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