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Update cubic_cpp.cpp
Browse files- cubic_cpp.cpp +245 -266
cubic_cpp.cpp
CHANGED
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@@ -1,9 +1,9 @@
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#include <pybind11/pybind11.h>
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#include <pybind11/numpy.h>
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#include <pybind11/stl.h>
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#include <pybind11/
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#include <vector>
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#include <complex>
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#include <cmath>
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#include <algorithm>
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#include <random>
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@@ -30,6 +30,198 @@ double discriminant_func(double z, double beta, double z_a, double y) {
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std::pow(c/(3.0*a) - std::pow(b, 2)/(9.0*std::pow(a, 2)), 3);
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}
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// Find zeros of discriminant
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std::vector<double> find_z_at_discriminant_zero(double z_a, double y, double beta,
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double z_min, double z_max, int steps) {
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@@ -76,6 +268,7 @@ std::vector<double> find_z_at_discriminant_zero(double z_a, double y, double bet
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}
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if ((fm < 0 && f1_copy < 0) || (fm > 0 && f1_copy > 0)) {
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zl = mid;
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} else {
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zr = mid;
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}
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@@ -117,90 +310,6 @@ sweep_beta_and_find_z_bounds(double z_a, double y, double z_min, double z_max,
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return std::make_tuple(betas, z_min_values, z_max_values);
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}
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// Compute cubic roots
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std::vector<std::complex<double>> compute_cubic_roots(double z, double beta, double z_a, double y) {
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double y_effective = apply_y_condition(y);
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// Coefficients
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double a = z * z_a;
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double b = z * z_a + z + z_a - z_a * y_effective;
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double c = z + z_a + 1.0 - y_effective * (beta * z_a + 1.0 - beta);
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double d = 1.0;
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std::vector<std::complex<double>> roots(3);
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// Handle special cases
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if (std::abs(a) < 1e-10) {
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if (std::abs(b) < 1e-10) { // Linear case
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roots[0] = std::complex<double>(-d/c, 0);
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roots[1] = std::complex<double>(0, 0);
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roots[2] = std::complex<double>(0, 0);
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} else { // Quadratic case
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double disc = c*c - 4.0*b*d;
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if (disc >= 0) {
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double sqrt_disc = std::sqrt(disc);
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roots[0] = std::complex<double>((-c + sqrt_disc) / (2.0 * b), 0);
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roots[1] = std::complex<double>((-c - sqrt_disc) / (2.0 * b), 0);
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} else {
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double sqrt_disc = std::sqrt(-disc);
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roots[0] = std::complex<double>(-c / (2.0 * b), sqrt_disc / (2.0 * b));
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roots[1] = std::complex<double>(-c / (2.0 * b), -sqrt_disc / (2.0 * b));
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}
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roots[2] = std::complex<double>(0, 0);
