1 / 27

C workshop #4

C workshop #4. Casting, Libraries, Financial Applications By: Yuli Kaplunovsky, yuli@magniel.com, (408) 309 4506. #define. #include <stdio.h> #define PI 3.1415 #define ADD_ONE(X) (X+1) void main() { double D,F; int I,J; D = PI; F = ADD_ONE(D); I = 10;

catrin
Télécharger la présentation

C workshop #4

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. C workshop #4 Casting, Libraries, Financial ApplicationsBy: Yuli Kaplunovsky, yuli@magniel.com, (408) 309 4506

  2. #define #include <stdio.h> #define PI 3.1415 #define ADD_ONE(X) (X+1) void main() { double D,F; int I,J; D = PI; F = ADD_ONE(D); I = 10; J = ADD_ONE(I); printf("%g %g %d %d\n", D, F, I, J ); } Output: 3.1415 4.1415 10 11

  3. Inline comparing Output: 10 99 Less than 20 #include <stdio.h> #include <string.h> void main() { int I = 10, K; char ST[250]; K = (I > 4) ? 99:77; strcpy( ST, (I < 20)? "Less than 20" : "Above or Equal 20" ); printf("%d %d\n" "%s\n", I, K, ST ); }

  4. Pointers - sample #3 revised #include <stdio.h> typedef struct { int X,Y,Z; } cord_struct; int MyFunc( cord_struct *P ) { return P->X + P->Y; } void main() { int J,K,L; cord_struct Cord[10]; for ( J = 0 ; J < 10 ; J++ ) { Cord[J].X = J*2; Cord[J].Y = J*3 + 1; } K = MyFunc( &Cord[0] ); L = MyFunc( &Cord[1] ); printf("%d,%d\n", K,L); }

  5. Unsigned #include <stdio.h> void main() { unsigned int U; U = 10; printf("%u\n", U); } Output: 10

  6. Casting #include <stdio.h> void main() { int J; unsigned int U; J = -33; U = J; if ( J == U ) printf("Equal \n"); if ( J < U ) printf("J is smaller\n"); printf("%d,%u\n", J, U); } --------------------Configuration: CW - Win32 Debug-------------------- Compiling... CW.cpp e:\univ\berkeley\etc\c\cw\cw.cpp(8) : warning C4018: '==' : signed/unsigned mismatch e:\univ\berkeley\etc\c\cw\cw.cpp(10) : warning C4018: '<' : signed/unsigned mismatch Linking... CW.exe - 0 error(s), 2 warning(s) Output: Equal -33,4294967263

  7. Unsigned - remove warnings void main() { int J; unsigned int U; J = -33; U = J; if ( J == (int)U ) printf("Equal \n"); if ( J < (int)U ) printf("J is smaller\n"); printf("%d,%u\n", J, U); } --------------------Configuration: CW - Win32 Debug-------------------- Compiling... CW.cpp Linking... CW.exe - 0 error(s), 0 warning(s) Output: Equal -33,4294967263

  8. void pointer #include <stdio.h> void main() { int I, J; void *P; I = 20; P = &I; J = *P; printf("%d\n", J); } --------------------Configuration: CW - Win32 Debug-------------------- Compiling... CW.cpp e:\univ\berkeley\etc\c\cw\cw.cpp(8) : error C2100: illegal indirection e:\univ\berkeley\etc\c\cw\cw.cpp(8) : error C2440: '=' : cannot convert from 'void *' to 'int' This conversion requires a reinterpret_cast, a C-style cast or function-style cast Error executing cl.exe. CW.exe - 2 error(s), 0 warning(s)

  9. Casting void pointers Output: 20 #include <stdio.h> void main() { int I, J; void *P; I = 20; P = &I; J = *(int *)P; printf("%d\n", J); }

  10. sizeof Output: 4 1 8 4 10 #include <stdio.h> void main() { int I; char C; double D; float F; char ST[10]; printf("%d %d %d %d %d\n", sizeof(I), sizeof(C), sizeof(D), sizeof(F), sizeof(ST) ); }

  11. memcpy #include <stdio.h> #include <memory.h> void main() { int A1[7] = { 33, 44, 55, 1, -10, 90, 7}; int A2[7]; memcpy( A1, A2, sizeof(A1) ); printf("%d\n", sizeof(A1) ); } Output: 28

