/
SimplicialCubature.jl
766 lines (743 loc) · 18.4 KB
/
SimplicialCubature.jl
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module SimplicialCubature
export CanonicalSimplex
export integrateOnSimplex
export integratePolynomialOnSimplex
import LinearAlgebra
import TypedPolynomials
function SimplexVolume(S)
n, _ = size(S)
v = S[:, n+1]
V = Array{Float64}(undef, n, 0)
for i = 1:n
V = hcat(V, S[:,i] - v)
end
return abs(LinearAlgebra.det(V)) / factorial(n)
end
function vectorOfVectorsToMatrix(V)
return hcat(V...)
end
"""
CanonicalSimplex(n)
Canonical n-dimensional simplex.
# Argument
- `n`: positive integer
"""
function CanonicalSimplex(n)
S = hcat(fill(0, n, 1), LinearAlgebra.diagm(fill(1, n)))
return map(i -> S[:, i], 1:(n+1))
end
"""
integrateOnSimplex(f, S; dim, maxEvals, absError, tol, rule, info, fkwargs...)
Integration of a function over one or more simplices.
# Arguments
- `f`: function to be integrated; must return a real scalar value or a real vector
- `S`: simplex or vector of simplices; a simplex is given by n+1 vectors of dimension n
- `dim`: number of components of `f`
- `maxEvals`: maximum number of calls to `f`
- `absError`: requested absolute error
- `tol`: requested relative error
- `rule`: integration rule, an integer between 1 and 4; a 2*rule+1 degree integration rule is used
- `info`: Boolean, whether to print more info
- `fkwargs`: keywords arguments of `f`
"""
function integrateOnSimplex(
f::Function,
S::Union{Vector{Vector{T}},Vector{Vector{Vector{T}}}};
dim = 1,
maxEvals = 10000,
absError = 0.0,
tol = 1.0e-5,
rule = 3,
info = false,
fkwargs...,
) where T <: Real
t = eltype(eltype(S))
if t == eltype(t)
S = [S]
end
nS = length(S)
m = length(S[1])
n = length(S[1][1])
if m != n + 1
error("Invalid simplex.")
end
Simplices = Vector{Array{Float64, 2}}(undef, nS)
for i in 1:nS
Si = S[i]
if length(Si) != m
error("Invalid simplex found in `S`.")
end
for j in 1:m
if length(Si[j]) != n
error("Invalid simplex found in `S`.")
end
end
Simplices[i] = vectorOfVectorsToMatrix(convert(Vector{Vector{Float64}}, Si))
end
local fNew
if dim == 1
fNew = x -> [f(x; fkwargs...)]
else
fNew = x -> f(x; fkwargs...)
end
a = adsimp(n, Simplices, dim, fNew, maxEvals, absError, tol, rule, info)
rcode = a.FL
message = adsimp_message(rcode)
local result
if info
result = (
integral = a.VL,
estAbsError = a.AE,
functionEvaluations = a.NV,
returnCode = a.FL,
subsimplices = a.VRTS,
subsimplicesIntegral = a.VLS,
subsimplicesAbsError = a.AES,
subsimplicesVolume = a.VOL,
message = message,
)
else
result = (
integral = a.VL,
estAbsError = a.AE,
functionEvaluations = a.NV,
returnCode = a.FL,
message = message,
)
end
