/*************************************************************************** * Copyright (C) 2005 by Jeff Ferr * * root@sat * * * * This program is free software; you can redistribute it and/or modify * * it under the terms of the GNU General Public License as published by * * the Free Software Foundation; either version 2 of the License, or * * (at your option) any later version. * * * * This program is distributed in the hope that it will be useful, * * but WITHOUT ANY WARRANTY; without even the implied warranty of * * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * * GNU General Public License for more details. * * * * You should have received a copy of the GNU General Public License * * along with this program; if not, write to the * * Free Software Foundation, Inc., * * 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. * ***************************************************************************/ #include "Stdafx.h" #include "jrandom.h" #include "jmath.h" namespace jmath { Random::Random(long long seed) { SetSeed(seed); } Random::~Random() { } long long Random::Binomial(long long ntot, double prob) { // Generates a random integer N according to the binomial law // Coded from Los Alamos report LA-5061-MS // // N is binomially distributed between 0 and ntot inclusive // with mean prob*ntot. // prob is between 0 and 1. // // Note: This function should not be used when ntot is large (say >100). // The normal approximation is then recommended instead // (with mean =*ntot+0.5 and standard deviation sqrt(ntot*prob*(1-prob)). if (prob < 0 || prob > 1) return 0; long long n = 0; for (long long i=0;i prob) continue; n++; } return n; } double Random::BreitWigner(double mean, double gamma) { // Return a number distributed following a BreitWigner function with mean and gamma double rval, displ; rval = 2 * RandomDouble() - 1; displ = 0.5*gamma*Math::Tan(rval*Math::PI/2.0); return (mean+displ); } void Random::Circle(double *x, double *y, double r) { // generates random vectors, uniformly distributed over a circle of given radius. // Input : r = circle radius // Output: x,y a random 2-d vector of length r double phi = Uniform(0, jmath::Math::PI*2.0); (*x) = r*Math::Cos(phi); (*y) = r*Math::Sin(phi); } double Random::Exp(double tau) { // returns an exponential deviate. // // exp( -t/tau ) double x = Uniform(); // uniform on ] 0, 1 ] double t = -tau * Math::Log( x ); // convert to exponential distribution return t; } double Random::Gaussian(double mean, double sigma) { // Return a number distributed following a gaussian with mean and sigma double x, y, z, result; y = RandomDouble(); z = RandomDouble(); x = z * 6.28318530717958623; result = mean + sigma*Math::Sin(x)*Math::Sqrt(-2*Math::Log(y)); return result; } long long Random::Integer(long long imax) { // returns a random integer on [ 0, imax-1 ]. long long ui; ui = (long long)(imax*RandomDouble()); return ui; } double Random::Landau(double mpv, double sigma) { // Generate a random number following a Landau distribution // with mpv(most probable value) and sigma // Converted by Rene Brun from CERNLIB routine ranlan(G110) const double f[982] = { 0 , 0 , 0 ,0 ,0 ,-2.244733, -2.204365,-2.168163,-2.135219,-2.104898,-2.076740,-2.050397, -2.025605,-2.002150,-1.979866,-1.958612,-1.938275,-1.918760, -1.899984,-1.881879,-1.864385,-1.847451,-1.831030,-1.815083, -1.799574,-1.784473,-1.769751,-1.755383,-1.741346,-1.727620, -1.714187,-1.701029,-1.688130,-1.675477,-1.663057,-1.650858, -1.638868,-1.627078,-1.615477,-1.604058,-1.592811,-1.581729, -1.570806,-1.560034,-1.549407,-1.538919,-1.528565,-1.518339, -1.508237,-1.498254,-1.488386,-1.478628,-1.468976,-1.459428, -1.449979,-1.440626,-1.431365,-1.422195,-1.413111,-1.404112, -1.395194