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#G.n::Int64 | |
#G.d::Int64 | |
#G.q::Int64 | |
#G.grid::Array{Float64,G.n,G.d} | |
#G.lvl_s::Array{Float64,G.n,G.d} | |
#G.lvl_l::Array{Float64,G.q+1} indices partitioning 1:G.n | |
using Sparse | |
# a simple triangular function | |
function basis_func(x::Float64,xij::Float64,mi::Float64) :inline | |
if (mi==1) | |
return 1.0 | |
elseif (abs(x-xij)<(1.0/(mi-1.0))) | |
return (1.0-(mi-1.0)*abs(x-xij)) | |
else | |
return 0.0 | |
end | |
end | |
function w_getj(G::sparse_grid,A::Vector{Float64}) | |
Aold = zeros(G.n) | |
dA = zeros(G.n) | |
w = zeros(G.n) | |
@inbounds w[1] = A[1] | |
fill!(dA,w[1]) | |
Aold += A[1] | |
for q in 1:G.q | |
# @inbounds w[G.lvl_l[q]:G.lvl_l[q+1]-1]=A[G.lvl_l[q]:G.lvl_l[q+1]-1]-Aold[G.lvl_l[q]:G.lvl_l[q+1]-1] | |
for i = G.lvl_l[q]:G.lvl_l[q+1]-1 | |
@inbounds w[i] = A[i] - Aold[i] | |
end | |
@simd for i in 1:G.n | |
temp = 0.0 | |
@inbounds dA[i] = 0.0 | |
for ii in G.lvl_l[q]:G.lvl_l[q+1]-1 | |
temp2=1.0 | |
for d=1:G.d | |
@inbounds temp2 *= basis_func(G.grid[i,d],G.grid[ii,d],G.lvl_s[ii,d]) | |
end | |
@inbounds temp += temp2*w[ii] | |
end | |
@inbounds dA[i] = temp | |
end | |
# Aold += dA | |
for i = 1:G.n | |
Aold[i] += dA[i] | |
end | |
end | |
return w | |
end | |
G = grid_CC(6,3) | |
A = sin(G.grid[:,1])+cos(G.grid[:,2]).^2 | |
@time for i = 1:100 w_get(G,A) end | |
@time for i = 1:100 w_getj(G,A) end | |
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