Running average

3 files changed, 129 insertions, 11 deletions

diff --git a/src/main.c b/src/main.c
index 9962c77..cbae30e 100644
--- a/src/main.c
+++ b/src/main.c
@@ -25,6 +25,7 @@ typedef struct nstrophy_parameters {
   double delta;
   double L;
   unsigned int print_freq;
+  unsigned int avg_window;
   int seed;
   unsigned int starting_time;
 } nstrophy_parameters;
@@ -37,7 +38,7 @@ int print_params(nstrophy_parameters parameters, unsigned int driving, unsigned
 // read command line arguments
 int read_args(int argc, const char* argv[], char** params, unsigned int* driving_force, unsigned int* command, unsigned int* init, unsigned int* nthreads, char** savefile_str, char** initfile_str);
 int read_params(char* param_str, nstrophy_parameters* parameters);
-int set_parameter(char* lhs, char* rhs, nstrophy_parameters* parameters, bool* setN1, bool* setN2);
+int set_parameter(char* lhs, char* rhs, nstrophy_parameters* parameters, bool* setN1, bool* setN2, bool* setavg_window);
 
 // set driving force
 _Complex double* set_driving(unsigned int driving, nstrophy_parameters parameters);
@@ -125,7 +126,7 @@ int main (
     uk(parameters.K1, parameters.K2, parameters.N1, parameters.N2, parameters.nsteps, parameters.nu, parameters.delta, parameters.L, u0, g, parameters.irreversible, parameters.print_freq, parameters.starting_time, nthreads, savefile);
   }
   else if(command==COMMAND_EEA){
-    eea(parameters.K1, parameters.K2, parameters.N1, parameters.N2, parameters.nsteps, parameters.nu, parameters.delta, parameters.L, u0, g, parameters.irreversible, parameters.print_freq, parameters.starting_time, nthreads, savefile);
+    eea(parameters.K1, parameters.K2, parameters.N1, parameters.N2, parameters.nsteps, parameters.nu, parameters.delta, parameters.L, u0, g, parameters.irreversible, parameters.print_freq, parameters.avg_window, parameters.starting_time, nthreads, savefile);
   }
   else if(command==COMMAND_QUIET){
     quiet(parameters.K1, parameters.K2, parameters.N1, parameters.N2, parameters.nsteps, parameters.nu, parameters.delta, parameters.L, u0, g, parameters.irreversible, nthreads, savefile);
@@ -343,6 +344,8 @@ int read_params(
   // whether N was set explicitly
   bool setN1=false;
   bool setN2=false;
+  // whether avg_window was set explicitly
+  bool setavg_window=false;
   // whether lhs (false is rhs)
   bool lhs=true;
 
@@ -380,7 +383,7 @@ int read_params(
 	break;
       case ';':
 	//set parameter
-	ret=set_parameter(buffer_lhs, buffer_rhs, parameters, &setN1, &setN2);
+	ret=set_parameter(buffer_lhs, buffer_rhs, parameters, &setN1, &setN2, &setavg_window);
 	if(ret<0){
 	  return ret;
 	}
@@ -407,7 +410,7 @@ int read_params(
 
     // set last param
     if (*param_str!='\0'){
-      ret=set_parameter(buffer_lhs, buffer_rhs, parameters, &setN1, &setN2);
+      ret=set_parameter(buffer_lhs, buffer_rhs, parameters, &setN1, &setN2, &setavg_window);
       if(ret<0){
 	return ret;
       }
@@ -425,6 +428,10 @@ int read_params(
   if (!setN2){
     parameters->N2=smallest_pow2(3*(parameters->K2));
   }
+  // if avg_window is not set explicitly, set it to print_freq
+  if (!setavg_window){
+    parameters->avg_window=parameters->print_freq;
+  }
 
   return(0);
 }
@@ -436,7 +443,8 @@ int set_parameter(
   char* rhs,
   nstrophy_parameters* parameters,
   bool* setN1,
-  bool* setN2
+  bool* setN2,
+  bool* setavg_window
 ){
   int ret;
 