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}
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return roots;
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}
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// Normalize to form: x^3 + px^2 + qx + r = 0
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double p = b / a;
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double q = c / a;
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double r = d / a;
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// Depress the cubic: substitute x = y - p/3 to get y^3 + py + q = 0
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double p_over_3 = p / 3.0;
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double new_p = q - p * p / 3.0;
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double new_q = r - p * q / 3.0 + 2.0 * p * p * p / 27.0;
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// Calculate discriminant
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double discriminant = 4.0 * std::pow(new_p, 3) / 27.0 + new_q * new_q;
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if (std::abs(discriminant) < 1e-10) {
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// Three real roots, at least two are equal
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double u;
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if (std::abs(new_q) < 1e-10) {
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u = 0;
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} else {
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u = std::cbrt(-new_q / 2.0);
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}
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roots[0] = std::complex<double>(2.0 * u - p_over_3, 0);
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roots[1] = std::complex<double>(-u - p_over_3, 0);
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roots[2] = std::complex<double>(-u - p_over_3, 0);
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} else if (discriminant > 0) {
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// One real root, two complex conjugate roots
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double sqrt_disc = std::sqrt(discriminant);
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double u = std::cbrt(-new_q / 2.0 + sqrt_disc / 2.0);
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double v = std::cbrt(-new_q / 2.0 - sqrt_disc / 2.0);
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// Real root
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roots[0] = std::complex<double>(u + v - p_over_3, 0);
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// Complex roots
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const double sqrt3_over_2 = std::sqrt(3.0) / 2.0;
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roots[1] = std::complex<double>(-0.5 * (u + v) - p_over_3, sqrt3_over_2 * (u - v));
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roots[2] = std::complex<double>(-0.5 * (u + v) - p_over_3, -sqrt3_over_2 * (u - v));
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} else {
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// Three distinct real roots
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double theta = std::acos(-new_q / 2.0 / std::sqrt(-std::pow(new_p, 3) / 27.0));
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double sqrt_term = 2.0 * std::sqrt(-new_p / 3.0);
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roots[0] = std::complex<double>(sqrt_term * std::cos(theta / 3.0) - p_over_3, 0);
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roots[1] = std::complex<double>(sqrt_term * std::cos((theta + 2.0 * M_PI) / 3.0) - p_over_3, 0);
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roots[2] = std::complex<double>(sqrt_term * std::cos((theta + 4.0 * M_PI) / 3.0) - p_over_3, 0);
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}
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return roots;
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}
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// Compute high y curve
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std::vector<double> compute_high_y_curve(const std::vector<double>& betas, double z_a, double y) {
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double y_effective = apply_y_condition(y);
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@@ -239,103 +348,25 @@ std::vector<double> compute_alternate_low_expr(const std::vector<double>& betas,
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return result;
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}
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// Compute max k expression
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std::vector<double> compute_max_k_expression(const std::vector<double>& betas, double z_a, double y
