an intermediate commit to keep updates

application/cma_sa/main.cpp

@@ -14,9 +14,13 @@
 #include "Rosenbrock.h"
 #include "Sphere.h"
 
-typedef eoReal<eoMinimizingFitness>	EOT;
+typedef eoReal<eoMinimizingFitness> EOT;
 
-int	main(int ac, char** av)
+//typedef doUniform< EOT > Distrib;
+//typedef doNormalMono< EOT > Distrib;
+typedef doNormalMulti< EOT > Distrib;
+
+int main(int ac, char** av)
 {
     eoParserLogger	parser(ac, av);
 
@@ -37,19 +41,24 @@ int	main(int ac, char** av)
     eoSelect< EOT >* selector = new eoDetSelect< EOT >(0.1);
     state.storeFunctor(selector);
 
-    //doEstimator< doUniform< EOT > >* estimator = new doEstimatorUniform< EOT >();
-    doEstimator< doNormal< EOT > >* estimator = new doEstimatorNormal< EOT >();
+    doEstimator< Distrib >* estimator =
+	//new doEstimatorUniform< EOT >();
+	//new doEstimatorNormalMono< EOT >();
+	new doEstimatorNormalMulti< EOT >();
     state.storeFunctor(estimator);
 
     eoSelectOne< EOT >* selectone = new eoDetTournamentSelect< EOT >();
     state.storeFunctor(selectone);
 
-    //doModifierMass< doUniform< EOT > >* modifier = new doUniformCenter< EOT >();
-    doModifierMass< doNormal< EOT > >* modifier = new doNormalCenter< EOT >();
+    doModifierMass< Distrib >* modifier =
+	//new doUniformCenter< EOT >();
+	//new doNormalMonoCenter< EOT >();
+	new doNormalMultiCenter< EOT >();
     state.storeFunctor(modifier);
 
-    //eoEvalFunc< EOT >* plainEval = new BopoRosenbrock< EOT, double, const EOT& >();
-    eoEvalFunc< EOT >* plainEval = new Sphere< EOT >();
+    eoEvalFunc< EOT >* plainEval =
+	//new BopoRosenbrock< EOT, typename EOT::AtomType, const EOT& >();
+	new Sphere< EOT >();
     state.storeFunctor(plainEval);
 
     unsigned long max_eval = parser.getORcreateParam((unsigned long)0, "maxEval", "Maximum number of evaluations (0 = none)", 'E', "Stopping criterion").value(); // E
@@ -66,6 +75,12 @@ int	main(int ac, char** av)
     state.storeFunctor(init);
 
 
+    doStats< Distrib >* stats =
+	//new doStatsUniform< EOT >();
+	//new doStatsNormalMono< EOT >();
+	new doStatsNormalMulti< EOT >();
+    state.storeFunctor(stats);
+
     //-----------------------------------------------------------------------------
 
 
@@ -98,8 +113,10 @@ int	main(int ac, char** av)
 							*gen);
     state.storeFunctor(bounder);
 
-    //doSampler< doUniform< EOT > >* sampler = new doSamplerUniform< EOT >();
-    doSampler< doNormal< EOT > >* sampler = new doSamplerNormal< EOT >( *bounder );
+    doSampler< Distrib >* sampler =
+	//new doSamplerUniform< EOT >();
+	//new doSamplerNormalMono< EOT >( *bounder );
+	new doSamplerNormalMulti< EOT >( *bounder );
     state.storeFunctor(sampler);
 
 
@@ -165,8 +182,7 @@ int	main(int ac, char** av)
     // CMASA algorithm configuration
     //-----------------------------------------------------------------------------
 
-    //doAlgo< doUniform< EOT > >* algo = new doCMASA< doUniform< EOT > >
-    doAlgo< doNormal< EOT > >* algo = new doCMASA< doNormal< EOT > >
+    doAlgo< Distrib >* algo = new doCMASA< Distrib >
     	(*selector, *estimator, *selectone, *modifier, *sampler,
     	 checkpoint, eval, *continuator, *cooling_schedule,
     	 initial_temperature, *replacor);

src/do

@@ -6,24 +6,27 @@
 
 #include "doDistrib.h"
 #include "doUniform.h"
-#include "doNormal.h"
+#include "doNormalMono.h"
+#include "doNormalMulti.h"
 
 #include "doEstimator.h"
 #include "doEstimatorUniform.h"
-#include "doEstimatorNormal.h"
+#include "doEstimatorNormalMono.h"
+#include "doEstimatorNormalMulti.h"
 
 #include "doModifier.h"
 #include "doModifierDispersion.h"
 #include "doModifierMass.h"
 #include "doUniformCenter.h"
-#include "doNormalCenter.h"
+#include "doNormalMonoCenter.h"
+#include "doNormalMultiCenter.h"
 
 #include "doSampler.h"
 #include "doSamplerUniform.h"
-#include "doSamplerNormal.h"
+#include "doSamplerNormalMono.h"
+#include "doSamplerNormalMulti.h"
 
 #include "doVectorBounds.h"
-#include "doNormalParams.h"
 
 #include "doBounder.h"
 #include "doBounderNo.h"
@@ -31,5 +34,8 @@
 #include "doBounderRng.h"
 