@@ -542,6 +550,14 @@ int set_parameter(
       return(-1);
     }
   }
+  else if (strcmp(lhs,"avg_window")==0){
+    ret=sscanf(rhs,"%u",&(parameters->avg_window));
+    if(ret!=1){
+      fprintf(stderr, "error: parameter 'avg_window' should be an integer\n       got '%s'\n",rhs);
+      return(-1);
+    }
+    *setavg_window=true;
+  }
   else if (strcmp(lhs,"random_seed")==0){
     ret=sscanf(rhs,"%d",&(parameters->seed));
     if(ret!=1){
diff --git a/src/navier-stokes.c b/src/navier-stokes.c
index 19e2f69..5d71d73 100644
--- a/src/navier-stokes.c
+++ b/src/navier-stokes.c
@@ -90,6 +90,7 @@ int eea(
   _Complex double* g,
   bool irreversible,
   unsigned int print_freq,
+  unsigned int running_avg_window,
   unsigned int starting_time,
   unsigned int nthreads,
   FILE* savefile
@@ -100,6 +101,11 @@ int eea(
   _Complex double* tmp3;
   double alpha, energy, enstrophy;
   double avg_e,avg_a,avg_en;
+  // quantities needed to compute averages
+  double *save_print_e, *save_print_a, *save_print_en;
+  double *save_print_short_e, *save_print_short_a, *save_print_short_en;
+  // index
+  unsigned int i;
   unsigned int t;
   fft_vect fft1;
   fft_vect fft2;
@@ -115,6 +121,28 @@ int eea(
   avg_a=0;
   avg_en=0;
 
+  // need this for running average
+  unsigned int short_len=running_avg_window % print_freq;
+  // number of full print intervals in running average window
+  unsigned int nr_print_in_window = (running_avg_window-short_len)/print_freq;
+  double avg_print_e=0;
+  double avg_print_a=0;
+  double avg_print_en=0;
+  double avg_print_short_e=0;
+  double avg_print_short_a=0;
+  double avg_print_short_en=0;
+
+  // save e a en for running average
+  // only need to save if window is non zero
+  if(running_avg_window!=0){
+    save_print_e=calloc(sizeof(double), nr_print_in_window);
+    save_print_a=calloc(sizeof(double), nr_print_in_window);
+    save_print_en=calloc(sizeof(double), nr_print_in_window);
+    save_print_short_e=calloc(sizeof(double), nr_print_in_window+1);
+    save_print_short_a=calloc(sizeof(double), nr_print_in_window+1);
+    save_print_short_en=calloc(sizeof(double), nr_print_in_window+1);
+  }
+
   // iterate
   for(t=starting_time;t<starting_time+nsteps;t++){
     ns_step(u, K1, K2, N1, N2, nu, delta, L, g, fft1, fft2, ifft, tmp1, tmp2, tmp3, irreversible);
@@ -127,18 +155,92 @@ int eea(
     enstrophy=compute_enstrophy(u, K1, K2, L);
     
