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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;

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C workshop #4

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  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 );

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