GNU Simulated Annealing - algorithm

I'm working from the template program given here:
https://www.gnu.org/software/gsl/manual/html_node/Trivial-example.html
The program as they give it compiles and runs perfectly, which is nice. What I would like to do is generalise this method to find the minimum of a function with an arbitrary number of parameters.
Some cursory reading suggests that the metric function (M1) is only used in certain diagnostic and printing situations and so can more or less be ignored. All that remains is then to define E1 and S1 appropriately. Unfortunately my knowledge of using pointers and void is incomplete, so I'm stuck trying to upgrade the configuration 'xp' to be an array of parameters, rather than a single double.
In my naivete tried moving from
double x = *((double *) xp);
to
double x = (*((double *) xp))[0];
where appropriate, but obviously that didn't work. I'm sure I'm missing something stupid, so any hints would be nice! I will obviously be defining my own E1 output function which will take these N parameters and return a number.

The underlying algorithm, gsl_siman_solve() from the link provided, is generalized to work with any data type. This is why the ubiquitous xp parameter is always being cast to a double pointer before use. It should be straightforward to use any struct or array or array of arrays instead of simply doubles provided all the callbacks are coded properly.
The problem is that gsl_siman_solve() only seems to support a scalar double step size, initial guess, and 'uniform' value (from gsl_rng_uniform()), so you would need to map scalar double values into what are naturally multidimensional quantities. This can be done, but it is messy and not very flexible. In your case, the mapping would be done in S1().
This is akin to mapping the digits of a decimal number into a multidimensional space: the ones digit represents the X axis, the tens digit represents the Y axis, and the hundreds digit represents the Z axis, for example. By incrementing an integer, one can walk the entire 3D space from (0, 0, 0) to (9, 9, 9). You don't have to use integers and powers of 10, and the components don't even have to have the same range, but there is an inherent limit in the range of each component of the packed value. You would actually do this in reverse: taking a scalar double and unpacking it into multiple quantities.
Lastly, your code double x = (*((double *) xp))[0]; won't work because you are attempting to dereference a double as an array, not a pointer to a double, which would be OK. In other words, it's that first * that is the problem.

Related

Fastest algorithm to convert hexadecimal numbers into decimal form without using a fixed length variable to store the result

I want to write a program to convert hexadecimal numbers into their decimal forms without using a variable of fixed length to store the result because that would restrict the range of inputs that my program can work with.
Let's say I were to use a variable of type long long int to calculate, store and print the result. Doing so would limit the range of hexadecimal numbers that my program can handle to between 8000000000000001 and 7FFFFFFFFFFFFFFF. Anything outside this range would cause the variable to overflow.
I did write a program that calculates and stores the decimal result in a dynamically allocated string by performing carry and borrow operations but it runs much slower, even for numbers that are as big as 7FFFFFFFF!
Then I stumbled onto this site which could take numbers that are way outside the range of a 64 bit variable. I tried their converter with numbers much larger than 16^65 - 1 and still couldn't get it to overflow. It just kept on going and printing the result.
I figured that they must be using a much better algorithm for hex to decimal conversion, one that isn't limited to 64 bit values.
So far, Google's search results have only led me to algorithms that use some fixed-length variable for storing the result.
That's why I am here. I wanna know if such an algorithm exists and if it does, what is it?
Well, it sounds like you already did it when you wrote "a program that calculates and stores the decimal result in a dynamically allocated string by performing carry and borrow operations".
Converting from base 16 (hexadecimal) to base 10 means implementing multiplication and addition of numbers in a base 10x representation. Then for each hex digit d, you calculate result = result*16 + d. When you're done you have the same number in a 10-based representation that is easy to write out as a decimal string.
There could be any number of reasons why your string-based method was slow. If you provide it, I'm sure someone could comment.
The most important trick for making it reasonably fast, though, is to pick the right base to convert to and from. I would probably do the multiplication and addition in base 109, so that each digit will be as large as possible while still fitting into a 32-bit integer, and process 7 hex digits at a time, which is as many as I can while only multiplying by single digits.
For every 7 hex digts, I'd convert them to a number d, and then do result = result * ‭(16^7) + d.
Then I can get the 9 decimal digits for each resulting digit in base 109.
This process is pretty easy, since you only have to multiply by single digits. I'm sure there are faster, more complicated ways that recursively break the number into equal-sized pieces.

How can I use the float version of nfp()?