  12. void / int casting #include <stdio.h> void MyMemcpy( void *Src, void *Dst, int Len ) { int I; unsigned char C; for ( I = 0 ; I < Len ; I++ ) { C = *(unsigned char *)Src; *(unsigned char *)Dst = C; Src = (void *) ((int)Src + 1); Dst = (void *) ((int)Dst + 1); } } void main() { int A1[7] = { 33, 44, 55, 1, -10, 90, 7}; int A2[7], K; printf("%d\n", sizeof(A1) ); MyMemcpy( A1, A2, sizeof(A1) ); for ( K = 0 ; K < 7 ; K++ ) printf("%d,",A1[K] ); printf("\n"); for ( K = 0 ; K < 7 ; K++ ) printf("%d,",A2[K] ); printf("\n"); } Output: 28 33,44,55,1,-10,90,7, 33,44,55,1,-10,90,7,

  13. long / short #include <stdio.h> void main() { long int L; short int S; int I; long double LD; double D; printf("%d %d %d\n", sizeof(L), sizeof(S), sizeof(I) ); printf("%d %d\n", sizeof(LD), sizeof(D) ); } Output: 4 2 4 8 8

  14. Standard libraries - math.h /* ABS.C: This program computes and displays * the absolute values of several numbers. */ #include <stdio.h> #include <math.h> #include <stdlib.h> void main( void ) { int ix = -4, iy; long lx = -41567L, ly; double dx = -3.141593, dy; iy = abs( ix ); printf( "The absolute value of %d is %d\n", ix, iy); ly = labs( lx ); printf( "The absolute value of %ld is %ld\n", lx, ly); dy = fabs( dx ); printf( "The absolute value of %f is %f\n", dx, dy ); } Output: The absolute value of -4 is 4 The absolute value of -41567 is 41567 The absolute value of -3.141593 is 3.141593

  15. Math.h int abs(int); double acos(double); double asin(double); double atan(double); double atan2(double, double); double cos(double); double cosh(double); double exp(double); double fabs(double); double fmod(double, double); long labs(long); double log(double); double log10(double); double pow(double, double); double sin(double); double sinh(double); double tan(double); double tanh(double); double sqrt(double); double atof(const char *); double ceil(double); double floor(double);

  16. Stdlib.h void srand(unsigned int); int rand(void); char * itoa(int, char *, int); double atof(const char *); int atoi(const char *);

  17. Function prototype // ********************************************************* // Program Name : Test33.cpp // Does : A sample program to show Add function // Written By : Yuli Kaplunovsky, 6/12/2002 // Last modified: // // Remarks : // ********************************************************* // ********************************************************* // Includes // ********************************************************* #include <stdio.h> // ********************************************************* // Prototypes // ********************************************************* int MyFunc( int A, int B ); // ********************************************************* // Function: main() // ********************************************************* void main() { int I; I = MyFunc( 10, 20 ); printf("%d\n", I ); } // ********************************************************* // Function: MyFunc() // Does : Adds two numbers // Input : Two integer numbers // Output : The addition results as an integer // ********************************************************* int MyFunc( int A, int B ) { return A + B; } Output: 30

  18. Our own .h file File cw.cpp #include <stdio.h> #include "MyFuncs.h" void main() { int I; I = MyFunc( 10, 20 ); printf("%d\n", I ); } File MyFuncs.h int MyFunc( int, int ); File MyFuncs.cpp #include "MyFuncs.h" int MyFunc( int A, int B ) { return A + B; }

  19. Financial applications - Normal Distribution // **************************************************** // **************************************************** double N_func( double X ) // The cumulative normal distribution { double L, K, w ; double const a1 = 0.31938153, a2 = -0.356563782, a3 = 1.781477937; double const a4 = -1.821255978, a5 = 1.330274429; L = fabs(X); K = 1.0 / (1.0 + 0.2316419 * L); w = 1.0 - 1.0 / sqrt(2 * Pi) * exp(-L *L / 2) * (a1 * K + a2 * K *K + a3 * pow(K,3) + a4 * pow(K,4) + a5 * pow(K,5)); if (X < 0 ) w= 1.0 - w; return w; }

  20. Black Scholes (there is a mistake) // **************************************************** // **************************************************** double BS( double S, double K, double Sig, double t, double r ) { double d1, d2; double t_sqrt = sqrt(t); d1 = (log(S/K) * r * t) / (Sig * t_sqrt ) + 0.5 * Sig * t_sqrt; d2 = d1 - (Sig*t_sqrt); return S * N_func(d1) - K * exp( -r * t ) * N_func(d2); }

