55SMatthew G. Knepley the largest absolute difference between the two distribution functions across all $x$ values.
620d6685f55SMatthew G. Knepley 
621d6685f55SMatthew G. Knepley .seealso: PetscProbFunc
622d6685f55SMatthew G. Knepley @*/
623d6685f55SMatthew G. Knepley PetscErrorCode PetscProbComputeKSStatistic(Vec v, PetscProbFunc cdf, PetscReal *alpha)
624d6685f55SMatthew G. Knepley {
625d6685f55SMatthew G. Knepley #if !defined(PETSC_HAVE_KS)
626d6685f55SMatthew G. Knepley   SETERRQ(PetscObjectComm((PetscObject) v), PETSC_ERR_SUP, "No support for Kolmogorov-Smirnov test.\nReconfigure using --download-ks");
627d6685f55SMatthew G. Knepley #else
628d6685f55SMatthew G. Knepley   PetscViewer        viewer = NULL;
629d6685f55SMatthew G. Knepley   PetscViewerFormat  format;
630d6685f55SMatthew G. Knepley   PetscDraw          draw;
631d6685f55SMatthew G. Knepley   PetscDrawLG        lg;
632d6685f55SMatthew G. Knepley   PetscDrawAxis      axis;
633d6685f55SMatthew G. Knepley   const PetscScalar *a;
634d6685f55SMatthew G. Knepley   PetscReal         *speed, Dn = PETSC_MIN_REAL;
635d6685f55SMatthew G. Knepley   PetscBool          isascii = PETSC_FALSE, isdraw = PETSC_FALSE, flg;
636d6685f55SMatthew G. Knepley   PetscInt           n, p, dim, d;
637d6685f55SMatthew G. Knepley   PetscMPIInt        size;
638d6685f55SMatthew G. Knepley   const char        *names[2] = {"Analytic", "Empirical"};
639d6685f55SMatthew G. Knepley   char               title[PETSC_MAX_PATH_LEN];
640d6685f55SMatthew G. Knepley   PetscOptions       options;
641d6685f55SMatthew G. Knepley   const char        *prefix;
642d6685f55SMatthew G. Knepley   MPI_Comm           comm;
643d6685f55SMatthew G. Knepley 
644d6685f55SMatthew G. Knepley   PetscFunctionBegin;
6459566063dSJacob Faibussowitsch   PetscCall(PetscObjectGetComm((PetscObject) v, &comm));
6469566063dSJacob Faibussowitsch   PetscCall(PetscObjectGetOptionsPrefix((PetscObject) v, &prefix));
6479566063dSJacob Faibussowitsch   PetscCall(PetscObjectGetOptions((PetscObject) v, &options));
6489566063dSJacob Faibussowitsch   PetscCall(PetscOptionsGetViewer(comm, options, prefix, "-ks_monitor", &viewer, &format, &flg));
649d6685f55SMatthew G. Knepley   if (flg) {
6509566063dSJacob Faibussowitsch     PetscCall(PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &isascii));
6519566063dSJacob Faibussowitsch     PetscCall(PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERDRAW,  &isdraw));
652d6685f55SMatthew G. Knepley   }
653d6685f55SMatthew G. Knepley   if (isascii) {
6549566063dSJacob Faibussowitsch     PetscCall(PetscViewerPushFormat(viewer, format));
655d6685f55SMatthew G. Knepley   } else if (isdraw) {
6569566063dSJacob Faibussowitsch     PetscCall(PetscViewerPushFormat(viewer, format));
6579566063dSJacob Faibussowitsch     PetscCall(PetscViewerDrawGetDraw(viewer, 0, &draw));
6589566063dSJacob Faibussowitsch     PetscCall(PetscDrawLGCreate(draw, 2, &lg));
6599566063dSJacob Faibussowitsch     PetscCall(PetscDrawLGSetLegend(lg, names));
660d6685f55SMatthew G. Knepley   }
661d6685f55SMatthew G. Knepley 
6629566063dSJacob Faibussowitsch   PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject) v), &size));
6639566063dSJacob Faibussowitsch   PetscCall(VecGetLocalSize(v, &n));
6649566063dSJacob Faibussowitsch   PetscCall(VecGetBlockSize(v, &dim));
665d6685f55SMatthew G. Knepley   n   /= dim;
666d6685f55SMatthew G. Knepley   /* TODO Parallel algorithm is harder */