I'm trying to use the nfp() function in Processing to present my floats on screen with a certain number of decimal places. In the manual page for this function, it says that
There are two versions: one for formatting floats, and one for formatting ints.
However, when I'm trying to use the function with a float variable (and an int variable for the number of decimal points), I get the following error:
The function "nfp()" expects parameters like; "nfp(int,int)".
Am I missing something here? How can I access the float version of the function?
The nfp function formats numbers into strings and adds zeros to it.
This is done for integers always before the given number, which is why the function npf(int, int) requires only one more parameter for the digits.
The function nfp(float, int) does not work. The function requires for a float input two integers: nfp(float, int, int).
This is, since it needs to know, how many digits will be added before the dot (left) and how many should be added after the dot (right).
nfp(1.2, 1, 2) will lead to +1.20
nfp(1.2, 2, 1) will lead to +01.2
Not a big issue? NO! This is a perfect example to learn two things:
It is important that thrown Errors have to make clear what the problem really is about.
Documentation has to be clear about the usage of functions, especially, when they accept different variations of parameters.
If both are not considered well enough, when designing a framework, developers (like op in this case) get stuck on problems that could have been easily avoided.

Comparing vector of double

I am trying to compare two vectors.
v1 = {0.520974 , 0.438171 , 0.559061}
v2 = [0.520974 , 0.438171 , 0.559061}
I write v1 to a file, read and that's v2. For some reason when I compare the two vectors, I am getting false!
When I do: v1[0]-v2[0] I get 4.3123e-8
Thanks,
Double values, unlike integers, are fragile against write and read. That means, the information that represents them in a string is not necessarily complete.
The leading reason of that is rounding: it's like if you had 1/7 and wanted to write it on a paper in the same format as in your question, you'd get:
0.142857
That's exact to 6 decimal places, but no more than that, and the difference shows up. The only difference in the computer is that it counts in binary (and rounds in binary, too), and is further complicated by the fact that at output (or input) you coerce that into decimal (or back, respectively) and round again at each step. All of those are sources of little errors.
If you want to be able to save and reload your doubles exactly (on the same machine), do it in their native binary representation using a write and read. If you want them to be human-readable, you need to sacrifice the exact reconstruction. You'd then need to compare them up to a little allowed deviation.

JDBC / Oracle Double value insertion fails [duplicate]

double r = 11.631;
double theta = 21.4;
In the debugger, these are shown as 11.631000000000000 and 21.399999618530273.
How can I avoid this?
These accuracy problems are due to the internal representation of floating point numbers and there's not much you can do to avoid it.
By the way, printing these values at run-time often still leads to the correct results, at least using modern C++ compilers. For most operations, this isn't much of an issue.
I liked Joel's explanation, which deals with a similar binary floating point precision issue in Excel 2007:
See how there's a lot of 0110 0110 0110 there at the end? That's because 0.1 has no exact representation in binary... it's a repeating binary number. It's sort of like how 1/3 has no representation in decimal. 1/3 is 0.33333333 and you have to keep writing 3's forever. If you lose patience, you get something inexact.
So you can imagine how, in decimal, if you tried to do 3*1/3, and you didn't have time to write 3's forever, the result you would get would be 0.99999999, not 1, and people would get angry with you for being wrong.
If you have a value like:
double theta = 21.4;
And you want to do:
if (theta == 21.4)
{
}
You have to be a bit clever, you will need to check if the value of theta is really close to 21.4, but not necessarily that value.
if (fabs(theta - 21.4) <= 1e-6)
{
}
This is partly platform-specific - and we don't know what platform you're using.
It's also partly a case of knowing what you actually want to see. The debugger is showing you - to some extent, anyway - the precise value stored in your variable. In my article on binary floating point numbers in .NET, there's a C# class which lets you see the absolutely exact number stored in a double. The online version isn't working at the moment - I'll try to put one up on another site.
Given that the debugger sees the "actual" value, it's got to make a judgement call about what to display - it could show you the value rounded to a few decimal places, or a more precise value. Some debuggers do a better job than others at reading developers' minds, but it's a fundamental problem with binary floating point numbers.
Use the fixed-point decimal type if you want stability at the limits of precision. There are overheads, and you must explicitly cast if you wish to convert to floating point. If you do convert to floating point you will reintroduce the instabilities that seem to bother you.
Alternately you can get over it and learn to work with the limited precision of floating point arithmetic. For example you can use rounding to make values converge, or you can use epsilon comparisons to describe a tolerance. "Epsilon" is a constant you set up that defines a tolerance. For example, you may choose to regard two values as being equal if they are within 0.0001 of each other.
It occurs to me that you could use operator overloading to make epsilon comparisons transparent. That would be very cool.
For mantissa-exponent representations EPSILON must be computed to remain within the representable precision. For a number N, Epsilon = N / 10E+14
System.Double.Epsilon is the smallest representable positive value for the Double type. It is too small for our purpose. Read Microsoft's advice on equality testing
I've come across this before (on my blog) - I think the surprise tends to be that the 'irrational' numbers are different.
By 'irrational' here I'm just referring to the fact that they can't be accurately represented in this format. Real irrational numbers (like π - pi) can't be accurately represented at all.
Most people are familiar with 1/3 not working in decimal: 0.3333333333333...
The odd thing is that 1.1 doesn't work in floats. People expect decimal values to work in floating point numbers because of how they think of them:
1.1 is 11 x 10^-1
When actually they're in base-2
1.1 is 154811237190861 x 2^-47
You can't avoid it, you just have to get used to the fact that some floats are 'irrational', in the same way that 1/3 is.
One way you can avoid this is to use a library that uses an alternative method of representing decimal numbers, such as BCD
If you are using Java and you need accuracy, use the BigDecimal class for floating point calculations. It is slower but safer.
Seems to me that 21.399999618530273 is the single precision (float) representation of 21.4. Looks like the debugger is casting down from double to float somewhere.
You cant avoid this as you're using floating point numbers with fixed quantity of bytes. There's simply no isomorphism possible between real numbers and its limited notation.
But most of the time you can simply ignore it. 21.4==21.4 would still be true because it is still the same numbers with the same error. But 21.4f==21.4 may not be true because the error for float and double are different.
If you need fixed precision, perhaps you should try fixed point numbers. Or even integers. I for example often use int(1000*x) for passing to debug pager.
Dangers of computer arithmetic
If it bothers you, you can customize the way some values are displayed during debug. Use it with care :-)
Enhancing Debugging with the Debugger Display Attributes
Refer to General Decimal Arithmetic
Also take note when comparing floats, see this answer for more information.
According to the javadoc
"If at least one of the operands to a numerical operator is of type double, then the
operation is carried out using 64-bit floating-point arithmetic, and the result of the
numerical operator is a value of type double. If the other operand is not a double, it is
first widened (§5.1.5) to type double by numeric promotion (§5.6)."
Here is the Source

