1.1 --- a/lemon/random.h Fri Nov 13 12:33:33 2009 +0100
1.2 +++ b/lemon/random.h Thu Dec 10 17:05:35 2009 +0100
1.3 @@ -2,7 +2,7 @@
1.4 *
1.5 * This file is a part of LEMON, a generic C++ optimization library.
1.6 *
1.7 - * Copyright (C) 2003-2008
1.8 + * Copyright (C) 2003-2009
1.9 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
1.10 * (Egervary Research Group on Combinatorial Optimization, EGRES).
1.11 *
1.12 @@ -530,10 +530,6 @@
1.13 ///
1.14 /// @{
1.15
1.16 - ///\name Initialization
1.17 - ///
1.18 - /// @{
1.19 -
1.20 /// \brief Default constructor
1.21 ///
1.22 /// Constructor with constant seeding.
1.23 @@ -607,7 +603,7 @@
1.24 /// By default, this function calls the \c seedFromFile() member
1.25 /// function with the <tt>/dev/urandom</tt> file. If it does not success,
1.26 /// it uses the \c seedFromTime().
1.27 - /// \return Currently always true.
1.28 + /// \return Currently always \c true.
1.29 bool seed() {
1.30 #ifndef WIN32
1.31 if (seedFromFile("/dev/urandom", 0)) return true;
1.32 @@ -628,7 +624,7 @@
1.33 /// entropy).
1.34 /// \param file The source file
1.35 /// \param offset The offset, from the file read.
1.36 - /// \return True when the seeding successes.
1.37 + /// \return \c true when the seeding successes.
1.38 #ifndef WIN32
1.39 bool seedFromFile(const std::string& file = "/dev/urandom", int offset = 0)
1.40 #else
1.41 @@ -649,7 +645,7 @@
1.42 /// Seding from process id and time. This function uses the
1.43 /// current process id and the current time for initialize the
1.44 /// random sequence.
1.45 - /// \return Currently always true.
1.46 + /// \return Currently always \c true.
1.47 bool seedFromTime() {
1.48 #ifndef WIN32
1.49 timeval tv;
1.50 @@ -663,7 +659,7 @@
1.51
1.52 /// @}
1.53
1.54 - ///\name Uniform distributions
1.55 + ///\name Uniform Distributions
1.56 ///
1.57 /// @{
1.58
1.59 @@ -680,12 +676,6 @@
1.60 return real<double>();
1.61 }
1.62
1.63 - /// @}
1.64 -
1.65 - ///\name Uniform distributions
1.66 - ///
1.67 - /// @{
1.68 -
1.69 /// \brief Returns a random real number from the range [0, 1)
1.70 ///
1.71 /// It returns a random double from the range [0, 1).
1.72 @@ -741,8 +731,6 @@
1.73 return _random_bits::IntConversion<Number, Word>::convert(core);
1.74 }
1.75
1.76 - /// @}
1.77 -
1.78 unsigned int uinteger() {
1.79 return uinteger<unsigned int>();
1.80 }
1.81 @@ -774,21 +762,20 @@
1.82
1.83 /// @}
1.84
1.85 - ///\name Non-uniform distributions
1.86 + ///\name Non-uniform Distributions
1.87 ///
1.88 -
1.89 ///@{
1.90
1.91 - /// \brief Returns a random bool
1.92 + /// \brief Returns a random bool with given probability of true result.
1.93 ///
1.94 /// It returns a random bool with given probability of true result.
1.95 bool boolean(double p) {
1.96 return operator()() < p;
1.97 }
1.98
1.99 - /// Standard Gauss distribution
1.100 + /// Standard normal (Gauss) distribution
1.101
1.102 - /// Standard Gauss distribution.
1.103 + /// Standard normal (Gauss) distribution.
1.104 /// \note The Cartesian form of the Box-Muller
1.105 /// transformation is used to generate a random normal distribution.
1.106 double gauss()
1.107 @@ -801,15 +788,55 @@
1.108 } while(S>=1);
1.109 return std::sqrt(-2*std::log(S)/S)*V1;
1.110 }
1.111 - /// Gauss distribution with given mean and standard deviation
1.112 + /// Normal (Gauss) distribution with given mean and standard deviation
1.113
1.114 - /// Gauss distribution with given mean and standard deviation.
1.115 + /// Normal (Gauss) distribution with given mean and standard deviation.
1.116 /// \sa gauss()
1.117 double gauss(double mean,double std_dev)
1.118 {
1.119 return gauss()*std_dev+mean;
1.120 }
1.121
1.122 + /// Lognormal distribution
1.123 +
1.124 + /// Lognormal distribution. The parameters are the mean and the standard
1.125 + /// deviation of <tt>exp(X)</tt>.
1.126 + ///
1.127 + double lognormal(double n_mean,double n_std_dev)
1.128 + {
1.129 + return std::exp(gauss(n_mean,n_std_dev));
1.130 + }
1.131 + /// Lognormal distribution
1.132 +
1.133 + /// Lognormal distribution. The parameter is an <tt>std::pair</tt> of
1.134 + /// the mean and the standard deviation of <tt>exp(X)</tt>.
1.135 + ///
1.136 + double lognormal(const std::pair<double,double> ¶ms)
1.137 + {
1.138 + return std::exp(gauss(params.first,params.second));
1.139 + }
1.140 + /// Compute the lognormal parameters from mean and standard deviation
1.141 +
1.142 + /// This function computes the lognormal parameters from mean and
1.143 + /// standard deviation. The return value can direcly be passed to
1.144 + /// lognormal().
1.145 + std::pair<double,double> lognormalParamsFromMD(double mean,
1.146 + double std_dev)
1.147 + {
1.148 + double fr=std_dev/mean;
1.149 + fr*=fr;
1.150 + double lg=std::log(1+fr);
1.151 + return std::pair<double,double>(std::log(mean)-lg/2.0,std::sqrt(lg));
1.152 + }
1.153 + /// Lognormal distribution with given mean and standard deviation
1.154 +
1.155 + /// Lognormal distribution with given mean and standard deviation.
1.156 + ///
1.157 + double lognormalMD(double mean,double std_dev)
1.158 + {
1.159 + return lognormal(lognormalParamsFromMD(mean,std_dev));
1.160 + }
1.161 +
1.162 /// Exponential distribution with given mean
1.163
1.164 /// This function generates an exponential distribution random number
1.165 @@ -911,9 +938,8 @@
1.166
1.167 ///@}
1.168
1.169 - ///\name Two dimensional distributions
1.170 + ///\name Two Dimensional Distributions
1.171 ///
1.172 -
1.173 ///@{
1.174
1.175 /// Uniform distribution on the full unit circle
1.176 @@ -930,7 +956,7 @@
1.177 } while(V1*V1+V2*V2>=1);
1.178 return dim2::Point<double>(V1,V2);
1.179 }
1.180 - /// A kind of two dimensional Gauss distribution
1.181 + /// A kind of two dimensional normal (Gauss) distribution
1.182
1.183 /// This function provides a turning symmetric two-dimensional distribution.
1.184 /// Both coordinates are of standard normal distribution, but they are not