message = message * "\n"
if rcode == 0
printstyled(message, color = :green)
else
printstyled(message, color = :red)
end
return result
end
function adsimp_message(rcode)
local msg
if rcode == 0
msg = "OK"
elseif rcode == 1
msg = "error: maxEvals exceeded - too many function evaluations"
elseif rcode == 2
msg = "error: integRule < 0 or integRule > 4"
elseif rcode == 3
msg = "error: dimension n of the space < 2"
elseif rcode == 4
msg = "error: fDim = dimension of f < 1"
elseif rcode == 5
msg = "error: absError < 0 and tol < 0"
else
msg = "error: unknown return code = $rcode"
end
return msg
end
function adsimp(ND, VRTS, NF, F, MXFS, EA, ER, KEY, partitionInfo)
if KEY == 0
KEY = 3
end
SBS = length(VRTS)
b = SMPCHC(ND, NF, MXFS, EA, ER, SBS, KEY)
if b.FL != 0
return (
VL = fill(NaN, NF),
AE = fill(Inf, NF),
NV = 0,
FL = b.FL,
VLS = NaN,
AES = NaN,
VOL = NaN,
)
end
return SMPSAD(
ND,
NF,
F,
MXFS,
EA,
ER,
KEY,
b.RULCLS,
SBS,
VRTS,
partitionInfo,
)
end
function SMPCHC(ND, NF, MXFS, EA, ER, SBS, KEY)
FL = 0
if (KEY < 0) || (KEY > 4)
FL = 2
end
if ND < 2
FL = 3
end
if NF < 1
FL = 4
end
if (EA < 0) && (ER < 0)
FL = 5
end
local RULCLS
if FL == 0
if KEY == 0
RULCLS = (ND + 4) * (ND + 3) * (ND + 2) / 6 + (ND + 2) * (ND + 1)
elseif KEY == 1
RULCLS = 2 * ND + 3
elseif KEY == 2
RULCLS = (ND + 3) * (ND + 2) / 2 + 2 * (ND + 1)
elseif KEY == 3
RULCLS = (ND + 4) * (ND + 3) * (ND + 2) / 6 + (ND + 2) * (ND + 1)
elseif KEY == 4
RULCLS =
(ND + 5) * (ND + 4) * (ND + 3) * (ND + 2) / 24 +
5 * (ND + 2) * (ND + 1) / 2
end
if MXFS < SBS * RULCLS
FL = 1
end
else
RULCLS = 0
end
return (FL = FL, RULCLS = RULCLS)
end
function SMPSAD(ND, NF, F, MXFS, EA, ER, KEY, RCLS, SBS, VRTS, partitionInfo)
NV = 0
DFCOST = 1 + 2 * ND * (ND + 1)
VL = fill(0.0, NF)
AE = VL
a = SMPRMS(ND, KEY)
FCT = factorial(ND)
VLS = fill(0.0, NF, SBS) # VLS[i,j] = estimated integral of F[i] on simplex VRTS[j]
AES = fill(0.0, NF, SBS) # AES[i,j] = estimated abs. err. in integral of F[i] on simplex VRTS[j]
VOL = fill(0.0, SBS)
for K = 1:SBS
VOL[K] =
abs(
LinearAlgebra.det(VRTS[K][:, 1:ND] - repeat(VRTS[K][:, ND+1], 1, ND)),
) / FCT
b = SMPRUL(ND, VRTS[K], VOL[K], NF, F, a.G, a.W, a.PTS)
AES[:, K] = b.RGNERR
VLS[:, K] = b.BASVAL
VL = VL + VLS[:, K]
AE = AE + AES[:, K]
NV = NV + RCLS
end
FL = any(AE .> maximum([EA, (ER .* abs.(VL))...]))
while (FL && (NV + DFCOST + 4 * RCLS <= MXFS))
ID = argmax(map(maximum, eachcol(AES)))
VL = VL - VLS[:, ID]
AE = AE - AES[:, ID]
(VRTS, NEW) = SMPDFS(ND, NF, F, ID, SBS, VRTS)
VI = VOL[ID] / NEW
VOL = [VOL..., fill(0.0, NEW - 1)...]
VLS = hcat(VLS, fill(0.0, NF, NEW - 1))
AES = hcat(AES, fill(0.0, NF, NEW - 1))
for K in [ID, collect((SBS+1):(SBS+NEW-1))...]
