From: Steinar H. Gunderson Date: Wed, 10 Oct 2007 22:01:24 +0000 (+0200) Subject: Make a common function for the Simpson integration stuff. X-Git-Url: https://git.sesse.net/?p=foosball;a=commitdiff_plain;h=cfdaa9835398e670f3847222f293545952155918 Make a common function for the Simpson integration stuff. --- diff --git a/foosrank.cpp b/foosrank.cpp index f166182..ba24d02 100644 --- a/foosrank.cpp +++ b/foosrank.cpp @@ -19,6 +19,25 @@ double prob_score_real(int k, double a, double prodai, double kfac, double rd_no double prodai(int k, double a); double fac(int x); +// Numerical integration using Simpson's rule +template +double simpson_integrate(const T &evaluator, double from, double to, double step) +{ + int n = int((to - from) / step + 0.5); + double h = (to - from) / n; + double sum = evaluator(from); + + for (int i = 1; i < n; i += 2) { + sum += 4.0 * evaluator(from + i * h); + } + for (int i = 2; i < n; i += 2) { + sum += 2.0 * evaluator(from + i * h); + } + sum += evaluator(to); + + return (h/3.0) * sum; +} + // probability of match ending k-a (k>a) when winnerR - loserR = RD // // +inf @@ -86,7 +105,23 @@ double fac(int x) // Set the last parameter to 1.0 if player 1 won, or -1.0 if player 2 won. // In the latter case, ProbScore will be given (r1-r2) instead of (r2-r1). // -static inline double evaluate_int_point(int k, double a, double prodai_precompute, double kfac_precompute, double r1, double mu2, double sigma2, double winfac, double x); +class ProbScoreEvaluator { +private: + int k; + double a; + double prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac; + +public: + ProbScoreEvaluator(int k, double a, double prodai_precompute, double kfac_precompute, double r1, double mu2, double sigma2, double winfac) + : k(k), a(a), prodai_precompute(prodai_precompute), kfac_precompute(kfac_precompute), r1(r1), mu2(mu2), sigma2(sigma2), winfac(winfac) {} + inline double operator() (double x) const + { + double probscore = prob_score_real(k, a, prodai_precompute, kfac_precompute, (x - r1)*winfac); + double z = (x - mu2)/sigma2; + double gaussian = exp(-(z*z/2.0)); + return probscore * gaussian; + } +}; double opponent_rating_pdf(int k, double a, double r1, double mu2, double sigma2, double winfac) { @@ -94,27 +129,7 @@ double opponent_rating_pdf(int k, double a, double r1, double mu2, double sigma2 double kfac_precompute = fac(k-1); winfac /= rating_constant; - int n = int(3000.0 / int_step_size + 0.5); - double h = 3000.0 / double(n); - double sum = evaluate_int_point(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac, 0.0); - - for (int i = 1; i < n; i += 2) { - sum += 4.0 * evaluate_int_point(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac, i * h); - } - for (int i = 2; i < n; i += 2) { - sum += 2.0 * evaluate_int_point(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac, i * h); - } - sum += evaluate_int_point(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac, 3000.0); - - return (h/3.0) * sum; -} - -static inline double evaluate_int_point(int k, double a, double prodai_precompute, double kfac_precompute, double r1, double mu2, double sigma2, double winfac, double x) -{ - double probscore = prob_score_real(k, a, prodai_precompute, kfac_precompute, (x - r1)*winfac); - double z = (x - mu2)/sigma2; - double gaussian = exp(-(z*z/2.0)); - return probscore * gaussian; + return simpson_integrate(ProbScoreEvaluator(k, a, prodai_precompute, kfac_precompute, r1, mu2, sigma2, winfac), 0.0, 3000.0, int_step_size); } // normalize the curve so we know that A ~= 1