Changeset 2355:ac0d843b8873 in lemon-0.x

Timestamp:

02/06/07 20:16:26 (17 years ago)

Author:

Alpar Juttner

Branch:

default

Phase:

public

Convert:

svn:c9d7d8f5-90d6-0310-b91f-818b3a526b0e/lemon/trunk@3155

Message:

Two new distributions added:

• Gaussian distribution generated using the polar form of the Box-Muller transformation,
• Exponential distribution generated using inverse cdf.

File:

• lemon/random.h (modified) (2 diffs)

lemon/random.h

@@ -25 +25 @@
 
 #include <ctime>
-#include <cmath>
 #include <cmath>
 
@@ -632 +631 @@
       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;
+    }
     
   };