'code'에 해당되는 글 2건

  1. 2011.06.11 티스토리 (tistory) 에서 SyntaxHighlighter 이용해서 코드 (code) 포스팅하기 1
  2. 2011.06.11 Multivariate Gaussian Code using GSL 1

티스토리 (tistory) 에서 SyntaxHighlighter 이용해서 코드 (code) 포스팅하기

카테고리 없음 2011. 6. 11. 17:51

1. SyntaxHighlighter 받아오기

   여기에서 다운 받는다.   필자사용 버전은 3.0.83임.
압축풀고 나온 여러 폴더중에서 styles, scripts 폴더만 사용할것임.


2. 티스토리에 업로드.
티스토리에 로긴후에, 스킨->파일 업로드 로 가서
   styles, scripts 폴더에 있는 모든 파일을 올린다.   


201106111752.jpg



3. TISTORY 스킨 파일 편집.
   스킨-> HTML/CSS편집에 가서 skin.html 부분 중에 </body> 앞부분에 아래 내용을 추가한다
   
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<link rel="stylesheet" media="screen" type="text/css" href="./style.css">
<script type="text/javascript" src="./images/shCore.js"></script>
<link href="./images/shThemeEmacs.css" rel="stylesheet" type="text/css">
<script type="text/javascript" src="./images/shBrushAS3.js"></script>
<script type="text/javascript" src="./images/shBrushBash.js"></script>
<script type="text/javascript" src="./images/shBrushCpp.js"></script>
<script type="text/javascript" src="./images/shBrushCSharp.js"></script>
<script type="text/javascript" src="./images/shBrushCss.js"></script>
<script type="text/javascript" src="./images/shBrushDelphi.js"></script>
<script type="text/javascript" src="./images/shBrushDiff.js"></script>
<script type="text/javascript" src="./images/shBrushGroovy.js"></script>
<script type="text/javascript" src="./images/shBrushJava.js"></script>
<script type="text/javascript" src="./images/shBrushJavaFX.js"></script>
<script type="text/javascript" src="./images/shBrushJScript.js"></script>
<script type="text/javascript" src="./images/shBrushPerl.js"></script>
<script type="text/javascript" src="./images/shBrushPhp.js"></script>
<script type="text/javascript" src="./images/shBrushPlain.js"></script>
<script type="text/javascript" src="./images/shBrushPowerShell.js"></script>
<script type="text/javascript" src="./images/shBrushPython.js"></script>
<script type="text/javascript" src="./images/shBrushRuby.js"></script>
<script type="text/javascript" src="./images/shBrushScala.js"></script>
<script type="text/javascript" src="./images/shBrushSql.js"></script>
<script type="text/javascript" src="./images/shBrushVb.js"></script>
<script type="text/javascript" src="./images/shBrushXml.js"></script>
<script type="text/javascript" src="./images/shLegacy.js"></script>
<script type="text/javascript" src="./images/shCore.js"></script>
<link href="./images/shThemeEmacs.css" rel="stylesheet" type="text/css">
 
<script type="text/javascript">
     SyntaxHighlighter.config.stripBrs = true;
     SyntaxHighlighter.all();
</script>

4. TISTORY에서 글쓰기.
   글쓰기 모드를 html 모드로 바꾸고 다음과 같이 입력한다.

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<pre class="brush:c++; toolbar: false">
#include <stdio.h>
int main( int argc, const char* argv[] )
{  
    printf( "\nHello World\n\n" );
}
</pre>
  그러면 다음과 같은 코드 포스팅을 볼 수 있을 것이다
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#include <stdio.h>
int main( int argc, const char* argv[] )
{  
    printf( "\nHello World\n\n" );
}

<주의 사항>
SyntaxHighlighter 3.0.83의 버그가 있다.
   꺽쇠인 "<"나 ">"를 포스팅할 소스코드에 포함되어 있다면 포스팅이 깨진다.
   코드를 올릴때 "<"를 "&lt;"로, ">"를 "&gt;"로 변환해서 올려야 제대로 된다.