 #include "doStats.h"
+#include "doStatsUniform.h"
+#include "doStatsNormalMono.h"
+#include "doStatsNormalMulti.h"
 
 #endif // !_do_

src/do.cpp

@@ -0,0 +1 @@
+#include "do"

src/doCMASA.h

@@ -33,6 +33,7 @@
 #include "doEstimator.h"
 #include "doModifierMass.h"
 #include "doSampler.h"
+#include "doHyperVolume.h"
 #include "doStats.h"
 
 using namespace boost::numeric::ublas;
@@ -41,9 +42,12 @@ template < typename D >
 class doCMASA : public doAlgo< D >
 {
 public:
-    //! Alias for the type
+    //! Alias for the type EOT
     typedef typename D::EOType EOT;
 
+    //! Alias for the atom type
+    typedef typename EOT::AtomType AtomType;
+
     //! Alias for the fitness
     typedef typename EOT::Fitness Fitness;
 
@@ -74,7 +78,8 @@ public:
 	     moSolContinue < EOT > & continuator,
 	     moCoolingSchedule & cooling_schedule,
 	     double initial_temperature,
-	     eoReplacement< EOT > & replacor
+	     eoReplacement< EOT > & replacor,
+	     doStats< D > & stats
 	     )
 	: _selector(selector),
 	  _estimator(estimator),
@@ -87,6 +92,7 @@ public:
 	  _cooling_schedule(cooling_schedule),
 	  _initial_temperature(initial_temperature),
 	  _replacor(replacor),
+	  _stats(stats),
 
 	  _pop_results_destination("ResPop"),
 
@@ -164,14 +170,14 @@ public:
 	    double size = distrib.size();
 	    assert(size > 0);
 
-	    doHyperVolume hv;
+	    doHyperVolume< EOT > hv;
 
 	    for (int i = 0; i < size; ++i)
 		{
 		    //hv.update( distrib.varcovar()[i] );
 		}
 
-	    _ofs_params_var << hv << std::endl;
+	    // _ofs_params_var << hv << std::endl;
 	}
 
 	do
@@ -332,14 +338,14 @@ public:
 		    double size = distrib.size();
 		    assert(size > 0);
 
-		    doHyperVolume hv;
+		    doHyperVolume< EOT > hv;
 
 		    for (int i = 0; i < size; ++i)
 			{
 			    //hv.update( distrib.varcovar()[i] );
 			}
 
-		    _ofs_params_var << hv << std::endl;
+		    //_ofs_params_var << hv << std::endl;
 		}
 
 		//-------------------------------------------------------------
@@ -386,6 +392,8 @@ private:
     //! A EOT replacor
     eoReplacement < EOT > & _replacor;
 
+    //! Stats to print distrib parameters out
+    doStats< D > & _stats;
 
     //-------------------------------------------------------------
     // Temporary solution to store populations state at each

src/doCheckPoint.h

@@ -0,0 +1,78 @@
+#ifndef _doCheckPoint_h
+#define _doCheckPoint_h
+
+#include "doContinue.h"
+#include "doStat.h"
+
+//! eoCheckPoint< EOT > classe fitted to Distribution Object library
+
+template < typename D >
+class doCheckPoint : public doContinue< D >
+{
+public:
+    typedef typename D::EOType EOType;
+
+    doCheckPoint(doContinue< D >& _cont)
+    {
+	_continuators.push_back( &_cont );
+    }
+
+    bool operator()(const D& distrib)
+    {
+	for ( unsigned int i = 0, size = _stats.size(); i < size; ++i )
+	    {
+		(*_stats[i])( distrib );
+	    }
+
+	bool bContinue = true;
+	for ( unsigned int i = 0, size = _continuators.size(); i < size; ++i )
+	    {
+		if ( !(*_continuators[i]( distrib )) )
+		    {
+			bContinue = false;
+		    }
+	    }
+
+	if ( !bContinue )
+	    {
+		for ( unsigned int i = 0, size = _stats.size(); i < size; ++i )
+		    {
+			_stats[i]->lastCall( distrib );
+		    }
+	    }
+
+	return bContinue;
+    }
+
+    void add(doContinue< D >& cont) { _continuators.push_back( &cont ); }
+    void add(doStatBase< D >& stat) { _stats.push_back( &stat ); }
+
+    virtual std::string className(void) const { return "doCheckPoint"; }
+
+    std::string allClassNames() const
+    {
+	std::string s("\n" + className() + "\n");
+
+	s += "Stats\n";
+	for ( unsigned int i = 0, size = _stats.size(); i < size; ++i )
+	    {
+		s += _stats[i]->className() + "\n";
+	    }
+	s += "\n";
+
+	s += "Continuators\n";
+	for ( unsigned int i = 0, size = _continuators.size(); i < size; ++i )
+	    {
+		s += _continuators[i]->className() + "\n";
+	    }
+	s += "\n";
+
+	return s;
+    }
+
+private:
+    std::vector< doContinue< D >* > _continuators;
+    std::vector< doStatBase< D >* > _stats;
+};
+
+#endif // !_doCheckPoint_h

