Create a mmcs sampling function (#335)

examples/mmcs_method/CMakeLists.txt

@@ -99,6 +99,7 @@ else ()
 
   add_definitions(${CMAKE_CXX_FLAGS} "-std=c++17")  # enable C++17 standard
   add_definitions(${CMAKE_CXX_FLAGS} "-O3")  # optimization of the compiler
+  add_definitions(${CMAKE_CXX_FLAGS} "-g")
   #add_definitions(${CXX_COVERAGE_COMPILE_FLAGS} "-lgsl")
   add_definitions(${CXX_COVERAGE_COMPILE_FLAGS} "-lm")
   add_definitions(${CXX_COVERAGE_COMPILE_FLAGS} "-ldl")
@@ -108,13 +109,11 @@ else ()
 
   find_package(OpenMP REQUIRED)
 
-  add_executable (skinny_cube_10_dim skinny_cube_10_dim.cpp)
-  add_executable (random_hpoly_50_dim random_hpoly_50_dim.cpp)
-  add_executable (random_hpoly_50_dim_parallel random_hpoly_50_dim_parallel.cpp)
-
-  TARGET_LINK_LIBRARIES(skinny_cube_10_dim ${LP_SOLVE})
-  TARGET_LINK_LIBRARIES(random_hpoly_50_dim ${LP_SOLVE})
-  TARGET_LINK_LIBRARIES(random_hpoly_50_dim_parallel ${LP_SOLVE} OpenMP::OpenMP_CXX)
+  add_executable (simple simple.cpp)
+  add_executable (parallel parallel.cpp)
 
+  TARGET_LINK_LIBRARIES(simple ${LP_SOLVE})
+  TARGET_LINK_LIBRARIES(parallel ${LP_SOLVE})
+  TARGET_LINK_LIBRARIES(parallel ${LP_SOLVE} OpenMP::OpenMP_CXX)
 
 endif()

examples/mmcs_method/simple.cpp

@@ -0,0 +1,67 @@
+// VolEsti (volume computation and sampling library)
+
+// Copyright (c) 2012-2021 Vissarion Fisikopoulos
+// Copyright (c) 2018-2021 Apostolos Chalkis
+
+#include "Eigen/Eigen"
+
+#include <chrono>
+#include <boost/random.hpp>
+#include <boost/random/uniform_int.hpp>
+#include <boost/random/normal_distribution.hpp>
+#include <boost/random/uniform_real_distribution.hpp>
+#include "random_walks/random_walks.hpp"
+#include "volume/volume_sequence_of_balls.hpp"
+#include "volume/volume_cooling_gaussians.hpp"
+#include "sampling/mmcs.hpp"
+#include "generators/h_polytopes_generator.h"
+#include "generators/known_polytope_generators.h"
+#include "diagnostics/multivariate_psrf.hpp"
+#include "diagnostics/univariate_psrf.hpp"
+#include "diagnostics/ess_window_updater.hpp"
+
+typedef double NT;
+typedef Cartesian<NT> Kernel;
+typedef typename Kernel::Point Point;
+typedef HPolytope<Point> Hpolytope;
+
+template <typename Polytope>
+void mmcs_sampling(Polytope const& P)
+{
+    typedef Eigen::Matrix<NT,Eigen::Dynamic,1> VT;
+    typedef Eigen::Matrix<NT,Eigen::Dynamic,Eigen::Dynamic> MT;
+
+    MT S;
+    int total_neff;
+
+    mmcs(P, 100, S, total_neff);
+
+    for (int i = 0; i < S.cols(); ++i) {
+        Point p(S.rows());
+        for (int j = 0; j < S.rows(); ++j) {
+            p.set_coord(j, S(j,i));
+        }
+        if (P.is_in(p) == 0) {
+            std::cout << "Sample point out of the polytope.";
+        }
+    }
+
+    std::cerr << "sum of effective sample sizes: " << total_neff << std::endl;
+    std::cerr << "multivariate PSRF: " <<  multivariate_psrf<NT, VT>(S) << std::endl;
+    std::cerr << "maximum marginal PSRF: " <<  univariate_psrf<NT, VT>(S).maxCoeff() << std::endl;
+}
+
+int main()
+{
+    typedef boost::mt19937 PolyRNGType;
+
+    int n = 50;
+    Hpolytope P1 = random_hpoly<Hpolytope, PolyRNGType>(n, 4*n, 127); // we fix the example polytope, seed = 127
+    mmcs_sampling(P1);
+
+    Hpolytope P2 = generate_skinny_cube<Hpolytope>(10, false);
+    mmcs_sampling(P2);
+
+    return 0;
+}
+