:

Multivariate Gaussian Code using GSL

카테고리 없음 2011. 6. 11. 16:29
Source code by Ralph Silva from here
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/***************************************************************************************
 *  Multivariate Normal density function and random number generator
 *  Multivariate Student t density function and random number generator
 *  Wishart random number generator
 *  Using GSL -> www.gnu.org/software/gsl
 *
 *  Copyright (C) 2006  Ralph dos Santos Silva
 *
 *  This program is free software; you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation; either version 2 of the License, or
 *  (at your option) any later version.
 *
 *  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
 *
 *  AUTHOR
 *     Ralph dos Santos Silva,  [EMAIL PROTECTED]
 *     March, 2006      
 ***************************************************************************************/
#include <math.h>
#include <gsl/gsl_sf_gamma.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_linalg.h>
 
/*****************************************************************************************************************/
/*****************************************************************************************************************/
int rmvnorm(const gsl_rng *r, const int n, const gsl_vector *mean, const gsl_matrix *var, gsl_vector *result){
  /* multivariate normal distribution random number generator */
  /*
   *    n       dimension of the random vetor
   *    mean    vector of means of size n
   *    var     variance matrix of dimension n x n
   *    result  output variable with a sigle random vector normal distribution generation
   */
  int k;
  gsl_matrix *work = gsl_matrix_alloc(n,n);
 
  gsl_matrix_memcpy(work,var);
  gsl_linalg_cholesky_decomp(work);
 
  for(k=0; k<n; k++)
    gsl_vector_set( result, k, gsl_ran_ugaussian(r) );
 
  gsl_blas_dtrmv(CblasLower, CblasNoTrans, CblasNonUnit, work, result);
  gsl_vector_add(result,mean);
 
  gsl_matrix_free(work);
 
  return 0;
}
 
/*****************************************************************************************************************/
/*****************************************************************************************************************/
double dmvnorm(const int n, const gsl_vector *x, const gsl_vector *mean, const gsl_matrix *var){
  /* multivariate normal density function    */
  /*
   *    n       dimension of the random vetor
   *    mean    vector of means of size n
   *    var     variance matrix of dimension n x n
   */
  int s;
  double ax,ay;
  gsl_vector *ym, *xm;
  gsl_matrix *work = gsl_matrix_alloc(n,n),
    *winv = gsl_matrix_alloc(n,n);
  gsl_permutation *p = gsl_permutation_alloc(n);
 
  gsl_matrix_memcpy( work, var );
  gsl_linalg_LU_decomp( work, p, &s );
  gsl_linalg_LU_invert( work, p, winv );
  ax = gsl_linalg_LU_det( work, s );
  gsl_matrix_free( work );
  gsl_permutation_free( p );
 
  xm = gsl_vector_alloc(n);
  gsl_vector_memcpy( xm, x);
  gsl_vector_sub( xm, mean );
  ym = gsl_vector_alloc(n);
  gsl_blas_dsymv(CblasUpper,1.0,winv,xm,0.0,ym);
  gsl_matrix_free( winv );
  gsl_blas_ddot( xm, ym, &ay);
  gsl_vector_free(xm);
  gsl_vector_free(ym);
  ay = exp(-0.5*ay)/sqrt( pow((2*M_PI),n)*ax );
 
  return ay;
}
 
/*****************************************************************************************************************/
/*****************************************************************************************************************/
int rmvt(const gsl_rng *r, const int n, const gsl_vector *location, const gsl_matrix *scale, const int dof, gsl_vector *result){
  /* multivariate Student t distribution random number generator */
  /*
   *    n        dimension of the random vetor
   *    location vector of locations of size n
   *    scale    scale matrix of dimension n x n
   *    dof      degrees of freedom
   *    result   output variable with a single random vector normal distribution generation
   */
  int k;
  gsl_matrix *work = gsl_matrix_alloc(n,n);
  double ax = 0.5*dof;
 
  ax = gsl_ran_gamma(r,ax,(1/ax));     /* gamma distribution */
 
  gsl_matrix_memcpy(work,scale);
  gsl_matrix_scale(work,(1/ax));       /* scaling the matrix */
  gsl_linalg_cholesky_decomp(work);
 
  for(k=0; k<n; k++)
    gsl_vector_set( result, k, gsl_ran_ugaussian(r) );
 
  gsl_blas_dtrmv(CblasLower, CblasNoTrans, CblasNonUnit, work, result);
  gsl_vector_add(result, location);
 
  gsl_matrix_free(work);
 