VOL[K] = VI
d = SMPRUL(ND, VRTS[K], VI, NF, F, a.G, a.W, a.PTS)
VLS[:, K] = d.BASVAL
AES[:, K] = d.RGNERR
VL = VL + VLS[:, K]
AE = AE + AES[:, K]
NV = NV + RCLS
end
NV = NV + DFCOST
SBS = SBS + NEW - 1
FL = any(AE .> maximum([EA, (ER .* abs.(VL))...]))
end
if SBS > 1
VL = map(sum, eachrow(VLS))
AE = map(sum, eachrow(AES))
end
if NF == 1
VL = VL[1]
AE = AE[1]
end
local result
if partitionInfo
result = (
VL = VL,
AE = AE,
NV = NV,
FL = FL,
VRTS = VRTS,
VLS = VLS,
AES = AES,
VOL = VOL,
)
else
result = (VL = VL, AE = AE, NV = NV, FL = FL)
end
return result
end
function SMPDFS(ND, NF, F, TOP, SBS, VRTS)
CUTTF = 2
CUTTB = 8
IS = 1
JS = 2
DFMX = 0
EMX = 0
V = VRTS[TOP]
_, n = size(V)
CN = map(sum, eachrow(V)) ./ n
FC = F(CN)
DFMD = sum(abs.(FC))
FRTHDF = fill(0.0, ND, ND + 1)
local IE, JE, IT, JT, DFNX
for I = 1:ND
for J = (I+1):(ND+1)
H = 2 * (V[:, I] - V[:, J]) ./ (5 * (ND + 1))
EWD = sum(abs.(H))
if EWD >= EMX
IE = I
JE = J
EMX = EWD
end
DFR = sum(
abs.(
F(CN - 2 * H) + F(CN + 2 * H) + 6 * FC - 4 * (F(CN - H) + F(CN + H))
),
)
if (DFMD + DFR / 8) == DFMD
DFR = 0
end
DFR = DFR * EWD
if DFR >= DFMX
IT = IS
JT = JS
DFNX = DFMX
IS = I
JS = J
DFMX = DFR
else
if DFR >= DFNX # ??? DFNX not defined !
IT = I
JT = J
DFNX = DFR
end
end
FRTHDF[I, J] = DFR
end
end
local NEW, LS
if DFNX > DFMX / CUTTF
NEW = 4
else
NEW = 3
if (DFMX == 0)
IS = IE
JS = JE
else
DFSMX = 0
for L = 1:(ND+1)
if (L != IS) && (L != JS)
IT = minimum([L, IS, JS])
JT = maximum([L, IS, JS])
LT = IS + JS + L - IT - JT
DFR = FRTHDF[IT, LT] + FRTHDF[LT, JT]
if DFR >= DFSMX
DFSMX = DFR
LS = L
end
end
end
DIFIL = FRTHDF[min(IS, LS), max(IS, LS)]
DIFLJ = FRTHDF[min(JS, LS), max(JS, LS)]
DFNX = DIFIL + DIFLJ - min(DIFIL, DIFLJ)
if (DFMX / CUTTB < DFNX) && (DIFIL > DIFLJ)
IT = IS
IS = JS
JS = IT
end
end
end
VV = map(copy, fill(V, NEW - 1))
VRTS = vcat(VRTS, VV)
VTI = V[:, IS]
VTJ = V[:, JS]
if NEW == 4
VRTS[TOP][:, JS] = (VTI + VTJ) / 2
VRTS[SBS+1][:, IS] = VTI
