lemon/random.h
author alpar
Tue, 06 Feb 2007 19:16:26 +0000
changeset 2355 ac0d843b8873
parent 2285 8c5c4b5ae31c
child 2356 57c316cb868b
permissions -rw-r--r--
Two new distributions added:
- Gaussian distribution generated using the polar form of the Box-Muller
transformation,
- Exponential distribution generated using inverse cdf.
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/* -*- C++ -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library
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 *
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 * Copyright (C) 2003-2006
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#ifndef LEMON_RANDOM_H
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#define LEMON_RANDOM_H
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#include <algorithm>
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#include <iterator>
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#include <vector>
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#include <ctime>
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#include <cmath>
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///\ingroup misc
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///\file
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///\brief Mersenne Twister random number generator
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///
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///\author Balazs Dezso
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namespace lemon {
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  namespace _random_bits {
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    template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
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    struct RandomTraits {};
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    template <typename _Word>
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    struct RandomTraits<_Word, 32> {
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      typedef _Word Word;
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      static const int bits = 32;
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      static const int length = 624;
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      static const int shift = 397;
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      static const Word mul = 0x6c078965u;
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      static const Word arrayInit = 0x012BD6AAu;
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      static const Word arrayMul1 = 0x0019660Du;
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      static const Word arrayMul2 = 0x5D588B65u;
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      static const Word mask = 0x9908B0DFu;
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      static const Word loMask = (1u << 31) - 1;
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      static const Word hiMask = ~loMask;
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      static Word tempering(Word rnd) {
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        rnd ^= (rnd >> 11);
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        rnd ^= (rnd << 7) & 0x9D2C5680u;
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        rnd ^= (rnd << 15) & 0xEFC60000u;
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        rnd ^= (rnd >> 18);
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        return rnd;
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      }
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    };
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    template <typename _Word>
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    struct RandomTraits<_Word, 64> {
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      typedef _Word Word;
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      static const int bits = 64;
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      static const int length = 312;
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      static const int shift = 156;
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      static const Word mul = (Word)0x5851F42Du << 32 | (Word)0x4C957F2Du;
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      static const Word arrayInit = (Word)0x00000000u << 32 |(Word)0x012BD6AAu;
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      static const Word arrayMul1 = (Word)0x369DEA0Fu << 32 |(Word)0x31A53F85u;
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      static const Word arrayMul2 = (Word)0x27BB2EE6u << 32 |(Word)0x87B0B0FDu;
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      static const Word mask = (Word)0xB5026F5Au << 32 | (Word)0xA96619E9u;
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      static const Word loMask = ((Word)1u << 31) - 1;
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      static const Word hiMask = ~loMask;
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      static Word tempering(Word rnd) {
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        rnd ^= (rnd >> 29) & ((Word)0x55555555u << 32 | (Word)0x55555555u);
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        rnd ^= (rnd << 17) & ((Word)0x71D67FFFu << 32 | (Word)0xEDA60000u);
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        rnd ^= (rnd << 37) & ((Word)0xFFF7EEE0u << 32 | (Word)0x00000000u);
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        rnd ^= (rnd >> 43);
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        return rnd;
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      }
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    };
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    template <typename _Word>
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    class RandomCore {
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    public:
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      typedef _Word Word;
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    private:
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      static const int bits = RandomTraits<Word>::bits;
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      static const int length = RandomTraits<Word>::length;
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      static const int shift = RandomTraits<Word>::shift;
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    public:
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      void initState() {
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        static const Word seedArray[4] = {
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          0x12345u, 0x23456u, 0x34567u, 0x45678u
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        };
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        initState(seedArray, seedArray + 4);
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      }
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      void initState(Word seed) {
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        static const Word mul = RandomTraits<Word>::mul;
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        current = state; 
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        Word *curr = state + length - 1;
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        curr[0] = seed; --curr;
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        for (int i = 1; i < length; ++i) {
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          curr[0] = (mul * ( curr[1] ^ (curr[1] >> (bits - 2)) ) + i);
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          --curr;
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        }
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      }
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      template <typename Iterator>
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      void initState(Iterator begin, Iterator end) {
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        static const Word init = RandomTraits<Word>::arrayInit;
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        static const Word mul1 = RandomTraits<Word>::arrayMul1;
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        static const Word mul2 = RandomTraits<Word>::arrayMul2;
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        Word *curr = state + length - 1; --curr;
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        Iterator it = begin; int cnt = 0;
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        int num;
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        initState(init);
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        num = length > end - begin ? length : end - begin;