  return 0;
}
 
/*****************************************************************************************************************/
/*****************************************************************************************************************/
double dmvt(const int n, const gsl_vector *x, const gsl_vector *location, const gsl_matrix *scale, const int dof){
  /* multivariate Student t density function */
  /*
   *    n        dimension of the random vetor
   *    location vector of locations of size n
   *    scale    scale matrix of dimension n x n
   *    dof      degrees of freedom
   */
  int s;
  double ax,ay,az=0.5*(dof + n);
  gsl_vector *ym, *xm;
  gsl_matrix *work = gsl_matrix_alloc(n,n),
    *winv = gsl_matrix_alloc(n,n);
  gsl_permutation *p = gsl_permutation_alloc(n);
 
  gsl_matrix_memcpy( work, scale );
  gsl_linalg_LU_decomp( work, p, &s );
  gsl_linalg_LU_invert( work, p, winv );
  ax = gsl_linalg_LU_det( work, s );
  gsl_matrix_free( work );
  gsl_permutation_free( p );
 
  xm = gsl_vector_alloc(n);
  gsl_vector_memcpy( xm, x);
  gsl_vector_sub( xm, location );
  ym = gsl_vector_alloc(n);
  gsl_blas_dsymv(CblasUpper,1.0,winv,xm,0.0,ym);
  gsl_matrix_free( winv );
  gsl_blas_ddot( xm, ym, &ay);
  gsl_vector_free(xm);
  gsl_vector_free(ym);
 
  ay = pow((1+ay/dof),-az)*gsl_sf_gamma(az)/(gsl_sf_gamma(0.5*dof)*sqrt( pow((dof*M_PI),n)*ax ));
 
  return ay;
}
/*****************************************************************************************************************/
/*****************************************************************************************************************/
int rwishart(const gsl_rng *r, const int n, const int dof, const gsl_matrix *scale, gsl_matrix *result){
  /* Wishart distribution random number generator */
  /*
   *    n        gives the dimension of the random matrix
   *    dof      degrees of freedom
   *    scale    scale matrix of dimension n x n
   *    result   output variable with a single random matrix Wishart distribution generation
   */
  int k,l;
  gsl_matrix *work = gsl_matrix_calloc(n,n);
 
  for(k=0; k<n; k++){
    gsl_matrix_set( work, k, k, sqrt( gsl_ran_chisq( r, (dof-k) ) ) );
    for(l=0; l<k; l++){
      gsl_matrix_set( work, k, l, gsl_ran_ugaussian(r) );
    }
  }
  gsl_matrix_memcpy(result,scale);
  gsl_linalg_cholesky_decomp(result);
  gsl_blas_dtrmm(CblasLeft,CblasLower,CblasNoTrans,CblasNonUnit,1.0,result,work);
  gsl_blas_dsyrk(CblasUpper,CblasNoTrans,1.0,work,0.0,result);
 
  return 0;
}
 
 
/***************************************************************************************
 *  Multivariate Normal density function and random number generator
 *  Multivariate Student t density function and random number generator
 *  Wishart random number generator
 *  Using GSL -> www.gnu.org/software/gsl
 *
 *  Copyright (C) 2006  Ralph dos Santos Silva
 *
 *  This program is free software; you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation; either version 2 of the License, or
 *  (at your option) any later version.
 *
 *  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
 *
 *  AUTHOR
 *     Ralph dos Santos Silva,  [EMAIL PROTECTED]
 *     March, 2006      
 ***************************************************************************************/
int rmvnorm(const gsl_rng *r, const int n, const gsl_vector *mean, const gsl_matrix *var, gsl_vector *result);
double dmvnorm(const int n, const gsl_vector *x, const gsl_vector *mean, const gsl_matrix *var);
int rmvt(const gsl_rng *r, const int n, const gsl_vector *location, const gsl_matrix *scale, const int dof, gsl_vector *result);
double dmvt(const int n, const gsl_vector *x, const gsl_vector *locationn, const gsl_matrix *scale, const int dof);
int rwishart(const gsl_rng *r, const int n, const int dof, const gsl_matrix *scale, gsl_matrix *result);
 
