vsldstreamquantilerow.c

使用INTEL矢量统计类库的程序,包括以下功能: &#61623 Raw and central moments up to 4th order &#61623 Kurtosis and

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!  Content:
!    Calculation of quantiles, streaming data case  Example Program Text
!******************************************************************************/


#include "mkl.h"
#include "vsl_ss.h"
#include <stdio.h>

#define SEED    777
#define BRNG    VSL_BRNG_MCG31
#define METHOD  0

#define DIM 3      /* dimension of the task */ 
#define N   1000   /* number of observations */
#define M   11


#define EPS 0.01   /* accuracy of quantile computation */ 

int main()
{
    int i, j, status, errcode;
    VSLSSTaskPtr task;
    double x[DIM][N];  /* matrix of observations */
    double quant_order[M], quantiles[M*DIM];
    double params;
    VSLStreamStatePtr stream;
    double a=0.0,sigma=1.0;
    MKL_INT quant_order_n;
    MKL_INT x_storage;
    MKL_INT p, n, params_n;
    int fail=0;
    int indices[DIM]={1,0,0}; /* 1st component of the vector is processed */

    /***** Initialize *****/
    errcode = vslNewStream( &stream, BRNG,  SEED );
    if(errcode < 0) {printf("Error in VSL\n");return(0);}

    /***** Call RNG *****/
    errcode = vdRngGaussian( METHOD, stream, N*DIM, (double*)x, a, sigma );
    if(errcode < 0) {printf("Error in VSL\n");return(0);}

    /***** Deinitialize *****/
    errcode = vslDeleteStream( &stream );
    if(errcode < 0) {printf("Error in VSL\n");return(0);}
    
    /* parameters of the task and initialization */
    p = DIM;
    n = N;
    quant_order_n = M;
    x_storage = VSL_SS_MATRIX_ROWS_STORAGE;
    params = EPS;
    params_n = VSL_SS_STREAM_QUANTILES_ZW_PARAMS_N;

    /* Computation of deciles */
    for ( i = 0; i < M; i++ ) quant_order[i] = (double)i / (double)(M-1);
   
    /* creation of the task */
    status = vsldSSNewTask( &task, &p, &n, &x_storage, x, 0, indices );

    /* initialization of the task parameters */
    status =  vsldSSEditStreamQuantiles( task, &quant_order_n, quant_order, quantiles, &params_n, &params );

    /* Computation of deciles with accuracy eps */
    status = vsldSSCompute( task,
                         VSL_SS_STREAM_QUANTILES, VSL_SS_STREAM_QUANTILES_ZW_METHOD );

    /* deallocation of task resources */
    status = vslSSDeleteTask( &task );

    printf("1st 4 and last 4 observations in source matrix\n");
    for ( j = 0; j < DIM; j++ ) 
    {
        for ( i = 0; i < 4; i++ )
        {
            printf("%+.3f ", x[j][i] );
        }
        printf("     ...      ");
        for ( i = N-5; i < N; i++ )
        {
            printf("%+.3f ", x[j][i] );
        }
        printf("\n");
    }


    printf("Deciles of the observations for all variables:\n   ");
    for ( i = 0; i < M; i++ ) printf("D%i     ", i );
    printf("\n");
    for ( j = 0; j < DIM; j++ ) 
    {
        if(indices[j])
        {
            for ( i = 0; i < M; i++ ) printf("%+.3f ", quantiles[j*M + i] );
        }
        printf("\n");
    }

    if(fail)
    {
        printf("\nTEST FAILED\n");
    }
    else
    {
        printf("\nTEST PASSED\n");
    }

    return 0;
}