VRTS[SBS+1][:, JS] = (VTI + VTJ) / 2
VRTS[SBS+2][:, IS] = (VTI + VTJ) / 2
VRTS[SBS+2][:, JS] = VTJ
VRTS[SBS+3][:, IS] = (VTI + VTJ) / 2
VRTS[SBS+3][:, JS] = VTJ
VTI = VRTS[TOP][:, IT]
VTJ = VRTS[TOP][:, JT]
VRTS[TOP][:, JT] = (VTI + VTJ) / 2
VRTS[SBS+1][:, IT] = (VTI + VTJ) / 2
VRTS[SBS+1][:, JT] = VTJ
VTI = VRTS[SBS+2][:, IT]
VTJ = VRTS[SBS+2][:, JT]
VRTS[SBS+2][:, JT] = (VTI + VTJ) / 2
VRTS[SBS+3][:, IT] = (VTI + VTJ) / 2
VRTS[SBS+3][:, JT] = VTJ
else
VRTS[TOP][:, JS] = (2 * VTI + VTJ) / 3
VRTS[SBS+1][:, IS] = (2 * VTI + VTJ) / 3
if DFMX / CUTTF < DFNX
VRTS[SBS+1][:, JS] = VTJ
VRTS[SBS+2][:, IS] = (2 * VTI + VTJ) / 3
VRTS[SBS+2][:, JS] = VTJ
VTJ = VRTS[SBS+1][:, JS]
VTL = VRTS[SBS+1][:, LS]
VRTS[SBS+1][:, LS] = (VTJ + VTL) / 2
VRTS[SBS+2][:, JS] = (VTJ + VTL) / 2
VRTS[SBS+2][:, LS] = VTL
else
VRTS[SBS+1][:, JS] = (VTI + 2 * VTJ) / 3
VRTS[SBS+2][:, IS] = (VTI + 2 * VTJ) / 3
VRTS[SBS+2][:, JS] = VTJ
end
end
return (VRTS = VRTS, NEW = NEW)
end
function SMPRUL(ND, VRTS, VOL, NF, F, G, W, PTS)
RTMN = 0.1
SMALL = 1.0e-12
ERRCOF = 8
WTS, RLS = size(W)
RULE = fill(0.0, NF, RLS)
for K = 1:WTS
if PTS[K] > 0
RULE =
RULE .+
VOL *
SMPSMS(ND, VRTS, NF, F, G[:, K]) *
LinearAlgebra.transpose(W[K, :])
end
end
BASVAL = fill(0.0, NF)
RGNERR = fill(0.0, NF)
local NMCP
for I = 1:NF
BASVAL[I] = RULE[I, 1]
NMBS = abs(BASVAL[I])
RT = RTMN
K = RLS
while K >= 3
NMRL = max(abs(RULE[I, K]), abs(RULE[I, K-1]))
if (NMRL > SMALL * NMBS) && (K < RLS)
RT = max(NMRL / NMCP, RT)
end
RGNERR[I] = max(NMRL, RGNERR[I])
NMCP = NMRL
K = K - 2
end
if (RT < 1) && (RLS > 3)
RGNERR[I] = RT * NMCP
end
RGNERR[I] = max(ERRCOF * RGNERR[I], SMALL * NMBS)
end
return (BASVAL = BASVAL, RGNERR = RGNERR)
end
function SMPSMS(N, VERTEX, NF, F, G)
SYMSMS = fill(0.0, NF)
G = sort(G, rev = true)
pr = true
local LX
while pr
SYMSMS = SYMSMS + F(VERTEX * G)
pr = false
for I = 2:(N+1)
GI = G[I]
if G[I-1] > GI
IX = I - 1
for L = 1:div(I, 2) # !!!!!!!!!!