667d6685f55SMatthew G. Knepley   if (size == 1) {
6689566063dSJacob Faibussowitsch     PetscCall(PetscMalloc1(n, &speed));
6699566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(v, &a));
670d6685f55SMatthew G. Knepley     for (p = 0; p < n; ++p) {
671d6685f55SMatthew G. Knepley       PetscReal mag = 0.;
672d6685f55SMatthew G. Knepley 
673d6685f55SMatthew G. Knepley       for (d = 0; d < dim; ++d) mag += PetscSqr(PetscRealPart(a[p*dim+d]));
674d6685f55SMatthew G. Knepley       speed[p] = PetscSqrtReal(mag);
675d6685f55SMatthew G. Knepley     }
6769566063dSJacob Faibussowitsch     PetscCall(PetscSortReal(n, speed));
6779566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(v, &a));
678d6685f55SMatthew G. Knepley     for (p = 0; p < n; ++p) {
679d6685f55SMatthew G. Knepley       const PetscReal x = speed[p], Fn = ((PetscReal) p) / n;
680d6685f55SMatthew G. Knepley       PetscReal       F, vals[2];
681d6685f55SMatthew G. Knepley 
6829566063dSJacob Faibussowitsch       PetscCall(cdf(&x, NULL, &F));
683d6685f55SMatthew G. Knepley       Dn = PetscMax(PetscAbsReal(Fn - F), Dn);
6849566063dSJacob Faibussowitsch       if (isascii) PetscCall(PetscViewerASCIIPrintf(viewer, "x: %g F: %g Fn: %g Dn: %.2g\n", x, F, Fn, Dn));
6859566063dSJacob Faibussowitsch       if (isdraw)  {vals[0] = F; vals[1] = Fn; PetscCall(PetscDrawLGAddCommonPoint(lg, x, vals));}
686d6685f55SMatthew G. Knepley     }
687d6685f55SMatthew G. Knepley     if (speed[n-1] < 6.) {
688d6685f55SMatthew G. Knepley       const PetscReal k = (PetscInt) (6. - speed[n-1]) + 1, dx = (6. - speed[n-1])/k;
689d6685f55SMatthew G. Knepley       for (p = 0; p <= k; ++p) {
690d6685f55SMatthew G. Knepley         const PetscReal x = speed[n-1] + p*dx, Fn = 1.0;
691d6685f55SMatthew G. Knepley         PetscReal       F, vals[2];
692d6685f55SMatthew G. Knepley 
6939566063dSJacob Faibussowitsch         PetscCall(cdf(&x, NULL, &F));
694d6685f55SMatthew G. Knepley         Dn = PetscMax(PetscAbsReal(Fn - F), Dn);
6959566063dSJacob Faibussowitsch         if (isascii) PetscCall(PetscViewerASCIIPrintf(viewer, "x: %g F: %g Fn: %g Dn: %.2g\n", x, F, Fn, Dn));
6969566063dSJacob Faibussowitsch         if (isdraw)  {vals[0] = F; vals[1] = Fn; PetscCall(PetscDrawLGAddCommonPoint(lg, x, vals));}
697d6685f55SMatthew G. Knepley       }
698d6685f55SMatthew G. Knepley     }
6999566063dSJacob Faibussowitsch     PetscCall(PetscFree(speed));
700d6685f55SMatthew G. Knepley   }
701d6685f55SMatthew G. Knepley   if (isdraw) {
7029566063dSJacob Faibussowitsch     PetscCall(PetscDrawLGGetAxis(lg, &axis));
7039566063dSJacob Faibussowitsch     PetscCall(PetscSNPrintf(title, PETSC_MAX_PATH_LEN, "Kolmogorov-Smirnov Test (Dn %.2g)", Dn));
7049566063dSJacob Faibussowitsch     PetscCall(PetscDrawAxisSetLabels(axis, title, "x", "CDF(x)"));
7059566063dSJacob Faibussowitsch     PetscCall(PetscDrawLGDraw(lg));
7069566063dSJacob Faibussowitsch     PetscCall(PetscDrawLGDestroy(&lg));
707d6685f55SMatthew G. Knepley   }
708d6685f55SMatthew G. Knepley   if (viewer) {
7099566063dSJacob Faibussowitsch     PetscCall(PetscViewerFlush(viewer));
7109566063dSJacob Faibussowitsch     PetscCall(PetscViewerPopFormat(viewer));
7119566063dSJacob Faibussowitsch     PetscCall(PetscViewerDestroy(&viewer));
712d6685f55SMatthew G. Knepley   }
713d6685f55SMatthew G. Knepley   *alpha = KSfbar((int) n, (double) Dn);
714d6685f55SMatthew G. Knepley   PetscFunctionReturn(0);
715d6685f55SMatthew G. Knepley #endif
716d6685f55SMatthew G. Knepley }
717