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double y_effective = apply_y_condition(y);
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size_t n = betas.size();
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std::vector<double> result(n);
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// Sample k values on logarithmic scale
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std::vector<double> k_values(k_samples);
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double log_min = std::log(0.001);
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double log_max = std::log(1000.0);
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double log_step = (log_max - log_min) / (k_samples - 1);
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for (int i = 0; i < k_samples; i++) {
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k_values[i] = std::exp(log_min + i * log_step);
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}
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for (size_t i = 0; i < n; i++) {
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std::vector<double> values(k_samples);
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for (int j = 0; j < k_samples; j++) {
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double k = k_values[j];
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double numerator = y_effective * beta * (z_a - 1.0) * k + (z_a * k + 1.0) * ((y_effective - 1.0) * k - 1.0);
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double denominator = (z_a * k + 1.0) * (k * k + k);
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if (std::abs(denominator) < 1e-10) {
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values[j] = std::numeric_limits<double>::quiet_NaN();
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} else {
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values[j] = numerator / denominator;
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}
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}
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// Find maximum value, ignoring NaNs
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double max_val = -std::numeric_limits<double>::infinity();
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bool found_valid = false;
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for (double val : values) {
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if (!std::isnan(val) && val > max_val) {
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max_val = val;
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found_valid = true;
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}
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}
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result[i] = found_valid ? max_val : std::numeric_limits<double>::quiet_NaN();
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}
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return result;
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}
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// Compute min t expression
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std::vector<double> compute_min_t_expression(const std::vector<double>& betas, double z_a, double y
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double y_effective = apply_y_condition(y);
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size_t n = betas.size();
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std::vector<double> result(n);
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if (z_a <= 0) {
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std::fill(result.begin(), result.end(), std::numeric_limits<double>::quiet_NaN());
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return result;
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}
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// Sample t values in (-1/a, 0)
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double lower_bound = -1.0 / z_a + 1e-10; // Avoid division by zero
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std::vector<double> t_values(t_samples);
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double t_step = (0.0 - lower_bound) / (t_samples - 1);
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for (int i = 0; i < t_samples; i++) {
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t_values[i] = lower_bound + i * t_step * (1.0 - 1e-10); // Avoid exactly 0
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}
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for (size_t i = 0; i < n; i++) {
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std::vector<double> values(t_samples);
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for (int j = 0; j < t_samples; j++) {
