1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Globalization;
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25 | using System.Linq;
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26 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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27 | using HeuristicLab.Random;
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28 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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29 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Tests {
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30 |
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31 |
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32 | [TestClass]
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33 | public class SymbolicDataAnalysisExpressionTreeInterpreterTest {
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34 | private const int N = 1000;
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35 | private const int Rows = 1000;
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36 | private const int Columns = 50;
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37 |
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38 | private static Dataset ds = new Dataset(new string[] { "Y", "A", "B" }, new double[,] {
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39 | { 1.0, 1.0, 1.0 },
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40 | { 2.0, 2.0, 2.0 },
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41 | { 3.0, 1.0, 2.0 },
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42 | { 4.0, 1.0, 1.0 },
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43 | { 5.0, 2.0, 2.0 },
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44 | { 6.0, 1.0, 2.0 },
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45 | { 7.0, 1.0, 1.0 },
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46 | { 8.0, 2.0, 2.0 },
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47 | { 9.0, 1.0, 2.0 },
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48 | { 10.0, 1.0, 1.0 },
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49 | { 11.0, 2.0, 2.0 },
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50 | { 12.0, 1.0, 2.0 }
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51 | });
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52 |
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53 | [TestMethod]
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54 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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55 | [TestProperty("Time", "long")]
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56 | public void StandardInterpreterTestTypeCoherentGrammarPerformance() {
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57 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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58 | }
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59 | [TestMethod]
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60 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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61 | [TestProperty("Time", "long")]
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62 | public void StandardInterpreterTestFullGrammarPerformance() {
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63 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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64 | }
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65 | [TestMethod]
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66 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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67 | [TestProperty("Time", "long")]
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68 | public void StandardInterpreterTestArithmeticGrammarPerformance() {
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69 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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70 | }
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71 |
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72 |
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73 | [TestMethod]
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74 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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75 | [TestProperty("Time", "long")]
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76 | public void ILEmittingInterpreterTestTypeCoherentGrammarPerformance() {
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77 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(), 7.5e6);
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78 | }
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79 | [TestMethod]
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80 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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81 | [TestProperty("Time", "long")]
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82 | public void ILEmittingInterpreterTestFullGrammarPerformance() {
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83 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(), 7.5e6);
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84 | }
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85 | [TestMethod]
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86 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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87 | [TestProperty("Time", "long")]
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88 | public void ILEmittingInterpreterTestArithmeticGrammarPerformance() {
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89 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(), 7.5e6);
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90 | }
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91 |
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92 |
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93 | [TestMethod]
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94 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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95 | [TestProperty("Time", "long")]
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96 | public void LinearInterpreterTestTypeCoherentGrammarPerformance() {
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97 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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98 | }
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99 | [TestMethod]
