Changeset 564:2b6d5d22bb23 in lemon for lemon/random.h

Timestamp:

02/20/09 22:37:19 (16 years ago)

Author:

Alpar Juttner <alpar@…>

Branch:

default

Parents:

563:dab9e610e37d (diff), 518:b1ef32ab39f3 (diff)
Note: this is a merge changeset, the changes displayed below correspond to the merge itself.
Use the (diff) links above to see all the changes relative to each parent.

Phase:

public

Message:

Merge

Files:

• lemon/random.h (modified) (9 diffs)
• lemon/random.h (modified) (7 diffs)

lemon/random.h

@@ -3 +3 @@
  * This file is a part of LEMON, a generic C++ optimization library.
  *
- * Copyright (C) 2003-2008
+ * Copyright (C) 2003-2009
  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
  * (Egervary Research Group on Combinatorial Optimization, EGRES).
@@ -531 +531 @@
     /// @{
 
-    ///\name Initialization
-    ///
-    /// @{
-
     /// \brief Default constructor
     ///
@@ -681 +677 @@
     }
 
-    /// @}
-
-    ///\name Uniform distributions
-    ///
-    /// @{
-
     /// \brief Returns a random real number from the range [0, 1)
     ///
@@ -741 +731 @@
       return _random_bits::IntConversion<Number, Word>::convert(core);
     }
-
-    /// @}
 
     unsigned int uinteger() {
@@ -777 +765 @@
     ///\name Non-uniform distributions
     ///
-
     ///@{
 
-    /// \brief Returns a random bool
+    /// \brief Returns a random bool with given probability of true result.
     ///
     /// It returns a random bool with given probability of true result.
@@ -787 +774 @@
     }
 
-    /// Standard Gauss distribution
-
-    /// Standard Gauss distribution.
+    /// Standard normal (Gauss) distribution
+
+    /// Standard normal (Gauss) distribution.
     /// \note The Cartesian form of the Box-Muller
     /// transformation is used to generate a random normal distribution.
@@ -802 +789 @@
       return std::sqrt(-2*std::log(S)/S)*V1;
     }
-    /// Gauss distribution with given mean and standard deviation
-
-    /// Gauss distribution with given mean and standard deviation.
+    /// Normal (Gauss) distribution with given mean and standard deviation
+
+    /// Normal (Gauss) distribution with given mean and standard deviation.
     /// \sa gauss()
     double gauss(double mean,double std_dev)
     {
       return gauss()*std_dev+mean;
+    }
+
+    /// Lognormal distribution
+
+    /// Lognormal distribution. The parameters are the mean and the standard
+    /// deviation of <tt>exp(X)</tt>.
+    ///
+    double lognormal(double n_mean,double n_std_dev)
+    {
+      return std::exp(gauss(n_mean,n_std_dev));
+    }
+    /// Lognormal distribution
+
+    /// Lognormal distribution. The parameter is an <tt>std::pair</tt> of
+    /// the mean and the standard deviation of <tt>exp(X)</tt>.
+    ///
+    double lognormal(const std::pair<double,double> &params)
+    {
+      return std::exp(gauss(params.first,params.second));
+    }
+    /// Compute the lognormal parameters from mean and standard deviation
+
+    /// This function computes the lognormal parameters from mean and
+    /// standard deviation. The return value can direcly be passed to
+    /// lognormal().
+    std::pair<double,double> lognormalParamsFromMD(double mean,
+                                                   double std_dev)
+    {
+      double fr=std_dev/mean;
+      fr*=fr;
+      double lg=std::log(1+fr);
+      return std::pair<double,double>(std::log(mean)-lg/2.0,std::sqrt(lg));
+    }
+    /// Lognormal distribution with given mean and standard deviation
+
+    /// Lognormal distribution with given mean and standard deviation.
+    ///
+    double lognormalMD(double mean,double std_dev)
+    {
+      return lognormal(lognormalParamsFromMD(mean,std_dev));
     }
 
@@ -914 +941 @@
     ///\name Two dimensional distributions
     ///
-
     ///@{
 
@@ -931 +957 @@
       return dim2::Point<double>(V1,V2);
     }
-    /// A kind of two dimensional Gauss distribution
+    /// A kind of two dimensional normal (Gauss) distribution
 
     /// This function provides a turning symmetric two-dimensional distribution.

lemon/random.h

@@ -345 +345 @@
     };
 
-    template <typename Result, int exp, bool pos = (exp >= 0)>
+    template <typename Result, int exp>
     struct ShiftMultiplier {
-      static const Result multiplier() {
-        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
-        res *= res;
-        if ((exp & 1) == 1) res *= static_cast<Result>(2.0);
-        return res;
-      }
-    };
-
-    template <typename Result, int exp>
-    struct ShiftMultiplier<Result, exp, false> {
       static const Result multiplier() {
         Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
@@ -366 +356 @@
 
     template <typename Result>
-    struct ShiftMultiplier<Result, 0, true> {
+    struct ShiftMultiplier<Result, 0> {
       static const Result multiplier() {
         return static_cast<Result>(1.0);
@@ -373 +363 @@
 
     template <typename Result>
-    struct ShiftMultiplier<Result, -20, true> {
+    struct ShiftMultiplier<Result, 20> {
       static const Result multiplier() {
         return static_cast<Result>(1.0/1048576.0);
@@ -380 +370 @@
 
     template <typename Result>
-    struct ShiftMultiplier<Result, -32, true> {
+    struct ShiftMultiplier<Result, 32> {
       static const Result multiplier() {
-        return static_cast<Result>(1.0/424967296.0);
+        return static_cast<Result>(1.0/4294967296.0);
       }
     };
 
     template <typename Result>
-    struct ShiftMultiplier<Result, -53, true> {
+    struct ShiftMultiplier<Result, 53> {
       static const Result multiplier() {
         return static_cast<Result>(1.0/9007199254740992.0);
@@ -394 +384 @@
 
     template <typename Result>
-    struct ShiftMultiplier<Result, -64, true> {
+    struct ShiftMultiplier<Result, 64> {
       static const Result multiplier() {
         return static_cast<Result>(1.0/18446744073709551616.0);
@@ -414 +404 @@
 
       static Result convert(RandomCore<Word>& rnd) {
-        return Shifting<Result, - shift - rest>::
+        return Shifting<Result, shift + rest>::
           shift(static_cast<Result>(rnd() >> (bits - rest)));
       }
@@ -424 +414 @@
 
       static Result convert(RandomCore<Word>& rnd) {
-        return Shifting<Result, - shift - bits>::
+        return Shifting<Result, shift + bits>::
           shift(static_cast<Result>(rnd())) +
           RealConversion<Result, Word, rest-bits, shift + bits>::