src/doContinue.h

@@ -0,0 +1,27 @@
+#ifndef _doContinue_h
+#define _doContinue_h
+
+#include <eoFunctor.h>
+#include <eoPop.h>
+#include <eoPersistent.h>
+
+//! eoContinue< EOT > classe fitted to Distribution Object library
+
+template < typename D >
+class doContinue : public eoUF< const D&, bool >, public eoPersistent
+{
+public:
+    virtual std::string className(void) const { return "doContinue"; }
+
+    void readFrom(std::istream&)
+    {
+	/* It should be implemented by subclasses ! */
+    }
+
+    void printOn(std::ostream&) const
+    {
+	/* It should be implemented by subclasses ! */
+    }
+};
+
+#endif // !_doContinue_h

src/doEstimatorNormal.h

@@ -1,31 +0,0 @@
-#ifndef _doEstimatorNormal_h
-#define _doEstimatorNormal_h
-
-#include "doEstimator.h"
-#include "doUniform.h"
-#include "doStats.h"
-
-template < typename EOT >
-class doEstimatorNormal : public doEstimator< doNormal< EOT > >
-{
-public:
-    typedef typename EOT::AtomType AtomType;
-
-    doNormal< EOT > operator()(eoPop<EOT>& pop)
-    {
-	unsigned int popsize = pop.size();
-	assert(popsize > 0);
-
-	unsigned int dimsize = pop[0].size();
-	assert(dimsize > 0);
-
-	//doCovMatrix cov(dimsize);
-	doUblasCovMatrix< EOT > cov;
-
-	cov.update(pop);
-
-	return doNormal< EOT >( cov.get_mean(), cov.get_varcovar() );
-    }
-};
-
-#endif // !_doEstimatorNormal_h

src/doEstimatorNormalMono.h

@@ -0,0 +1,70 @@
+#ifndef _doEstimatorNormalMono_h
+#define _doEstimatorNormalMono_h
+
+#include "doEstimator.h"
+#include "doNormalMono.h"
+
+template < typename EOT >
+class doEstimatorNormalMono : public doEstimator< doNormalMono< EOT > >
+{
+public:
+    typedef typename EOT::AtomType AtomType;
+
+    class Variance
+    {
+    public:
+	Variance() : _sumvar(0){}
+
+	void update(AtomType v)
+	{
+	    _n++;
+
+	    AtomType d = v - _mean;
+
+	    _mean += 1 / _n * d;
+	    _sumvar += (_n - 1) / _n * d * d;
+	}
+
+	AtomType get_mean() const {return _mean;}
+	AtomType get_var() const {return _sumvar / (_n - 1);}
+	AtomType get_std() const {return sqrt( get_var() );}
+
+    private:
+	AtomType _n;
+	AtomType _mean;
+	AtomType _sumvar;
+    };
+
+public:
+    doNormalMono< EOT > operator()(eoPop<EOT>& pop)
+    {
+	unsigned int popsize = pop.size();
+	assert(popsize > 0);
+
+	unsigned int dimsize = pop[0].size();
+	assert(dimsize > 0);
+
+	std::vector< Variance > var( dimsize );
+
+	for (unsigned int i = 0; i < popsize; ++i)
+	    {
+		for (unsigned int d = 0; d < dimsize; ++d)
+		    {
+			var[d].update( pop[i][d] );
+		    }
+	    }
+
+	EOT mean( dimsize );
+	EOT variance( dimsize );
+
+	for (unsigned int d = 0; d < dimsize; ++d)
+	    {
+		mean[d] = var[d].get_mean();
+		variance[d] = var[d].get_var();
+	    }
+
+	return doNormalMono< EOT >( mean, variance );
+    }
+};
+
+#endif // !_doEstimatorNormalMono_h

