Line data Source code
1 : !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
2 : !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
3 : !!!!
4 : !!!! MIT License
5 : !!!!
6 : !!!! ParaMonte: plain powerful parallel Monte Carlo library.
7 : !!!!
8 : !!!! Copyright (C) 2012-present, The Computational Data Science Lab
9 : !!!!
10 : !!!! This file is part of the ParaMonte library.
11 : !!!!
12 : !!!! Permission is hereby granted, free of charge, to any person obtaining a
13 : !!!! copy of this software and associated documentation files (the "Software"),
14 : !!!! to deal in the Software without restriction, including without limitation
15 : !!!! the rights to use, copy, modify, merge, publish, distribute, sublicense,
16 : !!!! and/or sell copies of the Software, and to permit persons to whom the
17 : !!!! Software is furnished to do so, subject to the following conditions:
18 : !!!!
19 : !!!! The above copyright notice and this permission notice shall be
20 : !!!! included in all copies or substantial portions of the Software.
21 : !!!!
22 : !!!! THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
23 : !!!! EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
24 : !!!! MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
25 : !!!! IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM,
26 : !!!! DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR
27 : !!!! OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE
28 : !!!! OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
29 : !!!!
30 : !!!! ACKNOWLEDGMENT
31 : !!!!
32 : !!!! ParaMonte is an honor-ware and its currency is acknowledgment and citations.
33 : !!!! As per the ParaMonte library license agreement terms, if you use any parts of
34 : !!!! this library for any purposes, kindly acknowledge the use of ParaMonte in your
35 : !!!! work (education/research/industry/development/...) by citing the ParaMonte
36 : !!!! library as described on this page:
37 : !!!!
38 : !!!! https://github.com/cdslaborg/paramonte/blob/main/ACKNOWLEDGMENT.md
39 : !!!!
40 : !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
41 : !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
42 :
43 : !> \brief
44 : !> This module contains the classes and procedures for setting up the `delayedRejectionScaleFactorVec` attribute of samplers of class [ParaDRAM_type](@ref paradram_mod::paradram_type).
45 : !> For more information, see the description of this attribute in the body of the module.
46 : !> \author Amir Shahmoradi
47 :
48 : module SpecDRAM_DelayedRejectionScaleFactorVec_mod
49 :
50 : use Constants_mod, only: RK
51 : implicit none
52 :
53 : character(*), parameter :: MODULE_NAME = "@SpecDRAM_DelayedRejectionScaleFactorVec_mod"
54 :
55 : real(RK), allocatable :: DelayedRejectionScaleFactorVec(:) ! namelist input
56 :
57 : type :: DelayedRejectionScaleFactorVec_type
58 : real(RK), allocatable :: Val(:)
59 : real(RK) :: def
60 : real(RK) :: null
61 : character(:), allocatable :: desc
62 : contains
63 : procedure, pass :: set, checkForSanity, nullifyNameListVar
64 : end type DelayedRejectionScaleFactorVec_type
65 :
66 : interface DelayedRejectionScaleFactorVec_type
67 : module procedure :: construct
68 : end interface DelayedRejectionScaleFactorVec_type
69 :
70 : private :: construct, set, checkForSanity, nullifyNameListVar
71 :
72 : !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
73 :
74 : contains
75 :
76 : !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
77 :
78 1047 : function construct(nd,methodName) result(self)
79 : #if INTEL_COMPILER_ENABLED && defined DLL_ENABLED && (OS_IS_WINDOWS || defined OS_IS_DARWIN)
80 : !DEC$ ATTRIBUTES DLLEXPORT :: construct
81 : #endif
82 : use Decoration_mod, only: TAB
83 : use Constants_mod, only: IK, RK, NULL_RK
84 : use String_mod, only: num2str
85 : implicit none
86 : integer(IK), intent(in) :: nd
87 : character(*), intent(in) :: methodName
88 : type(DelayedRejectionScaleFactorVec_type) :: self
89 1047 : self%def = 0.5_RK**(1._RK/real(nd,kind=RK)) ! This gives a half volume to the covariance
90 1047 : self%null = NULL_RK
91 : self%desc = &
92 : "delayedRejectionScaleFactorVec is a real-valued positive vector of length (1:delayedRejectionCount) by which &
93 : &the covariance matrix of the proposal distribution of "//methodName//" sampler is scaled when the Delayed Rejection (DR) &
94 : &scheme is activated (by setting delayedRejectionCount>0). At each ith stage of the DR process, &
95 : &the proposal distribution from the last stage is scaled by the factor delayedRejectionScaleFactorVec(i). &
96 : &Missing elements of the delayedRejectionScaleFactorVec in the input to "//methodName//" will be set to the default value. &
97 : &The default value at all stages is 0.5^(1/ndim) = "//num2str(self%def)//", which reduces the &
98 : &volume of the covariance matrix of the proposal from the last DR stage by one half. The variable ndim represents the &
99 1047 : &number of dimensions of the Domain of the objective function."
