residual.hpp

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//============================================================================
// vSMC/include/vsmc/resample/residual.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:
//
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//   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
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//============================================================================

#ifndef VSMC_RESAMPLE_RESIDUAL_HPP
#define VSMC_RESAMPLE_RESIDUAL_HPP

#include <vsmc/resample/common.hpp>

namespace vsmc {

namespace internal {

typedef cxx11::integral_constant<ResampleScheme, Residual>
    ResampleResidual;

} // namespace vsmc::internal

template <>
class Resample<internal::ResampleResidual>
{
    public :

    template <typename IntType, typename RngType>
    void operator() (std::size_t M, std::size_t N, RngType &rng,
            const double *weight, IntType *replication)
    {
        using std::modf;

        residual_.resize(M);
        integral_.resize(M);
        double *const rptr = &residual_[0];
        double *const iptr = &integral_[0];
        for (std::size_t i = 0; i != M; ++i)
            rptr[i] = modf(N * weight[i], iptr + i);
        double rsum = 0;
        for (std::size_t i = 0; i != M; ++i)
            rsum += rptr[i];
        for (std::size_t i = 0; i != M; ++i)
            rptr[i] /= rsum;

        IntType R = 0;
        for (std::size_t i = 0; i != M; ++i)
            R += static_cast<IntType>(iptr[i]);
        std::size_t NN = N - static_cast<std::size_t>(R);
        u01_.resize(NN);
        double *const uptr = &u01_[0];
        cxx11::uniform_real_distribution<double> runif(0, 1);
        for (std::size_t i = 0; i != NN; ++i)
            uptr[i] = runif(rng);
        inversion_(M, NN, rptr, uptr, replication);

        for (std::size_t i = 0; i != N; ++i)
            replication[i] += static_cast<IntType>(iptr[i]);
    }

    private :

    internal::Inversion inversion_;
    std::vector<double, AlignedAllocator<double> > residual_;
    std::vector<double, AlignedAllocator<double> > integral_;
    std::vector<double, AlignedAllocator<double> > u01_;
}; // Residual resampling

} // namespace vsmc

#endif // VSMC_RESAMPLE_RESIDUAL_HPP