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100 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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101 | [TestProperty("Time", "long")]
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102 | public void LinearInterpreterTestFullGrammarPerformance() {
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103 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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104 | }
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105 | [TestMethod]
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106 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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107 | [TestProperty("Time", "long")]
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108 | public void LinearInterpreterTestArithmeticGrammarPerformance() {
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109 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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110 | }
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111 |
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112 | private void TestTypeCoherentGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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113 | var twister = new MersenneTwister(31415);
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114 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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115 | var grammar = new TypeCoherentExpressionGrammar();
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116 | grammar.ConfigureAsDefaultRegressionGrammar();
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117 | grammar.MaximumFunctionArguments = 0;
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118 | grammar.MaximumFunctionDefinitions = 0;
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119 | grammar.MinimumFunctionArguments = 0;
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120 | grammar.MinimumFunctionDefinitions = 0;
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121 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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122 | foreach (ISymbolicExpressionTree tree in randomTrees) {
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123 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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124 | }
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125 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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126 | //mkommend: commented due to performance issues on the builder
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127 | // Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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128 | }
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129 |
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130 | private void TestFullGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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131 | var twister = new MersenneTwister(31415);
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132 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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133 | var grammar = new FullFunctionalExpressionGrammar();
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134 | grammar.MaximumFunctionArguments = 0;
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135 | grammar.MaximumFunctionDefinitions = 0;
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136 | grammar.MinimumFunctionArguments = 0;
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137 | grammar.MinimumFunctionDefinitions = 0;
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138 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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139 | foreach (ISymbolicExpressionTree tree in randomTrees) {
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140 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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141 | }
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142 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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143 | //mkommend: commented due to performance issues on the builder
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144 | //Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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145 | }
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146 |
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147 | private void TestArithmeticGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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148 | var twister = new MersenneTwister(31415);
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149 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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150 | var grammar = new ArithmeticExpressionGrammar();
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151 | grammar.MaximumFunctionArguments = 0;
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152 | grammar.MaximumFunctionDefinitions = 0;
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153 | grammar.MinimumFunctionArguments = 0;
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154 | grammar.MinimumFunctionDefinitions = 0;
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155 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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156 | foreach (SymbolicExpressionTree tree in randomTrees) {
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157 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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158 | }
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159 |
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160 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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161 | //mkommend: commented due to performance issues on the builder
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162 | //Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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163 | }
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164 |
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165 |
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166 | /// <summary>
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167 | ///A test for Evaluate
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168 | ///</summary>