100 1047 : end function construct
101 :
102 : !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
103 :
104 1047 : subroutine nullifyNameListVar(self)
105 : #if INTEL_COMPILER_ENABLED && defined DLL_ENABLED && (OS_IS_WINDOWS || defined OS_IS_DARWIN)
106 : !DEC$ ATTRIBUTES DLLEXPORT :: nullifyNameListVar
107 : #endif
108 1047 : use SpecDRAM_DelayedRejectionCount_mod, only: MAX_DELAYED_REJECTION_COUNT
109 : use Constants_mod, only: IK
110 : implicit none
111 : class(DelayedRejectionScaleFactorVec_type), intent(in) :: self
112 12 : if (allocated(DelayedRejectionScaleFactorVec)) deallocate(DelayedRejectionScaleFactorVec)
113 1048050 : allocate(DelayedRejectionScaleFactorVec(MAX_DELAYED_REJECTION_COUNT), source = self%null)
114 1047 : end subroutine nullifyNameListVar
115 :
116 : !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
117 :
118 3153 : pure subroutine set(self,delayedRejectionCount, DelayedRejectionScaleFactorVec)
119 : #if INTEL_COMPILER_ENABLED && defined DLL_ENABLED && (OS_IS_WINDOWS || defined OS_IS_DARWIN)
120 : !DEC$ ATTRIBUTES DLLEXPORT :: set
121 : #endif
122 1047 : use Constants_mod, only: IK, RK
123 : implicit none
124 : class(DelayedRejectionScaleFactorVec_type), intent(inout) :: self
125 : integer(IK) , intent(in) :: delayedRejectionCount
126 : real(RK) , intent(in), optional :: DelayedRejectionScaleFactorVec(:) ! This must remain colon
127 2088 : if (present(DelayedRejectionScaleFactorVec)) then
128 1048240 : self%Val = pack( DelayedRejectionScaleFactorVec, mask = DelayedRejectionScaleFactorVec /= self%null )
129 1065 : if (size(self%Val) == 0) then
130 1041 : deallocate(self%Val)
131 2178 : allocate(self%Val(delayedRejectionCount), source = self%def)
132 : end if
133 : else
134 1023 : if (allocated(self%Val)) then
135 1023 : if (size(self%Val) == 0) then
136 1005 : deallocate(self%Val)
137 7107 : allocate(self%Val(delayedRejectionCount), source = self%def)
138 : end if
139 : end if
140 : end if
141 2088 : end subroutine set
142 :
143 : !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
144 :
145 1035 : subroutine checkForSanity(self,Err,methodName,delayedRejectionCount)
146 : #if INTEL_COMPILER_ENABLED && defined DLL_ENABLED && (OS_IS_WINDOWS || defined OS_IS_DARWIN)
147 : !DEC$ ATTRIBUTES DLLEXPORT :: checkForSanity
148 : #endif
149 2088 : use Constants_mod, only: IK, RK
150 : use Err_mod, only: Err_type
151 : use String_mod, only: num2str
152 : implicit none
153 : class(DelayedRejectionScaleFactorVec_type), intent(in) :: self
154 : type(Err_type), intent(inout) :: Err
155 : character(*), intent(in) :: methodName
156 : integer(IK), intent(in) :: delayedRejectionCount
157 : character(*), parameter :: PROCEDURE_NAME = "@checkForSanity()"
158 : integer(IK) :: i
159 1035 : if ( size(self%Val)/=delayedRejectionCount ) then
160 12 : Err%occurred = .true.
161 : Err%msg = Err%msg // &
162 : MODULE_NAME//PROCEDURE_NAME//": Error occurred. The length of the vector delayedRejectionScaleFactorVec (" // &
163 : num2str(size(self%Val)) // ") is not equal to delayedRejectionCount = " // &
164 : num2str(delayedRejectionCount) // ". If you are not sure how to set the values of &
165 : &delayedRejectionScaleFactorVec, drop it from the input. " &
166 12 : // methodName // " will automatically set the appropriate value for delayedRejectionScaleFactorVec.\n\n"
167 : end if
168 7233 : do i = 1,size(self%Val)
169 7233 : if ( self%Val(i)<=0._RK ) then
170 12 : Err%occurred = .true.
171 : Err%msg = Err%msg // &
172 : MODULE_NAME // PROCEDURE_NAME // ": Error occurred. The input value for the element " // &
173 12 : num2str(i) // " of the variable delayedRejectionScaleFactorVec cannot be smaller than or equal to 0.\n\n"
174 : end if
175 : end do
176 1035 : deallocate(DelayedRejectionScaleFactorVec)
177 2070 : end subroutine checkForSanity
178 :
179 : !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
180 :
181 : end module SpecDRAM_DelayedRejectionScaleFactorVec_mod ! LCOV_EXCL_LINE
|