,-1.386356,-1.377594,-1.368906,-1.360291,-1.351746, -1.343269,-1.334859,-1.326512,-1.318229,-1.310006,-1.301843, -1.293737,-1.285688,-1.277693,-1.269752,-1.261863,-1.254024, -1.246235,-1.238494,-1.230800,-1.223153,-1.215550,-1.207990, -1.200474,-1.192999,-1.185566,-1.178172,-1.170817,-1.163500, -1.156220,-1.148977,-1.141770,-1.134598,-1.127459,-1.120354, -1.113282,-1.106242,-1.099233,-1.092255, -1.085306,-1.078388,-1.071498,-1.064636,-1.057802,-1.050996, -1.044215,-1.037461,-1.030733,-1.024029,-1.017350,-1.010695, -1.004064, -.997456, -.990871, -.984308, -.977767, -.971247, -.964749, -.958271, -.951813, -.945375, -.938957, -.932558, -.926178, -.919816, -.913472, -.907146, -.900838, -.894547, -.888272, -.882014, -.875773, -.869547, -.863337, -.857142, -.850963, -.844798, -.838648, -.832512, -.826390, -.820282, -.814187, -.808106, -.802038, -.795982, -.789940, -.783909, -.777891, -.771884, -.765889, -.759906, -.753934, -.747973, -.742023, -.736084, -.730155, -.724237, -.718328, -.712429, -.706541, -.700661, -.694791, -.688931, -.683079, -.677236, -.671402, -.665576, -.659759, -.653950, -.648149, -.642356, -.636570, -.630793, -.625022, -.619259, -.613503, -.607754, -.602012, -.596276, -.590548, -.584825, -.579109, -.573399, -.567695, -.561997, -.556305, -.550618, -.544937, -.539262, -.533592, -.527926, -.522266, -.516611, -.510961, -.505315, -.499674, -.494037, -.488405, -.482777, -.477153, -.471533, -.465917, -.460305, -.454697, -.449092, -.443491, -.437893, -.432299, -.426707, -.421119, -.415534, -.409951, -.404372, -.398795, -.393221, -.387649, -.382080, -.376513, -.370949, -.365387, -.359826, -.354268, -.348712, -.343157, -.337604, -.332053, -.326503, -.320955, -.315408, -.309863, -.304318, -.298775, -.293233, -.287692, -.282152, -.276613, -.271074, -.265536, -.259999, -.254462, -.248926, -.243389, -.237854, -.232318, -.226783, -.221247, -.215712, -.210176, -.204641, -.199105, -.193568, -.188032, -.182495, -.176957, -.171419, -.165880, -.160341, -.154800, -.149259, -.143717, -.138173, -.132629, -.127083, -.121537, -.115989, -.110439, -.104889, -.099336, -.093782, -.088227, -.082670, -.077111, -.071550, -.065987, -.060423, -.054856, -.049288, -.043717, -.038144, -.032569, -.026991, -.021411, -.015828, -.010243, -.004656, .000934, .006527, .012123, .017722, .023323, .028928, .034535, .040146, .045759, .051376, .056997, .062620, .068247, .073877, .079511, .085149, .090790, .096435, .102083, .107736, .113392, .119052, .124716, .130385, .136057, .141734, .147414, .153100, .158789, .164483, .170181, .175884, .181592, .187304, .193021, .198743, .204469, .210201, .215937, .221678, .227425, .233177, .238933, .244696, .250463, .256236, .262014, .267798, .273587, .279382, .285183, .290989, .296801, .302619, .308443, .314273, .320109, .325951, .331799, .337654, .343515, .349382, .355255, .361135, .367022, .372915, .378815, .384721, .390634, .396554, .402481, .408415, .414356, .420304, .426260, .432222, .438192, .444169, .450153, .456145, .462144, .468151, .474166, .480188, .486218, .492256, .498302, .504356, .510418, .516488, .522566, .528653, .534747, .540850, .546962, .553082, .559210, .565347, .571493, .577648, .583811, .589983, .596164, .602355, .608554, .614762, .620980, .627207, .633444, .639689, .645945, .652210, .658484, .664768, .671062, .677366, .683680, .690004, .696338, .702682, .709036, .715400, .721775, .728160, .734556, .740963, .747379, .753807, .760246, .766695, .773155, .779627, .786109, .792603, .799107, .805624, .812151, .818690, .825241, .831803, .838377, .844962, .851560, .858170, .864791, .871425, .878071, .884729, .891399, .898082, .904778, .911486, .918206, .924940, .931686, .938446, .945218, .952003, .958802, .965614, .972439, .979278, .986130, .992996, .999875, 