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@@ -6,131 +6,132 @@
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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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/*
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* This file contains the reimplemented version of the Mersenne Twister
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* Generator of Matsumoto and Nishimura.
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*
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* See the appropriate copyright notice below.
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*
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* Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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*
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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*
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* 2. Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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*
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* 3. The names of its contributors may not be used to endorse or promote
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* products derived from this software without specific prior written
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* permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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* "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
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* FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
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* COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
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* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
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* SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
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* HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
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* STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
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* OF THE POSSIBILITY OF SUCH DAMAGE.
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*
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*
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* Any feedback is very welcome.
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* http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
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* email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
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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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#include <lemon/math.h>
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#include <lemon/dim2.h>
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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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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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@@ -698,129 +699,129 @@
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///
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/// It returns a random bool with given probability of true result.
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bool boolean(double p) {
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return operator()() < p;
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}
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/// Standard Gauss distribution
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/// Standard Gauss distribution.
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/// \note The Cartesian form of the Box-Muller
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/// transformation is used to generate a random normal distribution.
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/// \todo Consider using the "ziggurat" method instead.
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double gauss()
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{
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double V1,V2,S;
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do {
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V1=2*real<double>()-1;
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V2=2*real<double>()-1;
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S=V1*V1+V2*V2;
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} while(S>=1);
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return std::sqrt(-2*std::log(S)/S)*V1;
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}
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/// Gauss distribution with given mean and standard deviation
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/// Gauss distribution with given mean and standard deviation.
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/// \sa gauss()
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double gauss(double mean,double std_dev)
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{
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return gauss()*std_dev+mean;
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}
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/// Exponential distribution with given mean
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/// This function generates an exponential distribution random number
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/// with mean <tt>1/lambda</tt>.
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///
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double exponential(double lambda=1.0)
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{
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return -std::log(1.0-real<double>())/lambda;
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}
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/// Gamma distribution with given integer shape
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/// This function generates a gamma distribution random number.
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///
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///\param k shape parameter (<tt>k>0</tt> integer)
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double gamma(int k)
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{
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double s = 0;
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for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
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return s;
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}
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/// Gamma distribution with given shape and scale parameter
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/// This function generates a gamma distribution random number.
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///
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///\param k shape parameter (<tt>k>0</tt>)
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///\param theta scale parameter
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///
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double gamma(double k,double theta=1.0)
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{
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double xi,nu;
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const double delta = k-std::floor(k);
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const double v0=M_E/(M_E-delta);
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const double v0=E/(E-delta);
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do {
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double V0=1.0-real<double>();
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double V1=1.0-real<double>();
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double V2=1.0-real<double>();
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if(V2<=v0)
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{
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xi=std::pow(V1,1.0/delta);
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nu=V0*std::pow(xi,delta-1.0);
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}
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else
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{
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xi=1.0-std::log(V1);
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nu=V0*std::exp(-xi);
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}
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} while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
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return theta*(xi-gamma(int(std::floor(k))));
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}
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/// Weibull distribution
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/// This function generates a Weibull distribution random number.
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///
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///\param k shape parameter (<tt>k>0</tt>)
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///\param lambda scale parameter (<tt>lambda>0</tt>)
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///
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double weibull(double k,double lambda)
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{
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return lambda*pow(-std::log(1.0-real<double>()),1.0/k);
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}
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/// Pareto distribution
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/// This function generates a Pareto distribution random number.
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///
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///\param k shape parameter (<tt>k>0</tt>)
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///\param x_min location parameter (<tt>x_min>0</tt>)
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///
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double pareto(double k,double x_min)
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{
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return exponential(gamma(k,1.0/x_min));
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}
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///@}
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///\name Two dimensional distributions
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///
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///@{
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/// Uniform distribution on the full unit circle
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/// Uniform distribution on the full unit circle.
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///
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dim2::Point<double> disc()
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{
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double V1,V2;
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do {
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V1=2*real<double>()-1;
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V2=2*real<double>()-1;
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} while(V1*V1+V2*V2>=1);
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return dim2::Point<double>(V1,V2);
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}
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/// A kind of two dimensional Gauss distribution
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