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double t = t_values[j];
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double numerator = y_effective * beta * (z_a - 1.0) * t + (z_a * t + 1.0) * ((y_effective - 1.0) * t - 1.0);
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double denominator = (z_a * t + 1.0) * (t * t + t);
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if (std::abs(denominator) < 1e-10) {
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values[j] = std::numeric_limits<double>::quiet_NaN();
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} else {
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values[j] = numerator / denominator;
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}
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}
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// Find minimum value, ignoring NaNs
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double min_val = std::numeric_limits<double>::infinity();
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bool found_valid = false;
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for (double val : values) {
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if (!std::isnan(val) && val < min_val) {
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min_val = val;
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found_valid = true;
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}
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}
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result[i] = found_valid ? min_val : std::numeric_limits<double>::quiet_NaN();
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}
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return result;
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@@ -375,116 +406,60 @@ compute_derivatives(const std::vector<double>& curve, const std::vector<double>&
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return std::make_tuple(d1, d2);
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}
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// Generate eigenvalue distribution
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std::vector<double> generate_eigenvalue_distribution(double beta, double y, double z_a, int n, int seed) {
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double y_effective = apply_y_condition(y);
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// Set random seed
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std::mt19937 gen(seed);
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std::normal_distribution<double>
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// Compute dimension p based on aspect ratio y
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int p = static_cast<int>(y_effective * n);
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//
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// Diagonal of T_n (Population/Shape Matrix)
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std::vector<double> diag_T(p);
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int k = static_cast<int>(std::floor(beta * p));
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// Fill diagonal entries
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for (int j = 0; j < k; j++) {
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diag_T[j] = z_a;
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}
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for (int j = k; j < p; j++) {
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diag_T[j] = 1.0;
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}
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// Shuffle diagonal entries
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std::shuffle(diag_T.begin(), diag_T.end(), gen);
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// Generate data matrix X
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std::vector<std::vector<double>> X(p, std::vector<double>(n));
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for (int i = 0; i < p; i++) {
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for (int j = 0; j < n; j++) {
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X
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}
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}
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// Compute S_n = (1/n) * X*X^T
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//
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for (int i = 0; i < p; i++) {
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B[i][j] = S[i][j] * diag_T[j];
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}
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}
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//
