integrators 0.0.3

Generic traits to allow easy plugging of different numerical integration algorithms, and wrappers for the Cuba and GSL integrators.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134

use std::{mem, ptr};
use std::os::raw::{c_int, c_longlong};

use ::bindings;
use ::ffi::LandingPad;
use ::traits::{IntegrandInput, IntegrandOutput};
use ::{Integrator, Real};

use super::{cuba_integrand, CubaError, CubaIntegrationResult, CubaIntegrationResults};

#[derive(Copy, Clone, Debug)]
pub struct Cuhre {
    pub mineval: usize,
    pub maxeval: usize,
    key: Option<u16>,
}

impl Cuhre {
    pub fn new(maxeval: usize) -> Self {
        Cuhre {
            mineval: 1, maxeval, key: None
        }
    }

    pub fn with_mineval(self, mineval: usize) -> Self {
        Cuhre {
            mineval, ..self
        }
    }

    pub fn with_maxeval(self, maxeval: usize) -> Self {
        Cuhre {
            maxeval, ..self
        }
    }

    pub fn with_key(self, key: Option<u16>) -> Option<Self> {
        if key.map(|k| [7, 9, 11, 13].contains(&k)).unwrap_or(true) {
            None
        } else {
            Some(Cuhre {
                key, ..self
            })
        }
    }
}

impl Integrator for Cuhre {
    type Success = CubaIntegrationResults;
    type Failure = super::CubaError;
    fn integrate<A, B, F: FnMut(A) -> B>(&mut self, mut fun: F, epsrel: Real, epsabs: Real) -> Result<Self::Success, Self::Failure>
        where A: IntegrandInput,
              B: IntegrandOutput
    {
        // Using cuba's parallelization via fork() would deeply break Rust's
        // concurrency model and safety guarantees. So, we'll turn it off.
        unsafe { bindings::cubacores(0, 0) };

        let (ndim, ncomp) = {
            let inputs = A::input_size();
            let outputs = fun(A::from_args(&vec![0.5; inputs][..])).output_size();
            (inputs, outputs)
        };

        let mut nregions = 0;
        let mut neval = 0;
        let mut fail = 0;
        let (mut value, mut error, mut prob) =
                (vec![0.0; ncomp], vec![0.0; ncomp], vec![0.0; ncomp]);

        let key = match (self.key, ndim) {
            (Some(key), _) => key,
            (_, 1) | (_, 2) => 13,
            (_, 3) => 11,
            _ => 9
        };

        assert!([7, 9, 11, 13].contains(&key));

        let mut lp = LandingPad::new(fun);
        unsafe {
            bindings::llCuhre(ndim as c_int, ncomp as c_int,
                              Some(cuba_integrand::<A, B, F>), mem::transmute(&mut lp),
                              1 /* nvec */,
                              epsrel,
                              epsabs,
                              0 /* flags */,
                              self.mineval as c_longlong,
                              self.maxeval as c_longlong,
                              key as c_int,
                              // statefile
                              ptr::null(),
                              // spin
                              ptr::null_mut(),
                              &mut nregions,
                              &mut neval,
                              &mut fail,
                              value.as_mut_ptr(),
                              error.as_mut_ptr(),
                              prob.as_mut_ptr());
        }
        lp.maybe_resume_unwind();

        if fail == 0 {
            Ok(CubaIntegrationResults {
                nregions: Some(nregions), neval,
                results: value.iter().zip(error.iter()).zip(prob.iter())
                              .map(|((&value, &error), &prob)|
                                     CubaIntegrationResult {
                                         value, error, prob
                                     })
                              .collect()
            })
        } else if fail == -1 {
            // `baddim`
            Err(CubaError::BadDim("cuhre", ndim))
        } else if fail == -2 {
            // `badcomp`
            Err(CubaError::BadComp("cuhre", ncomp))
        } else if fail == 1 {
            Err(CubaError::DidNotConverge(CubaIntegrationResults {
                nregions: Some(nregions), neval,
                results: value.iter().zip(error.iter()).zip(prob.iter())
                              .map(|((&value, &error), &prob)|
                                     CubaIntegrationResult {
                                         value, error, prob
                                     })
                              .collect()
            }))
        } else {
            unreachable!("panic should have been propogated into Rust caller")
        }
    }
}