| Geant4 Cross Reference |
>> 1 // $Id:$
1 // -*- C++ -*- 2 // -*- C++ -*-
2 // 3 //
3 // ------------------------------------------- 4 // -----------------------------------------------------------------------
4 // HEP Random 5 // HEP Random
5 // --- RandStudentT - 6 // --- RandStudentT ---
6 // class implementation f 7 // class implementation file
7 // ------------------------------------------- 8 // -----------------------------------------------------------------------
8 9
9 // =========================================== 10 // =======================================================================
10 // John Marraffino - Created: 12th May 1998 11 // John Marraffino - Created: 12th May 1998
11 // G.Cosmo - Fixed minor bug on inline 12 // G.Cosmo - Fixed minor bug on inline definition for shoot()
12 // methods : 20th Aug 1998 13 // methods : 20th Aug 1998
13 // M Fischler - put and get to/from strea 14 // M Fischler - put and get to/from streams 12/13/04
14 // M Fischler - put/get to/from streams 15 // M Fischler - put/get to/from streams uses pairs of ulongs when
15 // + storing doubles avoid problems with 16 // + storing doubles avoid problems with precision
16 // 4/14/05 17 // 4/14/05
17 // =========================================== 18 // =======================================================================
18 19
19 #include <float.h> 20 #include <float.h>
>> 21 #include <cmath> // for std::log() std::exp()
20 #include "CLHEP/Random/RandStudentT.h" 22 #include "CLHEP/Random/RandStudentT.h"
21 #include "CLHEP/Random/DoubConv.h" 23 #include "CLHEP/Random/DoubConv.h"
22 24
23 #include <cmath> // for std::log() std::exp() <<
24 #include <iostream> <<
25 #include <string> <<
26 #include <vector> <<
27 <<
28 namespace CLHEP { 25 namespace CLHEP {
29 26
30 std::string RandStudentT::name() const {return 27 std::string RandStudentT::name() const {return "RandStudentT";}
31 HepRandomEngine & RandStudentT::engine() {retu 28 HepRandomEngine & RandStudentT::engine() {return *localEngine;}
32 29
33 RandStudentT::~RandStudentT() 30 RandStudentT::~RandStudentT()
34 { 31 {
35 } 32 }
36 33
37 double RandStudentT::operator()() { 34 double RandStudentT::operator()() {
38 return fire( defaultA ); 35 return fire( defaultA );
39 } 36 }
40 37
41 double RandStudentT::operator()( double a ) { 38 double RandStudentT::operator()( double a ) {
42 return fire( a ); 39 return fire( a );
43 } 40 }
44 41
45 double RandStudentT::shoot( double a ) { 42 double RandStudentT::shoot( double a ) {
46 /********************************************* 43 /******************************************************************
47 * 44 * *
48 * Student-t Distribution - Polar Me 45 * Student-t Distribution - Polar Method *
49 * 46 * *
50 ********************************************* 47 ******************************************************************
51 * 48 * *
52 * The polar method of Box/Muller for generati 49 * The polar method of Box/Muller for generating Normal variates *
53 * is adapted to the Student-t distribution. T 50 * is adapted to the Student-t distribution. The two generated *
54 * variates are not independent and the expect 51 * variates are not independent and the expected no. of uniforms *
55 * per variate is 2.5464. 52 * per variate is 2.5464. *
56 * 53 * *
57 ********************************************* 54 ******************************************************************
58 * 55 * *
59 * FUNCTION : - tpol samples a random numbe 56 * FUNCTION : - tpol samples a random number from the *
60 * Student-t distribution with 57 * Student-t distribution with parameter a > 0. *
61 * REFERENCE : - R.W. Bailey (1994): Polar ge 58 * REFERENCE : - R.W. Bailey (1994): Polar generation of random *
62 * variates with the t-distribu 59 * variates with the t-distribution, Mathematics *
63 * of Computation 62, 779-781. 60 * of Computation 62, 779-781. *
64 * SUBPROGRAM : - ... (0,1)-Uniform generator 61 * SUBPROGRAM : - ... (0,1)-Uniform generator *
65 * 62 * *
66 * 63 * *
67 * Implemented by F. Niederl, 1994 64 * Implemented by F. Niederl, 1994 *
68 ********************************************* 65 ******************************************************************/
69 66
70 double u,v,w; 67 double u,v,w;
71 68
72 // Check for valid input value 69 // Check for valid input value
73 70
74 if( a < 0.0) return (DBL_MAX); 71 if( a < 0.0) return (DBL_MAX);
75 72
76 do 73 do
77 { 74 {
78 u = 2.0 * HepRandom::getTheEngine()->flat() 75 u = 2.0 * HepRandom::getTheEngine()->flat() - 1.0;
79 v = 2.0 * HepRandom::getTheEngine()->flat() 76 v = 2.0 * HepRandom::getTheEngine()->flat() - 1.0;
80 } 77 }
81 while ((w = u * u + v * v) > 1.0); 78 while ((w = u * u + v * v) > 1.0);
82 79
83 return(u * std::sqrt( a * ( std::exp(- 2.0 / 80 return(u * std::sqrt( a * ( std::exp(- 2.0 / a * std::log(w)) - 1.0) / w));
84 } 81 }
85 82
86 void RandStudentT::shootArray( const int size, 83 void RandStudentT::shootArray( const int size, double* vect,
87 double a ) 84 double a )
88 { 85 {
89 for( double* v = vect; v != vect + size; ++v 86 for( double* v = vect; v != vect + size; ++v )
90 *v = shoot(a); 87 *v = shoot(a);
91 } 88 }
92 89
93 void RandStudentT::shootArray( HepRandomEngine 90 void RandStudentT::shootArray( HepRandomEngine* anEngine,
94 const int size, do 91 const int size, double* vect,
95 double a ) 92 double a )
96 { 93 {
97 for( double* v = vect; v != vect + size; ++v 94 for( double* v = vect; v != vect + size; ++v )
98 *v = shoot(anEngine,a); 95 *v = shoot(anEngine,a);
99 } 96 }
100 97
101 double RandStudentT::fire( double a ) { 98 double RandStudentT::fire( double a ) {
102 99
103 double u,v,w; 100 double u,v,w;
104 101
105 do 102 do
106 { 103 {
107 u = 2.0 * localEngine->flat() - 1.0; 104 u = 2.0 * localEngine->flat() - 1.0;
108 v = 2.0 * localEngine->flat() - 1.0; 105 v = 2.0 * localEngine->flat() - 1.0;
109 } 106 }
110 while ((w = u * u + v * v) > 1.0); 107 while ((w = u * u + v * v) > 1.0);
111 108
112 return(u * std::sqrt( a * ( std::exp(- 2.0 / 109 return(u * std::sqrt( a * ( std::exp(- 2.0 / a * std::log(w)) - 1.0) / w));
113 } 110 }
114 111
115 void RandStudentT::fireArray( const int size, 112 void RandStudentT::fireArray( const int size, double* vect)
116 { 113 {
117 for( double* v = vect; v != vect + size; ++v 114 for( double* v = vect; v != vect + size; ++v )
118 *v = fire(defaultA); 115 *v = fire(defaultA);
119 } 116 }
120 117
121 void RandStudentT::fireArray( const int size, 118 void RandStudentT::fireArray( const int size, double* vect,
122 double a ) 119 double a )
123 { 120 {
124 for( double* v = vect; v != vect + size; ++v 121 for( double* v = vect; v != vect + size; ++v )
125 *v = fire(a); 122 *v = fire(a);
126 } 123 }
127 124
128 double RandStudentT::shoot( HepRandomEngine *a 125 double RandStudentT::shoot( HepRandomEngine *anEngine, double a ) {
129 126
130 double u,v,w; 127 double u,v,w;
131 128
132 do 129 do
133 { 130 {
134 u = 2.0 * anEngine->flat() - 1.0; 131 u = 2.0 * anEngine->flat() - 1.0;
135 v = 2.0 * anEngine->flat() - 1.0; 132 v = 2.0 * anEngine->flat() - 1.0;
136 } 133 }
137 while ((w = u * u + v * v) > 1.0); 134 while ((w = u * u + v * v) > 1.0);
138 135
139 return(u * std::sqrt( a * ( std::exp(- 2.0 / 136 return(u * std::sqrt( a * ( std::exp(- 2.0 / a * std::log(w)) - 1.0) / w));
140 } 137 }
141 138
142 std::ostream & RandStudentT::put ( std::ostrea 139 std::ostream & RandStudentT::put ( std::ostream & os ) const {
143 long pr=os.precision(20); << 140 int pr=os.precision(20);
144 std::vector<unsigned long> t(2); 141 std::vector<unsigned long> t(2);
145 os << " " << name() << "\n"; 142 os << " " << name() << "\n";
146 os << "Uvec" << "\n"; 143 os << "Uvec" << "\n";
147 t = DoubConv::dto2longs(defaultA); 144 t = DoubConv::dto2longs(defaultA);
148 os << defaultA << " " << t[0] << " " << t[1] 145 os << defaultA << " " << t[0] << " " << t[1] << "\n";
149 os.precision(pr); 146 os.precision(pr);
150 return os; 147 return os;
151 } 148 }
152 149
153 std::istream & RandStudentT::get ( std::istrea 150 std::istream & RandStudentT::get ( std::istream & is ) {
154 std::string inName; 151 std::string inName;
155 is >> inName; 152 is >> inName;
156 if (inName != name()) { 153 if (inName != name()) {
157 is.clear(std::ios::badbit | is.rdstate()); 154 is.clear(std::ios::badbit | is.rdstate());
158 std::cerr << "Mismatch when expecting to r 155 std::cerr << "Mismatch when expecting to read state of a "
159 << name() << " distribution\n" 156 << name() << " distribution\n"
160 << "Name found was " << inName 157 << "Name found was " << inName
161 << "\nistream is left in the badbit st 158 << "\nistream is left in the badbit state\n";
162 return is; 159 return is;
163 } 160 }
164 if (possibleKeywordInput(is, "Uvec", default 161 if (possibleKeywordInput(is, "Uvec", defaultA)) {
165 std::vector<unsigned long> t(2); 162 std::vector<unsigned long> t(2);
166 is >> defaultA >> t[0] >> t[1]; defaultA = 163 is >> defaultA >> t[0] >> t[1]; defaultA = DoubConv::longs2double(t);
167 return is; 164 return is;
168 } 165 }
169 // is >> defaultA encompassed by possibleKey 166 // is >> defaultA encompassed by possibleKeywordInput
170 return is; 167 return is;
171 } 168 }
172 169
173 } // namespace CLHEP 170 } // namespace CLHEP
174 171