Billiard walk #55
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Billiard walk #55
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vissarion
reviewed
Feb 12, 2020
| @@ -425,4 +439,51 @@ void hit_and_run_coord_update(Point &p, | |||
| p.set_coord(rand_coord, p[rand_coord] + bpair.first + kapa * (bpair.second - bpair.first)); | |||
| } | |||
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| template <class ConvexBody, class Point, class Parameters, typename NT> | |||
| void billiard_walk(ConvexBody &P, Point &p, NT diameter, std::vector<NT> &Ar, std::vector<NT> &Av, NT &lambda_prev, | |||
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whatever is not changed by the function should be const, e.g. ConvexBody P is not changed right?
include/samplers/samplers.h
Outdated
| lambda_prev = T; | ||
| return; | ||
| } | ||
| lambda_prev = 0.995 * pbpair.first; |
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0.995 is this for robustness? maybe define it as const variable
R-proj/src/sample_points.cpp
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| @@ -236,6 +246,7 @@ Rcpp::NumericMatrix sample_points(Rcpp::Nullable<Rcpp::Reference> P = R_NilValue | |||
| InnerBall = HP.ComputeInnerBall(); | |||
| if (!set_mean_point) MeanPoint = InnerBall.first; | |||
| } | |||
| if (diam < 0.0) diam = 2.0 * std::sqrt(NT(dim)) * InnerBall.second; | |||
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you set this std::sqrt(NT(dim)) * InnerBall.second in various places in the code. It is better if you use everywhere comp_diam() So this is set only in one place in the code. That is, if we want to change it in the future we should only change it there. This applies to all types of convex bodies.
…ors in doxumentation and update Rd files
vissarion
approved these changes
Feb 13, 2020
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Add the billiard walk for uniform sampling and volume computation:
i) The walk is available for all the representations and provides a speed up for volume computation.
ii) Its mixing time is better than the existing random walks' mixing time and hence, it is recommended as the default random walk for uniform sampling.