GL = G[L]
if GL <= GI
IX = IX - 1
end
G[L] = G[I-L]
G[I-L] = GL
if G[L] > GI
LX = L
end
end
if G[IX] <= GI
IX = LX
end
G[I] = G[IX]
G[IX] = GI
pr = true
break
end
end
end
return repeat(SYMSMS, 1, 1)
end
function SMPRMS(N, KEY)
local RLS, GMS, WTS
if KEY == 1
RLS = 3
GMS = 2
WTS = 3
elseif KEY == 2
RLS = 5
GMS = 4
WTS = 6
elseif KEY == 3
RLS = 7
GMS = 7
WTS = 11
elseif KEY == 4
RLS = 7
GMS = 12
WTS = 21
if N == 2
GMS = 11
WTS = 20
end
end
W = fill(0.0, WTS, RLS)
PTS = fill(0.0, WTS)
G = fill(0.0, N + 1, WTS)
NP = N + 1
N2 = NP * (N + 2)
N4 = N2 * (N + 3) * (N + 4)
N6 = N4 * (N + 5) * (N + 6)
N8 = N6 * (N + 7) * (N + 8)
G[:, 1] .= 1 / NP
PTS[1] = 1
R1 = (N + 4 - sqrt(15)) / (N * N + 8 * N + 1)
S1 = 1 - N * R1
L1 = S1 - R1
G[1, GMS+1] = S1
G[2:NP, GMS+1] .= R1
PTS[GMS+1] = NP
IW = RLS
if KEY < 4
W[1, IW] = 1
IW = IW - 1
W[GMS+1, IW] = 1 / NP
IW = IW - 1
end
G[1, 2] = 3 / (N + 3)
G[2:NP, 2] .= 1 / (N + 3)
PTS[2] = NP
W[2, IW] = (N + 3)^3 / (4 * N2 * (N + 3))
if KEY > 1
IW = IW - 1
if N == 2
L2 = 0.62054648267200632589046034361711
L1 = -sqrt(1 / 2 - L2^2)
R1 = (1 - L1) / 3
S1 = 1 - 2 * R1
G[1, GMS+1] = S1
G[2:NP, GMS+1] .= R1
PTS[GMS+1] = 3
W[GMS+1, IW] = 1 / 6
R2 = (1 - L2) / 3
S2 = 1 - 2 * R2
G[1, GMS+2] = S2
G[2:NP, GMS+2] .= R2
PTS[GMS+2] = 3
W[GMS+2, IW] = 1 / 6
else
R2 = (N + 4 + sqrt(15)) / (N * N + 8 * N + 1)
S2 = 1 - N * R2
L2 = S2 - R2
G[1, GMS+2] = S2
G[2:NP, GMS+2] .= R2
PTS[GMS+2] = NP
W[GMS+2, IW] = (2 / (N + 3) - L1) / (N2 * (L2 - L1) * L2^2)
W[GMS+1, IW] = (2 / (N + 3) - L2) / (N2 * (L1 - L2) * L1^2)
end
IW = IW - 1
G[1, 3] = 5 / (N + 5)
G[2:NP, 3] .= 1 / (N + 5)
PTS[3] = NP
G[1, 4] = 3 / (N + 5)
G[2, 4] = 3 / (N + 5)
G[3:NP, 4] .= 1 / (N + 5)
PTS[4] = NP * N / 2
W[2, IW] = -(N + 3)^5 / (16 * N4)
W[3:4, IW] .= (N + 5)^5 / (16 * N4 * (N + 5))
end
if KEY > 2
IW = IW - 1
U1 = (N + 7 + 2 * sqrt(15)) / (N * N + 14 * N - 11)
V1 = (1 - (N - 1) * U1) / 2
D1 = V1 - U1
G[1, GMS+3] = V1
G[2, GMS+3] = V1
G[3:NP, GMS+3] .= U1
PTS[GMS+3] = ((N + 1) * N) / 2
U2 = (N + 7 - 2 * sqrt(15)) / (N * N + 14 * N - 11)
V2 = (1 - (N - 1) * U2) / 2
D2 = V2 - U2
G[1, GMS+4] = V2
G[2, GMS+4] = V2
G[3:NP, GMS+4] .= U2
PTS[GMS+4] = ((N + 1) * N) / 2
if N == 2
W[GMS+3, IW] = (155 - sqrt(15)) / 1200
W[GMS+4, IW] = (155 + sqrt(15)) / 1200