src/doEstimatorNormalMulti.h

@@ -0,0 +1,109 @@
+#ifndef _doEstimatorNormalMulti_h
+#define _doEstimatorNormalMulti_h
+
+#include "doEstimator.h"
+#include "doUniform.h"
+#include "doStats.h"
+
+template < typename EOT >
+class doEstimatorNormalMulti : public doEstimator< doNormalMulti< EOT > >
+{
+public:
+    class CovMatrix
+    {
+    public:
+	typedef typename EOT::AtomType AtomType;
+
+	void update( const eoPop< EOT >& pop )
+	{
+	    unsigned int p_size = pop.size(); // population size
+
+	    assert(p_size > 0);
+
+	    unsigned int s_size = pop[0].size(); // solution size
+
+	    assert(s_size > 0);
+
+	    ublas::matrix< AtomType > sample( p_size, s_size );
+
+	    for (unsigned int i = 0; i < p_size; ++i)
+		{
+		    for (unsigned int j = 0; j < s_size; ++j)
+			{
+			    sample(i, j) = pop[i][j];
+			}
+		}
+
+	    _varcovar.resize(s_size, s_size);
+
+
+	    //-------------------------------------------------------------
+	    // variance-covariance matrix are symmetric (and semi-definite
+	    // positive), thus a triangular storage is sufficient
+	    //-------------------------------------------------------------
+
+	    ublas::symmetric_matrix< AtomType, ublas::lower > var(s_size, s_size);
+
+	    //-------------------------------------------------------------
+
+
+	    //-------------------------------------------------------------
+	    // variance-covariance matrix computation : A * transpose(A)
+	    //-------------------------------------------------------------
+
+	    var = ublas::prod( sample, ublas::trans( sample ) );
+
+	    //-------------------------------------------------------------
+
+
+	    for (unsigned int i = 0; i < s_size; ++i)
+		{
+		    // triangular LOWER matrix, thus j is not going further than i
+		    for (unsigned int j = 0; j <= i; ++j)
+			{
+			    // we want a reducted covariance matrix
+			    _varcovar(i, j) = var(i, j) / p_size;
+			}
+		}
+
+	    _mean.resize(s_size);
+
+	    // unit vector
+	    ublas::scalar_vector< AtomType > u( p_size, 1 );
+
+	    // sum over columns
+	    _mean = ublas::prod( ublas::trans( sample ), u );
+
+	    // division by n
+	    _mean /= p_size;
+	}
+
+	const ublas::symmetric_matrix< AtomType, ublas::lower >& get_varcovar() const {return _varcovar;}
+
+	const ublas::vector< AtomType >& get_mean() const {return _mean;}
+
+    private:
+	ublas::symmetric_matrix< AtomType, ublas::lower > _varcovar;
+	ublas::vector< AtomType > _mean;
+    };
+
+public:
+    typedef typename EOT::AtomType AtomType;
+
+    doNormalMulti< EOT > operator()(eoPop<EOT>& pop)
+    {
+	unsigned int popsize = pop.size();
+	assert(popsize > 0);
+
+	unsigned int dimsize = pop[0].size();
+	assert(dimsize > 0);
+
+	CovMatrix cov;
+
+	cov.update(pop);
+
+	return doNormalMulti< EOT >( cov.get_mean(), cov.get_varcovar() );
+    }
+};
+
+#endif // !_doEstimatorNormalMulti_h

src/doHyperVolume.h

@@ -0,0 +1,25 @@
+#ifndef _doHyperVolume_h
+#define _doHyperVolume_h
+
+template < typename EOT >
+class doHyperVolume
+{
+public:
+    typedef typename EOT::AtomType AtomType;
+
+    doHyperVolume() : _hv(1) {}
+
+    void update(AtomType v)
+    {
+	_hv *= ::sqrt( v );
+
+	assert( _hv <= std::numeric_limits< AtomType >::max() );
+    }
+
+    AtomType get_hypervolume() const { return _hv; }
+
+protected:
+    AtomType _hv;
+};
+
+#endif // !_doHyperVolume_h

src/doNormalCenter.h

@@ -1,21 +0,0 @@
-#ifndef _doNormalCenter_h
-#define _doNormalCenter_h
-
-#include "doModifierMass.h"
-#include "doNormal.h"
-
-template < typename EOT >
-class doNormalCenter : public doModifierMass< doNormal< EOT > >
-{
-public:
-    typedef typename EOT::AtomType AtomType;
-
-    void operator() ( doNormal< EOT >& distrib, EOT& mass )
-    {
-	ublas::vector< AtomType > mean( distrib.size() );
-	std::copy( mass.begin(), mass.end(), mean.begin() );
-	distrib.mean() = mean;
-    }
-};
-
-#endif // !_doNormalCenter_h

src/doNormalMonoCenter.h

@@ -0,0 +1,19 @@
+#ifndef _doNormalMonoCenter_h
+#define _doNormalMonoCenter_h
+
+#include "doModifierMass.h"
+#include "doNormalMono.h"
+
+template < typename EOT >
+class doNormalMonoCenter : public doModifierMass< doNormalMono< EOT > >
+{
+public:
+    typedef typename EOT::AtomType AtomType;
+
+    void operator() ( doNormalMono< EOT >& distrib, EOT& mass )
+    {
+	distrib.mean() = mass;
+    }
+};
+
+#endif // !_doNormalMonoCenter_h

src/doNormalMultiCenter.h

@@ -0,0 +1,21 @@
+#ifndef _doNormalMultiCenter_h
+#define _doNormalMultiCenter_h
+
+#include "doModifierMass.h"
+#include "doNormalMulti.h"
+
+template < typename EOT >
+class doNormalMultiCenter : public doModifierMass< doNormalMulti< EOT > >
+{
+public:
+    typedef typename EOT::AtomType AtomType;
+
+    void operator() ( doNormalMulti< EOT >& distrib, EOT& mass )
+    {
+	ublas::vector< AtomType > mean( distrib.size() );
+	std::copy( mass.begin(), mass.end(), mean.begin() );
+	distrib.mean() = mean;
+    }
+};
+
+#endif // !_doNormalMultiCenter_h