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        while (num--) {
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          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul1)) 
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            + *it + cnt;
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          ++it; ++cnt;
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          if (it == end) {
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            it = begin; cnt = 0;
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          }
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          if (curr == state) {
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            curr = state + length - 1; curr[0] = state[0];
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          }
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          --curr;
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        }
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        num = length - 1; cnt = length - (curr - state) - 1;
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        while (num--) {
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          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2))
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            - cnt;
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          --curr; ++cnt;
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          if (curr == state) {
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            curr = state + length - 1; curr[0] = state[0]; --curr;
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            cnt = 1;
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          }
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        }
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        state[length - 1] = (Word)1 << (bits - 1);
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      }
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      void copyState(const RandomCore& other) {
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        std::copy(other.state, other.state + length, state);
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        current = state + (other.current - other.state);
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      }
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      Word operator()() {
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        if (current == state) fillState();
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        --current;
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        Word rnd = *current;
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        return RandomTraits<Word>::tempering(rnd);
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      }
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    private:
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      void fillState() {
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        static const Word mask[2] = { 0x0ul, RandomTraits<Word>::mask };
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        static const Word loMask = RandomTraits<Word>::loMask;
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        static const Word hiMask = RandomTraits<Word>::hiMask;
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        current = state + length; 
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        register Word *curr = state + length - 1;
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        register long num;
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        num = length - shift;
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        while (num--) {
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          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
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            curr[- shift] ^ mask[curr[-1] & 1ul];
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          --curr;
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        }
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        num = shift - 1;
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        while (num--) {
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          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
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            curr[length - shift] ^ mask[curr[-1] & 1ul];
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          --curr;
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        }
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        curr[0] = (((curr[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
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          curr[length - shift] ^ mask[curr[length - 1] & 1ul];
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      }
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      Word *current;
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      Word state[length];
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    };
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    template <typename Result, 
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              int shift = (std::numeric_limits<Result>::digits + 1) / 2>
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    struct Masker {
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      static Result mask(const Result& result) {
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        return Masker<Result, (shift + 1) / 2>::
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          mask((Result)(result | (result >> shift)));
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      }
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    };
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    template <typename Result>
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    struct Masker<Result, 1> {
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      static Result mask(const Result& result) {
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        return (Result)(result | (result >> 1));
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      }
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    };
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    template <typename Result, typename Word, 
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              int rest = std::numeric_limits<Result>::digits, int shift = 0, 
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              bool last = rest <= std::numeric_limits<Word>::digits>
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    struct IntConversion {
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      static const int bits = std::numeric_limits<Word>::digits;
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      static Result convert(RandomCore<Word>& rnd) {
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        return (Result)(rnd() >> (bits - rest)) << shift;
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      }
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    }; 
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    template <typename Result, typename Word, int rest, int shift> 
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    struct IntConversion<Result, Word, rest, shift, false> {
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      static const int bits = std::numeric_limits<Word>::digits;
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      static Result convert(RandomCore<Word>& rnd) {
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        return ((Result)rnd() << shift) | 
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          IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
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      }
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    };
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    template <typename Result, typename Word,
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              bool one_word = std::numeric_limits<Word>::digits < 
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                              std::numeric_limits<Result>::digits>
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    struct Mapping {
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      static Result map(RandomCore<Word>& rnd, const Result& bound) {
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        Word max = (Word)(bound - 1);
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        Result mask = Masker<Result>::mask(bound - 1);
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        Result num;
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        do {