W[1, IW] = 1 - 3 * (W[GMS+3, IW] + W[GMS+4, IW])
elseif N == 3
W[GMS+1, IW] = (2665 + 14 * sqrt(15)) / 37800
W[GMS+2, IW] = (2665 - 14 * sqrt(15)) / 37800
W[GMS+3, IW] = 2 * 15 / 567
PTS[GMS+4] = 0
else
W[GMS+1, IW] =
(2 * (27 - N) / (N + 5) - L2 * (13 - N)) / (L1^4 * (L1 - L2) * N4)
W[GMS+2, IW] =
(2 * (27 - N) / (N + 5) - L1 * (13 - N)) / (L2^4 * (L2 - L1) * N4)
W[GMS+3, IW] = (2 / (N + 5) - D2) / (N4 * (D1 - D2) * D1^4)
W[GMS+4, IW] = (2 / (N + 5) - D1) / (N4 * (D2 - D1) * D2^4)
end
IW = IW - 1
G[1, 5] = 7 / (N + 7)
G[2:NP, 5] .= 1 / (N + 7)
PTS[5] = NP
G[1, 6] = 5 / (N + 7)
G[2, 6] = 3 / (N + 7)
G[3:NP, 6] .= 1 / (N + 7)
PTS[6] = NP * N
G[1:3, 7] .= 3 / (N + 7)
if NP > 3
G[4:NP, 7] .= 1 / (N + 7)
end
PTS[7] = NP * N * (N - 1) / 6
W[2, IW] = (N + 3)^7 / (2 * 64 * N4 * (N + 5))
W[3:4, IW] .= -(N + 5)^7 / (64 * N6)
W[5:7, IW] .= (N + 7)^7 / (64 * N6 * (N + 7))
end
if KEY == 4
IW = IW - 1
SG = 1 / (23328 * N6)
U5 = -6^3 * SG * (52212 - N * (6353 + N * (1934 - N * 27)))
U6 = 6^4 * SG * (7884 - N * (1541 - N * 9))
U7 = -6^5 * SG * (8292 - N * (1139 - N * 3)) / (N + 7)
P0 = -144 * (142528 + N * (23073 - N * 115))
P1 = -12 * (6690556 + N * (2641189 + N * (245378 - N * 1495)))
P2 = -16 * (6503401 + N * (4020794 + N * (787281 + N * (47323 - N * 385))))
P3 =
-(6386660 + N * (4411997 + N * (951821 + N * (61659 - N * 665)))) *
(N + 7)
A = P2 / (3 * P3)
P = A * (P1 / P2 - A)
Q = A * (2 * A * A - P1 / P3) + P0 / P3
R = sqrt(-P^3)
TH = acos(-Q / (2 * R)) / 3
R = 2 * R^(1 / 3)
TP = 2 * pi / 3
A1 = -A + R * cos(TH)
A2 = -A + R * cos(TH + 2 * TP)
A3 = -A + R * cos(TH + TP)
G[1, GMS+5] = (1 - N * A1) / NP
G[2:NP, GMS+5] .= (1 + A1) / NP
PTS[GMS+5] = NP
G[1, GMS+6] = (1 - N * A2) / NP
G[2:NP, GMS+6] .= (1 + A2) / NP
PTS[GMS+6] = NP
G[1, GMS+7] = (1 - N * A3) / NP
G[2:NP, GMS+7] .= (1 + A3) / NP
PTS[GMS+7] = NP
W[GMS+5, IW] =
(U7 - (A2 + A3) * U6 + A2 * A3 * U5) / (A1^2 - (A2 + A3) * A1 + A2 * A3) /
A1^5
W[GMS+6, IW] =
(U7 - (A1 + A3) * U6 + A1 * A3 * U5) / (A2^2 - (A1 + A3) * A2 + A1 * A3) /
A2^5
W[GMS+7, IW] =
(U7 - (A2 + A1) * U6 + A2 * A1 * U5) / (A3^2 - (A2 + A1) * A3 + A2 * A1) /
A3^5
G[1, GMS+8] = 4 / (N + 7)
G[2, GMS+8] = 4 / (N + 7)
G[3:NP, GMS+8] .= 1 / (N + 7)
PTS[GMS+8] = NP * N / 2
W[GMS+8, IW] = 10 * (N + 7)^6 / (729 * N6)