1.006769, 1.013676, 1.020597, 1.027533, 1.034482, 1.041446, 1.048424, 1.055417, 1.062424, 1.069446, 1.076482, 1.083534, 1.090600, 1.097681, 1.104778, 1.111889, 1.119016, 1.126159, 1.133316, 1.140490, 1.147679, 1.154884, 1.162105, 1.169342, 1.176595, 1.183864, 1.191149, 1.198451, 1.205770, 1.213105, 1.220457, 1.227826, 1.235211, 1.242614, 1.250034, 1.257471, 1.264926, 1.272398, 1.279888, 1.287395, 1.294921, 1.302464, 1.310026, 1.317605, 1.325203, 1.332819, 1.340454, 1.348108, 1.355780, 1.363472, 1.371182, 1.378912, 1.386660, 1.394429, 1.402216, 1.410024, 1.417851, 1.425698, 1.433565, 1.441453, 1.449360, 1.457288, 1.465237, 1.473206, 1.481196, 1.489208, 1.497240, 1.505293, 1.513368, 1.521465, 1.529583, 1.537723, 1.545885, 1.554068, 1.562275, 1.570503, 1.578754, 1.587028, 1.595325, 1.603644, 1.611987, 1.620353, 1.628743, 1.637156, 1.645593, 1.654053, 1.662538, 1.671047, 1.679581, 1.688139, 1.696721, 1.705329, 1.713961, 1.722619, 1.731303, 1.740011, 1.748746, 1.757506, 1.766293, 1.775106, 1.783945, 1.792810, 1.801703, 1.810623, 1.819569, 1.828543, 1.837545, 1.846574, 1.855631, 1.864717, 1.873830, 1.882972, 1.892143, 1.901343, 1.910572, 1.919830, 1.929117, 1.938434, 1.947781, 1.957158, 1.966566, 1.976004, 1.985473, 1.994972, 2.004503, 2.014065, 2.023659, 2.033285, 2.042943, 2.052633, 2.062355, 2.072110, 2.081899, 2.091720, 2.101575, 2.111464, 2.121386, 2.131343, 2.141334, 2.151360, 2.161421, 2.171517, 2.181648, 2.191815, 2.202018, 2.212257, 2.222533, 2.232845, 2.243195, 2.253582, 2.264006, 2.274468, 2.284968, 2.295507, 2.306084, 2.316701, 2.327356, 2.338051, 2.348786, 2.359562, 2.370377, 2.381234, 2.392131, 2.403070, 2.414051, 2.425073, 2.436138, 2.447246, 2.458397, 2.469591, 2.480828, 2.492110, 2.503436, 2.514807, 2.526222, 2.537684, 2.549190, 2.560743, 2.572343, 2.583989, 2.595682, 2.607423, 2.619212, 2.631050, 2.642936, 2.654871, 2.666855, 2.678890, 2.690975, 2.703110, 2.715297, 2.727535, 2.739825, 2.752168, 2.764563, 2.777012, 2.789514, 2.802070, 2.814681, 2.827347, 2.840069, 2.852846, 2.865680, 2.878570, 2.891518, 2.904524, 2.917588, 2.930712, 2.943894, 2.957136, 2.970439, 2.983802, 2.997227, 3.010714, 3.024263, 3.037875, 3.051551, 3.065290, 3.079095, 3.092965, 3.106900, 3.120902, 3.134971, 3.149107, 3.163312, 3.177585, 3.191928, 3.206340, 3.220824, 3.235378, 3.250005, 3.264704, 3.279477, 3.294323, 3.309244, 3.324240, 3.339312, 3.354461, 3.369687, 3.384992, 3.400375, 3.415838, 3.431381, 3.447005, 3.462711, 3.478500, 3.494372, 3.510328, 3.526370, 3.542497, 3.558711, 3.575012, 3.591402, 3.607881, 3.624450, 3.641111, 3.657863, 3.674708, 3.691646, 3.708680, 3.725809, 3.743034, 3.760357, 3.777779, 3.795300, 3.812921, 3.830645, 3.848470, 3.866400, 3.884434, 3.902574, 3.920821, 3.939176, 3.957640, 3.976215, 3.994901, 4.013699, 4.032612, 4.051639, 4.070783, 4.090045, 4.109425, 4.128925, 4.148547, 4.168292, 4.188160, 4.208154, 4.228275, 4.248524, 4.268903, 4.289413, 4.310056, 4.330832, 4.351745, 4.372794, 4.393982, 4.415310, 4.436781, 4.458395, 4.480154, 4.502060, 4.524114, 4.546319, 4.568676, 4.591187, 4.613854, 4.636678, 4.659662, 4.682807, 4.706116, 4.729590, 4.753231, 4.777041, 4.801024, 4.825179, 4.849511, 4.874020, 4.898710, 4.923582, 4.948639, 4.973883, 4.999316, 5.024942, 5.050761, 5.076778, 5.102993, 5.129411, 5.156034, 5.182864, 5.209903, 5.237156, 5.264625, 5.292312, 5.320220, 5.348354, 5.376714, 5.405306, 5.434131, 5.463193, 5.492496, 5.522042, 5.551836, 5.581880, 5.612178, 5.642734, 5.673552, 5.704634, 5.735986, 5.767610, 5.799512, 5.831694, 5.864161, 5.896918, 5.929968, 5.963316, 5.996967, 6.030925, 6.065194, 6.099780, 6.134687, 6.169921, 6.205486, 6.241387, 6.277630, 6.314220, 6.351163, 6.388465, 6.426130, 6.464166, 6.502578, 6.541371, 6.580553, 