| ... | ... |
@@ -531,28 +531,24 @@ |
| 531 | 531 |
typedef unsigned long Word; |
| 532 | 532 |
|
| 533 | 533 |
_random_bits::RandomCore<Word> core; |
| 534 | 534 |
_random_bits::BoolProducer<Word> bool_producer; |
| 535 | 535 |
|
| 536 | 536 |
|
| 537 | 537 |
public: |
| 538 | 538 |
|
| 539 | 539 |
///\name Initialization |
| 540 | 540 |
/// |
| 541 | 541 |
/// @{
|
| 542 | 542 |
|
| 543 |
///\name Initialization |
|
| 544 |
/// |
|
| 545 |
/// @{
|
|
| 546 |
|
|
| 547 | 543 |
/// \brief Default constructor |
| 548 | 544 |
/// |
| 549 | 545 |
/// Constructor with constant seeding. |
| 550 | 546 |
Random() { core.initState(); }
|
| 551 | 547 |
|
| 552 | 548 |
/// \brief Constructor with seed |
| 553 | 549 |
/// |
| 554 | 550 |
/// Constructor with seed. The current number type will be converted |
| 555 | 551 |
/// to the architecture word type. |
| 556 | 552 |
template <typename Number> |
| 557 | 553 |
Random(Number seed) {
|
| 558 | 554 |
_random_bits::Initializer<Number, Word>::init(core, seed); |
| ... | ... |
@@ -699,30 +695,24 @@ |
| 699 | 695 |
Number real(Number b) {
|
| 700 | 696 |
return real<Number>() * b; |
| 701 | 697 |
} |
| 702 | 698 |
|
| 703 | 699 |
/// \brief Returns a random real number from the range [a, b) |
| 704 | 700 |
/// |
| 705 | 701 |
/// It returns a random real number from the range [a, b). |
| 706 | 702 |
template <typename Number> |
| 707 | 703 |
Number real(Number a, Number b) {
|
| 708 | 704 |
return real<Number>() * (b - a) + a; |
| 709 | 705 |
} |
| 710 | 706 |
|
| 711 |
/// @} |
|
| 712 |
|
|
| 713 |
///\name Uniform distributions |
|
| 714 |
/// |
|
| 715 |
/// @{
|
|
| 716 |
|
|
| 717 | 707 |
/// \brief Returns a random real number from the range [0, 1) |
| 718 | 708 |
/// |
| 719 | 709 |
/// It returns a random double from the range [0, 1). |
| 720 | 710 |
double operator()() {
|
| 721 | 711 |
return real<double>(); |
| 722 | 712 |
} |
| 723 | 713 |
|
| 724 | 714 |
/// \brief Returns a random real number from the range [0, b) |
| 725 | 715 |
/// |
| 726 | 716 |
/// It returns a random real number from the range [0, b). |
| 727 | 717 |
template <typename Number> |
| 728 | 718 |
Number operator()(Number b) {
|
| ... | ... |
@@ -762,26 +752,24 @@ |
| 762 | 752 |
} |
| 763 | 753 |
|
| 764 | 754 |
/// \brief Returns a random non-negative integer |
| 765 | 755 |
/// |
| 766 | 756 |
/// It returns a random non-negative integer uniformly from the |
| 767 | 757 |
/// whole range of the current \c Number type. The default result |
| 768 | 758 |
/// type of this function is <tt>unsigned int</tt>. |
| 769 | 759 |
template <typename Number> |
| 770 | 760 |
Number uinteger() {
|
| 771 | 761 |
return _random_bits::IntConversion<Number, Word>::convert(core); |
| 772 | 762 |
} |
| 773 | 763 |
|
| 774 |
/// @} |
|
| 775 |
|
|
| 776 | 764 |
unsigned int uinteger() {
|
| 777 | 765 |
return uinteger<unsigned int>(); |
| 778 | 766 |
} |
| 779 | 767 |
|
| 780 | 768 |
/// \brief Returns a random integer |
| 781 | 769 |
/// |
| 782 | 770 |
/// It returns a random integer uniformly from the whole range of |