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          num = IntConversion<Result, Word>::convert(rnd) & mask; 
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        } while (num > max);
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        return num;
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      }
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    };
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    template <typename Result, typename Word>
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    struct Mapping<Result, Word, false> {
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      static Result map(RandomCore<Word>& rnd, const Result& bound) {
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        Word max = (Word)(bound - 1);
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        Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
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          ::mask(max);
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        Word num;
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        do {
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          num = rnd() & mask;
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        } while (num > max);
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        return num;
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      }
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    };
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    template <typename Result, int exp, bool pos = (exp >= 0)>
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    struct ShiftMultiplier {
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      static const Result multiplier() {
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        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
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        res *= res;
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        if ((exp & 1) == 1) res *= (Result)2.0;
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        return res; 
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      }
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    };
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    template <typename Result, int exp>
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    struct ShiftMultiplier<Result, exp, false> {
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      static const Result multiplier() {
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        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
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        res *= res;
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        if ((exp & 1) == 1) res *= (Result)0.5;
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        return res; 
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, 0, true> {
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      static const Result multiplier() {
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        return (Result)1.0; 
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, -20, true> {
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      static const Result multiplier() {
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        return (Result)(1.0/1048576.0); 
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, -32, true> {
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      static const Result multiplier() {
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        return (Result)(1.0/424967296.0); 
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, -53, true> {
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      static const Result multiplier() {
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        return (Result)(1.0/9007199254740992.0); 
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, -64, true> {
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      static const Result multiplier() {
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        return (Result)(1.0/18446744073709551616.0); 
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      }
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    };
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    template <typename Result, int exp>
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    struct Shifting {
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      static Result shift(const Result& result) {
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        return result * ShiftMultiplier<Result, exp>::multiplier();
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      }
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    };
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    template <typename Result, typename Word,
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              int rest = std::numeric_limits<Result>::digits, int shift = 0, 
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              bool last = rest <= std::numeric_limits<Word>::digits>
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    struct RealConversion{ 
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      static const int bits = std::numeric_limits<Word>::digits;
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      static Result convert(RandomCore<Word>& rnd) {
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        return Shifting<Result, - shift - rest>::
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          shift((Result)(rnd() >> (bits - rest)));
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      }
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    };
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    template <typename Result, typename Word, int rest, int shift>
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    struct RealConversion<Result, Word, rest, shift, false> { 
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      static const int bits = std::numeric_limits<Word>::digits;
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      static Result convert(RandomCore<Word>& rnd) {
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        return Shifting<Result, - shift - bits>::shift((Result)rnd()) +
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          RealConversion<Result, Word, rest-bits, shift + bits>::convert(rnd);
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      }
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    };
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    template <typename Result, typename Word>
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    struct Initializer {
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      template <typename Iterator>
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      static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
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        std::vector<Word> ws;
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        for (Iterator it = begin; it != end; ++it) {
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          ws.push_back((Word)*it);
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        }
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   388
        rnd.initState(ws.begin(), ws.end());
deba@2242
   389
      }
deba@2242
   390
deba@2242
   391
      static void init(RandomCore<Word>& rnd, Result seed) {
deba@2242
   392
        rnd.initState(seed);
deba@2242
   393
      }
deba@2242
   394
    };
deba@2242
   395
deba@2242
   396
    template <typename Word>
deba@2242
   397
    struct BoolConversion {
deba@2242
   398
      static bool convert(RandomCore<Word>& rnd) {
deba@2242
   399
        return (rnd() & 1) == 1;
deba@2242
   400
      }
deba@2242
   401
    };
deba@2242
   402
deba@2242
   403
  }
deba@2229
   404
deba@2229
   405
  /// \ingroup misc
deba@2229
   406
  ///
deba@2229
   407
  /// \brief Mersenne Twister random number generator
deba@2229
   408
  ///
deba@2229
   409
  /// The Mersenne Twister is a twisted generalized feedback
deba@2242
   410
  /// shift-register generator of Matsumoto and Nishimura. The period
deba@2242
   411
  /// of this generator is \f$ 2^{19937} - 1 \f$ and it is
deba@2242
   412
  /// equi-distributed in 623 dimensions for 32-bit numbers. The time
deba@2242
   413
  /// performance of this generator is comparable to the commonly used
deba@2242
   414
  /// generators.
deba@2242
   415
  ///
deba@2242
   416
  /// This implementation is specialized for both 32-bit and 64-bit
deba@2242
   417
  /// architectures. The generators differ sligthly in the
deba@2242
   418
  /// initialization and generation phase so they produce two
deba@2242
   419
  /// completly different sequences.
