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geant4/source/global/HEPNumerics/include/G4ConvergenceTester.hh
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//
// $Id$
//
// 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
//
// Positives numbers are assumed for input values
// Author: Tatsumi Koi (SLAC/SCCS)
//
// --------------------------------------------------------------------
#ifndef G4ConvergenceTester
#define G4ConvergenceTester_h 1
#include "G4SimplexDownhill.hh"
#include "G4Timer.hh"
#include "globals.hh"
#include <map>
#include <vector>
class G4ConvergenceTester
{
public:
G4ConvergenceTester();
~G4ConvergenceTester();
G4ConvergenceTester( G4double );
public:
void AddScore( G4double );
void ShowHistory();
void ShowResult();
inline G4double GetValueOfMinimizingFunction( std::vector<G4double> x )
{ return slope_fitting_function( x ); }
private:
void calStat();
G4double GetMean() { return mean; }
G4double GetStandardDeviation() { return sd; }
G4double GetVariance() { return var; }
G4double GetR() { return r; }
G4double GetEfficiency() { return efficiency; }
G4double GetR2eff() { return r2eff; }
G4double GetR2int() { return r2int; }
G4double GetShift() { return shift; }
G4double GetVOV() { return vov; }
G4double GetFOM() { return fom; }
void calc_grid_point_of_history();
void calc_stat_history();
void check_stat_history();
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:
std::map< G4int , G4double > nonzero_histories;
// (ith-history , score value)
G4int n;
// number of history
G4double sum; // sum of scores;
G4Timer* timer;
std::vector<G4double> cpu_time;
G4double mean;
G4double var;
G4double sd;
G4double r; // relative err sd/mean/sqrt(n)
G4double efficiency; // rate of non zero score
G4double r2eff;
G4double r2int;
G4double shift;
G4double vov;
G4double fom;
G4double largest;
G4int largest_score_happened;
G4double mean_1;
G4double var_1;
G4double sd_1;
G4double r_1; // relative err sd/mean/sqrt(n)
G4double shift_1;
G4double vov_1;
G4double fom_1;
G4int noBinOfHistory;
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;
std::vector< G4double > largest_scores;
std::vector< G4double > f_xi;
std::vector< G4double > f_yi;
G4int noBinOfPDF;
G4SimplexDownhill<G4ConvergenceTester>* minimizer;
G4int noPass;
G4int noTotal; // Total number of tests
};
#endif