| 783 | 771 |
/// the current \c Number type. The default result type of this |
| 784 | 772 |
/// function is \c int. |
| 785 | 773 |
template <typename Number> |
| 786 | 774 |
Number integer() {
|
| 787 | 775 |
static const int nb = std::numeric_limits<Number>::digits + |
| ... | ... |
@@ -797,52 +785,51 @@ |
| 797 | 785 |
/// |
| 798 | 786 |
/// It returns a random bool. The generator holds a buffer for |
| 799 | 787 |
/// random bits. Every time when it become empty the generator makes |
| 800 | 788 |
/// a new random word and fill the buffer up. |
| 801 | 789 |
bool boolean() {
|
| 802 | 790 |
return bool_producer.convert(core); |
| 803 | 791 |
} |
| 804 | 792 |
|
| 805 | 793 |
/// @} |
| 806 | 794 |
|
| 807 | 795 |
///\name Non-uniform distributions |
| 808 | 796 |
/// |
| 809 |
|
|
| 810 | 797 |
///@{
|
| 811 | 798 |
|
| 812 |
/// \brief Returns a random bool |
|
| 799 |
/// \brief Returns a random bool with given probability of true result. |
|
| 813 | 800 |
/// |
| 814 | 801 |
/// It returns a random bool with given probability of true result. |
| 815 | 802 |
bool boolean(double p) {
|
| 816 | 803 |
return operator()() < p; |
| 817 | 804 |
} |
| 818 | 805 |
|
| 819 |
/// Standard Gauss distribution |
|
| 806 |
/// Standard normal (Gauss) distribution |
|
| 820 | 807 |
|
| 821 |
/// Standard Gauss distribution. |
|
| 808 |
/// Standard normal (Gauss) distribution. |
|
| 822 | 809 |
/// \note The Cartesian form of the Box-Muller |
| 823 | 810 |
/// transformation is used to generate a random normal distribution. |
| 824 | 811 |
double gauss() |
| 825 | 812 |
{
|
| 826 | 813 |
double V1,V2,S; |
| 827 | 814 |
do {
|
| 828 | 815 |
V1=2*real<double>()-1; |
| 829 | 816 |
V2=2*real<double>()-1; |
| 830 | 817 |
S=V1*V1+V2*V2; |
| 831 | 818 |
} while(S>=1); |
| 832 | 819 |
return std::sqrt(-2*std::log(S)/S)*V1; |
| 833 | 820 |
} |
| 834 |
/// Gauss distribution with given mean and standard deviation |
|
| 821 |
/// Normal (Gauss) distribution with given mean and standard deviation |
|
| 835 | 822 |
|
| 836 |
/// Gauss distribution with given mean and standard deviation. |
|
| 823 |
/// Normal (Gauss) distribution with given mean and standard deviation. |
|
| 837 | 824 |
/// \sa gauss() |
| 838 | 825 |
double gauss(double mean,double std_dev) |
| 839 | 826 |
{
|
| 840 | 827 |
return gauss()*std_dev+mean; |
| 841 | 828 |
} |
| 842 | 829 |
|
| 843 | 830 |
/// Lognormal distribution |
| 844 | 831 |
|
| 845 | 832 |
/// Lognormal distribution. The parameters are the mean and the standard |
| 846 | 833 |
/// deviation of <tt>exp(X)</tt>. |
| 847 | 834 |
/// |
| 848 | 835 |
double lognormal(double n_mean,double n_std_dev) |
| ... | ... |
@@ -855,40 +842,40 @@ |
| 855 | 842 |
/// the mean and the standard deviation of <tt>exp(X)</tt>. |
| 856 | 843 |
/// |
| 857 | 844 |
double lognormal(const std::pair<double,double> ¶ms) |
| 858 | 845 |
{
|
| 859 | 846 |
return std::exp(gauss(params.first,params.second)); |
| 860 | 847 |
} |
| 861 | 848 |
/// Compute the lognormal parameters from mean and standard deviation |