Fastest/easiest way to average ARGB color ints?

I have five colors stored in the format #AARRGGBB as unsigned ints, and I need to take the average of all five. Obviously I can't simply divide each int by five and just add them, and the only way I thought of so far is to bitmask them, do each channel separately, and then OR them together again. Is there a clever or concise way of averaging all five of them?
Half way between your (OP) proposed solution and Patrick's solution looks quite neat:
Color colors[5]={ 0xAARRGGBB,...};
unsigned long sum1=0,sum2=0;
for (int i=0;i<5;i++)
{
sum1+= colors[i] &0x00FF00FF; // 0x00RR00BB
sum2+=(colors[i]>>8)&0x00FF00FF; // 0x00AA00GG
}
unsigned long output=0;
output|=(((sum1&0xFFFF)/5)&0xFF);
output|=(((sum2&0xFFFF)/5)&0xFF)<<8;
sum1>>=16;sum2>>=16; // and now the top halves
output|=(((sum1&0xFFFF)/5)&0xFF)<<16;
output|=(((sum2&0xFFFF)/5)&0xFF)<<24;
I don't think you could really divide sum1/sum2 by 5, because the bits from the top half would spill down...
If an approximation would be valid, you could try a multiplication by something like, 0.1875 (0.125+0.0625), (this means: multiply by 3 and shift down by 4 places. This you could do with bitmasking and care.)
The problem is, 0.2 has a crappy binary representation, so multiplying by it is an ass.
As ever, accuracy or speed. Your choice.
When using x86 machines with at least SSE, and if you need to approximate only, you could use the assembly instruction PAVGB (Packed Average Byte), which averages bytes. See http://www.tommesani.com/SSEPrimer.html for explanation.
Since you've got 5 values, you would need to be creative in calling PAVGB, since PAVGB will only do two values at a time.
I found smart solution of your problem, sadly it is only applicable if number of colors is power of 2. I'll show it in case of two colors:
mask = 01010101
pom = ~(a^b & mask) # ^ means xor here, ~ negation
a = a & pom
b = b & pom
avg = (a+b) >> 1
The trick of this method is — when you count average, LSB of sum (in case of two numbers) has no meaning, as it will be dropped in division (we're talking integers here, of course). In your problem, LSB of partial sums is at the same moment carry bit of sum of adjacent color. Provided, that LSB of every color sum will be 0 you can safely add those two integers — additions won't interfere with each other. Bit shift divides every color by two.
This method can be used with 4 colors as well, but you have to implement finding out the carry flag of sum of numbers made of two last bits of every color. It is also possible to omit this part and just zero last two bits of every color — biggest mistake made with this omission is 1 for every component.
EDIT I'll leave this attempt for posterity, but please note that it is incorrect and will not work.
One "clever" way you could do it would be to insert zeros between the components, parse into an unsigned long, average the numbers, convert back to a hex string, remove the zeros and finally parse into an unsigned int.
i.e. convert #AARRGGBB to #AA00RR00GG00BB
This method involves parsing and string manipulations, so will undoubtedly be slower than the method you proposed.
If you were to factor your own solution carefully, it might actually look quite clever itself.

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