-
Notifications
You must be signed in to change notification settings - Fork 0
/
random.cpp
208 lines (162 loc) · 5.07 KB
/
random.cpp
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
// *******************************
// Various Random Number Utilities
//
// RDB 2/95
// *******************************
#include "random.h"
#include <stdlib.h>
#include <math.h>
#include <iostream>
using namespace std;
// A global random state
RandomState GRS;
// Functions to manipulate the global random state for backward compatibility
void SetRandomSeed(long seed) {GRS.SetRandomSeed(seed);};
long GetRandomSeed(void) {return GRS.GetRandomSeed();};
void WriteRandomState(ostream& os) {GRS.WriteRandomState(os);};
void BinaryWriteRandomState(ofstream& bofs) {GRS.BinaryWriteRandomState(bofs);};
void ReadRandomState(istream& is) {GRS.ReadRandomState(is);};
void BinaryReadRandomState(ifstream& bifs) {GRS.BinaryReadRandomState(bifs);};
double UniformRandom(double min,double max) { return GRS.UniformRandom(min, max);};
int UniformRandomInteger(int min,int max) {return GRS.UniformRandomInteger(min, max);};
double GaussianRandom(double mean, double variance) {return GRS.GaussianRandom(mean, variance);};
void RandomUnitVector(TVector<double> &v) {GRS.RandomUnitVector(v);};
int ProbabilisticChoice(double prob) {return GRS.ProbabilisticChoice(prob);};
// Return a uniform deviate between 0 and 1 exclusive with a period >10^8.
// Adapted from Ran1 in Numerical Recipes, p. 280.
double RandomState::ran1(void)
{
if (!iy) SetRandomSeed(1);
long k = idum/IQ;
idum = IA*(idum-k*IQ)-IR*k;
if (idum < 0) idum += IM;
int j = iy/NDIV;
iy = iv[j];
iv[j] = idum;
double temp = AM * iy;
if (temp > RNMX) return RNMX;
else return temp;
}
// Seed the random number generator.
// Adapted from Ran1 from Numerical Recipes, p. 280.
void RandomState::SetRandomSeed(long s)
{
idum = seed = s;
if (idum == 0) idum = 1;
for (int j = NTAB+7; j >= 0; j--) {
long k = (idum)/IQ;
idum = IA*(idum-k*IQ)-IR*k;
if (idum < 0) idum += IM;
if (j < NTAB) iv[j] = idum;
}
iy = iv[0];
}
// Return the current random seed
long RandomState::GetRandomSeed(void)
{
return seed;
}
// Write a random state to a stream
void RandomState::BinaryWriteRandomState (ofstream& bosf)
{
bosf.write((const char*) &(seed), sizeof(seed));
bosf.write((const char*) &(idum), sizeof(idum));
bosf.write((const char*) &(iy), sizeof(iy));
bosf.write((const char*) &(gaussian_flag), sizeof(gaussian_flag));
bosf.write((const char*) &(gX1), sizeof(gX1));
bosf.write((const char*) &(gX2), sizeof(gX2));
for (int i = 0; i < NTAB; i++)
bosf.write((const char*) &(iv[i]), sizeof(iv[i]));
}
void RandomState::WriteRandomState(ostream& os)
{
os << seed << " " << idum << " " << iy << " ";
os << gaussian_flag << " " << gX1 << " " << gX2 << " ";
for (int i = 0; i < NTAB; i++)
os << iv[i] << " ";
os << endl;
}
// Read a random state from a stream
void RandomState::ReadRandomState(istream& is)
{
is >> seed;
is >> idum;
is >> iy;
is >> gaussian_flag;
is >> gX1;
is >> gX2;
for (int i = 0; i < NTAB; i++)
is >> iv[i];
}
void RandomState::BinaryReadRandomState (ifstream& bisf)
{
bisf.read((char*) &(seed), sizeof(seed));
bisf.read((char*) &(idum), sizeof(idum));
bisf.read((char*) &(iy), sizeof(iy));
bisf.read((char*) &(gaussian_flag), sizeof(gaussian_flag));
bisf.read((char*) &(gX1), sizeof(gX1));
bisf.read((char*) &(gX2), sizeof(gX2));
for (int i = 0; i < NTAB; i++)
bisf.read((char*) &(iv[i]), sizeof(iv[i]));
}
// Return a uniformly-distributed random double between MIN and MAX exclusive.
double RandomState::UniformRandom(double min, double max)
{
return (max - min) * ran1() + min;
}
// Return a uniformly-distributed random integer between MIN and MAX inclusive.
int RandomState::UniformRandomInteger(int min, int max)
{
return (int)floor(0.5+UniformRandom(min-0.5,max+0.5));
}
// Generate two normally-distributed random variables gx1 and gX2 for use by
// GaussianRandom. Based on the algorithm described in Volume 2 of "The Art
// of Computer Progamming" by Donald Knuth (p. 117).
void RandomState::GenerateNormals(void)
{
double v1,v2,s,d;
do
{
v1 = UniformRandom(-1.0,1.0);
v2 = UniformRandom(-1.0,1.0);
s = v1 * v1 + v2 * v2;
}
while (s >= 1.0 || s == 0.0);
d = sqrt((-2 * log(s))/s);
gX1 = v1 * d;
gX2 = v2 * d;
}
// Generate a Gaussian random variable.
double RandomState::GaussianRandom(double mean, double variance)
{
if (!gaussian_flag) {
GenerateNormals();
gaussian_flag = 1;
return(sqrt(variance) * gX1 + mean);
}
else {
gaussian_flag = 0;
return(sqrt(variance) * gX2 + mean);
}
}
// Generate a random unit vector. This works by first generating a vector
// each of whose elements is a random Gaussian and then normalizing the
// resulting vector. See Volume 2 of "The Art of Computer Programming"
// by Donald Knuth (pp. 130-131).
void RandomState::RandomUnitVector(TVector<double> &v)
{
double r = 0.0;
for (int i = v.LowerBound(); i <= v.UpperBound(); i++)
{
v[i] = GaussianRandom(0,1);
r += v[i] * v[i];
}
r = sqrt(r);
for (int i = v.LowerBound(); i <= v.UpperBound(); i++)
v[i] = v[i] / r;
}
// Return 1 with a probability PROB, else return 0
int RandomState::ProbabilisticChoice(double prob)
{
return (UniformRandom(0.0,1.0) <= prob)?1:0;
}