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169 | [TestMethod]
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170 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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171 | [TestProperty("Time", "short")]
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172 | public void StandardInterpreterTestEvaluation() {
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173 | var interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
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174 | EvaluateTerminals(interpreter, ds);
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175 | EvaluateOperations(interpreter, ds);
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176 | EvaluateAdf(interpreter, ds);
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177 | }
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178 |
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179 | [TestMethod]
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180 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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181 | [TestProperty("Time", "short")]
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182 | public void ILEmittingInterpreterTestEvaluation() {
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183 | var interpreter = new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter();
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184 | EvaluateTerminals(interpreter, ds);
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185 | EvaluateOperations(interpreter, ds);
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186 | }
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187 |
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188 | [TestMethod]
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189 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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190 | [TestProperty("Time", "short")]
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191 | public void LinearInterpreterTestEvaluation() {
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192 | var interpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter();
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193 |
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194 | //ADFs are not supported by the linear interpreter
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195 | EvaluateTerminals(interpreter, ds);
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196 | EvaluateOperations(interpreter, ds);
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197 | }
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198 |
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199 | private void EvaluateTerminals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, Dataset ds) {
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200 | // constants
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201 | Evaluate(interpreter, ds, "(+ 1.5 3.5)", 0, 5.0);
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202 |
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203 | // variables
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204 | Evaluate(interpreter, ds, "(variable 2.0 a)", 0, 2.0);
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205 | Evaluate(interpreter, ds, "(variable 2.0 a)", 1, 4.0);
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206 | }
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207 |
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208 | private void EvaluateAdf(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, Dataset ds) {
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209 |
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210 | // ADF
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211 | Evaluate(interpreter, ds, @"(PROG
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212 | (MAIN
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213 | (CALL ADF0))
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214 | (defun ADF0 1.0))", 1, 1.0);
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215 | Evaluate(interpreter, ds, @"(PROG
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216 | (MAIN
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217 | (* (CALL ADF0) (CALL ADF0)))
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218 | (defun ADF0 2.0))", 1, 4.0);
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219 | Evaluate(interpreter, ds, @"(PROG
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220 | (MAIN
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221 | (CALL ADF0 2.0 3.0))
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222 | (defun ADF0
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223 | (+ (ARG 0) (ARG 1))))", 1, 5.0);
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224 | Evaluate(interpreter, ds, @"(PROG
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225 | (MAIN (CALL ADF1 2.0 3.0))
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226 | (defun ADF0
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227 | (- (ARG 1) (ARG 0)))
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228 | (defun ADF1
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229 | (+ (CALL ADF0 (ARG 1) (ARG 0))
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230 | (CALL ADF0 (ARG 0) (ARG 1)))))", 1, 0.0);
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231 | Evaluate(interpreter, ds, @"(PROG
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232 | (MAIN (CALL ADF1 (variable 2.0 a) 3.0))
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233 | (defun ADF0
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234 | (- (ARG 1) (ARG 0)))
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235 | (defun ADF1
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236 | (CALL ADF0 (ARG 1) (ARG 0))))", 1, 1.0);
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237 | Evaluate(interpreter, ds,
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238 | @"(PROG
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239 | (MAIN (CALL ADF1 (variable 2.0 a) 3.0))
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240 | (defun ADF0
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241 | (- (ARG 1) (ARG 0)))
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242 | (defun ADF1
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243 | (+ (CALL ADF0 (ARG 1) (ARG 0))
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244 | (CALL ADF0 (ARG 0) (ARG 1)))))", 1, 0.0);
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245 | }
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246 |
