| Geant4 Cross Reference |
1 /* 1 /*
2 Code adapted from: 2 Code adapted from:
3 http://www.jstatsoft.org/v05/i08/ 3 http://www.jstatsoft.org/v05/i08/
4 4
5 5
6 Original disclaimer: 6 Original disclaimer:
7 7
8 The ziggurat method for RNOR and REXP 8 The ziggurat method for RNOR and REXP
9 Combine the code below with the main program i 9 Combine the code below with the main program in which you want
10 normal or exponential variates. Then use of 10 normal or exponential variates. Then use of RNOR in any expression
11 will provide a standard normal variate with me 11 will provide a standard normal variate with mean zero, variance 1,
12 while use of REXP in any expression will provi 12 while use of REXP in any expression will provide an exponential variate
13 with density exp(-x),x>0. 13 with density exp(-x),x>0.
14 Before using RNOR or REXP in your main, insert 14 Before using RNOR or REXP in your main, insert a command such as
15 zigset(86947731 ); 15 zigset(86947731 );
16 with your own choice of seed value>0, rather t 16 with your own choice of seed value>0, rather than 86947731.
17 (If you do not invoke zigset(...) you will get 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 T 18 For details of the method, see Marsaglia and Tsang, "The ziggurat method
19 for generating random variables", Journ. Stati 19 for generating random variables", Journ. Statistical Software.
20 20
21 */ 21 */
22 22
23 23
24 #ifndef RandGaussZiggurat_h 24 #ifndef RandGaussZiggurat_h
25 #define RandGaussZiggurat_h 1 25 #define RandGaussZiggurat_h 1
26 26
27 #include "cmath" 27 #include "cmath"
28 #include "CLHEP/Random/RandGauss.h" 28 #include "CLHEP/Random/RandGauss.h"
29 #include "CLHEP/Utility/thread_local.h" 29 #include "CLHEP/Utility/thread_local.h"
30 30
31 namespace CLHEP { 31 namespace CLHEP {
32 32
33 /** 33 /**
34 * @author ATLAS 34 * @author ATLAS
35 * @ingroup random 35 * @ingroup random
36 */ 36 */
37 class RandGaussZiggurat : public RandGauss { 37 class RandGaussZiggurat : public RandGauss {
38 38
39 public: 39 public:
40 40
41 inline RandGaussZiggurat ( HepRandomEngine& 41 inline RandGaussZiggurat ( HepRandomEngine& anEngine, double mean=0.0, double stdDev=1.0 );
42 inline RandGaussZiggurat ( HepRandomEngine* 42 inline RandGaussZiggurat ( HepRandomEngine* anEngine, double mean=0.0, double stdDev=1.0 );
43 43
44 // Destructor 44 // Destructor
45 virtual ~RandGaussZiggurat(); 45 virtual ~RandGaussZiggurat();
46 46
47 // Static methods to shoot random values usi 47 // Static methods to shoot random values using the static generator
48 48
49 static inline float shoot() {return ziggurat 49 static inline float shoot() {return ziggurat_RNOR(HepRandom::getTheEngine());}
50 static inline float shoot( float mean, float 50 static inline float shoot( float mean, float stdDev ) {return shoot()*stdDev + mean;}
51 51
52 static void shootArray ( const int size, flo 52 static void shootArray ( const int size, float* vect, float mean=0.0, float stdDev=1.0 );
53 static void shootArray ( const int size, dou 53 static void shootArray ( const int size, double* vect, double mean=0.0, double stdDev=1.0 );
54 54
55 // Static methods to shoot random values us 55 // Static methods to shoot random values using a given engine
56 // by-passing the static generator. 56 // by-passing the static generator.
57 57
58 static inline float shoot( HepRandomEngine* 58 static inline float shoot( HepRandomEngine* anotherEngine ) {return ziggurat_RNOR(anotherEngine);}
59 static inline float shoot( HepRandomEngine* 59 static inline float shoot( HepRandomEngine* anotherEngine, float mean, float stdDev ) {return shoot(anotherEngine)*stdDev + mean;}
60 60
61 static void shootArray ( HepRandomEngine* an 61 static void shootArray ( HepRandomEngine* anotherEngine, const int size, float* vect, float mean=0.0, float stdDev=1.0 );
62 static void shootArray ( HepRandomEngine* an 62 static void shootArray ( HepRandomEngine* anotherEngine, const int size, double* vect, double mean=0.0, double stdDev=1.0 );
63 63
64 // Instance methods using the localEngine t 64 // Instance methods using the localEngine to instead of the static
65 // generator, and the default mean and stdD 65 // generator, and the default mean and stdDev established at construction
66 66
67 inline float fire() {return float(ziggurat_R 67 inline float fire() {return float(ziggurat_RNOR(localEngine.get()) * defaultStdDev + defaultMean);}
68 68
69 inline float fire ( float mean, float stdDev 69 inline float fire ( float mean, float stdDev ) {return ziggurat_RNOR(localEngine.get()) * stdDev + mean;}
70 70
71 void fireArray ( const int size, float* vec 71 void fireArray ( const int size, float* vect);
