| Geant4 Cross Reference |
1 // -*- C++ -*- 1 // -*- C++ -*-
2 // 2 //
3 // ------------------------------------------- 3 // -----------------------------------------------------------------------
4 // HEP Random 4 // HEP Random
5 // --- RandGamma --- 5 // --- RandGamma ---
6 // class implementation f 6 // class implementation file
7 // ------------------------------------------- 7 // -----------------------------------------------------------------------
8 8
9 // =========================================== 9 // =======================================================================
10 // John Marraffino - Created: 12th May 1998 10 // John Marraffino - Created: 12th May 1998
11 // M Fischler - put and get to/from strea 11 // M Fischler - put and get to/from streams 12/13/04
12 // M Fischler - put/get to/from streams 12 // M Fischler - put/get to/from streams uses pairs of ulongs when
13 // + storing doubles avoid problems with 13 // + storing doubles avoid problems with precision
14 // 4/14/05 14 // 4/14/05
15 // =========================================== 15 // =======================================================================
16 16
17 #include "CLHEP/Random/RandGamma.h" 17 #include "CLHEP/Random/RandGamma.h"
18 #include "CLHEP/Random/DoubConv.h" 18 #include "CLHEP/Random/DoubConv.h"
19 #include "CLHEP/Utility/thread_local.h" 19 #include "CLHEP/Utility/thread_local.h"
20 #include <cmath> // for std::log() 20 #include <cmath> // for std::log()
21 #include <iostream> <<
22 #include <string> <<
23 #include <vector> <<
24 21
25 namespace CLHEP { 22 namespace CLHEP {
26 23
27 std::string RandGamma::name() const {return "R 24 std::string RandGamma::name() const {return "RandGamma";}
28 HepRandomEngine & RandGamma::engine() {return 25 HepRandomEngine & RandGamma::engine() {return *localEngine;}
29 26
30 RandGamma::~RandGamma() { 27 RandGamma::~RandGamma() {
31 } 28 }
32 29
33 double RandGamma::shoot( HepRandomEngine *anEn 30 double RandGamma::shoot( HepRandomEngine *anEngine, double k,
34 31 double lambda ) {
35 return genGamma( anEngine, k, lambda ); 32 return genGamma( anEngine, k, lambda );
36 } 33 }
37 34
38 double RandGamma::shoot( double k, double lamb 35 double RandGamma::shoot( double k, double lambda ) {
39 HepRandomEngine *anEngine = HepRandom::getTh 36 HepRandomEngine *anEngine = HepRandom::getTheEngine();
40 return genGamma( anEngine, k, lambda ); 37 return genGamma( anEngine, k, lambda );
41 } 38 }
42 39
43 double RandGamma::fire( double k, double lambd 40 double RandGamma::fire( double k, double lambda ) {
44 return genGamma( localEngine.get(), k, lambd 41 return genGamma( localEngine.get(), k, lambda );
45 } 42 }
46 43
47 void RandGamma::shootArray( const int size, do 44 void RandGamma::shootArray( const int size, double* vect,
48 double k, double l 45 double k, double lambda )
49 { 46 {
50 for( double* v = vect; v != vect + size; ++v 47 for( double* v = vect; v != vect + size; ++v )
51 *v = shoot(k,lambda); 48 *v = shoot(k,lambda);
52 } 49 }
53 50
54 void RandGamma::shootArray( HepRandomEngine* a 51 void RandGamma::shootArray( HepRandomEngine* anEngine,
55 const int size, do 52 const int size, double* vect,
56 double k, double l 53 double k, double lambda )
57 { 54 {
58 for( double* v = vect; v != vect + size; ++v 55 for( double* v = vect; v != vect + size; ++v )
59 *v = shoot(anEngine,k,lambda); 56 *v = shoot(anEngine,k,lambda);
60 } 57 }
61 58
62 void RandGamma::fireArray( const int size, dou 59 void RandGamma::fireArray( const int size, double* vect)
63 { 60 {
64 for( double* v = vect; v != vect + size; ++v 61 for( double* v = vect; v != vect + size; ++v )