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//
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// In real application, you'd compute actual eigenvalues
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std::vector<double> eigenvalues(p);
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for (int i = 0; i < p; i++) {
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eigenvalues[i] =
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}
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| 446 |
std::sort(eigenvalues.begin(), eigenvalues.end());
|
| 447 |
return eigenvalues;
|
| 448 |
}
|
| 449 |
|
| 450 |
-
// Support boundaries
|
| 451 |
-
std::tuple<std::vector<double>, std::vector<double>>
|
| 452 |
-
compute_eigenvalue_support_boundaries(double z_a, double y, const std::vector<double>& beta_values,
|
| 453 |
-
int n_samples, int seeds) {
|
| 454 |
-
size_t num_betas = beta_values.size();
|
| 455 |
-
std::vector<double> min_eigenvalues(num_betas);
|
| 456 |
-
std::vector<double> max_eigenvalues(num_betas);
|
| 457 |
-
|
| 458 |
-
for (size_t i = 0; i < num_betas; i++) {
|
| 459 |
-
double beta = beta_values[i];
|
| 460 |
-
|
| 461 |
-
std::vector<double> min_vals;
|
| 462 |
-
std::vector<double> max_vals;
|
| 463 |
-
|
| 464 |
-
// Run multiple trials
|
| 465 |
-
for (int seed = 0; seed < seeds; seed++) {
|
| 466 |
-
// Generate eigenvalues
|
| 467 |
-
std::vector<double> eigenvalues = generate_eigenvalue_distribution(beta, y, z_a, n_samples, seed);
|
| 468 |
-
|
| 469 |
-
// Get min and max
|
| 470 |
-
if (!eigenvalues.empty()) {
|
| 471 |
-
min_vals.push_back(eigenvalues.front());
|
| 472 |
-
max_vals.push_back(eigenvalues.back());
|
| 473 |
-
}
|
| 474 |
-
}
|
| 475 |
-
|
| 476 |
-
// Average over seeds
|
| 477 |
-
double min_sum = 0.0, max_sum = 0.0;
|
| 478 |
-
for (double val : min_vals) min_sum += val;
|
| 479 |
-
for (double val : max_vals) max_sum += val;
|
| 480 |
-
|
| 481 |
-
min_eigenvalues[i] = min_vals.empty() ? 0.0 : min_sum / min_vals.size();
|
| 482 |
-
max_eigenvalues[i] = max_vals.empty() ? 0.0 : max_sum / max_vals.size();
|
| 483 |
-
}
|
| 484 |
-
|
| 485 |
-
return std::make_tuple(min_eigenvalues, max_eigenvalues);
|
| 486 |
-
}
|
| 487 |
-
|
| 488 |
// Python module definition
|
| 489 |
PYBIND11_MODULE(cubic_cpp, m) {
|
| 490 |
m.doc() = "C++ accelerated functions for cubic root analysis";
|
|
@@ -503,9 +478,18 @@ PYBIND11_MODULE(cubic_cpp, m) {
|
|
| 503 |
py::arg("z_a"), py::arg("y"), py::arg("z_min"), py::arg("z_max"),
|
| 504 |
py::arg("beta_steps"), py::arg("z_steps"));
|
| 505 |
|
| 506 |
-
m.def("
|
| 507 |
-
"Compute
|
| 508 |
-
py::arg("
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 509 |
|
| 510 |
m.def("compute_high_y_curve", &compute_high_y_curve,
|
| 511 |
"Compute high y expression curve",
|
|
@@ -516,23 +500,18 @@ PYBIND11_MODULE(cubic_cpp, m) {
|
|
| 516 |
py::arg("betas"), py::arg("z_a"), py::arg("y"));
|
| 517 |
|
| 518 |
m.def("compute_max_k_expression", &compute_max_k_expression,
|
| 519 |
-
"Compute max k expression",
|
| 520 |
-
py::arg("betas"), py::arg("z_a"), py::arg("y")
|
| 521 |
|
| 522 |
m.def("compute_min_t_expression", &compute_min_t_expression,
|
| 523 |
-
"Compute min t expression",
|
| 524 |
-
py::arg("betas"), py::arg("z_a"), py::arg("y")
|
| 525 |
|
| 526 |
m.def("compute_derivatives", &compute_derivatives,
|
| 527 |
"Compute first and second derivatives",
|
| 528 |
py::arg("curve"), py::arg("betas"));
|
| 529 |
|
| 530 |
m.def("generate_eigenvalue_distribution", &generate_eigenvalue_distribution,
|
| 531 |
-
"Generate eigenvalue distribution",
|
| 532 |
py::arg("beta"), py::arg("y"), py::arg("z_a"), py::arg("n"), py::arg("seed"));
|
| 533 |
-
|
| 534 |
-
m.def("compute_eigenvalue_support_boundaries", &compute_eigenvalue_support_boundaries,
|
| 535 |
-
"Compute eigenvalue support boundaries",
|
| 536 |
-
py::arg("z_a"), py::arg("y"), py::arg("beta_values"),
|
| 537 |
-
py::arg("n_samples"), py::arg("seeds"));
|
| 538 |
}
|
|
|
|
| 1 |
#include <pybind11/pybind11.h>
|
| 2 |
#include <pybind11/numpy.h>
|
| 3 |
#include <pybind11/stl.h>
|
| 4 |
+
#include <pybind11/eigen.h>
|
| 5 |
+
#include <Eigen/Dense>
|
| 6 |
#include <vector>
|
|
|
|
| 7 |
#include <cmath>
|
| 8 |
#include <algorithm>
|
| 9 |
#include <random>
|
|
|
|
| 30 |
std::pow(c/(3.0*a) - std::pow(b, 2)/(9.0*std::pow(a, 2)), 3);
|
| 31 |
}
|
| 32 |
|
| 33 |
+
// Function to compute the theoretical max value
|
| 34 |
+
double compute_theoretical_max(double a, double y, double beta) {
|
| 35 |
+
auto f = [a, y, beta](double k) -> double {
|
| 36 |
+
return (y * beta * (a - 1) * k + (a * k + 1) * ((y - 1) * k - 1)) /
|
| 37 |
+
((a * k + 1) * (k * k + k) * y);
|
| 38 |
+
};
|
| 39 |
+
|
| 40 |
+
// Use numerical optimization to find the maximum
|
| 41 |
+
// Grid search followed by golden section search
|
| 42 |
+
double best_k = 1.0;
|
| 43 |
+
