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dft_tools/test/triqs/statistics/autocorrelation_time.cpp
tayral 2c6da6a35a Made autocorrtime calculation from binning faster.
Bin size is doubled at each step to converge faster and reuse previous binned series.
2014-04-17 13:39:51 +02:00

73 lines
2.1 KiB
C++

#include <triqs/arrays.hpp>
#include <triqs/statistics.hpp>
#include "./correlated_gaussian.hpp"
#include <iostream>
#include <ctime>
#define TEST(X) std::cout << BOOST_PP_STRINGIZE((X)) << " ---> "<< (X) <<std::endl<<std::endl;
using namespace triqs::statistics;
void test_0(){
//very simple test to test that everything works
observable<double> X;
X<<1.0;
X<<-1.0;
X<<.5;
X<<.0;
std::cout << average_and_error(X) << std::endl;
std::cout << average_and_error(X*X) << std::endl;
}
void test_1(int argc, char ** argv){
int N=100000, L=100;
if(argc==3){
N = atoi(argv[1]); //size
L = atoi(argv[2]); //autocorrelation time
}
std::cout << "N = " << N << std::endl;
std::cout << "L = " << L << std::endl;
int seed= 1567;
std::vector<double> A(N);
correlated_gaussian_vector(A, seed, L);
double intrinsic_variance = 1;
auto t1 = clock();
TEST( autocorrelation_time(A));
//std::cout << "time = " << double( clock()-t1)/CLOCKS_PER_SEC << std::endl;
//t1 = clock();
TEST( autocorrelation_time_from_binning(A,intrinsic_variance));
TEST( autocorrelation_time_from_binning(A));
//std::cout << "time = " << double( clock()-t1)/CLOCKS_PER_SEC << std::endl;
//t1 = clock();
//TEST( autocorrelation_time_from_binning2(A));
//std::cout << "time = " << double( clock()-t1)/CLOCKS_PER_SEC << std::endl;
}
void test_2(int argc, char ** argv){
int N=100000, L=40;
if(argc==3){
N = atoi(argv[1]); //size
L = atoi(argv[2]); //autocorrelation time
}
int seed= 1567;
double avg = 2;
std::vector<double> A(N);
correlated_gaussian_vector(A, seed, L, avg);
observable<double> V;
for (auto & x:A) V << x;
TEST(autocorrelation_time(V));
TEST(autocorrelation_time_from_binning(V));
//TEST(autocorrelation_time_from_binning2(V));
TEST(autocorrelation_time(V*V));
}
int main(int argc, char ** argv){
try{ test_0(); } catch(std::exception const & e){ std::cerr << e.what() << std::endl;}
try{ test_1(argc,argv); } catch(std::exception const & e){ std::cerr << e.what() << std::endl;}
try{ test_2(argc,argv); } catch(std::exception const & e){ std::cerr << e.what() << std::endl;}
}