is_integrate.hpp

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//============================================================================
// vSMC/include/vsmc/integrate/is_integrate.hpp
//----------------------------------------------------------------------------
//                         vSMC: Scalable Monte Carlo
//----------------------------------------------------------------------------
// Copyright (c) 2013,2014, Yan Zhou
// All rights reserved.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
//   Redistributions of source code must retain the above copyright notice,
//   this list of conditions and the following disclaimer.
//
//   Redistributions in binary form must reproduce the above copyright notice,
//   this list of conditions and the following disclaimer in the documentation
//   and/or other materials provided with the distribution.
//
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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//============================================================================

#ifndef VSMC_INTEGRATE_ISINTEGRATE_HPP
#define VSMC_INTEGRATE_ISINTEGRATE_HPP

#include <vsmc/internal/common.hpp>
#include <vsmc/math/cblas.hpp>

namespace vsmc {

class ISIntegrate
{
    public :

    typedef std::size_t size_type;

    void operator() (size_type N, size_type dim,
            const double *hX, const double *W, double *Eh) const
    {
        if (N == 0 || dim == 0)
            return;

        if (dim == 1) {
            *Eh = math::dot(N, hX, W);
            return;
        }

#ifdef VSMC_CBLAS_INT
        ::cblas_dgemv(::CblasColMajor, ::CblasNoTrans,
                static_cast<VSMC_CBLAS_INT>(dim),
                static_cast<VSMC_CBLAS_INT>(N), 1, hX,
                static_cast<VSMC_CBLAS_INT>(dim), W, 1, 0, Eh, 1);
#else
        for (size_type d = 0; d != dim; ++d)
            Eh[d] = 0;
        for (size_type i = 0; i != N; ++i, ++W) {
            for (size_type d = 0; d != dim; ++d, ++hX)
                Eh[d] += (*W) * (*hX);
        }
#endif
    }
}; // class ISIntegrate

} // namespace vsmc

#endif // VSMC_INTEGRATE_ISINTEGRATE_HPP