double best_val = f(best_k);
|
| 44 |
+
|
| 45 |
+
// Initial grid search over a wide range
|
| 46 |
+
const int num_grid_points = 200;
|
| 47 |
+
for (int i = 0; i < num_grid_points; ++i) {
|
| 48 |
+
double k = 0.01 + 100.0 * i / (num_grid_points - 1); // From 0.01 to 100
|
| 49 |
+
double val = f(k);
|
| 50 |
+
if (val > best_val) {
|
| 51 |
+
best_val = val;
|
| 52 |
+
best_k = k;
|
| 53 |
+
}
|
| 54 |
+
}
|
| 55 |
+
|
| 56 |
+
// Refine with golden section search
|
| 57 |
+
double a_gs = std::max(0.01, best_k / 10.0);
|
| 58 |
+
double b_gs = best_k * 10.0;
|
| 59 |
+
const double golden_ratio = (1.0 + std::sqrt(5.0)) / 2.0;
|
| 60 |
+
const double tolerance = 1e-10;
|
| 61 |
+
|
| 62 |
+
double c_gs = b_gs - (b_gs - a_gs) / golden_ratio;
|
| 63 |
+
double d_gs = a_gs + (b_gs - a_gs) / golden_ratio;
|
| 64 |
+
|
| 65 |
+
while (std::abs(b_gs - a_gs) > tolerance) {
|
| 66 |
+
if (f(c_gs) > f(d_gs)) {
|
| 67 |
+
b_gs = d_gs;
|
| 68 |
+
d_gs = c_gs;
|
| 69 |
+
c_gs = b_gs - (b_gs - a_gs) / golden_ratio;
|
| 70 |
+
} else {
|
| 71 |
+
a_gs = c_gs;
|
| 72 |
+
c_gs = d_gs;
|
| 73 |
+
d_gs = a_gs + (b_gs - a_gs) / golden_ratio;
|
| 74 |
+
}
|
| 75 |
+
}
|
| 76 |
+
|
| 77 |
+
return f((a_gs + b_gs) / 2.0);
|
| 78 |
+
}
|
| 79 |
+
|
| 80 |
+
// Function to compute the theoretical min value
|
| 81 |
+
double compute_theoretical_min(double a, double y, double beta) {
|
| 82 |
+
auto f = [a, y, beta](double t) -> double {
|
| 83 |
+
return (y * beta * (a - 1) * t + (a * t + 1) * ((y - 1) * t - 1)) /
|
| 84 |
+
((a * t + 1) * (t * t + t) * y);
|
| 85 |
+
};
|
| 86 |
+
|
| 87 |
+
// Use numerical optimization to find the minimum
|
| 88 |
+
// Grid search followed by golden section search
|
| 89 |
+
double best_t = -0.5 / a; // Midpoint of (-1/a, 0)
|
| 90 |
+
double best_val = f(best_t);
|
| 91 |
+
|
| 92 |
+
// Initial grid search over the range (-1/a, 0)
|
| 93 |
+
const int num_grid_points = 200;
|
| 94 |
+
for (int i = 1; i < num_grid_points; ++i) {
|
| 95 |
+
// From slightly above -1/a to slightly below 0
|
| 96 |
+
double t = -0.999/a + 0.998/a * i / (num_grid_points - 1);
|
| 97 |
+
if (t >= 0 || t <= -1.0/a) continue; // Ensure t is in range (-1/a, 0)
|
| 98 |
+
|
| 99 |
+
double val = f(t);
|
| 100 |
+
if (val < best_val) {
|
| 101 |
+
best_val = val;
|
| 102 |
+
best_t = t;
|
| 103 |
+
}
|
| 104 |
+
}
|
| 105 |
+
|
| 106 |
+
// Refine with golden section search
|
| 107 |
+
double a_gs = -0.999/a; // Slightly above -1/a
|
| 108 |
+
double b_gs = -0.001/a; // Slightly below 0
|
| 109 |
+
const double golden_ratio = (1.0 + std::sqrt(5.0)) / 2.0;
|
| 110 |
+
const double tolerance = 1e-10;
|
| 111 |
+
|
| 112 |
+
double c_gs = b_gs - (b_gs - a_gs) / golden_ratio;
|
| 113 |
+
double d_gs = a_gs + (b_gs - a_gs) / golden_ratio;
|
| 114 |
+
|
| 115 |
+
while (std::abs(b_gs - a_gs) > tolerance) {
|
| 116 |
+
if (f(c_gs) < f(d_gs)) {
|
| 117 |
+
b_gs = d_gs;
|
| 118 |
+
d_gs = c_gs;
|
| 119 |
+
c_gs = b_gs - (b_gs - a_gs) / golden_ratio;
|
| 120 |
+
} else {
|
| 121 |
+
a_gs = c_gs;
|
| 122 |
+
c_gs = d_gs;
|
| 123 |
+
d_gs = a_gs + (b_gs - a_gs) / golden_ratio;
|
| 124 |
+
}
|
| 125 |
+
}
|
| 126 |
+
|
| 127 |
+
return f((a_gs + b_gs) / 2.0);
|
| 128 |
+
}
|
| 129 |
+
|
| 130 |
+
// Compute eigenvalues for a given beta value
|
| 131 |
+
std::tuple<double, double> compute_eigenvalues_for_beta(double z_a, double y, double beta, int n, int seed) {
|
| 132 |
+
// Apply the condition for y
|
| 133 |
+
double y_effective = apply_y_condition(y);
|
| 134 |
+
|
| 135 |
+
// Set random seed
|
| 136 |
+
std::mt19937 gen(seed);
|
| 137 |
+
std::normal_distribution<double> norm(0.0, 1.0);
|
| 138 |
+
|
| 139 |
+
// Compute dimension p based on aspect ratio y
|
| 140 |
+
int p = static_cast<int>(y_effective * n);
|
| 141 |
+
|
| 142 |
+
// Generate random matrix X
|
| 143 |
+
Eigen::MatrixXd X(p, n);
|
| 144 |
+
for (int i = 0; i < p; i++) {
|
| 145 |
+
for (int j = 0; j < n; j++) {
|
| 146 |
+
X(i, j) = norm(gen);
|
| 147 |
+
}
|
| 148 |
+
}
|
| 149 |
+
|
| 150 |
+
// Compute sample covariance matrix S_n = (1/n) * X * X^T
|
| 151 |
+
Eigen::MatrixXd S_n = (X * X.transpose()) / static_cast<double>(n);
|
| 152 |
+
|
| 153 |
+
// Build T_n diagonal matrix
|
| 154 |
+
int k = static_cast<int>(std::floor(beta * p));
|
| 155 |
+
std::vector<double> diags(p);
|
| 156 |
+
std::fill_n(diags.begin(), k, z_a);
|
| 157 |
+
std::fill_n(diags.begin() + k, p - k, 1.0);
|
| 158 |
+
|
| 159 |
+
// Shuffle diagonal entries
|
| 160 |
+
std::shuffle(diags.begin(), diags.end(), gen);
|
| 161 |
+
|
| 162 |
+
// Create T_n and its square root
|
| 163 |
+
Eigen::MatrixXd T_n = Eigen::MatrixXd::Zero(p, p);
|
| 164 |
+
Eigen::MatrixXd T_sqrt = Eigen::MatrixXd::Zero(p, p);
|
| 165 |
+
|
| 166 |
+
for (int i = 0; i < p; i++) {
|
| 167 |
+
double v = diags[i];
|
| 168 |
+
T_n(i, i) = v;
|
| 169 |
+
T_sqrt(i, i) = std::sqrt(v);
|
| 170 |
