geant4/source/global/HEPNumerics/include/G4ConvergenceTester.hh

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// G4ConvergenceTester
//
// Class description:
//
// Convergence Tests for Monte Carlo results.
//
// Reference
// MCNP(TM) -A General Monte Carlo N-Particle Transport Code
// Version 4B
// Judith F. Briesmeister, Editor
// LA-12625-M, Issued: March 1997, UC 705 and UC 700
// CHAPTER 2. GEOMETRY, DATA, PHYSICS, AND MATHEMATICS
//        VI. ESTIMATION OF THE MONTE CARLO PRECISION
//
// Positive numbers are assumed for input values

// Author: Tatsumi Koi (SLAC/SCCS)
// --------------------------------------------------------------------
#ifndef G4ConvergenceTester_hh
#define G4ConvergenceTester_hh 1

#include "G4SimplexDownhill.hh"
#include "G4Timer.hh"
#include "globals.hh"

#include <map>
#include <vector>

class G4ConvergenceTester
{
 public:
  G4ConvergenceTester(G4String theName = "NONAME");
  ~G4ConvergenceTester();
  G4ConvergenceTester(G4double);

  void AddScore(G4double);

  inline G4ConvergenceTester& operator+=(G4double val)
  {
    this->AddScore(val);
    return *this;
  }

  // default to G4cout but can redirected to another ostream
  void ShowHistory(std::ostream& out = G4cout);
  void ShowResult(std::ostream& out = G4cout);

  inline G4double GetValueOfMinimizingFunction(std::vector<G4double> x)
  {
    return slope_fitting_function(x);
  }

 public:
  void ComputeStatistics() { calStat(); }
  // Public function to explicitly calculate statistics

  // All accessors check to make sure value is current before returning

  inline G4double GetMean()
  {
    CheckIsUpdated();
    return mean;
  }
  inline G4double GetStandardDeviation()
  {
    CheckIsUpdated();
    return sd;
  }
  inline G4double GetVariance()
  {
    CheckIsUpdated();
    return var;
  }
  inline G4double GetR()
  {
    CheckIsUpdated();
    return r;
  }
  inline G4double GetEfficiency()
  {
    CheckIsUpdated();
    return efficiency;
  }
  inline G4double GetR2eff()
  {
    CheckIsUpdated();
    return r2eff;
  }
  inline G4double GetR2int()
  {
    CheckIsUpdated();
    return r2int;
  }
  inline G4double GetShift()
  {
    CheckIsUpdated();
    return shift;
  }
  inline G4double GetVOV()
  {
    CheckIsUpdated();
    return vov;
  }
  inline G4double GetFOM()
  {
    CheckIsUpdated();
    return fom;
  }

 private:
  void calStat();
  // Boolean value of 'statsAreUpdated' is set to TRUE at end of calStat
  // and set to FALSE at end of AddScore
  // NOTE : A thread lock for Geant4-MT needs to be put in AddScore so calStat
  // is not executed in one thread while AddScore is modifying/adding data

  inline void CheckIsUpdated()
  {
    if(!statsAreUpdated)
    {
      calStat();
    }
  }

  void calc_grid_point_of_history();
  void calc_stat_history();
  void check_stat_history(std::ostream& out = G4cout);
  G4double calc_Pearson_r(G4int, std::vector<G4double>, std::vector<G4double>);
  G4bool is_monotonically_decrease(std::vector<G4double>);
  void calc_slope_fit(std::vector<G4double>);
  G4double slope_fitting_function(std::vector<G4double>);

 private:
  G4String name;
  std::map<G4int, G4double> nonzero_histories;
  // (ith-history , score value)
  G4int n = 0;
  // number of history
  G4double sum = 0.0;  // sum of scores;

  G4Timer* timer = nullptr;
  std::vector<G4double> cpu_time;

  G4double mean       = 0.0;
  G4double var        = 0.0;
  G4double sd         = 0.0;
  G4double r          = 0.0;  // relative err sd/mean/sqrt(n)
  G4double efficiency = 0.0;  // rate of non zero score
  G4double r2eff      = 0.0;
  G4double r2int      = 0.0;
  G4double shift      = 0.0;
  G4double vov        = 0.0;
  G4double fom        = 0.0;

  G4double largest             = 0.0;
  G4int largest_score_happened = 0;

  G4double mean_1  = 0.0;
  G4double var_1   = 0.0;
  G4double sd_1    = 0.0;
  G4double r_1     = 0.0;  // relative err sd/mean/sqrt(n)
  G4double shift_1 = 0.0;
  G4double vov_1   = 0.0;
  G4double fom_1   = 0.0;

  G4int noBinOfHistory = 16;
  std::vector<G4int> history_grid;
  std::vector<G4double> mean_history;
  std::vector<G4double> var_history;
  std::vector<G4double> sd_history;
  std::vector<G4double> r_history;
  std::vector<G4double> vov_history;
  std::vector<G4double> fom_history;
  std::vector<G4double> shift_history;
  std::vector<G4double> e_history;
  std::vector<G4double> r2eff_history;
  std::vector<G4double> r2int_history;

  G4double slope = 0.0;
  std::vector<G4double> largest_scores;
  std::vector<G4double> f_xi;
  std::vector<G4double> f_yi;
  G4int noBinOfPDF                                  = 10;
  G4SimplexDownhill<G4ConvergenceTester>* minimizer = nullptr;

  G4int noPass  = 0;
  G4int noTotal = 8;  // Total number of tests

  G4bool statsAreUpdated = true;
  G4bool showHistory     = true;
  G4bool calcSLOPE       = true;
};

#endif