6.620130, 6.660109, 6.700495, 6.741297, 6.782520, 6.824173, 6.866262, 6.908795, 6.951780, 6.995225, 7.039137, 7.083525, 7.128398, 7.173764, 7.219632, 7.266011, 7.312910, 7.360339, 7.408308, 7.456827, 7.505905, 7.555554, 7.605785, 7.656608, 7.708035, 7.760077, 7.812747, 7.866057, 7.920019, 7.974647, 8.029953, 8.085952, 8.142657, 8.200083, 8.258245, 8.317158, 8.376837, 8.437300, 8.498562, 8.560641, 8.623554, 8.687319, 8.751955, 8.817481, 8.883916, 8.951282, 9.019600, 9.088889, 9.159174, 9.230477, 9.302822, 9.376233, 9.450735, 9.526355, 9.603118, 9.681054, 9.760191, 9.840558, 9.922186,10.005107,10.089353, 10.174959,10.261958,10.350389,10.440287,10.531693,10.624646, 10.719188,10.815362,10.913214,11.012789,11.114137,11.217307, 11.322352,11.429325,11.538283,11.649285, 11.762390,11.877664,11.995170,12.114979,12.237161,12.361791, 12.488946,12.618708,12.751161,12.886394,13.024498,13.165570, 13.309711,13.457026,13.607625,13.761625,13.919145,14.080314, 14.245263,14.414134,14.587072,14.764233,14.945778,15.131877, 15.322712,15.518470,15.719353,15.925570,16.137345,16.354912, 16.578520,16.808433,17.044929,17.288305,17.538873,17.796967, 18.062943,18.337176,18.620068,18.912049,19.213574,19.525133, 19.847249,20.180480,20.525429,20.882738,21.253102,21.637266, 22.036036,22.450278,22.880933,23.329017,23.795634,24.281981, 24.789364,25.319207,25.873062,26.452634,27.059789,27.696581, 28.365274,29.068370,29.808638,30.589157,31.413354,32.285060, 33.208568,34.188705,35.230920,36.341388,37.527131,38.796172, 40.157721,41.622399,43.202525,44.912465,46.769077,48.792279, 51.005773,53.437996,56.123356,59.103894 }; if (sigma <= 0) return 0; double ranlan, x, u, v; x = RandomDouble(); u = 1000*x; long long i = (long long)(u); u -= i; if (i >= 70 && i < 800) { ranlan = f[i-1] + u*(f[i] - f[i-1]); } else if (i >= 7 && i <= 980) { ranlan = f[i-1] + u*(f[i]-f[i-1]-0.25*(1-u)*(f[i+1]-f[i]-f[i-1]+f[i-2])); } else if (i < 7) { v = Math::Log(x); u = 1/v; ranlan = ((0.99858950+(3.45213058E1+1.70854528E1*u)*u)/ (1 +(3.41760202E1+4.01244582 *u)*u))* (-Math::Log(-0.91893853-v)-1); } else { u = 1-x; v = u*u; if (x <= 0.999) { ranlan = (1.00060006+2.63991156E2*u+4.37320068E3*v)/ ((1 +2.57368075E2*u+3.41448018E3*v)*u); } else { ranlan = (1.00001538+6.07514119E3*u+7.34266409E5*v)/ ((1 +6.06511919E3*u+6.94021044E5*v)*u); } } double res = mpv + sigma*ranlan; return res; } long long Random::PoissonInteger(double mean) { // Generates a random integer N according to a Poisson law. // Prob(N) = exp(-mean)*mean^N/Factorial(N) // // Use a different procedure according to the mean value. // The algorithm is the same used by CLHEP // For lower value (mean < 25) use the rejection method based on // the exponential // For higher values use a rejection method comparing with a Lorentzian // distribution, as suggested by several authors // This routine since is returning 32 bits integer will not work for values larger than 2*10**9 // One should then use the Trandom::PoissonD for such large values // long long n; if (mean <= 0) return 0; if (mean < 25) { double expmean = Math::Exp(-mean); double pir = 1; n = -1; while(1) { n++; pir *= RandomDouble(); if (pir <= expmean) break; } return n; } // for large value we use inversion method else if (mean < 1E9) { double em, t, y; double sq, alxm, g; double pi = jmath::Math::PI; sq = Math::Sqrt(2.0*mean); alxm = Math::Log(mean); g = mean*alxm - Math::LnGamma(mean + 1.0); do { do { y = Math::Tan(pi*RandomDouble()); em = sq*y + mean; } while( em < 0.0 ); em = Math::Floor(em); t = 0.9*(1.0 + y*y)* Math::Exp(em*alxm - Math::LnGamma(em + 1.0) - g); } while( RandomDouble() > t ); return static_cast (em); } else { // use Gaussian approximation vor very large values n = (long long)(Gaussian(0,1)*Math::Sqrt(mean) + mean +0.5); return n; } return 0; } double Random::PoissonDouble(double mean) { // Generates a random number according to a Poisson law. // Prob(N) = exp(-mean)*mean^N/Factorial(N) // // This function is a variant of Random::Poisson returning a double // instead of an integer. // long long n; if (mean <= 0) return 0; if (mean < 25) { double expmean = Math::Exp(-mean); double pir = 1; n = -1; while(1) { n++; pir *= RandomDouble(); if (pir <= expmean) break; } return static_cast(n); } // for large value we use inversion method else if (mean < 1E9) { double em, t, y; double sq, alxm, g; double pi = jmath::Math::PI; sq = Math::Sqrt(2.0*mean); alxm = Math::Log(mean); g = mean*alxm - Math::LnGamma(mean + 1.0); do { do { y = Math::Tan(pi*RandomDouble()); em = sq*y + mean; } while( em < 0.0 ); em = Math::Floor(em); t = 0.9*(1.0 + y*y)* Math::Exp(em*alxm - Math::LnGamma(em + 1.0) - g); } while( RandomDouble() > t ); return em; } else { // use Gaussian approximation vor very large values return Gaussian(0,1)*Math::Sqrt(mean) + mean +0.5; } } void Random::Rannor(float &a, float &b) { // Return 2 numbers distributed following a gaussian with mean=0 and sigma=1 double r, x, y, z; y = RandomDouble(); z = RandomDouble(); x = z * 6.28318530717958623; r = Math::Sqrt(-2*Math::Log(y)); a = (float)(r * Math::Sin(x)); b = (float)(r * Math::Cos(x)); } void Random::Rannor(double &a, double &b) { // Return 2 numbers distributed following a gaussian with mean=0 and sigma=1 double r, x, y, z; y = RandomDouble(); z = RandomDouble(); x = z * 6.28318530717958623; r = Math::Sqrt(-2.0*Math::Log(y)); a = r * Math::Sin(x); b = r * Math::Cos(x); } double Random::RandomDouble(long long) { // Machine independent random number generator. // Based on the BSD Unix (Rand) Linear congrential generator // Produces uniformly-distributed floating points between 0 and 1. // Identical sequence on all machines of >= 32 bits. // Periodicity = 2**31 // generates a number in ]0,1] // Note that this is a generator which is known to have defects // (the lower random bits are correlated) and therefore should NOT be // used in any statistical study. #ifdef OLD_TRANDOM_IMPL const double kCONS = 4.6566128730774E-10; const long long kMASK24 = 2147483392; seed *= 69069; long long jy = (seed&kMASK24); // Set lower 8 bits to zero to assure exact float if (jy) return kCONS*jy; #else const double kCONS = 4.6566128730774E-10; // (1/pow(2,31)) seed = (1103515245 * seed + 12345) & 0x7fffffffUL; if (seed) return kCONS*seed; #endif return RandomDouble(); } void Random::RandomArray(long long n, double *array) { // Return an array of n random numbers uniformly distributed in ]0,1] const double kCONS = 4.6566128730774E-10; // (1/pow(2,31)) long long i=0; while (iseed = (long long)curtime; } else { this->seed = seed; } } void Random::Sphere(double *x, double *y, double *z, double r) { // generates random vectors, uniformly distributed over the surface // of a sphere of given radius. // Input : r = sphere radius // Output: x,y,z a random 3-d vector of length r // Method: (based on algorithm suggested by Knuth and attributed to Robert E Knop) // which uses less random numbers than the CERNLIB RN23DIM algorithm double a = 0, b = 0, r2 = 1; while (r2 > 0.25) { a = RandomDouble() - 0.5; b = RandomDouble() - 0.5; r2 = a*a + b*b; } (*z) = r* ( -1. + 8.0 * r2 ); double scale = 8.0 * r * Math::Sqrt(0.25 - r2); (*x) = a*scale; (*y) = b*scale; } double Random::Uniform(double x1) { // returns a uniform deviate on the interval ]0, x1]. double ans = RandomDouble(); return x1*ans; } double Random::Uniform(double x1, double x2) { // returns a uniform deviate on the interval ]x1, x2]. double ans= RandomDouble(); return x1 + (x2-x1)*ans; } }