G4ConvergenceTester.hh

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//
// $Id: G4ConvergenceTester.hh 79149 2014-02-19 15:08:06Z gcosmo $
//
// 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( G4String theName="NONAME" );
     ~G4ConvergenceTester();
      G4ConvergenceTester( G4double );

   public:

      void AddScore( G4double );

      // 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 ); }

   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
      void CheckIsUpdated() { if(!statsAreUpdated) { calStat(); } }
      
   public:
      // Public function to explicitly calculate statistics
      void ComputeStatistics() { calStat(); }
   
      // All “Get” functions check to make sure value is current before returning
      G4double GetMean() { CheckIsUpdated(); return mean; }
      G4double GetStandardDeviation() { CheckIsUpdated(); return sd; }
      G4double GetVariance() { CheckIsUpdated(); return var; }
      G4double GetR() { CheckIsUpdated(); return r; }
      G4double GetEfficiency() { CheckIsUpdated(); return efficiency; }
      G4double GetR2eff() { CheckIsUpdated(); return r2eff; }
      G4double GetR2int() { CheckIsUpdated(); return r2int; }
      G4double GetShift() { CheckIsUpdated(); return shift; }
      G4double GetVOV() { CheckIsUpdated(); return vov; }
      G4double GetFOM() { CheckIsUpdated(); return fom; }

   private:
      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;
        // 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

      G4bool statsAreUpdated;

      G4bool showHistory;
      G4bool calcSLOPE;
};
#endif