65 *v = fire(defaultK,defaultLambda); 62 *v = fire(defaultK,defaultLambda);
66 } 63 }
67 64
68 void RandGamma::fireArray( const int size, dou 65 void RandGamma::fireArray( const int size, double* vect,
69 double k, double la 66 double k, double lambda )
70 { 67 {
71 for( double* v = vect; v != vect + size; ++v 68 for( double* v = vect; v != vect + size; ++v )
72 *v = fire(k,lambda); 69 *v = fire(k,lambda);
73 } 70 }
74 71
75 double RandGamma::genGamma( HepRandomEngine *a 72 double RandGamma::genGamma( HepRandomEngine *anEngine,
76 double a, doubl 73 double a, double lambda ) {
77 /********************************************* 74 /*************************************************************************
78 * Gamma Distribution - Rejection algo 75 * Gamma Distribution - Rejection algorithm gs combined with *
79 * Acceptance com 76 * Acceptance complement method gd *
80 ********************************************* 77 *************************************************************************/
81 78
82 double aa = -1.0, aaa = -1.0, b{0.}, c{0.}, << 79 static CLHEP_THREAD_LOCAL double aa = -1.0, aaa = -1.0, b, c, d, e, r, s, si, ss, q0;
83 constexpr double q1 = 0.0416666664, q2 = 0. << 80 static const double q1 = 0.0416666664, q2 = 0.0208333723, q3 = 0.0079849875,
84 q4 = 0.0015746717, q5 = -0.0003349403, 81 q4 = 0.0015746717, q5 = -0.0003349403, q6 = 0.0003340332,
85 q7 = 0.0006053049, q8 = -0.0004701849, 82 q7 = 0.0006053049, q8 = -0.0004701849, q9 = 0.0001710320,
86 a1 = 0.333333333, a2 = -0.249999949, 83 a1 = 0.333333333, a2 = -0.249999949, a3 = 0.199999867,
87 a4 =-0.166677482, a5 = 0.142873973, 84 a4 =-0.166677482, a5 = 0.142873973, a6 =-0.124385581,
88 a7 = 0.110368310, a8 = -0.112750886, 85 a7 = 0.110368310, a8 = -0.112750886, a9 = 0.104089866,
89 e1 = 1.000000000, e2 = 0.499999994, 86 e1 = 1.000000000, e2 = 0.499999994, e3 = 0.166666848,
90 e4 = 0.041664508, e5 = 0.008345522, 87 e4 = 0.041664508, e5 = 0.008345522, e6 = 0.001353826,
91 e7 = 0.000247453; 88 e7 = 0.000247453;
92 89
93 double gds{0.},p{0.},q{0.},t{0.},sign_u{0.},u << 90 double gds,p,q,t,sign_u,u,v,w,x;
94 double v1{0.},v2{0.},v12{0.}; << 91 double v1,v2,v12;
95 92
96 // Check for invalid input values 93 // Check for invalid input values
97 94
98 if( a <= 0.0 ) return (-1.0); 95 if( a <= 0.0 ) return (-1.0);
99 if( lambda <= 0.0 ) return (-1.0); 96 if( lambda <= 0.0 ) return (-1.0);
100 97
101 if (a < 1.0) 98 if (a < 1.0)
102 { // CASE A: Acceptance rejection 99 { // CASE A: Acceptance rejection algorithm gs
103 b = 1.0 + 0.36788794412 * a; // Step 100 b = 1.0 + 0.36788794412 * a; // Step 1
104 for(;;) 101 for(;;)
105 { 102 {
106 p = b * anEngine->flat(); 103 p = b * anEngine->flat();
107 if (p <= 1.0) 104 if (p <= 1.0)
108 { // Step 2. Ca 105 { // Step 2. Case gds <= 1
109 gds = std::exp(std::log(p) / a); 106 gds = std::exp(std::log(p) / a);
110 if (std::log(anEngine->flat()) <= -gds) r 107 if (std::log(anEngine->flat()) <= -gds) return(gds/lambda);
111 } 108 }
112 else 109 else
113 { // Step 3. Ca 110 { // Step 3. Case gds > 1
114 gds = - std::log ((b - p) / a); 111 gds = - std::log ((b - p) / a);
115 if (std::log(anEngine->flat()) <= ((a - 1 112 if (std::log(anEngine->flat()) <= ((a - 1.0) * std::log(gds))) return(gds/lambda);
116 } 113 }
117 } 114 }
118 } 115 }
119 else 116 else
120 { // CASE B: Acceptance complement 117 { // CASE B: Acceptance complement algorithm gd
121 if (a != aa) 118 if (a != aa)
122 { // Step 119 { // Step 1. Preparations
123 aa = a; 120 aa = a;
124 ss = a - 0.5; 121 ss = a - 0.5;
125 s = std::sqrt(ss); 122 s = std::sqrt(ss);
126 d = 5.656854249 - 12.0 * s; 123 d = 5.656854249 - 12.0 * s;
127 } 124 }
128 125 // Step 2. Normal deviate
129 do { 126 do {