+
}
|
| 171 |
+
|
| 172 |
+
// Form B = T_sqrt * S_n * T_sqrt (symmetric)
|
| 173 |
+
Eigen::MatrixXd B = T_sqrt * S_n * T_sqrt;
|
| 174 |
+
|
| 175 |
+
// Compute eigenvalues of B
|
| 176 |
+
Eigen::SelfAdjointEigenSolver<Eigen::MatrixXd> solver(B);
|
| 177 |
+
Eigen::VectorXd eigenvalues = solver.eigenvalues();
|
| 178 |
+
|
| 179 |
+
// Return min and max eigenvalues
|
| 180 |
+
double min_eigenvalue = eigenvalues(0);
|
| 181 |
+
double max_eigenvalue = eigenvalues(p-1);
|
| 182 |
+
|
| 183 |
+
return std::make_tuple(min_eigenvalue, max_eigenvalue);
|
| 184 |
+
}
|
| 185 |
+
|
| 186 |
+
// Compute eigenvalue support boundaries
|
| 187 |
+
std::tuple<std::vector<double>, std::vector<double>, std::vector<double>, std::vector<double>>
|
| 188 |
+
compute_eigenvalue_support_boundaries(double z_a, double y, const std::vector<double>& beta_values,
|
| 189 |
+
int n_samples, int seeds) {
|
| 190 |
+
size_t num_betas = beta_values.size();
|
| 191 |
+
std::vector<double> min_eigenvalues(num_betas, 0.0);
|
| 192 |
+
std::vector<double> max_eigenvalues(num_betas, 0.0);
|
| 193 |
+
std::vector<double> theoretical_min_values(num_betas, 0.0);
|
| 194 |
+
std::vector<double> theoretical_max_values(num_betas, 0.0);
|
| 195 |
+
|
| 196 |
+
for (size_t i = 0; i < num_betas; i++) {
|
| 197 |
+
double beta = beta_values[i];
|
| 198 |
+
|
| 199 |
+
// Calculate theoretical values
|
| 200 |
+
theoretical_max_values[i] = compute_theoretical_max(z_a, y, beta);
|
| 201 |
+
theoretical_min_values[i] = compute_theoretical_min(z_a, y, beta);
|
| 202 |
+
|
| 203 |
+
std::vector<double> min_vals;
|
| 204 |
+
std::vector<double> max_vals;
|
| 205 |
+
|
| 206 |
+
// Run multiple trials with different seeds
|
| 207 |
+
for (int seed = 0; seed < seeds; seed++) {
|
| 208 |
+
auto [min_eig, max_eig] = compute_eigenvalues_for_beta(z_a, y, beta, n_samples, seed);
|
| 209 |
+
min_vals.push_back(min_eig);
|
| 210 |
+
max_vals.push_back(max_eig);
|
| 211 |
+
}
|
| 212 |
+
|
| 213 |
+
// Average over seeds
|
| 214 |
+
double min_sum = 0.0, max_sum = 0.0;
|
| 215 |
+
for (double val : min_vals) min_sum += val;
|
| 216 |
+
for (double val : max_vals) max_sum += val;
|
| 217 |
+
|
| 218 |
+
min_eigenvalues[i] = min_vals.empty() ? 0.0 : min_sum / min_vals.size();
|
| 219 |
+
max_eigenvalues[i] = max_vals.empty() ? 0.0 : max_sum / max_vals.size();
|
| 220 |
+
}
|
| 221 |
+
|
| 222 |
+
return std::make_tuple(min_eigenvalues, max_eigenvalues, theoretical_min_values, theoretical_max_values);
|
| 223 |
+
}
|
| 224 |
+
|
| 225 |
// Find zeros of discriminant
|
| 226 |
std::vector<double> find_z_at_discriminant_zero(double z_a, double y, double beta,
|
| 227 |
double z_min, double z_max, int steps) {
|
|
|
|
| 268 |
}
|
| 269 |
if ((fm < 0 && f1_copy < 0) || (fm > 0 && f1_copy > 0)) {
|
| 270 |
zl = mid;
|
| 271 |
+
f1_copy = fm;
|
| 272 |
} else {
|
| 273 |
zr = mid;
|
| 274 |
}
|
|
|
|
| 310 |
return std::make_tuple(betas, z_min_values, z_max_values);
|
| 311 |
}
|
| 312 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 313 |
// Compute high y curve
|
| 314 |
std::vector<double> compute_high_y_curve(const std::vector<double>& betas, double z_a, double y) {
|
| 315 |
double y_effective = apply_y_condition(y);
|
|
|
|
| 348 |
return result;
|
| 349 |
}
|
| 350 |
|
| 351 |
+
// Compute max k expression over a range of betas
|
| 352 |
+
std::vector<double> compute_max_k_expression(const std::vector<double>& betas, double z_a, double y) {
|
|
|
|
| 353 |
size_t n = betas.size();
|
| 354 |
std::vector<double> result(n);
|
| 355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 356 |
for (size_t i = 0; i < n; i++) {
|
| 357 |
+
result[i] = compute_theoretical_max(z_a, y, betas[i]);
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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}
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return result;
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}
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+
// Compute min t expression over a range of betas
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+
std::vector<double> compute_min_t_expression(const std::vector<double>& betas, double z_a, double y) {
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size_t n = betas.size();
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std::vector<double> result(n);
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for (size_t i = 0; i < n; i++) {
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+
result[i] = compute_theoretical_min(z_a, y, betas[i]);
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| 370 |
}
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return result;
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return std::make_tuple(d1, d2);
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}
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| 409 |
+
// Generate eigenvalue distribution for a specific beta
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| 410 |
std::vector<double> generate_eigenvalue_distribution(double beta, double y, double z_a, int n, int seed) {
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| 411 |
+
// Apply the condition for y
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| 412 |
double y_effective = apply_y_condition(y);
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| 413 |
|
| 414 |
// Set random seed
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| 415 |
std::mt19937 gen(seed);
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| 416 |
+
std::normal_distribution<double> norm(0.0, 1.0);
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| 417 |
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| 418 |
// Compute dimension p based on aspect ratio y
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| 419 |
int p = static_cast<int>(y_effective * n);
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| 420 |
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| 421 |
+
// Generate random matrix X
|
| 422 |
+
Eigen::MatrixXd X(p, n);
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| 423 |
for (int i = 0; i < p; i++) {
|
| 424 |
for (int j = 0; j < n; j++) {
|
| 425 |
+
X(i, j) = norm(gen);
|
| 426 |
}
|
| 427 |
}
|
| 428 |
|
| 429 |
+
// Compute sample covariance matrix S_n = (1/n) * X * X^T
|
| 430 |
+
Eigen::MatrixXd S_n = (X * X.transpose()) / static_cast<double>(n);
|
| 431 |
+
|
| 432 |
+
// Build T_n diagonal matrix
|
| 433 |
+
int k = static_cast<int>(std::floor(beta * p));
|
| 434 |
+
std::vector<double> diags(p);
|
| 435 |
+
std::fill_n(diags.begin(), k, z_a);
|
| 436 |
+
std::fill_n(diags.begin() + k, p - k, 1.0);
|
| 437 |
+
|
| 438 |
+
// Shuffle diagonal entries
|
| 439 |
+
std::shuffle(diags.begin(), diags.end(), gen);
|
| 440 |
|
| 441 |
+
// Create T_n
|
| 442 |
+
Eigen::MatrixXd T_n = Eigen::MatrixXd::Zero(p, p);
|
| 443 |
for (int i = 0; i < p; i++) {
|
| 444 |
+
T_n(i, i) = diags[i];
|
|
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|
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|
| 445 |
}
|
| 446 |
|
| 447 |
+
// Compute B_n = S_n * T_n
|
| 448 |
+
Eigen::MatrixXd B_n = S_n * T_n;
|
| 449 |
+
|
| 450 |
+
// Compute eigenvalues
|
| 451 |
+
Eigen::EigenSolver<Eigen::MatrixXd> solver(B_n);
|
| 452 |
|
| 453 |
+
// Extract and return real parts of eigenvalues
|
|
|
|
| 454 |
std::vector<double> eigenvalues(p);
|
| 455 |
for (int i = 0; i < p; i++) {
|
| 456 |
+
eigenvalues[i] = solver.eigenvalues()(i).real();
|
| 457 |
}
|
| 458 |
|
| 459 |
std::sort(eigenvalues.begin(), eigenvalues.end());
|
| 460 |
return eigenvalues;
|
| 461 |
}
|
| 462 |
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|
| 463 |
// Python module definition
|
| 464 |
PYBIND11_MODULE(cubic_cpp, m) {
|
| 465 |
m.doc() = "C++ accelerated functions for cubic root analysis";
|
|
|
|
| 478 |
py::arg("z_a"), py::arg("y"), py::arg("z_min"), py::arg("z_max"),
|
| 479 |
py::arg("beta_steps"), py::arg("z_steps"));
|
| 480 |
|
| 481 |
+
m.def("compute_theoretical_max", &compute_theoretical_max,
|
| 482 |
+
"Compute theoretical maximum function value",
|
| 483 |
+
py::arg("a"), py::arg("y"), py::arg("beta"));
|
| 484 |
+
|
| 485 |
+
m.def("compute_theoretical_min", &compute_theoretical_min,
|
| 486 |
+
"Compute theoretical minimum function value",
|
| 487 |
+
py::arg("a"), py::arg("y"), py::arg("beta"));
|
| 488 |
+
|
| 489 |
+
m.def("compute_eigenvalue_support_boundaries", &compute_eigenvalue_support_boundaries,
|
| 490 |
+
"Compute empirical and theoretical eigenvalue support boundaries",
|
| 491 |
+
py::arg("z_a"), py::arg("y"), py::arg("beta_values"),
|
| 492 |
+
py::arg("n_samples"), py::arg("seeds"));
|
| 493 |
|
| 494 |
m.def("compute_high_y_curve", &compute_high_y_curve,
|
| 495 |
"Compute high y expression curve",
|
|
|
|
| 500 |
py::arg("betas"), py::arg("z_a"), py::arg("y"));
|
| 501 |
|
| 502 |
m.def("compute_max_k_expression", &compute_max_k_expression,
|
| 503 |
+
"Compute max k expression for multiple beta values",
|
| 504 |
+
py::arg("betas"), py::arg("z_a"), py::arg("y"));
|
| 505 |
|
| 506 |
m.def("compute_min_t_expression", &compute_min_t_expression,
|
| 507 |
+
"Compute min t expression for multiple beta values",
|
| 508 |
+
py::arg("betas"), py::arg("z_a"), py::arg("y"));
|
| 509 |
|
| 510 |
m.def("compute_derivatives", &compute_derivatives,
|
| 511 |
"Compute first and second derivatives",
|
| 512 |
py::arg("curve"), py::arg("betas"));
|
| 513 |
|
| 514 |
m.def("generate_eigenvalue_distribution", &generate_eigenvalue_distribution,
|
| 515 |
+
"Generate eigenvalue distribution for a specific beta",
|
| 516 |
py::arg("beta"), py::arg("y"), py::arg("z_a"), py::arg("n"), py::arg("seed"));
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 517 |
}
|