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RandomObjects/CLHEP/Random/RandGaussZiggurat.h
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1 /*
2 Code adapted from:
3 http://www.jstatsoft.org/v05/i08/
4 
5 
6 Original disclaimer:
7 
8 The ziggurat method for RNOR and REXP
9 Combine the code below with the main program in which you want
10 normal or exponential variates. Then use of RNOR in any expression
11 will provide a standard normal variate with mean zero, variance 1,
12 while use of REXP in any expression will provide an exponential variate
13 with density exp(-x),x>0.
14 Before using RNOR or REXP in your main, insert a command such as
15 zigset(86947731 );
16 with your own choice of seed value>0, rather than 86947731.
17 (If you do not invoke zigset(...) you will get all zeros for RNOR and REXP.)
18 For details of the method, see Marsaglia and Tsang, "The ziggurat method
19 for generating random variables", Journ. Statistical Software.
20 
21 */
22 
23 
24 #ifndef RandGaussZiggurat_h
25 #define RandGaussZiggurat_h 1
26 
27 #include "cmath"
28 #include "CLHEP/Random/defs.h"
29 #include "CLHEP/Random/RandGauss.h"
30 
31 namespace CLHEP {
32 
37 class RandGaussZiggurat : public RandGauss {
38 
39 public:
40 
41  inline RandGaussZiggurat ( HepRandomEngine& anEngine, double mean=0.0, double stdDev=1.0 );
42  inline RandGaussZiggurat ( HepRandomEngine* anEngine, double mean=0.0, double stdDev=1.0 );
43 
44  // Destructor
45  virtual ~RandGaussZiggurat();
46 
47  // Static methods to shoot random values using the static generator
48 
49  static inline float shoot() {return ziggurat_RNOR(HepRandom::getTheEngine());};
50  static inline float shoot( float mean, float stdDev ) {return shoot()*stdDev + mean;};
51 
52  static void shootArray ( const int size, float* vect, float mean=0.0, float stdDev=1.0 );
53  static void shootArray ( const int size, double* vect, double mean=0.0, double stdDev=1.0 );
54 
55  // Static methods to shoot random values using a given engine
56  // by-passing the static generator.
57 
58  static inline float shoot( HepRandomEngine* anotherEngine ) {return ziggurat_RNOR(anotherEngine);};
59  static inline float shoot( HepRandomEngine* anotherEngine, float mean, float stdDev ) {return shoot(anotherEngine)*stdDev + mean;};
60 
61  static void shootArray ( HepRandomEngine* anotherEngine, const int size, float* vect, float mean=0.0, float stdDev=1.0 );
62  static void shootArray ( HepRandomEngine* anotherEngine, const int size, double* vect, double mean=0.0, double stdDev=1.0 );
63 
64  // Instance methods using the localEngine to instead of the static
65  // generator, and the default mean and stdDev established at construction
66 
67  inline float fire() {return ziggurat_RNOR(localEngine.get()) * defaultStdDev + defaultMean;};
68 
69  inline float fire ( float mean, float stdDev ) {return ziggurat_RNOR(localEngine.get()) * stdDev + mean;};
70 
71  void fireArray ( const int size, float* vect);
72  void fireArray ( const int size, double* vect);
73  void fireArray ( const int size, float* vect, float mean, float stdDev );
74  void fireArray ( const int size, double* vect, double mean, double stdDev );
75 
76  virtual double operator()();
77  virtual double operator()( double mean, double stdDev );
78 
79  // Save and restore to/from streams
80 
81  std::ostream & put ( std::ostream & os ) const;
82  std::istream & get ( std::istream & is );
83 
84  std::string name() const;
86 
87  static std::string distributionName() {return "RandGaussZiggurat";}
88  // Provides the name of this distribution class
89 
