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remove new covariance routine regression code

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This commit is contained in:
Antonin Portelli
2021-12-20 01:29:29 +01:00
parent 57c6004797
commit 24a7b9c203
3 changed files with 1 additions and 244 deletions
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7
examples/Makefile.am
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@ -20,8 +20,7 @@ noinst_PROGRAMS = \
exPValue \
exRand \
exRootFinder \
exThreadPool \
exVarBenchmark
exThreadPool
exCompiledDoubleFunction_SOURCES = exCompiledDoubleFunction.cpp
exCompiledDoubleFunction_CXXFLAGS = $(COM_CXXFLAGS)
@ -79,8 +78,4 @@ exThreadPool_SOURCES = exThreadPool.cpp
exThreadPool_CXXFLAGS = $(COM_CXXFLAGS)
exThreadPool_LDFLAGS = -L../lib/.libs -lLatAnalyze
exVarBenchmark_SOURCES = exVarBenchmark.cpp
exVarBenchmark_CXXFLAGS = $(COM_CXXFLAGS)
exVarBenchmark_LDFLAGS = -L../lib/.libs -lLatAnalyze
ACLOCAL_AMFLAGS = -I .buildutils/m4

119
examples/exVarBenchmark.cpp
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@ -1,119 +0,0 @@
#include <LatAnalyze/Io/Io.hpp>
#include <LatAnalyze/Functional/CompiledFunction.hpp>
#include <LatAnalyze/Core/Plot.hpp>
#include <LatAnalyze/Statistics/Random.hpp>
#include <LatAnalyze/Statistics/MatSample.hpp>
using namespace std;
using namespace Latan;
constexpr Index size = 1000;
constexpr Index nSample = 2000;
int main(void)
{
random_device rd;
DMat var(size, size);
DVec mean(size);
DMatSample sample(nSample, size, 1), sample2(nSample, size, 1);
cout << "-- generating " << nSample << " Gaussian random vectors..." << endl;
var = DMat::Random(size, size);
var *= var.adjoint();
mean = DVec::Random(size);
RandomNormal mgauss(mean, var, rd());
sample[central] = mgauss();
FOR_STAT_ARRAY(sample, s)
{
sample[s] = mgauss();
}
sample2[central] = mgauss();
FOR_STAT_ARRAY(sample, s)
{
sample2[s] = mgauss();
}
cout << "-- check new routines" << endl;
DMat v, vo;
cout << "var" << endl;
auto start = chrono::high_resolution_clock::now();
vo = sample.varianceOld();
auto end = chrono::high_resolution_clock::now();
chrono::duration<double> diff = end - start;
cout << "time " << diff.count() << endl;
start = chrono::high_resolution_clock::now();
v = sample.variance();
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
cout << "diff " << (v - vo).norm() << endl;
cout << "cov" << endl;
start = chrono::high_resolution_clock::now();
vo = sample.covarianceOld(sample2);
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
start = chrono::high_resolution_clock::now();
v = sample.covariance(sample2);
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
cout << "diff " << (v - vo).norm() << endl;
cout << "mean" << endl;
start = chrono::high_resolution_clock::now();
vo = sample.meanOld(3, 5);
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
start = chrono::high_resolution_clock::now();
v = sample.mean(3, 5);
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
cout << "diff " << (v - vo).norm() << endl;
cout << "varmat" << endl;
start = chrono::high_resolution_clock::now();
vo = sample.varianceMatrixOld();
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
start = chrono::high_resolution_clock::now();
v = sample.varianceMatrix();
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
cout << "diff " << (v - vo).norm() << endl;
cout << "covarmat" << endl;
start = chrono::high_resolution_clock::now();
vo = sample.covarianceMatrixOld(sample2);
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
start = chrono::high_resolution_clock::now();
v = sample.covarianceMatrix(sample2);
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
cout << "diff " << (v - vo).norm() << endl;
cout << "corrmat" << endl;
start = chrono::high_resolution_clock::now();
vo = sample.correlationMatrixOld();
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
start = chrono::high_resolution_clock::now();
v = sample.correlationMatrix();
end = chrono::high_resolution_clock::now();
diff = end - start;
cout << "time " << diff.count() << endl;
cout << "diff " << (v - vo).norm() << endl;
return EXIT_SUCCESS;
}