130 v1 = 2.0 * anEngine->flat() - 1.0; 127 v1 = 2.0 * anEngine->flat() - 1.0;
131 v2 = 2.0 * anEngine->flat() - 1.0; 128 v2 = 2.0 * anEngine->flat() - 1.0;
132 v12 = v1*v1 + v2*v2; 129 v12 = v1*v1 + v2*v2;
133 } while ( v12 > 1.0 ); 130 } while ( v12 > 1.0 );
134 t = v1*std::sqrt(-2.0*std::log(v12)/v12); 131 t = v1*std::sqrt(-2.0*std::log(v12)/v12);
135 x = s + 0.5 * t; 132 x = s + 0.5 * t;
136 gds = x * x; 133 gds = x * x;
137 if (t >= 0.0) return(gds/lambda); 134 if (t >= 0.0) return(gds/lambda); // Immediate acceptance
138 135
139 u = anEngine->flat(); // Step 3 136 u = anEngine->flat(); // Step 3. Uniform random number
140 if (d * u <= t * t * t) return(gds/lambda) 137 if (d * u <= t * t * t) return(gds/lambda); // Squeeze acceptance
141 138
142 if (a != aaa) 139 if (a != aaa)
143 { // Step 140 { // Step 4. Set-up for hat case
144 aaa = a; 141 aaa = a;
145 r = 1.0 / a; 142 r = 1.0 / a;
146 q0 = ((((((((q9 * r + q8) * r + q7) * r + q6 143 q0 = ((((((((q9 * r + q8) * r + q7) * r + q6) * r + q5) * r + q4) *
147 r + q3) * r + q2) * r + q1) * r; 144 r + q3) * r + q2) * r + q1) * r;
148 if (a > 3.686) 145 if (a > 3.686)
149 { 146 {
150 if (a > 13.022) 147 if (a > 13.022)
151 { 148 {
152 b = 1.77; 149 b = 1.77;
153 si = 0.75; 150 si = 0.75;
154 c = 0.1515 / s; 151 c = 0.1515 / s;
155 } 152 }
156 else 153 else
157 { 154 {
158 b = 1.654 + 0.0076 * ss; 155 b = 1.654 + 0.0076 * ss;
159 si = 1.68 / s + 0.275; 156 si = 1.68 / s + 0.275;
160 c = 0.062 / s + 0.024; 157 c = 0.062 / s + 0.024;
161 } 158 }
162 } 159 }
163 else 160 else
164 { 161 {
165 b = 0.463 + s - 0.178 * ss; 162 b = 0.463 + s - 0.178 * ss;
166 si = 1.235; 163 si = 1.235;
167 c = 0.195 / s - 0.079 + 0.016 * s; 164 c = 0.195 / s - 0.079 + 0.016 * s;
168 } 165 }
169 } 166 }
170 if (x > 0.0) // Step 167 if (x > 0.0) // Step 5. Calculation of q
171 { 168 {
172 v = t / (s + s); // Step 6. 169 v = t / (s + s); // Step 6.
173 if (std::fabs(v) > 0.25) 170 if (std::fabs(v) > 0.25)
174 { 171 {
175 q = q0 - s * t + 0.25 * t * t + (ss + ss 172 q = q0 - s * t + 0.25 * t * t + (ss + ss) * std::log(1.0 + v);
176 } 173 }
177 else 174 else
178 { 175 {
179 q = q0 + 0.5 * t * t * ((((((((a9 * v + 176 q = q0 + 0.5 * t * t * ((((((((a9 * v + a8) * v + a7) * v + a6) *
180 v + a5) * v + a4) * v + a3) * v + a2 177 v + a5) * v + a4) * v + a3) * v + a2) * v + a1) * v;
181 } // Step 7. Quotient acce 178 } // Step 7. Quotient acceptance
182 if (std::log(1.0 - u) <= q) return(gds/lambd 179 if (std::log(1.0 - u) <= q) return(gds/lambda);
183 } 180 }
184 181
185 for(;;) 182 for(;;)
186 { // Step 8. Double 183 { // Step 8. Double exponential deviate t
187 do 184 do
188 { 185 {
189 e = -std::log(anEngine->flat()); 186 e = -std::log(anEngine->flat());
190 u = anEngine->flat(); 187 u = anEngine->flat();
191 u = u + u - 1.0; 188 u = u + u - 1.0;
192 sign_u = (u > 0)? 1.0 : -1.0; 189 sign_u = (u > 0)? 1.0 : -1.0;
193 t = b + (e * si) * sign_u; 190 t = b + (e * si) * sign_u;
194 } 191 }
195 while (t <= -0.71874483771719); // Step 9. 192 while (t <= -0.71874483771719); // Step 9. Rejection of t
196 v = t / (s + s); // Step 10 193 v = t / (s + s); // Step 10. New q(t)
197 if (std::fabs(v) > 0.25) 194 if (std::fabs(v) > 0.25)
198 { 195 {
199 q = q0 - s * t + 0.25 * t * t + (ss + ss 196 q = q0 - s * t + 0.25 * t * t + (ss + ss) * std::log(1.0 + v);
200 } 197 }
201 else 198 else
202 { 199 {
203 q = q0 + 0.5 * t * t * ((((((((a9 * v + 200 q = q0 + 0.5 * t * t * ((((((((a9 * v + a8) * v + a7) * v + a6) *
204 v + a5) * v + a4) * v + a3) * v + a2 201 v + a5) * v + a4) * v + a3) * v + a2) * v + a1) * v;
205 } 202 }
206 if (q <= 0.0) continue; // Step 11 203 if (q <= 0.0) continue; // Step 11.