/***************************************************************************************
 *  A testing program for multivariate distributions
 *  Using GSL -> www.gnu.org/software/gsl
 *  Copyright (C) 2006  Ralph dos Santos Silva
 *
 *  This program is free software; you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation; either version 2 of the License, or
 *  (at your option) any later version.
 *
 *  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
 *
 *  AUTHOR
 *     Ralph dos Santos Silva,  [EMAIL PROTECTED]
 *     March, 2006      
 ***************************************************************************************/
#include <stdio.h>
#include <stdlib.h>
#include <stddef.h>
#include <time.h>
#include <math.h>
/* GSL - GNU Scientific Library  */
/* #define GSL_CHECK_RANGE_OFF   */
#include <gsl/gsl_math.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_cdf.h>
/* ----------------------------- */
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
/* ----------------------------- */
#include "rmv.h"
 
int main(){
  FILE *f;
  int k;
  unsigned long int initime;
  double result;
  gsl_vector *x = gsl_vector_calloc(3),
    *mean = gsl_vector_calloc(3);
  gsl_matrix *m = gsl_matrix_alloc(3,3),
    *rm = gsl_matrix_alloc(3,3);
  gsl_rng *r;
 
  time(&initime);
  r = gsl_rng_alloc(gsl_rng_mt19937);
  gsl_rng_set(r, initime);             
  printf("The SEED is %li.\n\n",initime);
 
  gsl_matrix_set(m,0,0, 1.0);
  gsl_matrix_set(m,0,1, 0.2);
  gsl_matrix_set(m,0,2,-0.9);
  gsl_matrix_set(m,1,0, 0.2);
  gsl_matrix_set(m,1,1, 1.0);
  gsl_matrix_set(m,1,2, 0.1);
  gsl_matrix_set(m,2,0,-0.9);
  gsl_matrix_set(m,2,1, 0.1);
  gsl_matrix_set(m,2,2, 1.0);
 
  gsl_vector_set(x,0,0.1);
  gsl_vector_set(x,1,0.1);
  gsl_vector_set(x,2,0.1);
  result = dmvnorm(3,x,mean,m);
  fprintf(stdout,"norm = %g\n", result);
 
  gsl_vector_set(x,0,0.1);
  gsl_vector_set(x,1,0.1);
  gsl_vector_set(x,2,0.1);
  result = dmvt(3,x,mean,m,5);
  fprintf(stdout,"t = %g\n", result);
 
  f = fopen("test-n.txt","w");
  for(k=0; k<10; k++){
    rmvnorm(r,3,mean,m,x);
    fprintf(f, "%g %g %g\n",gsl_vector_get(x,0),gsl_vector_get(x,1),gsl_vector_get(x,2));
  }
  fclose(f);
 
  f = fopen("test-t.txt","w");
  for(k=0; k<10; k++){
    rmvt(r,3,mean,m,5,x);
    fprintf(f, "%g %g %g\n",gsl_vector_get(x,0),gsl_vector_get(x,1),gsl_vector_get(x,2));
  }
  fclose(f);
 
  f = fopen("test-w.txt","w");
  for(k=0; k<1000; k++){
    rwishart(r,3,5,m,rm);
    fprintf(f, "%g %g %g\n",gsl_matrix_get(rm,0,0),gsl_matrix_get(rm,0,1),gsl_matrix_get(rm,0,2));
    fprintf(f, "%g %g %g\n",gsl_matrix_get(rm,1,0),gsl_matrix_get(rm,1,1),gsl_matrix_get(rm,1,2));
    fprintf(f, "%g %g %g\n",gsl_matrix_get(rm,2,0),gsl_matrix_get(rm,2,1),gsl_matrix_get(rm,2,2));
  }
  fclose(f);
 
  return 0;
}
Makefile
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# Copyright (C) 2006  Ralph dos Santos Silva
#LIBDIR = /home/rsilva1/local/libsun
LIBDIR = /usr/lib
INCLUDEDIR = /usr/include
 
LIBGSL = -lgsl
LIBCBLAS = -lcblas
LIBATLAS = -latlas
LIBMATH = -lm
 
CFLAGS = -O2 -static -g -Wall -W -DHAVE_INLINE -I$(INCLUDEDIR)
 
CC = gcc
 
.c.o:
        $(CC) $(CFLAGS) -c $<
 
all: test.o rmv.o
        $(CC) -o test test.o rmv.o -L$(LIBDIR) $(LIBGSL) $(LIBCBLAS) $(LIBATLAS) $(LIBMATH)
 
clean:
        rm -f *.o test
: