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Random/Random/RandGaussZiggurat.h
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1/*
2Code adapted from:
3http://www.jstatsoft.org/v05/i08/
4
5
6Original disclaimer:
7
8The ziggurat method for RNOR and REXP
9Combine the code below with the main program in which you want
10normal or exponential variates. Then use of RNOR in any expression
11will provide a standard normal variate with mean zero, variance 1,
12while use of REXP in any expression will provide an exponential variate
13with density exp(-x),x>0.
14Before using RNOR or REXP in your main, insert a command such as
15zigset(86947731 );
16with 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.)
18For details of the method, see Marsaglia and Tsang, "The ziggurat method
19for 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
31namespace CLHEP {
32
37class RandGaussZiggurat : public RandGauss {
38
39public:
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
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();
91protected:
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
122private:
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
136using namespace CLHEP;
137#endif
138
139namespace CLHEP {
140
141RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine & anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev)
142{
144}
145
146RandGaussZiggurat::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)
std::istream & get(std::istream &is)
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)
std::ostream & put(std::ostream &os) const
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)
float fire(float mean, float stdDev)
void fireArray(const int size, float *vect, float mean, float stdDev)
HepRandomEngine & engine()
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)
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