src/doSamplerNormalMono.h

@@ -0,0 +1,65 @@
+#ifndef _doSamplerNormalMono_h
+#define _doSamplerNormalMono_h
+
+#include <utils/eoRNG.h>
+
+#include "doSampler.h"
+#include "doNormalMono.h"
+#include "doBounder.h"
+#include "doStats.h"
+
+/**
+ * doSamplerNormalMono
+ * This class uses the NormalMono distribution parameters (bounds) to return
+ * a random position used for population sampling.
+ */
+template < typename EOT >
+class doSamplerNormalMono : public doSampler< doNormalMono< EOT > >
+{
+public:
+    typedef typename EOT::AtomType AtomType;
+
+    doSamplerNormalMono( doBounder< EOT > & bounder )
+	: doSampler< doNormalMono< EOT > >( bounder )
+    {}
+
+    EOT sample( doNormalMono< EOT >& distrib )
+    {
+	unsigned int size = distrib.size();
+	assert(size > 0);
+
+
+	//-------------------------------------------------------------
+	// Point we want to sample to get higher a set of points
+	// (coordinates in n dimension)
+	// x = {x1, x2, ..., xn}
+	//-------------------------------------------------------------
+
+	EOT solution;
+
+	//-------------------------------------------------------------
+
+
+	//-------------------------------------------------------------
+	// Sampling all dimensions
+	//-------------------------------------------------------------
+
+	for (unsigned int i = 0; i < size; ++i)
+	    {
+		AtomType mean = distrib.mean()[i];
+		AtomType variance = distrib.variance()[i];
+	        AtomType random = rng.normal(mean, variance);
+
+		assert(variance >= 0);
+
+		solution.push_back(random);
+	    }
+
+	//-------------------------------------------------------------
+
+
+	return solution;
+    }
+};
+
+#endif // !_doSamplerNormalMono_h

src/doSamplerNormalMulti.h

@@ -1,34 +1,106 @@
-#ifndef _doSamplerNormal_h
-#define _doSamplerNormal_h
+#ifndef _doSamplerNormalMulti_h
+#define _doSamplerNormalMulti_h
+
+#include <boost/numeric/ublas/matrix.hpp>
+#include <boost/numeric/ublas/symmetric.hpp>
+#include <boost/numeric/ublas/lu.hpp>
 
 #include <utils/eoRNG.h>
 
 #include "doSampler.h"
-#include "doNormal.h"
+#include "doNormalMulti.h"
 #include "doBounder.h"
 #include "doStats.h"
 
 /**
- * doSamplerNormal
+ * doSamplerNormalMulti
  * This class uses the Normal distribution parameters (bounds) to return
  * a random position used for population sampling.
  */
 template < typename EOT >
-class doSamplerNormal : public doSampler< doNormal< EOT > >
+class doSamplerNormalMulti : public doSampler< doNormalMulti< EOT > >
 {
 public:
     typedef typename EOT::AtomType AtomType;
 
-    doSamplerNormal( doBounder< EOT > & bounder )
-	: doSampler< doNormal< EOT > >( bounder )
+    class Cholesky
+    {
+    public:
+	virtual void update( const ublas::symmetric_matrix< AtomType, ublas::lower >& V)
+	{
+	    unsigned int Vl = V.size1();
+
+	    assert(Vl > 0);
+
+	    unsigned int Vc = V.size2();
+
+	    assert(Vc > 0);
+
+	    _L.resize(Vl, Vc);
+
+	    unsigned int i,j,k;
+
+	    // first column
+	    i=0;
+
+	    // diagonal
+	    j=0;
+	    _L(0, 0) = sqrt( V(0, 0) );
+
+	    // end of the column
+	    for ( j = 1; j < Vc; ++j )
+		{
+		    _L(j, 0) = V(0, j) / _L(0, 0);
+		}
+
+	    // end of the matrix
+	    for ( i = 1; i < Vl; ++i ) // each column
+		{
+
+		    // diagonal
+		    double sum = 0.0;
+
+		    for ( k = 0; k < i; ++k)
+			{
+			    sum += _L(i, k) * _L(i, k);
+			}
+
+		    assert( ( V(i, i) - sum ) > 0 );
+
+		    _L(i, i) = sqrt( V(i, i) - sum );
+
+		    for ( j = i + 1; j < Vl; ++j ) // rows
+			{
+			    // one element
+			    sum = 0.0;
+
+			    for ( k = 0; k < i; ++k )
+				{
+				    sum += _L(j, k) * _L(i, k);
+				}
+
+			    _L(j, i) = (V(j, i) - sum) / _L(i, i);
+			}
+		}
+	}
+
+	const ublas::symmetric_matrix< AtomType, ublas::lower >& get_L() const {return _L;}
+
+    private:
+	ublas::symmetric_matrix< AtomType, ublas::lower > _L;
+    };
+
+    doSamplerNormalMulti( doBounder< EOT > & bounder )
+	: doSampler< doNormalMulti< EOT > >( bounder )
     {}
 
-    EOT sample( doNormal< EOT >& distrib )
+    EOT sample( doNormalMulti< EOT >& distrib )
     {
 	unsigned int size = distrib.size();
 
 	assert(size > 0);
 
+
 	//-------------------------------------------------------------
 	// Cholesky factorisation gererating matrix L from covariance
 	// matrix V.
@@ -37,7 +109,7 @@ public:
 	// L = cholesky decomposition of varcovar
 	//-------------------------------------------------------------
 
-	Cholesky< EOT > cholesky;
+	Cholesky cholesky;
 	cholesky.update( distrib.varcovar() );
 	ublas::symmetric_matrix< AtomType, ublas::lower > L = cholesky.get_L();
 