deba@2242
   420
  ///
deba@2242
   421
  /// The generator gives back random numbers of serveral types. To
deba@2242
   422
  /// get a random number from a range of a floating point type you
deba@2245
   423
  /// can use one form of the \c operator() or the \c real() member
deba@2245
   424
  /// function. If you want to get random number from the {0, 1, ...,
deba@2245
   425
  /// n-1} integer range use the \c operator[] or the \c integer()
deba@2245
   426
  /// method. And to get random number from the whole range of an
deba@2245
   427
  /// integer type you can use the argumentless \c integer() or \c
deba@2245
   428
  /// uinteger() functions. After all you can get random bool with
deba@2245
   429
  /// equal chance of true and false or given probability of true
deba@2245
   430
  /// result with the \c boolean() member functions.
deba@2242
   431
  ///
deba@2242
   432
  ///\code
deba@2245
   433
  /// // The commented code is identical to the other
deba@2245
   434
  /// double a = rnd();                     // [0.0, 1.0)
deba@2245
   435
  /// // double a = rnd.real();             // [0.0, 1.0)
deba@2245
   436
  /// double b = rnd(100.0);                // [0.0, 100.0)
deba@2245
   437
  /// // double b = rnd.real(100.0);        // [0.0, 100.0)
deba@2245
   438
  /// double c = rnd(1.0, 2.0);             // [1.0, 2.0)
deba@2245
   439
  /// // double c = rnd.real(1.0, 2.0);     // [1.0, 2.0)
deba@2245
   440
  /// int d = rnd[100000];                  // 0..99999
deba@2245
   441
  /// // int d = rnd.integer(100000);       // 0..99999
deba@2245
   442
  /// int e = rnd[6] + 1;                   // 1..6
deba@2245
   443
  /// // int e = rnd.integer(1, 1 + 6);     // 1..6
deba@2242
   444
  /// int b = rnd.uinteger<int>();          // 0 .. 2^31 - 1
deba@2242
   445
  /// int c = rnd.integer<int>();           // - 2^31 .. 2^31 - 1
deba@2242
   446
  /// bool g = rnd.boolean();               // P(g = true) = 0.5
deba@2242
   447
  /// bool h = rnd.boolean(0.8);            // P(h = true) = 0.8
deba@2242
   448
  ///\endcode
deba@2242
   449
  ///
deba@2245
   450
  /// The lemon provides a global instance of the random number
deba@2245
   451
  /// generator which name is \ref lemon::rnd "rnd". Usually it is a
deba@2245
   452
  /// good programming convenience to use this global generator to get
deba@2245
   453
  /// random numbers.
deba@2229
   454
  ///
deba@2229
   455
  /// \author Balazs Dezso
deba@2229
   456
  class Random {
deba@2242
   457
  private:
deba@2229
   458
deba@2245
   459
    // architecture word
deba@2242
   460
    typedef unsigned long Word;
deba@2242
   461
    
deba@2242
   462
    _random_bits::RandomCore<Word> core;
deba@2229
   463
deba@2229
   464
  public:
deba@2229
   465
deba@2229
   466
    /// \brief Constructor
deba@2229
   467
    ///
deba@2242
   468
    /// Constructor with constant seeding.
deba@2242
   469
    Random() { core.initState(); }
deba@2229
   470
deba@2229
   471
    /// \brief Constructor
deba@2229
   472
    ///
deba@2242
   473
    /// Constructor with seed. The current number type will be converted
deba@2242
   474
    /// to the architecture word type.
deba@2242
   475
    template <typename Number>
deba@2242
   476
    Random(Number seed) { 
deba@2242
   477
      _random_bits::Initializer<Number, Word>::init(core, seed);
deba@2242
   478
    }
deba@2242
   479
deba@2242
   480
    /// \brief Constructor
deba@2242
   481
    ///
deba@2242
   482
    /// Constructor with array seeding. The given range should contain
deba@2242
   483
    /// any number type and the numbers will be converted to the
deba@2242
   484
    /// architecture word type.
deba@2242
   485
    template <typename Iterator>
deba@2242
   486
    Random(Iterator begin, Iterator end) { 
deba@2242
   487
      typedef typename std::iterator_traits<Iterator>::value_type Number;
deba@2242
   488
      _random_bits::Initializer<Number, Word>::init(core, begin, end);
deba@2242
   489
    }
deba@2229
   490
deba@2229
   491
    /// \brief Copy constructor
deba@2229
   492
    ///
deba@2229
   493
    /// Copy constructor. The generated sequence will be identical to
deba@2245
   494
    /// the other sequence. It can be used to save the current state
deba@2245
   495
    /// of the generator and later use it to generate the same
deba@2245
   496
    /// sequence.
