Changeset 562:b9b3473327e3 in lemon for lemon/random.h

Timestamp:

02/16/09 19:15:52 (15 years ago)

Author:

Alpar Juttner <alpar@…>

Branch:

default

Parents:

561:2eb5c8ca2c91 (diff), 511:879c55700cd4 (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) (2 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).
@@ -541 +541 @@
     /// @{
 
-    ///\name Initialization
-    ///
-    /// @{
-
     /// \brief Default constructor
     ///
@@ -691 +687 @@
     }
 
-    /// @}
-
-    ///\name Uniform distributions
-    ///
-    /// @{
-
     /// \brief Returns a random real number from the range [0, 1)
     ///
@@ -751 +741 @@
       return _random_bits::IntConversion<Number, Word>::convert(core);
     }
-
-    /// @}
 
     unsigned int uinteger() {
@@ -787 +775 @@
     ///\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.
@@ -797 +784 @@
     }
 
-    /// 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.
@@ -812 +799 @@
       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));
     }
 
@@ -924 +951 @@
     ///\name Two dimensional distributions
     ///
-
     ///@{
 
@@ -941 +967 @@
       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

@@ -78 +78 @@
 #include <unistd.h>
 #else
-#include <windows.h>
+#include <lemon/bits/windows.h>
 #endif
 
@@ -663 +663 @@
       seed(getpid() + tv.tv_sec + tv.tv_usec);
 #else
-      FILETIME time;
-      GetSystemTimeAsFileTime(&time);
-      seed(GetCurrentProcessId() + time.dwHighDateTime + time.dwLowDateTime);
+      seed(bits::getWinRndSeed());
 #endif
       return true;