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1 /* 2 Code adapted from: 3 http://www.jstatsoft.org/v05/i08/ 4 5 6 Original disclaimer: 7 8 The ziggurat method for RNOR and REXP 9 Combine the code below with the main program in which you want 10 normal or exponential variates. Then use of RNOR in any expression 11 will provide a standard normal variate with mean zero, variance 1, 12 while use of REXP in any expression will provide an exponential variate 13 with density exp(-x),x>0. 14 Before using RNOR or REXP in your main, insert a command such as 15 zigset(86947731 ); 16 with 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.) 18 For details of the method, see Marsaglia and Tsang, "The ziggurat method 19 for 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/RandGauss.h" 29 #include "CLHEP/Utility/thread_local.h" 30 31 namespace CLHEP { 32 33 /** 34 * @author ATLAS 35 * @ingroup random 36 */ 37 class RandGaussZiggurat : public RandGauss { 38 39 public: 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 45 virtual ~RandGaussZiggurat(); 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 float(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; 85 HepRandomEngine & engine(); 86 87 static std::string distributionName() {return "RandGaussZiggurat";} 88 // Provides the name of this distribution class 89 90 static bool ziggurat_init(); 91 protected: 92 ////////////////////////// 93 // Ziggurat Original code: 94 ////////////////////////// 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 CLHEP_THREAD_LOCAL unsigned long kn[128], ke[256]; 109 static CLHEP_THREAD_LOCAL float wn[128],fn[128], we[256],fe[256]; 110 111 static CLHEP_THREAD_LOCAL 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 float(anEngine->flat());} 115 static inline float ziggurat_RNOR(HepRandomEngine* anEngine) { 116 if(!ziggurat_is_init) ziggurat_init(); 117 long hz=(signed)ziggurat_SHR3(anEngine); 118 unsigned long iz=hz&127; 119 return ((unsigned long)std::abs(hz)<kn[iz]) ? hz*wn[iz] : ziggurat_nfix(hz,anEngine); 120 } 121 static float ziggurat_nfix(long hz,HepRandomEngine* anEngine); 122 123 private: 124 125 // Private copy constructor. Defining it here disallows use. 126 RandGaussZiggurat(const RandGaussZiggurat& d); 127 128 // All the engine info, and the default mean and sigma, are in the RandGauss 129 // base class. 130 131 }; 132 133 } // namespace CLHEP 134 135 namespace CLHEP { 136 137 RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine & anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev) 138 { 139 } 140 141 RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine * anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev) 142 { 143 } 144 145 } // namespace CLHEP 146 147 #endif 148