deba@2242
   497
    Random(const Random& other) {
deba@2242
   498
      core.copyState(other.core);
deba@2229
   499
    }
deba@2229
   500
deba@2229
   501
    /// \brief Assign operator
deba@2229
   502
    ///
deba@2229
   503
    /// Assign operator. The generated sequence will be identical to
deba@2245
   504
    /// the other sequence. It can be used to save the current state
deba@2245
   505
    /// of the generator and later use it to generate the same
deba@2245
   506
    /// sequence.
deba@2229
   507
    Random& operator=(const Random& other) {
deba@2229
   508
      if (&other != this) {
deba@2242
   509
        core.copyState(other.core);
deba@2229
   510
      }
deba@2229
   511
      return *this;
deba@2229
   512
    }
deba@2229
   513
alpar@2257
   514
    /// \brief Returns a random real number from the range [0, 1)
deba@2229
   515
    ///
deba@2245
   516
    /// It returns a random real number from the range [0, 1). The
deba@2245
   517
    /// default Number type is double.
deba@2242
   518
    template <typename Number>
deba@2245
   519
    Number real() {
deba@2242
   520
      return _random_bits::RealConversion<Number, Word>::convert(core);
deba@2229
   521
    }
deba@2229
   522
deba@2245
   523
    double real() {
deba@2245
   524
      return real<double>();
deba@2245
   525
    }
deba@2245
   526
alpar@2257
   527
    /// \brief Returns a random real number the range [0, b)
deba@2245
   528
    ///
deba@2245
   529
    /// It returns a random real number from the range [0, b).
deba@2245
   530
    template <typename Number>
deba@2245
   531
    Number real(Number b) { 
deba@2245
   532
      return real<Number>() * b; 
deba@2245
   533
    }
deba@2245
   534
alpar@2257
   535
    /// \brief Returns a random real number from the range [a, b)
deba@2245
   536
    ///
deba@2245
   537
    /// It returns a random real number from the range [a, b).
deba@2245
   538
    template <typename Number>
deba@2245
   539
    Number real(Number a, Number b) { 
deba@2245
   540
      return real<Number>() * (b - a) + a; 
deba@2245
   541
    }
deba@2245
   542
alpar@2257
   543
    /// \brief Returns a random real number from the range [0, 1)
deba@2245
   544
    ///
deba@2245
   545
    /// It returns a random double from the range [0, 1).
deba@2242
   546
    double operator()() {
deba@2245
   547
      return real<double>();
deba@2242
   548
    }
deba@2242
   549
alpar@2257
   550
    /// \brief Returns a random real number from the range [0, b)
deba@2229
   551
    ///
deba@2242
   552
    /// It returns a random real number from the range [0, b).
deba@2242
   553
    template <typename Number>
deba@2242
   554
    Number operator()(Number b) { 
deba@2245
   555
      return real<Number>() * b; 
deba@2242
   556
    }
deba@2242
   557
alpar@2257
   558
    /// \brief Returns a random real number from the range [a, b)
deba@2242
   559
    ///
deba@2242
   560
    /// It returns a random real number from the range [a, b).
deba@2242
   561
    template <typename Number>
deba@2242
   562
    Number operator()(Number a, Number b) { 
deba@2245
   563
      return real<Number>() * (b - a) + a; 
deba@2242
   564
    }
deba@2242
   565
deba@2242
   566
    /// \brief Returns a random integer from a range
deba@2242
   567
    ///
deba@2245
   568
    /// It returns a random integer from the range {0, 1, ..., b - 1}.
deba@2242
   569
    template <typename Number>
deba@2245
   570
    Number integer(Number b) {
deba@2245
   571
      return _random_bits::Mapping<Number, Word>::map(core, b);
deba@2245
   572
    }
deba@2245
   573
deba@2245
   574
    /// \brief Returns a random integer from a range
deba@2245
   575
    ///
deba@2245
   576
    /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
deba@2245
   577
    template <typename Number>
deba@2245
   578
    Number integer(Number a, Number b) {
deba@2245
   579
      return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
deba@2245
   580
    }
deba@2245
   581
deba@2245
   582
    /// \brief Returns a random integer from a range
deba@2245
   583
    ///
deba@2245
   584
    /// It returns a random integer from the range {0, 1, ..., b - 1}.