G[1, GMS+9] = 11 / (N + 7) / 2
G[2, GMS+9] = 5 / (N + 7) / 2
G[3:NP, GMS+9] .= 1 / (N + 7)
PTS[GMS+9] = NP * N
W[GMS+9, IW] = 64 * (N + 7)^6 / (6561 * N6)
W[4, IW] = W[4, IW+1]
W[7, IW] = W[7, IW+1]
IW = IW - 1
G[1, 8] = 9 / (N + 9)
G[2:NP, 8] .= 1 / (N + 9)
PTS[8] = NP
G[1, 9] = 7 / (N + 9)
G[2, 9] = 3 / (N + 9)
G[3:NP, 9] .= 1 / (N + 9)
PTS[9] = NP * N
G[1:2, 10] .= 5 / (N + 9)
G[3:NP, 10] .= 1 / (N + 9)
PTS[10] = NP * N / 2
G[1, 11] = 5 / (N + 9)
G[2:3, 11] .= 3 / (N + 9)
if NP > 3
G[4:NP, 11] .= 1 / (N + 9)
end
PTS[11] = NP * N * (N - 1) / 2
W[2, IW] = -(N + 3)^9 / (6 * 256 * N6)
W[3:4, IW] .= (N + 5)^9 / (2 * 256 * N6 * (N + 7))
W[5:7, IW] .= -(N + 7)^9 / (256 * N8)
W[8:11, IW] .= (N + 9)^9 / (256 * N8 * (N + 9))
if N > 2
G[1:4, 12] .= 3 / (N + 9)
if NP > 4
G[5:NP, 12] .= 1 / (N + 9)
end
PTS[12] = NP * N * (N - 1) * (N - 2) / 24
W[12, IW] = W[8, IW]
end
end
W[1, :] = 1 .- LinearAlgebra.transpose(PTS[2:WTS]) * W[2:WTS, :]
NB = sum(PTS .* (W[:, 1] .* W[:, 1]))
W[:, 2:RLS] = W[:, 2:RLS] - repeat(W[:, 1], 1, 1) * fill(1.0, 1, RLS - 1)
W[:, 2] = W[:, 2] * sqrt(NB / sum(PTS .* W[:, 2] .* W[:, 2]))
for K = 3:RLS
W[:, K] =
W[:, K] -
W[:, 2:(K-1)] *
LinearAlgebra.transpose(W[:, 2:(K-1)]) *
repeat(PTS .* W[:, K], 1, 1) / NB
W[:, K] = W[:, K] * sqrt(NB / sum(PTS .* W[:, K] .* W[:, K]))
end
return (G = G, W = W, PTS = PTS)
end
"""
integratePolynomialOnSimplex(P, S)
Exact integral of a polynomial over a simplex.
# Argument
- `P`: polynomial
- `S`: simplex, given by a vector of n+1 vectors of dimension n, the simplex vertices
"""
function integratePolynomialOnSimplex(P, S)
gens = TypedPolynomials.variables(P)
n = length(gens)
if length(S) != n + 1
error("Invalid simplex.")
end
for i in 1:(n+1)
if length(S[i]) != n
error("Invalid simplex.")
end
end
v = S[n+1]
T = promote_type(eltype(eltype(S)), Rational{Int64})
B = Array{T}(undef, n, 0)
for i in 1:n
B = hcat(B, S[i] - v)
end
Q = P(gens => v + B * vec(gens))
s = 0
for t in TypedPolynomials.terms(Q)
coef = TypedPolynomials.coefficient(t)
powers = TypedPolynomials.exponents(t)
j = sum(powers)
if j == 0
s = s + coef
continue
end
coef = coef * prod(factorial.(powers))
s = s + coef / prod((n+1):(n+j))
end
return abs(LinearAlgebra.det(B)) / factorial(n) * s
end
end