Dikin, Vaidya, John walk #88
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vissarion
reviewed
Jun 18, 2020
R-proj/src/sample_points.cpp
Outdated
| @@ -22,7 +24,8 @@ | |||
| template <typename Polytope, typename RNGType, typename PointList, typename NT, typename Point> | |||
| void sample_from_polytope(Polytope &P, RNGType &rng, PointList &randPoints, unsigned int const& walkL, unsigned int const& numpoints, | |||
| bool const& gaussian, NT const& a, NT const& L, bool const& boundary, Point const& StartingPoint, unsigned int const& nburns, | |||
| bool const& set_L, bool const& cdhr, bool const& rdhr, bool const& billiard, bool const& ball_walk) | |||
| bool const& set_L, bool const& cdhr, bool const& rdhr, bool const& billiard, bool const& ball_walk, bool const& dikin, | |||
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please use at least an enum this list of bools is becoming too long
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Thanks. I have implemented it.
| // Eigen::Dynamic>& cons_A, const Eigen::Matrix<Dtype, Eigen::Dynamic, 1>& cons_b, const Dtype r) : | ||
| // Walker<Dtype>(initialization, cons_A, cons_b), r_(r){} | ||
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| void init(const Eigen::Matrix<Dtype, Eigen::Dynamic, 1> &initialization, const Eigen::Matrix <Dtype, |
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why not at construction time ?
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Thanks. I have removed the init function.
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| JohnWalker() {} | ||
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| //JohnWalker(const Eigen::Matrix<Dtype, Eigen::Dynamic, 1> &initialization, |
| #include <boost/random.hpp> | ||
| #include <cmath> | ||
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| //namespace pwalk { |
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Thanks. I have removed all unused comments
| } | ||
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| template <typename Dtype> | ||
| Dtype gaussian_density(const Eigen::Matrix<Dtype, Eigen::Dynamic, 1>& x, const Eigen::Matrix<Dtype, Eigen::Dynamic, 1>& mu, const Eigen::Matrix<Dtype, Eigen::Dynamic, Eigen::Dynamic>& sqrt_cov) { |
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I wrapped it among others.
| sample_gaussian<Dtype>(this->nb_dim_, 0., 1., gaussian_step); | ||
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| // get hessian | ||
| Eigen::Matrix <Dtype, Eigen::Dynamic, Eigen::Dynamic> new_sqrt_inv_hess = Eigen::Matrix<Dtype, Eigen::Dynamic, Eigen::Dynamic>::Zero( |
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Thanks. I wrapped all long lines.
TolisChal
approved these changes
Sep 18, 2020
vissarion
pushed a commit
that referenced
this pull request
Oct 26, 2020
* implement dikin walk * implement john walk * implement vaidya walk * include random walk * add c++ wrappers for the ellipsoid random walks * update R interface for sampling and parameterized ellipsoid walks * update Rd files and roxygen comments * implement PR comments * use constructors in dikin,vaidya and john walks * improve implementations * improve computation of inner ball for H-polytopes * improve inner ball computation and improve tests * update termination criterions in rounding methods * update Rd file of Birkhoff R generator * improve univariate psrf implemetations * fix c++ tests * update parameters in rounding and minor improvements * fix gcc tests and improve birkhoff generator Rd file * fix c++ tests * update citations
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This PR includes c++ and R wrappers for the three c++ implementations of vaidya walk, dikin walk and john walk in https://github.com/rzrsk/vaidya-walk.
sample_points.cppinR-proj/srcfolder.