deba@2245
   585
    template <typename Number>
deba@2245
   586
    Number operator[](Number b) {
deba@2245
   587
      return _random_bits::Mapping<Number, Word>::map(core, b);
deba@2242
   588
    }
deba@2242
   589
deba@2242
   590
    /// \brief Returns a random non-negative integer
deba@2242
   591
    ///
deba@2242
   592
    /// It returns a random non-negative integer uniformly from the
deba@2242
   593
    /// whole range of the current \c Number type.  The default result
deba@2242
   594
    /// type of this function is unsigned int.
deba@2242
   595
    template <typename Number>
deba@2242
   596
    Number uinteger() {
deba@2242
   597
      return _random_bits::IntConversion<Number, Word>::convert(core);
deba@2242
   598
    }
deba@2242
   599
deba@2242
   600
    unsigned int uinteger() {
deba@2242
   601
      return uinteger<unsigned int>();
deba@2242
   602
    }
deba@2242
   603
deba@2242
   604
    /// \brief Returns a random integer
deba@2242
   605
    ///
deba@2242
   606
    /// It returns a random integer uniformly from the whole range of
deba@2242
   607
    /// the current \c Number type. The default result type of this
deba@2242
   608
    /// function is int.
deba@2242
   609
    template <typename Number>
deba@2242
   610
    Number integer() {
deba@2242
   611
      static const int nb = std::numeric_limits<Number>::digits + 
deba@2242
   612
        (std::numeric_limits<Number>::is_signed ? 1 : 0);
deba@2242
   613
      return _random_bits::IntConversion<Number, Word, nb>::convert(core);
deba@2242
   614
    }
deba@2242
   615
deba@2242
   616
    int integer() {
deba@2242
   617
      return integer<int>();
deba@2229
   618
    }
deba@2229
   619
    
deba@2242
   620
    /// \brief Returns a random bool
deba@2229
   621
    ///
deba@2242
   622
    /// It returns a random bool
deba@2242
   623
    bool boolean() {
deba@2242
   624
      return _random_bits::BoolConversion<Word>::convert(core);
deba@2229
   625
    }
deba@2229
   626
deba@2229
   627
    /// \brief Returns a random bool
deba@2229
   628
    ///
deba@2242
   629
    /// It returns a random bool with given probability of true result
deba@2242
   630
    bool boolean(double p) {
deba@2242
   631
      return operator()() < p;
deba@2229
   632
    }
alpar@2355
   633
alpar@2355
   634
    /// Standard Gauss distribution
alpar@2355
   635
alpar@2355
   636
    /// Standard Gauss distribution.
alpar@2355
   637
    /// \todo Currently it uses the so-calles "polar technique" to generate
alpar@2355
   638
    /// random distribution.
alpar@2355
   639
    /// Probably, the "Ziggurat" method should rather be used.
alpar@2355
   640
    double gauss() 
alpar@2355
   641
    {
alpar@2355
   642
      double V1,V2,S;
alpar@2355
   643
      do {
alpar@2355
   644
	V1=2*real<double>()-1;
alpar@2355
   645
	V2=2*real<double>()-1;
alpar@2355
   646
	S=V1*V1+V2*V2;
alpar@2355
   647
      } while(S>=1);
alpar@2355
   648
      return std::sqrt(-2*std::log(S)/S)*V1;
alpar@2355
   649
    }
alpar@2355
   650
    /// Gauss distribution with given variance and mean 0
alpar@2355
   651
    double gauss(double var) 
alpar@2355
   652
    {
alpar@2355
   653
      return gauss()*var;
alpar@2355
   654
    }
alpar@2355
   655
    /// Gauss distribution with given variance and mean
alpar@2355
   656
    double gauss(double var,double mean)
alpar@2355
   657
    {
alpar@2355
   658
      return gauss()*var+mean;
alpar@2355
   659
    }
alpar@2355
   660
alpar@2355
   661
    double exponential(double lambda)
alpar@2355
   662
    {
alpar@2355
   663
      return -log(real<double>())/lambda;
alpar@2355
   664
    }
deba@2229
   665
    
deba@2229
   666
  };
deba@2229
   667
deba@2229
   668
deba@2229
   669
  extern Random rnd;
deba@2229
   670
deba@2229
   671
}
deba@2229
   672
deba@2229
   673
#endif