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247 | private void EvaluateOperations(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, Dataset ds) {
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248 | // addition
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249 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ))", 1, 4.0);
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250 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ) (variable 3.0 b ))", 0, 5.0);
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251 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ) (variable 3.0 b ))", 1, 10.0);
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252 | Evaluate(interpreter, ds, "(+ (variable 2.0 a) (variable 3.0 b ))", 2, 8.0);
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253 | Evaluate(interpreter, ds, "(+ 8.0 2.0 2.0)", 0, 12.0);
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254 |
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255 | // subtraction
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256 | Evaluate(interpreter, ds, "(- (variable 2.0 a ))", 1, -4.0);
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257 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b))", 0, -1.0);
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258 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b ))", 1, -2.0);
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259 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b ))", 2, -4.0);
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260 | Evaluate(interpreter, ds, "(- 8.0 2.0 2.0)", 0, 4.0);
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261 |
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262 | // multiplication
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263 | Evaluate(interpreter, ds, "(* (variable 2.0 a ))", 0, 2.0);
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264 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 0, 6.0);
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265 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 1, 24.0);
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266 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 2, 12.0);
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267 | Evaluate(interpreter, ds, "(* 8.0 2.0 2.0)", 0, 32.0);
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268 |
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269 | // division
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270 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ))", 1, 1.0 / 4.0);
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271 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ) 2.0)", 0, 1.0);
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272 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ) 2.0)", 1, 2.0);
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273 | Evaluate(interpreter, ds, "(/ (variable 3.0 b ) 2.0)", 2, 3.0);
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274 | Evaluate(interpreter, ds, "(/ 8.0 2.0 2.0)", 0, 2.0);
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275 |
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276 | // gt
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277 | Evaluate(interpreter, ds, "(> (variable 2.0 a) 2.0)", 0, -1.0);
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278 | Evaluate(interpreter, ds, "(> 2.0 (variable 2.0 a))", 0, -1.0);
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279 | Evaluate(interpreter, ds, "(> (variable 2.0 a) 1.9)", 0, 1.0);
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280 | Evaluate(interpreter, ds, "(> 1.9 (variable 2.0 a))", 0, -1.0);
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281 | Evaluate(interpreter, ds, "(> (log -1.0) (log -1.0))", 0, -1.0); // (> nan nan) should be false
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282 |
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283 | // lt
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284 | Evaluate(interpreter, ds, "(< (variable 2.0 a) 2.0)", 0, -1.0);
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285 | Evaluate(interpreter, ds, "(< 2.0 (variable 2.0 a))", 0, -1.0);
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286 | Evaluate(interpreter, ds, "(< (variable 2.0 a) 1.9)", 0, -1.0);
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287 | Evaluate(interpreter, ds, "(< 1.9 (variable 2.0 a))", 0, 1.0);
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288 | Evaluate(interpreter, ds, "(< (log -1.0) (log -1.0))", 0, -1.0); // (< nan nan) should be false
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289 |
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290 | // If
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291 | Evaluate(interpreter, ds, "(if -10.0 2.0 3.0)", 0, 3.0);
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292 | Evaluate(interpreter, ds, "(if -1.0 2.0 3.0)", 0, 3.0);
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293 | Evaluate(interpreter, ds, "(if 0.0 2.0 3.0)", 0, 3.0);
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294 | Evaluate(interpreter, ds, "(if 1.0 2.0 3.0)", 0, 2.0);
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295 | Evaluate(interpreter, ds, "(if 10.0 2.0 3.0)", 0, 2.0);
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296 | Evaluate(interpreter, ds, "(if (log -1.0) 2.0 3.0)", 0, 3.0); // if(nan) should return the else branch
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297 |
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298 | // NOT
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299 | Evaluate(interpreter, ds, "(not -1.0)", 0, 1.0);
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300 | Evaluate(interpreter, ds, "(not -2.0)", 0, 1.0);
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301 | Evaluate(interpreter, ds, "(not 1.0)", 0, -1.0);
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302 | Evaluate(interpreter, ds, "(not 2.0)", 0, -1.0);
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303 | Evaluate(interpreter, ds, "(not 0.0)", 0, 1.0);
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304 | Evaluate(interpreter, ds, "(not (log -1.0))", 0, 1.0);
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305 |
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306 | // AND
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307 | Evaluate(interpreter, ds, "(and -1.0 -2.0)", 0, -1.0);
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308 | Evaluate(interpreter, ds, "(and -1.0 2.0)", 0, -1.0);