  21. ‘Numerical Recipes in C’ Output: Ignoring standard deviations a = 1.079574 uncertainty: 0.099821 b = -2.006663 uncertainty: 0.017161 chi-squared: 24.047945 goodness-of-fit: 1.000000 Including standard deviations a = 1.079574 uncertainty: 0.100755 b = -2.006663 uncertainty: 0.017321 chi-squared: 96.191780 goodness-of-fit: 0.532773 • By: Press, Teukolsky, Vetterling. /* Driver for routine fit */ #include <stdio.h> #define NRANSI #include "nr.h" #include "nrutil.h" #define NPT 100 #define SPREAD 0.5 int main(void) { long idum=(-117); int i,mwt; float a,b,chi2,q,siga,sigb,*x,*y,*sig; x=vector(1,NPT); y=vector(1,NPT); sig=vector(1,NPT); for (i=1;i<=NPT;i++) { x[i]=0.1*i; y[i] = -2.0*x[i]+1.0+SPREAD*gasdev(&idum); sig[i]=SPREAD; } for (mwt=0;mwt<=1;mwt++) { fit(x,y,NPT,sig,mwt,&a,&b,&siga,&sigb,&chi2,&q); if (mwt == 0) printf("\nIgnoring standard deviations\n"); else printf("\nIncluding standard deviations\n"); printf("%12s %9.6f %18s %9.6f \n", "a = ",a,"uncertainty:",siga); printf("%12s %9.6f %18s %9.6f \n", "b = ",b,"uncertainty:",sigb); printf("%19s %14.6f \n","chi-squared: ",chi2); printf("%23s %10.6f \n","goodness-of-fit: ",q); } free_vector(sig,1,NPT); free_vector(y,1,NPT); free_vector(x,1,NPT); return 0; } #undef NRANSI xfit.c

  22. #include <math.h> #define NRANSI #include "nrutil.h" void fit(float x[], float y[], int ndata, float sig[], int mwt, float *a, float *b, float *siga, float *sigb, float *chi2, float *q) { float gammq(float a, float x); int i; float wt,t,sxoss,sx=0.0,sy=0.0,st2=0.0,ss,sigdat; *b=0.0; if (mwt) { ss=0.0; for (i=1;i<=ndata;i++) { wt=1.0/SQR(sig[i]); ss += wt; sx += x[i]*wt; sy += y[i]*wt; } } else { for (i=1;i<=ndata;i++) { sx += x[i]; sy += y[i]; } ss=ndata; } sxoss=sx/ss; if (mwt) { for (i=1;i<=ndata;i++) { t=(x[i]-sxoss)/sig[i]; st2 += t*t; *b += t*y[i]/sig[i]; } } else { for (i=1;i<=ndata;i++) { t=x[i]-sxoss; st2 += t*t; *b += t*y[i]; } } *b /= st2; *a=(sy-sx*(*b))/ss; *siga=sqrt((1.0+sx*sx/(ss*st2))/ss); *sigb=sqrt(1.0/st2); *chi2=0.0; *q=1.0; if (mwt == 0) { for (i=1;i<=ndata;i++) *chi2 += SQR(y[i]-(*a)-(*b)*x[i]); sigdat=sqrt((*chi2)/(ndata-2)); *siga *= sigdat; *sigb *= sigdat; } else { for (i=1;i<=ndata;i++) *chi2 += SQR((y[i]-(*a)-(*b)*x[i])/sig[i]); if (ndata>2) *q=gammq(0.5*(ndata-2),0.5*(*chi2)); } } #undef NRANSI fit.c

  23. Operator Precedence Highest Precedence ++ Post-increment (Left to right) -- Post-decrement ( ) Function call [ ] Array element -> Pointer to structure member . Structure or union member ++ Pre-increment (Right to left) -- Pre-decrement ! Logical NOT ~ Bitwise NOT - Unary minus + Unary plus & Address * Indirection sizeof Size in bytes new Allocate program memory delete Deallocate program memory (type) Type cast [for example, (float) i] .* Pointer to member (objects) (Left to right) ->* Pointer to member (pointers) * Multiply (Left to right) / Divide % Remainder + Add (Left to right) - Subtract << Left shift (Left to right) >> Right shift < Less than (Left to right) <= Less than or equal to > Greater than >= Greater than or equal to == Equal (Left to right) != Not equal & Bitwise AND (Left to right) ^ Bitwise exclusive OR (Left to right) | Bitwise OR (Left to right) && Logical AND (Left to right) || Logical OR (Left to right) ? : Conditional (Right to left) = Assignment (Right to left) *=, /=, %=, +=, -=, <<=, >>=, &=, ^=, |= Compound assignment , Comma (Left to right)

  24. Quiz • Write a program that finds intercept of a given function with 0 using the Newton-Raphson method.The function Y = F(X) is defined as:double Func( double X );

  25. Next • Saturday C/C++Interface to excelGraphs???More financial applications Question session

More Related