@@ -59,25 +131,21 @@ public:
 
 
 	//-------------------------------------------------------------
-	// LT = prod( L, trans(T) ) ?
 	// LT = prod( L, T )
 	//-------------------------------------------------------------
 
-	//ublas::symmetric_matrix< AtomType, ublas::lower > LT = ublas::prod( L, ublas::trans( T ) );
 	ublas::vector< AtomType > LT = ublas::prod( L, T );
 
 	//-------------------------------------------------------------
 
 
 	//-------------------------------------------------------------
-	// solution = means + trans( LT ) ?
 	// solution = means + LT
 	//-------------------------------------------------------------
 
 	ublas::vector< AtomType > mean = distrib.mean();
 
 	ublas::vector< AtomType > ublas_solution = mean + LT;
-	//ublas::vector< AtomType > ublas_solution = mean + ublas::trans( LT );
 
 	EOT solution( size );
 
@@ -89,4 +157,4 @@ public:
     }
 };
 
-#endif // !_doSamplerNormal_h
+#endif // !_doSamplerNormalMulti_h

src/doStat.h

@@ -0,0 +1,33 @@
+#ifndef _doStat_h
+#define _doStat_h
+
+#include <eoFunctor.h>
+
+template < typename D >
+class doStatBase : public eoUF< const D&, void >
+{
+public:
+    // virtual void operator()( const D& ) = 0 (provided by eoUF< A1, R >)
+
+    virtual void lastCall( const D& ) {}
+    virtual std::string className() const { return "doStatBase"; }
+};
+
+template < typename D >
+class doStat : doStatBase< D >
+{
+public:
+    typedef typename D::EOType EOType;
+    typedef typename EOType::AtomType AtomType;
+
+public:
+    doStat(){}
+
+
+    D& distrib() { return _distrib; }
+
+private:
+    D& _distrib;
+};
+
+#endif // !_doStat_h

src/doStatNormalMono.h

@@ -0,0 +1,21 @@
+#ifndef _doStatNormalMono_h
+#define _doStatNormalMono_h
+
+#include "doStat.h"
+#include "doNormalMono.h"
+
+template < typename EOT >
+class doStatNormalMono : public doStat< doNormalMono< EOT > >
+{
+public:
+    doStatNormalMono( doNormalMono< EOT >& distrib )
+	: doStat< doNormalMono< EOT > >( distrib )
+    {}
+
+    virtual void printOn(std::ostream& os) const
+    {
+	os << this->distrib().mean() << " " << this->distrib().variance();
+    }
+};
+
+#endif // !_doStatNormalMono_h

src/doStatNormalMulti.h

@@ -0,0 +1,24 @@
+#ifndef _doStatNormalMulti_h
+#define _doStatNormalMulti_h
+
+#include <boost/numeric/ublas/io.hpp>
+
+#include "doStat.h"
+#include "doNormalMulti.h"
+#include "doDistrib.h"
+
+template < typename EOT >
+class doStatNormalMulti : public doStat< doNormalMulti< EOT > >
+{
+public:
+    doStatNormalMulti( doNormalMulti< EOT >& distrib )
+	: doStat< doNormalMulti< EOT > >( distrib )
+    {}
+
+    virtual void printOn(std::ostream& os) const
+    {
+	os << this->distrib().mean() << this->distrib().varcovar();
+    }
+};
+
+#endif // !_doStatNormalMulti_h

src/doStatUniform.h

@@ -0,0 +1,21 @@
+#ifndef _doStatUniform_h
+#define _doStatUniform_h
+
+#include "doStat.h"
+#include "doUniform.h"
+
+template < typename EOT >
+class doStatUniform : public doStat< doUniform< EOT > >
+{
+public:
+    doStatUniform( doUniform< EOT >& distrib )
+	: doStat< doUniform< EOT > >( distrib )
+    {}
+
+    virtual void printOn(std::ostream& os) const
+    {
+	os << this->distrib().min() << " " << this->distrib().max();
+    }
+};
+
+#endif // !_doStatUniform_h