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309 | Evaluate(interpreter, ds, "(and 1.0 -2.0)", 0, -1.0);
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310 | Evaluate(interpreter, ds, "(and 1.0 0.0)", 0, -1.0);
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311 | Evaluate(interpreter, ds, "(and 0.0 0.0)", 0, -1.0);
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312 | Evaluate(interpreter, ds, "(and 1.0 2.0)", 0, 1.0);
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313 | Evaluate(interpreter, ds, "(and 1.0 2.0 3.0)", 0, 1.0);
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314 | Evaluate(interpreter, ds, "(and 1.0 -2.0 3.0)", 0, -1.0);
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315 | Evaluate(interpreter, ds, "(and (log -1.0))", 0, -1.0); // (and NaN)
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316 | Evaluate(interpreter, ds, "(and (log -1.0) 1.0)", 0, -1.0); // (and NaN 1.0)
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317 |
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318 |
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319 | // OR
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320 | Evaluate(interpreter, ds, "(or -1.0 -2.0)", 0, -1.0);
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321 | Evaluate(interpreter, ds, "(or -1.0 2.0)", 0, 1.0);
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322 | Evaluate(interpreter, ds, "(or 1.0 -2.0)", 0, 1.0);
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323 | Evaluate(interpreter, ds, "(or 1.0 2.0)", 0, 1.0);
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324 | Evaluate(interpreter, ds, "(or 0.0 0.0)", 0, -1.0);
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325 | Evaluate(interpreter, ds, "(or -1.0 -2.0 -3.0)", 0, -1.0);
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326 | Evaluate(interpreter, ds, "(or -1.0 -2.0 3.0)", 0, 1.0);
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327 | Evaluate(interpreter, ds, "(or (log -1.0))", 0, -1.0); // (or NaN)
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328 | Evaluate(interpreter, ds, "(or (log -1.0) 1.0)", 0, -1.0); // (or NaN 1.0)
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329 |
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330 | // sin, cos, tan
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331 | Evaluate(interpreter, ds, "(sin " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, 0.0);
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332 | Evaluate(interpreter, ds, "(sin 0.0)", 0, 0.0);
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333 | Evaluate(interpreter, ds, "(cos " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, -1.0);
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334 | Evaluate(interpreter, ds, "(cos 0.0)", 0, 1.0);
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335 | Evaluate(interpreter, ds, "(tan " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, Math.Tan(Math.PI));
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336 | Evaluate(interpreter, ds, "(tan 0.0)", 0, Math.Tan(Math.PI));
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337 |
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338 | // exp, log
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339 | Evaluate(interpreter, ds, "(log (exp 7.0))", 0, Math.Log(Math.Exp(7)));
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340 | Evaluate(interpreter, ds, "(exp (log 7.0))", 0, Math.Exp(Math.Log(7)));
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341 | Evaluate(interpreter, ds, "(log -3.0)", 0, Math.Log(-3));
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342 |
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343 | // power
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344 | Evaluate(interpreter, ds, "(pow 2.0 3.0)", 0, 8.0);
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345 | Evaluate(interpreter, ds, "(pow 4.0 0.5)", 0, 1.0); // interpreter should round to the nearest integer value value (.5 is rounded to the even number)
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346 | Evaluate(interpreter, ds, "(pow 4.0 2.5)", 0, 16.0); // interpreter should round to the nearest integer value value (.5 is rounded to the even number)
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347 | Evaluate(interpreter, ds, "(pow -2.0 3.0)", 0, -8.0);
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348 | Evaluate(interpreter, ds, "(pow 2.0 -3.0)", 0, 1.0 / 8.0);
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349 | Evaluate(interpreter, ds, "(pow -2.0 -3.0)", 0, -1.0 / 8.0);
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350 |
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351 | // root
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352 | Evaluate(interpreter, ds, "(root 9.0 2.0)", 0, 3.0);
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353 | Evaluate(interpreter, ds, "(root 27.0 3.0)", 0, 3.0);
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354 | Evaluate(interpreter, ds, "(root 2.0 -3.0)", 0, Math.Pow(2.0, -1.0 / 3.0));
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355 |
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356 | // mean
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357 | Evaluate(interpreter, ds, "(mean -1.0 1.0 -1.0)", 0, -1.0 / 3.0);
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358 |
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359 | // lag
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360 | Evaluate(interpreter, ds, "(lagVariable 1.0 a -1) ", 1, ds.GetDoubleValue("A", 0));
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361 | Evaluate(interpreter, ds, "(lagVariable 1.0 a -1) ", 2, ds.GetDoubleValue("A", 1));
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362 | Evaluate(interpreter, ds, "(lagVariable 1.0 a 0) ", 2, ds.GetDoubleValue("A", 2));
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363 | Evaluate(interpreter, ds, "(lagVariable 1.0 a 1) ", 0, ds.GetDoubleValue("A", 1));
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364 |
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365 | // integral
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366 | Evaluate(interpreter, ds, "(integral -1.0 (variable 1.0 a)) ", 1, ds.GetDoubleValue("A", 0) + ds.GetDoubleValue("A", 1));
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367 | Evaluate(interpreter, ds, "(integral -1.0 (lagVariable 1.0 a 1)) ", 1, ds.GetDoubleValue("A", 1) + ds.GetDoubleValue("A", 2));
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368 | Evaluate(interpreter, ds, "(integral -2.0 (variable 1.0 a)) ", 2, ds.GetDoubleValue("A", 0) + ds.GetDoubleValue("A", 1) + ds.GetDoubleValue("A", 2));
