[Lemon-commits] alpar: r3155 - hugo/trunk/lemon

[Lemon SVN]

Author: alpar
Date: Tue Feb  6 20:16:26 2007
New Revision: 3155

Modified:
   hugo/trunk/lemon/random.h

Log:
Two new distributions added:
- Gaussian distribution generated using the polar form of the Box-Muller
  transformation,
- Exponential distribution generated using inverse cdf.

Modified: hugo/trunk/lemon/random.h
==============================================================================
--- hugo/trunk/lemon/random.h	(original)
+++ hugo/trunk/lemon/random.h	Tue Feb  6 20:16:26 2007
@@ -25,7 +25,6 @@
 
 #include <ctime>
 #include <cmath>
-#include <cmath>
 
 ///\ingroup misc
 ///\file
@@ -631,6 +630,38 @@
     bool boolean(double p) {
       return operator()() < p;
     }
+
+    /// Standard Gauss distribution
+
+    /// Standard Gauss distribution.
+    /// \todo Currently it uses the so-calles "polar technique" to generate
+    /// random distribution.
+    /// Probably, the "Ziggurat" method should rather be used.
+    double gauss() 
+    {
+      double V1,V2,S;
+      do {
+	V1=2*real<double>()-1;
+	V2=2*real<double>()-1;
+	S=V1*V1+V2*V2;
+      } while(S>=1);
+      return std::sqrt(-2*std::log(S)/S)*V1;
+    }
+    /// Gauss distribution with given variance and mean 0
+    double gauss(double var) 
+    {
+      return gauss()*var;
+    }
+    /// Gauss distribution with given variance and mean
+    double gauss(double var,double mean)
+    {
+      return gauss()*var+mean;
+    }
+
+    double exponential(double lambda)
+    {
+      return -log(real<double>())/lambda;
+    }
     
   };