QMCProperty.h

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//            QMcBeaver
//
//         Constructed by 
//
//     Michael Todd Feldmann 
//              and 
//   David Randall "Chip" Kent IV
//
// Copyright 2000.  All rights reserved.
//
// drkent@users.sourceforge.net mtfeldmann@users.sourceforge.net

//DCL=15 will decorrelate us to around 30 thousand steps
//DCL=20 will decorrelate us to around 1 million steps
//DCL = Decorrelation Length in log2(n)

#ifndef QMCPROPERTY_H
#define QMCPROPERTY_H

#define DCL 30

#include <iostream>
#include <string>
#include <math.h>
#include <iomanip>

#ifdef PARALLEL
#include <mpi.h>
#endif

#include "QMCStatistic.h"
#include "Array1D.h"
#include "Array2D.h"

using namespace std;

class QMCProperty
{
private:
  QMCStatistic DeCorr[DCL];
  int DeCorr_flags[DCL];
  double DeCorr_sample[DCL];
  double DeCorr_weight[DCL];

  //static const int numberParams = 4;
  //   Parameters used in fitting the decorrelation plot to a function to
  //   estimate the standard deviation.
  //*/
  //double stdevFittingParameters[numberParams];

  int getDecorrDepth();

public:

  QMCProperty();

  void zeroOut();

  void newSample(double s, double weight);

  unsigned long getNumberSamples();

  string getLongString();
  string getShortString();

  double getAverage();

  double getVariance();

  double getSkewness();
  double getKurtosis();

  double getSeriallyCorrelatedVariance();

  double getStandardDeviation();

  double getSeriallyCorrelatedStandardDeviation();

  double getStandardDeviationStandardDeviation();

  void operator = ( const QMCProperty &rhs);

  void operator += ( QMCProperty &rhs);

  QMCProperty operator + ( QMCProperty &rhs);

  void reWeight(double w);
  
  void toXML(ostream& strm);

  bool readXML(istream& strm);

  void printAll(ostream & strm);

  friend ostream& operator <<(ostream& strm, QMCProperty &rhs);

  double getBlockVariance(int i);
  double getBlockSkewness(int i);
  double getBlockKurtosis(int i);

  double getBlockStandardDeviation(int i);

  double getBlockStandardDeviationStandardDeviation(int i);

  double getBlockVarianceStandardDeviation(int i);

  double getCorrelationLength();

  double getCorrelationLength(int i);

 private:

  static void calculateObjectiveFunction(Array1D<double> & params, 
                                    Array1D<double> & standardDeviations,
                                    Array1D<double> & standardDeviationsErrors,
                                    double & functionValue, 
                                    Array1D<double> & gradientValue);

  static void calculateObjectiveFunction(Array1D<double> & params, 
                                    Array1D<double> & standardDeviations, 
                                    Array1D<double> & standardDeviationsErrors,
                                    double & functionValue);

  static double calculateLineSearchObjectiveFunction(Array1D<double> & params,
                                  Array1D<double> & searchDirection,
                                  double stepLength,
                                  Array1D<double> & standardDeviations,
                                  Array1D<double> & standardDeviationsErrors); 

  static double calculateLineSearchObjectiveFunctionDerivative(
                                  Array1D<double> & params,
                                  Array1D<double> & searchDirection,
                                  double stepLength,
                                  Array1D<double> & standardDeviations,
                                  Array1D<double> & standardDeviationsErrors); 

  static double cubicInterpolateStep(double alphaLo, double alphaHi, 
                                     double phi_0, 
                                     double phi_alphaLo, double phi_alphaHi, 
                                     double phiPrime_0);

  static double zoom(double alphaLo, double alphaHi, double phi_0, 
                     double phi_alphaLo, double phi_alphaHi, 
                     double phiPrime_0, Array1D<double> & params,
                     Array1D<double> & searchDirection,
                     Array1D<double> & standardDeviations,
                     Array1D<double> & standardDeviationsErrors);

  static double wolfeStepLength(double alphaGuess, Array1D<double> & params,
                                Array1D<double> & searchDirection,
                                Array1D<double> & gradient,
                                double functionValue,
                                Array1D<double> & standardDeviations,
                                Array1D<double> & standardDeviationsErrors);
 
  void generateInitialGuessFittingParameters();

#ifdef PARALLEL

private:
  static bool mpiTypeCreated;
  
  static void buildMpiType();

  static void buildMpiReduce();

  static void Reduce_Function(QMCProperty *in, QMCProperty *inout, 
                              int *len, MPI_Datatype *dptr);

public:

  static MPI_Datatype MPI_TYPE;

  static MPI_Op MPI_REDUCE;

#endif

};

#endif

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