src/doStats.cpp

@@ -1,192 +0,0 @@
-/*
- *             Copyright (C) 2005 Maarten Keijzer
- *
- *          This program is free software; you can redistribute it and/or modify
- *          it under the terms of version 2 of the GNU General Public License as
- *          published by the Free Software Foundation.
- *
- *          This program is distributed in the hope that it will be useful,
- *          but WITHOUT ANY WARRANTY; without even the implied warranty of
- *          MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
- *          GNU General Public License for more details.
- *
- *          You should have received a copy of the GNU General Public License
- *          along with this program; if not, write to the Free Software
- *          Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
- */
-
-#include <cassert>
-#include <cmath>
-
-#include <vector>
-#include <limits>
-
-#include "doStats.h"
-
-doStats::doStats()
-    : _n(0)
-{}
-
-void doStats::printOn(std::ostream& _os) const
-{
-    _os << "Not implemented yet! ";
-}
-
-doMean::doMean()
-    : _mean(0)
-{}
-
-void doMean::update(double v)
-{
-    _n++;
-
-    double d = v - _mean;
-
-    _mean += 1 / _n * d;
-}
-
-double doMean::get_mean() const
-{
-    return _mean;
-}
-
-void doMean::printOn(std::ostream& _os) const
-{
-    _os << get_mean();
-}
-
-doVar::doVar()
-    : _sumvar(0)
-{}
-
-void doVar::update(double v)
-{
-    _n++;
-
-    double d = v - _mean;
-
-    _mean += 1 / _n * d;
-    _sumvar += (_n - 1) / _n * d * d;
-}
-
-double doVar::get_var() const
-{
-    return _sumvar / (_n - 1);
-}
-
-double doVar::get_std() const
-{
-    return ::sqrt( get_var() );
-}
-
-void doVar::printOn(std::ostream& _os) const
-{
-    _os << get_var();
-}
-
-doCov::doCov()
-    : _meana(0), _meanb(0), _sumcov(0)
-{}
-
-void doCov::update(double a, double b)
-{
-    ++_n;
-
-    double da = a - _meana;
-    double db = b - _meanb;
-
-    _meana += 1 / _n * da;
-    _meanb += 1 / _n * db;
-
-    _sumcov += (_n - 1) / _n * da * db;
-}
-
-double doCov::get_meana() const
-{
-    return _meana;
-}
-
-double doCov::get_meanb() const
-{
-    return _meanb;
-}
-
-double doCov::get_cov() const
-{
-    return _sumcov / (_n - 1);
-}
-
-void doCov::printOn(std::ostream& _os) const
-{
-    _os << get_cov();
-}
-
-doCovMatrix::doCovMatrix(unsigned dim)
-    : _mean(dim), _sumcov(dim, std::vector< double >( dim ))
-{}
-
-void doCovMatrix::update(const std::vector<double>& v)
-{
-    assert(v.size() == _mean.size());
-
-    _n++;
-
-    for (unsigned int i = 0; i < v.size(); ++i)
-	{
-	    double d = v[i] - _mean[i];
-
-	    _mean[i] += 1 / _n * d;
-	    _sumcov[i][i] += (_n - 1) / _n * d * d;
-
-	    for (unsigned j = i; j < v.size(); ++j)
-		{
-		    double e = v[j] - _mean[j]; // _mean[j] is not updated yet
-
-		    double upd = (_n - 1) / _n * d * e;
-
-		    _sumcov[i][j] += upd;
-		    _sumcov[j][i] += upd;
-		}
-	}
-}
-
-double doCovMatrix::get_mean(int i) const
-{
-    return _mean[i];
-}
-
-double doCovMatrix::get_var(int i) const
-{
-    return _sumcov[i][i] / (_n - 1);
-}
-
-double doCovMatrix::get_std(int i) const
-{
-    return ::sqrt( get_var(i) );
-}
-
-double doCovMatrix::get_cov(int i, int j) const
-{
-    return _sumcov[i][j] / (_n - 1);
-}
-
-doHyperVolume::doHyperVolume()
-    : _hv(1)
-{}
-
-void doHyperVolume::update(double v)
-{
-    _hv *= ::sqrt(v);
-
-    assert( _hv <= std::numeric_limits< double >::max() );
-}
-
-double doHyperVolume::get_hypervolume() const
-{
-    return _hv;
-}
-
-void doHyperVolume::printOn(std::ostream& _os) const
-{
-    _os << get_hypervolume();
-}