     // running average
-    if(t>0){
-      avg_e=avg_e-(avg_e-energy)/t;
-      avg_a=avg_a-(avg_a-alpha)/t;
-      avg_en=avg_en-(avg_en-enstrophy)/t;
+    // if window=0, then take average over all times
+    if(running_avg_window==0){
+      if(t!=0){
+	avg_e=avg_e-(avg_e-energy)/t;
+	avg_a=avg_a-(avg_a-alpha)/t;
+	avg_en=avg_en-(avg_en-enstrophy)/t;
+      }
+    }
+    else{
+      // reset print interval averages
+      if(t % print_freq == 1){
+	avg_print_e=0;
+	avg_print_a=0;
+	avg_print_en=0;
+	avg_print_short_e=0;
+	avg_print_short_a=0;
+	avg_print_short_en=0;
+      }
+
+      // compute average over print interval
+      avg_print_e=avg_print_e+energy/print_freq;
+      avg_print_a=avg_print_a+alpha/print_freq;
+      avg_print_en=avg_print_en+enstrophy/print_freq;
+
+      // compute average over the last short_len elements of a print interval
+      if (short_len != 0 && (t % print_freq > print_freq-short_len || t % print_freq == 0)){
+	avg_print_short_e+=energy/short_len;
+	avg_print_short_a+=alpha/short_len;
+	avg_print_short_en+=enstrophy/short_len;
+      }
+
+      if(t % print_freq ==0 && t>0){
+	// compute averages
+	if (t > running_avg_window) {
+	  avg_e=save_print_short_e[nr_print_in_window]*((double)short_len/running_avg_window);
+	  avg_a=save_print_short_a[nr_print_in_window]*((double)short_len/running_avg_window);
+	  avg_en=save_print_short_en[nr_print_in_window]*((double)short_len/running_avg_window);
+	  for(i=0;i<nr_print_in_window;i++){
+	    // prevent warnings: these will be initialized as long as t > running_avg_window
+	    #pragma GCC diagnostic push
+	    #pragma GCC diagnostic ignored "-Wmaybe-uninitialized"
+	    avg_e+=save_print_e[i]*((double)print_freq/running_avg_window);
+	    avg_a+=save_print_a[i]*((double)print_freq/running_avg_window);
+	    avg_en+=save_print_en[i]*((double)print_freq/running_avg_window);
+	    #pragma GCC diagnostic pop
+	  }
+	}
+
+	// memorize averages for future use
+	// need to keep track of case ==0, otherwise nr_print_in_window-1 is not an unsigned int
+	if(nr_print_in_window>0){
+	  for(i=0;i<nr_print_in_window-1;i++){
+	    save_print_e[i+1]=save_print_e[i];
+	    save_print_a[i+1]=save_print_a[i];
+	    save_print_en[i+1]=save_print_en[i];
+	  }
+	}
+	for(i=0;i<nr_print_in_window;i++){
+	  save_print_short_e[i+1]=save_print_short_e[i];
+	  save_print_short_a[i+1]=save_print_short_a[i];
+	  save_print_short_en[i+1]=save_print_short_en[i];
+	}
+	save_print_e[0]=avg_print_e;
+	save_print_a[0]=avg_print_a;
+	save_print_en[0]=avg_print_en;
+	save_print_short_e[0]=avg_print_short_e;
+	save_print_short_a[0]=avg_print_short_a;
+	save_print_short_en[0]=avg_print_short_en;
+      }
     }
 
-    if(t>0 && t%print_freq==0){
+    if(t>running_avg_window && t%print_freq==0){
       fprintf(stderr,"%d % .8e % .8e % .8e % .8e % .8e % .8e % .8e\n",t,t*delta, avg_a, avg_e, avg_en, alpha, energy, enstrophy);
       printf("%8d % .15e % .15e % .15e % .15e % .15e % .15e % .15e\n",t,t*delta, avg_a, avg_e, avg_en, alpha, energy, enstrophy);
     }
   }
 
+  if(running_avg_window!=0){
+    free(save_print_e);
+    free(save_print_a);
+    free(save_print_en);
+    free(save_print_short_e);
+    free(save_print_short_a);
+    free(save_print_short_en);
+  }
+
   // save final entry to savefile
   write_u(u, K1, K2, savefile);
 
diff --git a/src/navier-stokes.h b/src/navier-stokes.h
index d100f44..a8dda69 100644
--- a/src/navier-stokes.h
+++ b/src/navier-stokes.h
@@ -17,7 +17,7 @@ typedef struct fft_vects {
 int uk( int K1, int K2, int N1, int N2, unsigned int nsteps, double nu, double delta, double L, _Complex double* u0, _Complex double* g, bool irreversible, unsigned int print_freq, unsigned int starting_time, unsigned int nthreadsl, FILE* savefile);
 
 // compute energy, enstrophy and alpha
-int eea( int K1, int K2, int N1, int N2, unsigned int nsteps, double nu, double delta, double L, _Complex double* u0, _Complex double* g, bool irreversible, unsigned int print_freq, unsigned int starting_time, unsigned int nthreads, FILE* savefile);
+int eea( int K1, int K2, int N1, int N2, unsigned int nsteps, double nu, double delta, double L, _Complex double* u0, _Complex double* g, bool irreversible, unsigned int print_freq, unsigned int running_avg_window, unsigned int starting_time, unsigned int nthreads, FILE* savefile);
 
 // compute solution as a function of time, but do not print anything (useful for debugging)
 int quiet( int K1, int K2, int N1, int N2, unsigned int nsteps, double nu, double delta, double L, _Complex double* u0, _Complex double* g, bool irreversible, unsigned int nthreads, FILE* savefile);