90  static bool ziggurat_init();
91 protected:
93  // Ziggurat Original code:
95  //static unsigned long jz,jsr=123456789;
96  //
97  //#define SHR3 (jz=jsr, jsr^=(jsr<<13), jsr^=(jsr>>17), jsr^=(jsr<<5),jz+jsr)
98  //#define UNI (.5 + (signed) SHR3*.2328306e-9)
99  //#define IUNI SHR3
100  //
101  //static long hz;
102  //static unsigned long iz, kn[128], ke[256];
103  //static float wn[128],fn[128], we[256],fe[256];
104  //
105  //#define RNOR (hz=SHR3, iz=hz&127, (fabs(hz)<kn[iz])? hz*wn[iz] : nfix())
106  //#define REXP (jz=SHR3, iz=jz&255, ( jz <ke[iz])? jz*we[iz] : efix())
107 
108  static unsigned long kn[128], ke[256];
109  static float wn[128],fn[128], we[256],fe[256];
110 
111  static bool ziggurat_is_init;
112 
113  static inline unsigned long ziggurat_SHR3(HepRandomEngine* anEngine) {return (unsigned int)(*anEngine);};
114  static inline float ziggurat_UNI(HepRandomEngine* anEngine) {return anEngine->flat();};
115  static inline float ziggurat_RNOR(HepRandomEngine* anEngine) {
116  long hz=(signed)ziggurat_SHR3(anEngine);
117  unsigned long iz=hz&127;
118  return ((unsigned long)abs(hz)<kn[iz]) ? hz*wn[iz] : ziggurat_nfix(hz,anEngine);
119  };
120  static float ziggurat_nfix(long hz,HepRandomEngine* anEngine);
121 
122 private:
123 
124  // Private copy constructor. Defining it here disallows use.
126 
127  // All the engine info, and the default mean and sigma, are in the RandGauss
128  // base class.
129 
130 };
131 
132 } // namespace CLHEP
133 
134 #ifdef ENABLE_BACKWARDS_COMPATIBILITY
135 // backwards compatibility will be enabled ONLY in CLHEP 1.9
136 using namespace CLHEP;
137 #endif
138 
139 namespace CLHEP {
140 
141 RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine & anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev)
142 {
144 }
145 
146 RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine * anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev)
147 {
149 }
150 
151 } // namespace CLHEP
152 
153 #endif
virtual double flat()=0
static HepRandomEngine * getTheEngine()
Definition: Random.cc:166
static float shoot(float mean, float stdDev)
void fireArray(const int size, double *vect, double mean, double stdDev)
HepRandomEngine & engine()
void fireArray(const int size, float *vect)
RandGaussZiggurat(HepRandomEngine *anEngine, double mean=0.0, double stdDev=1.0)
static void shootArray(HepRandomEngine *anotherEngine, const int size, double *vect, double mean=0.0, double stdDev=1.0)
static float ziggurat_nfix(long hz, HepRandomEngine *anEngine)
static float ziggurat_UNI(HepRandomEngine *anEngine)
static bool ziggurat_init()
void fireArray(const int size, double *vect)
static void shootArray(HepRandomEngine *anotherEngine, const int size, float *vect, float mean=0.0, float stdDev=1.0)
static float ziggurat_RNOR(HepRandomEngine *anEngine)
virtual double operator()(double mean, double stdDev)
void fireArray(const int size, float *vect, float mean, float stdDev)
std::ostream & put(std::ostream &os) const
static float shoot(HepRandomEngine *anotherEngine, float mean, float stdDev)
RandGaussZiggurat(HepRandomEngine &anEngine, double mean=0.0, double stdDev=1.0)
static float shoot(HepRandomEngine *anotherEngine)
std::istream & get(std::istream &is)
static unsigned long ziggurat_SHR3(HepRandomEngine *anEngine)
std::string name() const
virtual double operator()()
static void shootArray(const int size, double *vect, double mean=0.0, double stdDev=1.0)
static void shootArray(const int size, float *vect, float mean=0.0, float stdDev=1.0)
static float ziggurat_nfix(long hz, HepRandomEngine *anEngine)
shared_ptr< HepRandomEngine > localEngine