207 if (q > 0.5) 204 if (q > 0.5)
208 { 205 {
209 w = std::exp(q) - 1.0; 206 w = std::exp(q) - 1.0;
210 } 207 }
211 else 208 else
212 { 209 {
213 w = ((((((e7 * q + e6) * q + e5) * q + e 210 w = ((((((e7 * q + e6) * q + e5) * q + e4) * q + e3) * q + e2) *
214 q + e1) * q; 211 q + e1) * q;
215 } // Step 12. Hat acce 212 } // Step 12. Hat acceptance
216 if ( c * u * sign_u <= w * std::exp(e - 0.5 213 if ( c * u * sign_u <= w * std::exp(e - 0.5 * t * t))
217 { 214 {
218 x = s + 0.5 * t; 215 x = s + 0.5 * t;
219 return(x*x/lambda); 216 return(x*x/lambda);
220 } 217 }
221 } 218 }
222 } 219 }
223 } 220 }
224 221
225 std::ostream & RandGamma::put ( std::ostream & 222 std::ostream & RandGamma::put ( std::ostream & os ) const {
226 long pr=os.precision(20); << 223 int pr=os.precision(20);
227 std::vector<unsigned long> t(2); 224 std::vector<unsigned long> t(2);
228 os << " " << name() << "\n"; 225 os << " " << name() << "\n";
229 os << "Uvec" << "\n"; 226 os << "Uvec" << "\n";
230 t = DoubConv::dto2longs(defaultK); 227 t = DoubConv::dto2longs(defaultK);
231 os << defaultK << " " << t[0] << " " << t[1] 228 os << defaultK << " " << t[0] << " " << t[1] << "\n";
232 t = DoubConv::dto2longs(defaultLambda); 229 t = DoubConv::dto2longs(defaultLambda);
233 os << defaultLambda << " " << t[0] << " " << 230 os << defaultLambda << " " << t[0] << " " << t[1] << "\n";
234 os.precision(pr); 231 os.precision(pr);
235 return os; 232 return os;
236 } 233 }
237 234
238 std::istream & RandGamma::get ( std::istream & 235 std::istream & RandGamma::get ( std::istream & is ) {
239 std::string inName; 236 std::string inName;
240 is >> inName; 237 is >> inName;
241 if (inName != name()) { 238 if (inName != name()) {
242 is.clear(std::ios::badbit | is.rdstate()); 239 is.clear(std::ios::badbit | is.rdstate());
243 std::cerr << "Mismatch when expecting to r 240 std::cerr << "Mismatch when expecting to read state of a "
244 << name() << " distribution\n" 241 << name() << " distribution\n"
245 << "Name found was " << inName 242 << "Name found was " << inName
246 << "\nistream is left in the badbit st 243 << "\nistream is left in the badbit state\n";
247 return is; 244 return is;
248 } 245 }
249 if (possibleKeywordInput(is, "Uvec", default 246 if (possibleKeywordInput(is, "Uvec", defaultK)) {
250 std::vector<unsigned long> t(2); 247 std::vector<unsigned long> t(2);
251 is >> defaultK >> t[0] >> t[1]; defaultK = 248 is >> defaultK >> t[0] >> t[1]; defaultK = DoubConv::longs2double(t);
252 is >> defaultLambda>>t[0]>>t[1]; defaultLa 249 is >> defaultLambda>>t[0]>>t[1]; defaultLambda = DoubConv::longs2double(t);
253 return is; 250 return is;
254 } 251 }
255 // is >> defaultK encompassed by possibleKey 252 // is >> defaultK encompassed by possibleKeywordInput
256 is >> defaultLambda; 253 is >> defaultLambda;
257 return is; 254 return is;
258 } 255 }
259 256
260 } // namespace CLHEP 257 } // namespace CLHEP
261 258
262 259