| 862 | 849 |
|
| 863 | 850 |
/// This function computes the lognormal parameters from mean and |
| 864 | 851 |
/// standard deviation. The return value can direcly be passed to |
| 865 | 852 |
/// lognormal(). |
| 866 | 853 |
std::pair<double,double> lognormalParamsFromMD(double mean, |
| 867 |
|
|
| 854 |
double std_dev) |
|
| 868 | 855 |
{
|
| 869 | 856 |
double fr=std_dev/mean; |
| 870 | 857 |
fr*=fr; |
| 871 | 858 |
double lg=std::log(1+fr); |
| 872 | 859 |
return std::pair<double,double>(std::log(mean)-lg/2.0,std::sqrt(lg)); |
| 873 | 860 |
} |
| 874 | 861 |
/// Lognormal distribution with given mean and standard deviation |
| 875 |
|
|
| 862 |
|
|
| 876 | 863 |
/// Lognormal distribution with given mean and standard deviation. |
| 877 | 864 |
/// |
| 878 | 865 |
double lognormalMD(double mean,double std_dev) |
| 879 | 866 |
{
|
| 880 | 867 |
return lognormal(lognormalParamsFromMD(mean,std_dev)); |
| 881 | 868 |
} |
| 882 |
|
|
| 869 |
|
|
| 883 | 870 |
/// Exponential distribution with given mean |
| 884 | 871 |
|
| 885 | 872 |
/// This function generates an exponential distribution random number |
| 886 | 873 |
/// with mean <tt>1/lambda</tt>. |
| 887 | 874 |
/// |
| 888 | 875 |
double exponential(double lambda=1.0) |
| 889 | 876 |
{
|
| 890 | 877 |
return -std::log(1.0-real<double>())/lambda; |
| 891 | 878 |
} |
| 892 | 879 |
|
| 893 | 880 |
/// Gamma distribution with given integer shape |
| 894 | 881 |
|
| ... | ... |
@@ -974,42 +961,41 @@ |
| 974 | 961 |
double p = 1.0; |
| 975 | 962 |
do {
|
| 976 | 963 |
k++; |
| 977 | 964 |
p*=real<double>(); |
| 978 | 965 |
} while (p>=l); |
| 979 | 966 |
return k-1; |
| 980 | 967 |
} |
| 981 | 968 |
|
| 982 | 969 |
///@} |
| 983 | 970 |
|
| 984 | 971 |
///\name Two dimensional distributions |
| 985 | 972 |
/// |
| 986 |
|
|
| 987 | 973 |
///@{
|
| 988 | 974 |
|
| 989 | 975 |
/// Uniform distribution on the full unit circle |
| 990 | 976 |
|
| 991 | 977 |
/// Uniform distribution on the full unit circle. |
| 992 | 978 |
/// |
| 993 | 979 |
dim2::Point<double> disc() |
| 994 | 980 |
{
|
| 995 | 981 |
double V1,V2; |
| 996 | 982 |
do {
|
| 997 | 983 |
V1=2*real<double>()-1; |
| 998 | 984 |
V2=2*real<double>()-1; |
| 999 | 985 |
|
| 1000 | 986 |
} while(V1*V1+V2*V2>=1); |
| 1001 | 987 |
return dim2::Point<double>(V1,V2); |
| 1002 | 988 |
} |
| 1003 |
/// A kind of two dimensional Gauss distribution |
|
| 989 |
/// A kind of two dimensional normal (Gauss) distribution |
|
| 1004 | 990 |
|
| 1005 | 991 |
/// This function provides a turning symmetric two-dimensional distribution. |
| 1006 | 992 |
/// Both coordinates are of standard normal distribution, but they are not |
| 1007 | 993 |
/// independent. |
| 1008 | 994 |
/// |
| 1009 | 995 |
/// \note The coordinates are the two random variables provided by |
| 1010 | 996 |
/// the Box-Muller method. |
| 1011 | 997 |
dim2::Point<double> gauss2() |
| 1012 | 998 |
{
|
| 1013 | 999 |
double V1,V2,S; |
| 1014 | 1000 |
do {
|
| 1015 | 1001 |
V1=2*real<double>()-1; |
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