72 void fireArray ( const int size, double* ve 72 void fireArray ( const int size, double* vect);
73 void fireArray ( const int size, float* vec 73 void fireArray ( const int size, float* vect, float mean, float stdDev );
74 void fireArray ( const int size, double* ve 74 void fireArray ( const int size, double* vect, double mean, double stdDev );
75 75
76 virtual double operator()(); 76 virtual double operator()();
77 virtual double operator()( double mean, doub 77 virtual double operator()( double mean, double stdDev );
78 78
79 // Save and restore to/from streams 79 // Save and restore to/from streams
80 80
81 std::ostream & put ( std::ostream & os ) con 81 std::ostream & put ( std::ostream & os ) const;
82 std::istream & get ( std::istream & is ); 82 std::istream & get ( std::istream & is );
83 83
84 std::string name() const; 84 std::string name() const;
85 HepRandomEngine & engine(); 85 HepRandomEngine & engine();
86 86
87 static std::string distributionName() {retur 87 static std::string distributionName() {return "RandGaussZiggurat";}
88 // Provides the name of this distribution cl 88 // Provides the name of this distribution class
89 89
90 static bool ziggurat_init(); 90 static bool ziggurat_init();
91 protected: 91 protected:
92 ////////////////////////// 92 //////////////////////////
93 // Ziggurat Original code: 93 // Ziggurat Original code:
94 ////////////////////////// 94 //////////////////////////
95 //static unsigned long jz,jsr=123456789; 95 //static unsigned long jz,jsr=123456789;
96 // 96 //
97 //#define SHR3 (jz=jsr, jsr^=(jsr<<13), jsr^ 97 //#define SHR3 (jz=jsr, jsr^=(jsr<<13), jsr^=(jsr>>17), jsr^=(jsr<<5),jz+jsr)
98 //#define UNI (.5 + (signed) SHR3*.2328306e- 98 //#define UNI (.5 + (signed) SHR3*.2328306e-9)
99 //#define IUNI SHR3 99 //#define IUNI SHR3
100 // 100 //
101 //static long hz; 101 //static long hz;
102 //static unsigned long iz, kn[128], ke[256]; 102 //static unsigned long iz, kn[128], ke[256];
103 //static float wn[128],fn[128], we[256],fe[2 103 //static float wn[128],fn[128], we[256],fe[256];
104 // 104 //
105 //#define RNOR (hz=SHR3, iz=hz&127, (fabs(hz 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 106 //#define REXP (jz=SHR3, iz=jz&255, ( jz <ke[iz])? jz*we[iz] : efix())
107 107
108 static CLHEP_THREAD_LOCAL unsigned long kn[1 108 static CLHEP_THREAD_LOCAL unsigned long kn[128], ke[256];
109 static CLHEP_THREAD_LOCAL float wn[128],fn[1 109 static CLHEP_THREAD_LOCAL float wn[128],fn[128], we[256],fe[256];
110 110
111 static CLHEP_THREAD_LOCAL bool ziggurat_is_i 111 static CLHEP_THREAD_LOCAL bool ziggurat_is_init;
112 112
113 static inline unsigned long ziggurat_SHR3(He 113 static inline unsigned long ziggurat_SHR3(HepRandomEngine* anEngine) {return (unsigned int)(*anEngine);}
114 static inline float ziggurat_UNI(HepRandomEn 114 static inline float ziggurat_UNI(HepRandomEngine* anEngine) {return float(anEngine->flat());}
115 static inline float ziggurat_RNOR(HepRandomE 115 static inline float ziggurat_RNOR(HepRandomEngine* anEngine) {
116 if(!ziggurat_is_init) ziggurat_init(); 116 if(!ziggurat_is_init) ziggurat_init();
117 long hz=(signed)ziggurat_SHR3(anEngine); 117 long hz=(signed)ziggurat_SHR3(anEngine);
118 unsigned long iz=hz&127; 118 unsigned long iz=hz&127;
119 return ((unsigned long)std::abs(hz)<kn[iz] 119 return ((unsigned long)std::abs(hz)<kn[iz]) ? hz*wn[iz] : ziggurat_nfix(hz,anEngine);
120 } 120 }
121 static float ziggurat_nfix(long hz,HepRandom 121 static float ziggurat_nfix(long hz,HepRandomEngine* anEngine);
122 122
123 private: 123 private:
124 124
125 // Private copy constructor. Defining it her 125 // Private copy constructor. Defining it here disallows use.
126 RandGaussZiggurat(const RandGaussZiggurat& d 126 RandGaussZiggurat(const RandGaussZiggurat& d);
127 127
128 // All the engine info, and the default mean 128 // All the engine info, and the default mean and sigma, are in the RandGauss
129 // base class. 129 // base class.
130 130
131 }; 131 };
132 132
133 } // namespace CLHEP 133 } // namespace CLHEP
134 134
135 namespace CLHEP { 135 namespace CLHEP {
136 136
137 RandGaussZiggurat::RandGaussZiggurat(HepRandom 137 RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine & anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev)
138 { 138 {
139 } 139 }
140 140
141 RandGaussZiggurat::RandGaussZiggurat(HepRandom 141 RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine * anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev)
142 { 142 {
143 } 143 }
144 144
145 } // namespace CLHEP 145 } // namespace CLHEP
146 146
147 #endif 147 #endif
148 148