src/doStats.h

@@ -1,275 +0,0 @@
-/*
- *             Copyright (C) 2005 Maarten Keijzer
- *
- *          This program is free software; you can redistribute it and/or modify
- *          it under the terms of version 2 of the GNU General Public License as
- *          published by the Free Software Foundation.
- *
- *          This program is distributed in the hope that it will be useful,
- *          but WITHOUT ANY WARRANTY; without even the implied warranty of
- *          MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
- *          GNU General Public License for more details.
- *
- *          You should have received a copy of the GNU General Public License
- *          along with this program; if not, write to the Free Software
- *          Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
- */
-
-#ifndef _doStats_h
-#define _doStats_h
-
-#include <boost/numeric/ublas/matrix.hpp>
-#include <boost/numeric/ublas/symmetric.hpp>
-#include <boost/numeric/ublas/lu.hpp>
-
-#include <eoPrintable.h>
-#include <eoPop.h>
-
-namespace ublas = boost::numeric::ublas;
-
-class doStats : public eoPrintable
-{
-public:
-    doStats();
-
-    virtual void printOn(std::ostream&) const;
-
-protected:
-    double _n;
-};
-
-class doMean : public doStats
-{
-public:
-    doMean();
-
-    virtual void update(double);
-    virtual void printOn(std::ostream&) const;
-
-    double get_mean() const;
-
-protected:
-    double _mean;
-};
-
-class doVar : public doMean
-{
-public:
-    doVar();
-
-    virtual void update(double);
-    virtual void printOn(std::ostream&) const;
-
-    double get_var() const;
-    double get_std() const;
-
-protected:
-    double _sumvar;
-};
-
-/** Single covariance between two variates */
-class doCov : public doStats
-{
-public:
-    doCov();
-
-    virtual void update(double, double);
-    virtual void printOn(std::ostream&) const;
-
-    double get_meana() const;
-    double get_meanb() const;
-    double get_cov()   const;
-
-protected:
-    double _meana;
-    double _meanb;
-    double _sumcov;
-};
-
-class doCovMatrix : public doStats
-{
-public:
-    doCovMatrix(unsigned dim);
-
-    virtual void update(const std::vector<double>&);
-
-    double get_mean(int) const;
-    double get_var(int) const;
-    double get_std(int) const;
-    double get_cov(int, int) const;
-
-protected:
-    std::vector< double > _mean;
-    std::vector< std::vector< double > > _sumcov;
-};
-
-class doHyperVolume : public doStats
-{
-public:
-    doHyperVolume();
-
-    virtual void update(double);
-    virtual void printOn(std::ostream&) const;
-
-    double get_hypervolume() const;
-
-protected:
-    double _hv;
-};
-
-<<<<<<< HEAD
-class doCholesky : public doStats
-{
-    
-=======
-template < typename EOT >
-class doUblasCovMatrix : public doStats
-{
-public:
-    typedef typename EOT::AtomType AtomType;
-
-    virtual void update( const eoPop< EOT >& pop )
-    {
-	unsigned int p_size = pop.size(); // population size
-
-	assert(p_size > 0);
-
-	unsigned int s_size = pop[0].size(); // solution size
-
-	assert(s_size > 0);
-
-	ublas::matrix< AtomType > sample( p_size, s_size );
-
-	for (unsigned int i = 0; i < p_size; ++i)
-	    {
-		for (unsigned int j = 0; j < s_size; ++j)
-		    {
-			sample(i, j) = pop[i][j];
-		    }
-	    }
-
-	_varcovar.resize(s_size, s_size);
-
-
-	//-------------------------------------------------------------
-	// variance-covariance matrix are symmetric (and semi-definite
-	// positive), thus a triangular storage is sufficient
-	//-------------------------------------------------------------
-
-	ublas::symmetric_matrix< AtomType, ublas::lower > var(s_size, s_size);
-
-	//-------------------------------------------------------------
-
-
-	//-------------------------------------------------------------
-	// variance-covariance matrix computation : A * transpose(A)
-	//-------------------------------------------------------------
-
-	var = ublas::prod( sample, ublas::trans( sample ) );
-
-	//-------------------------------------------------------------
-
-
-	for (unsigned int i = 0; i < s_size; ++i)
-	    {
-		// triangular LOWER matrix, thus j is not going further than i
-		for (unsigned int j = 0; j <= i; ++j)
-		    {
-			// we want a reducted covariance matrix
-			_varcovar(i, j) = var(i, j) / p_size;
-		    }
-	    }
-
-	_mean.resize(s_size);
-
-        // unit vector
-	ublas::scalar_vector< AtomType > u( p_size, 1 );
-
-	// sum over columns
-	_mean = ublas::prod( ublas::trans( sample ), u );
-
-	// division by n
-	_mean /= p_size;
-    }
-
-    const ublas::symmetric_matrix< AtomType, ublas::lower >& get_varcovar() const {return _varcovar;}
-
-    const ublas::vector< AtomType >& get_mean() const {return _mean;}
-
-private:
-    ublas::symmetric_matrix< AtomType, ublas::lower > _varcovar;
-    ublas::vector< AtomType > _mean;
-};
-
-template < typename EOT >
-class Cholesky : public doStats
-{
-public:
-    typedef typename EOT::AtomType AtomType;
-
-    virtual void update( const ublas::symmetric_matrix< AtomType, ublas::lower >& V)
-    {
-	unsigned int Vl = V.size1();
-
-	assert(Vl > 0);
-
-	unsigned int Vc = V.size2();
-
-	assert(Vc > 0);
-
-	_L.resize(Vl, Vc);
-
-	unsigned int i,j,k;
-
-	// first column
-	i=0;
-
-	// diagonal
-	j=0;
-	_L(0, 0) = sqrt( V(0, 0) );
-
-	// end of the column
-	for ( j = 1; j < Vc; ++j )
-	    {
-		_L(j, 0) = V(0, j) / _L(0, 0);
-	    }
-
-	// end of the matrix
-	for ( i = 1; i < Vl; ++i ) // each column
-	    {
-
-		// diagonal
-		double sum = 0.0;
-
-		for ( k = 0; k < i; ++k)
-		    {
-			sum += _L(i, k) * _L(i, k);
-		    }
-
-		assert( ( V(i, i) - sum ) > 0 );
-
-		_L(i, i) = sqrt( V(i, i) - sum );
-
-		for ( j = i + 1; j < Vl; ++j ) // rows
-		    {
-			// one element
-			sum = 0.0;
-
-			for ( k = 0; k < i; ++k )
-			    {
-				sum += _L(j, k) * _L(i, k);
-			    }
-
-			_L(j, i) = (V(j, i) - sum) / _L(i, i);
-		    }
-	    }
-    }
-
-    const ublas::symmetric_matrix< AtomType, ublas::lower >& get_L() const {return _L;}
-
-private:
-    ublas::symmetric_matrix< AtomType, ublas::lower > _L;
->>>>>>> 36ec42d36204631eb4c25ae7b31a8728903697f8
-};
-
-#endif // !_doStats_h