exprtk_wiener_process_pi.cpp File Reference

#include <cstdio>
#include <cstdlib>
#include <ctime>
#include <string>
#include "exprtk.hpp"

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Classes
struct	rnd_01< T >

Functions
template<typename T>
void	wiener_process_pi ()
int	main ()

Function Documentation

main()

int main

(

)

Definition at line 82 of file exprtk_wiener_process_pi.cpp.

{
   wiener_process_pi<double>();
   return 0;
}

References wiener_process_pi().

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wiener_process_pi()

template<typename T>

void wiener_process_pi

(

)

Definition at line 45 of file exprtk_wiener_process_pi.cpp.

{
   typedef exprtk::symbol_table<T> symbol_table_t;
   typedef exprtk::expression<T>   expression_t;
   typedef exprtk::parser<T>       parser_t;
 
   const std::string wiener_process_pi_program =
      " var w[10^4] := [0];                            "
      "                                                "
      " for (var i := 0; i < w[]; i += 1)              "
      " {                                              "
      "    var x[10^4] := [(rnd_01 < 1 / 2) ? -1 : 1]; "
      "    w[i]        := sum(x);                      "
      " }                                              "
      "                                                "
      " (2 * w[]) / avg(abs(w))^2;                     ";
 
   rnd_01<T> rnd01;
 
   symbol_table_t symbol_table;
   symbol_table.add_function("rnd_01",rnd01);
 
   expression_t expression;
   expression.register_symbol_table(symbol_table);
 
   parser_t parser;
   parser.compile(wiener_process_pi_program,expression);
 
   const T approximate_pi = expression.value();
 
   const T real_pi = T(3.141592653589793238462643383279502); // or close enough...
 
   printf("pi ~ %20.17f\terror: %20.17f\n",
          approximate_pi,
          std::abs(real_pi - approximate_pi));
}

Referenced by main().

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