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369 | Evaluate(interpreter, ds, "(integral -1.0 (* (variable 1.0 a) (variable 1.0 b)))", 1, ds.GetDoubleValue("A", 0) * ds.GetDoubleValue("B", 0) + ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 1));
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370 | Evaluate(interpreter, ds, "(integral -2.0 3.0)", 1, 9.0);
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371 |
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372 | // derivative
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373 | // (f_0 + 2 * f_1 - 2 * f_3 - f_4) / 8; // h = 1
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374 | Evaluate(interpreter, ds, "(diff (variable 1.0 a)) ", 5, (ds.GetDoubleValue("A", 5) + 2 * ds.GetDoubleValue("A", 4) - 2 * ds.GetDoubleValue("A", 2) - ds.GetDoubleValue("A", 1)) / 8.0);
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375 | Evaluate(interpreter, ds, "(diff (variable 1.0 b)) ", 5, (ds.GetDoubleValue("B", 5) + 2 * ds.GetDoubleValue("B", 4) - 2 * ds.GetDoubleValue("B", 2) - ds.GetDoubleValue("B", 1)) / 8.0);
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376 | Evaluate(interpreter, ds, "(diff (* (variable 1.0 a) (variable 1.0 b)))", 5, +
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377 | (ds.GetDoubleValue("A", 5) * ds.GetDoubleValue("B", 5) +
|
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378 | 2 * ds.GetDoubleValue("A", 4) * ds.GetDoubleValue("B", 4) -
|
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379 | 2 * ds.GetDoubleValue("A", 2) * ds.GetDoubleValue("B", 2) -
|
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380 | ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 1)) / 8.0);
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381 | Evaluate(interpreter, ds, "(diff -2.0 3.0)", 5, 0.0);
|
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382 |
|
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383 | // timelag
|
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384 | Evaluate(interpreter, ds, "(lag -1.0 (lagVariable 1.0 a 2)) ", 1, ds.GetDoubleValue("A", 2));
|
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385 | Evaluate(interpreter, ds, "(lag -2.0 (lagVariable 1.0 a 2)) ", 2, ds.GetDoubleValue("A", 2));
|
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386 | Evaluate(interpreter, ds, "(lag -1.0 (* (lagVariable 1.0 a 1) (lagVariable 1.0 b 2)))", 1, ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 2));
|
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387 | Evaluate(interpreter, ds, "(lag -2.0 3.0)", 1, 3.0);
|
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388 |
|
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389 | {
|
---|
390 | // special functions
|
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391 | Action<double> checkAiry = (x) => {
|
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392 | double ai, aip, bi, bip;
|
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393 | alglib.airy(x, out ai, out aip, out bi, out bip);
|
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394 | Evaluate(interpreter, ds, "(airya " + x + ")", 0, ai);
|
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395 | Evaluate(interpreter, ds, "(airyb " + x + ")", 0, bi);
|
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396 | };
|
---|
397 |
|
---|
398 | Action<double> checkBessel = (x) => {
|
---|
399 | Evaluate(interpreter, ds, "(bessel " + x + ")", 0, alglib.besseli0(x));
|
---|
400 | };
|
---|
401 |
|
---|
402 | Action<double> checkSinCosIntegrals = (x) => {
|
---|
403 | double si, ci;
|
---|
404 | alglib.sinecosineintegrals(x, out si, out ci);
|
---|
405 | Evaluate(interpreter, ds, "(cosint " + x + ")", 0, ci);
|
---|
406 | Evaluate(interpreter, ds, "(sinint " + x + ")", 0, si);
|
---|
407 | };
|
---|
408 | Action<double> checkHypSinCosIntegrals = (x) => {
|
---|
409 | double shi, chi;
|
---|
410 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
|
---|
411 | Evaluate(interpreter, ds, "(hypcosint " + x + ")", 0, chi);
|
---|
412 | Evaluate(interpreter, ds, "(hypsinint " + x + ")", 0, shi);
|
---|
413 | };
|
---|
414 | Action<double> checkFresnelSinCosIntegrals = (x) => {
|
---|
415 | double c = 0, s = 0;
|
---|
416 | alglib.fresnelintegral(x, ref c, ref s);
|
---|
417 | Evaluate(interpreter, ds, "(fresnelcosint " + x + ")", 0, c);
|
---|
418 | Evaluate(interpreter, ds, "(fresnelsinint " + x + ")", 0, s);
|
---|
419 | };
|
---|
420 | Action<double> checkNormErf = (x) => {
|
---|
421 | Evaluate(interpreter, ds, "(norm " + x + ")", 0, alglib.normaldistribution(x));
|
---|
422 | Evaluate(interpreter, ds, "(erf " + x + ")", 0, alglib.errorfunction(x));
|
---|
423 | };
|
---|
424 |
|
---|
425 | Action<double> checkGamma = (x) => {
|
---|
426 | Evaluate(interpreter, ds, "(gamma " + x + ")", 0, alglib.gammafunction(x));
|
---|
427 | };
|
---|
428 | Action<double> checkPsi = (x) => {
|
---|
429 | try {
|
---|
430 | Evaluate(interpreter, ds, "(psi " + x + ")", 0, alglib.psi(x));
|
---|
431 | }
|
---|
432 | catch (alglib.alglibexception) { // ignore cases where alglib throws an exception
|
---|
433 | }
|
---|
434 | };
|
---|
435 | Action<double> checkDawson = (x) => {
|
---|
436 | Evaluate(interpreter, ds, "(dawson " + x + ")", 0, alglib.dawsonintegral(x));
|
---|
437 | };
|
---|
438 | Action<double> checkExpInt = (x) => {
|
---|
439 | Evaluate(interpreter, ds, "(expint " + x + ")", 0, alglib.exponentialintegralei(x));
|
---|
440 | };
|
---|
441 |
|
---|
442 |
|
---|
443 |
|
---|
444 | foreach (var e in new[] { -2.0, -1.0, 0.0, 1.0, 2.0 }) {
|
---|
445 | checkAiry(e);
|
---|
446 | checkBessel(e);
|
---|
447 | checkSinCosIntegrals(e);
|
---|
448 | checkGamma(e);
|
---|
449 | checkExpInt(e);
|
---|
450 | checkDawson(e);
|
---|
451 | checkPsi(e);
|
---|
452 | checkNormErf(e);
|
---|
453 | checkFresnelSinCosIntegrals(e);
|
---|
454 | checkHypSinCosIntegrals(e);
|
---|
455 | }
|
---|
456 | }
|
---|
457 | }
|
---|
458 |
|
---|
459 | private void Evaluate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, Dataset ds, string expr, int index, double expected) {
|
---|
460 | var importer = new SymbolicExpressionImporter();
|
---|
461 | ISymbolicExpressionTree tree = importer.Import(expr);
|
---|
462 |
|
---|
463 | double actual = interpreter.GetSymbolicExpressionTreeValues(tree, ds, Enumerable.Range(index, 1)).First();
|
---|
464 |
|
---|
465 | Assert.IsFalse(double.IsNaN(actual) && !double.IsNaN(expected));
|
---|
466 | Assert.IsFalse(!double.IsNaN(actual) && double.IsNaN(expected));
|
---|
467 | Assert.AreEqual(expected, actual, 1.0E-12, expr);
|
---|
468 | }
|
---|
469 | }
|
---|
470 | }
|
---|