Added error heuristic with region size.

main/compilation-tests/multiple-parameters-sequence.cc

@@ -89,7 +89,7 @@ int main() {
  LoggerProgress logger("New Fubini");
  std::vector<float> sol(bins,0.0f); 
  integrate(integrator_adaptive_fubini_variance_reduction_parallel<4>(
- nested(simpson,trapezoidal),error_heuristic_default(error_metric_absolute()),128,10,
+ nested(simpson,trapezoidal),error_heuristic_size(error_metric_absolute(),1.e-5),128,10,
  rr_error_region(),cv_optimize_weight(),region_sampling_uniform(),samples*10),
  sol,f,range_infinite(-1.0,-1.0,1.0,1.0),logger);
  for (float v : sol) std::cout<<std::fixed<<std::setprecision(2)<<std::setw(4)<<v<<" ";

src/nested/error-heuristic.h

@@ -18,5 +18,31 @@ class error_heuristic_default {
  }
 };
 
+template<typename ErrorMetric>
+class error_heuristic_size {
+ ErrorMetric error_metric;
+ double size_weight;
+public:
+ error_heuristic_size(const ErrorMetric& em, double sw = 1.e-5) : 
+ error_metric(em), size_weight(sw) {}
+
+ template<typename R>
+ auto operator()(const R& region) const {
+ auto max_err = region.error(0,error_metric);
+ max_err += size_weight*std::abs(region.range().max(0) - region.range().min(0)); 
+ std::size_t max_dim = 0; 
+ auto err = max_err;
+ for (std::size_t d = 1; d<R::dimensions; ++d) {
+ err = region.error(d,error_metric) + 
+ size_weight*std::abs(region.range().max(d) - region.range().min(d));
+ if (err>max_err) {
+ max_err = err; max_dim = d;
+ }
+ }
+ return std::tuple(max_err,max_dim);
+ } 
+};
+
+
 
 }