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File indexing completed on 2025-01-18 10:10:17
0001 // @(#)root/mathmore:$Id$ 0002 // Author: L. Moneta, A. Zsenei 08/2005 0003 0004 /********************************************************************** 0005 * * 0006 * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT * 0007 * * 0008 * This library is free software; you can redistribute it and/or * 0009 * modify it under the terms of the GNU General Public License * 0010 * as published by the Free Software Foundation; either version 2 * 0011 * of the License, or (at your option) any later version. * 0012 * * 0013 * This library is distributed in the hope that it will be useful, * 0014 * but WITHOUT ANY WARRANTY; without even the implied warranty of * 0015 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * 0016 * General Public License for more details. * 0017 * * 0018 * You should have received a copy of the GNU General Public License * 0019 * along with this library (see file COPYING); if not, write * 0020 * to the Free Software Foundation, Inc., 59 Temple Place, Suite * 0021 * 330, Boston, MA 02111-1307 USA, or contact the author. * 0022 * * 0023 **********************************************************************/ 0024 0025 // Header file for class GSLRandom 0026 // 0027 // Created by: moneta at Sun Nov 21 16:26:03 2004 0028 // 0029 // Last update: Sun Nov 21 16:26:03 2004 0030 // 0031 #ifndef ROOT_Math_GSLRndmEngines 0032 #define ROOT_Math_GSLRndmEngines 0033 0034 #include <string> 0035 #include <vector> 0036 0037 0038 namespace ROOT { 0039 namespace Math { 0040 0041 0042 class GSLRngWrapper; 0043 class GSLMCIntegrator; 0044 0045 //_________________________________________________________________ 0046 /** 0047 GSLRandomEngine 0048 Base class for all GSL random engines, 0049 normally user instantiate the derived classes 0050 which creates internally the generator. 0051 0052 The main GSL generators (see 0053 <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html"> 0054 here</A>) are available as derived classes 0055 In addition to generate uniform numbers it provides method for 0056 generating numbers according to pre-defined distributions 0057 using the GSL functions from 0058 <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-Number-Distributions.html"> 0059 GSL random number distributions</A>. 0060 0061 0062 0063 @ingroup Random 0064 */ 0065 class GSLRandomEngine { 0066 0067 friend class GSLMCIntegrator; 0068 0069 public: 0070 0071 /** 0072 default constructor. No creation of rng is done. 0073 If then Initialize() is called an engine is created 0074 based on default GSL type (MT) 0075 */ 0076 GSLRandomEngine(); 0077 0078 /** 0079 create from an existing rng. 0080 User manage the rng pointer which is then deleted only by calling Terminate() 0081 */ 0082 GSLRandomEngine( GSLRngWrapper * rng); 0083 0084 /** 0085 Copy constructor : clone the contained GSL generator 0086 */ 0087 GSLRandomEngine(const GSLRandomEngine & eng); 0088 0089 /** 0090 Assignment operator : make a deep copy of the contained GSL generator 0091 */ 0092 GSLRandomEngine & operator=(const GSLRandomEngine & eng); 0093 0094 /** 0095 initialize the generator 0096 If no rng is present the default one based on Mersenne and Twister is created 0097 */ 0098 void Initialize(); 0099 0100 /** 0101 delete pointer to contained rng 0102 */ 0103 void Terminate(); 0104 0105 /** 0106 call Terminate() 0107 */ 0108 virtual ~GSLRandomEngine(); 0109 0110 /** 0111 Generate a random number between ]0,1] 0112 0 is excluded and 1 is included 0113 */ 0114 double operator() () const; 0115 0116 /** 0117 Generate a random number between ]0,1] 0118 0 is excluded and 1 is included 0119 */ 0120 double Rndm() const { return (*this)(); } 0121 0122 /** 0123 Generate an integer number between [0,max-1] (including 0 and max-1) 0124 if max is larger than available range of algorithm 0125 an error message is printed and zero is returned 0126 */ 0127 unsigned long RndmInt(unsigned long max) const; 0128 /** 0129 Generate an integer number between [0,max_generator-1] (including 0 and max-1) 0130 if max is larger than available range of algorithm 0131 an error message is printed and zero is returned 0132 */ 0133 unsigned long IntRndm() const { 0134 return RndmInt(MaxInt()); // max return the largest value the generator can give +1 0135 } 0136 0137 /** 0138 Generate an array of random numbers. 0139 The iterators points to the random numbers 0140 */ 0141 template<class Iterator> 0142 void RandomArray(Iterator begin, Iterator end) const { 0143 for ( Iterator itr = begin; itr != end; ++itr ) { 0144 *itr = this->operator()(); 0145 } 0146 } 0147 0148 /** 0149 Generate an array of random numbers 0150 The iterators points to the random numbers 0151 */ 0152 void RandomArray(double * begin, double * end) const; 0153 0154 /** 0155 return name of generator 0156 */ 0157 std::string Name() const; 0158 0159 /** 0160 return the state size of generator 0161 */ 0162 unsigned int Size() const; 0163 0164 /** 0165 return the minimum integer a generator can handle 0166 typically this value is 0 0167 */ 0168 unsigned long MinInt() const; 0169 0170 /** 0171 return the maximum integer +1 a generator can handle 0172 0173 */ 0174 unsigned long MaxInt() const; 0175 0176 /** 0177 set the random generator seed 0178 */ 0179 void SetSeed(unsigned int seed) const; 0180 0181 0182 /** @name Random Distributions 0183 Implemented using the 0184 <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-Number-Distributions.html"> 0185 GSL Random number Distributions</A> 0186 **/ 0187 //@{ 0188 /** 0189 Gaussian distribution - default method is Box-Muller (polar method) 0190 */ 0191 double Gaussian(double sigma) const; 0192 0193 /** 0194 Gaussian distribution - Ziggurat method 0195 */ 0196 double GaussianZig(double sigma) const; 0197 0198 /** 0199 Gaussian distribution - Ratio method 0200 */ 0201 double GaussianRatio(double sigma) const; 0202 /** 0203 Gaussian Tail distribution 0204 */ 0205 double GaussianTail(double a, double sigma) const; 0206 0207 /** 0208 Bivariate Gaussian distribution with correlation 0209 */ 0210 void Gaussian2D(double sigmaX, double sigmaY, double rho, double &x, double &y) const; 0211 0212 /** 0213 Multivariate Gaussian distribution 0214 */ 0215 void GaussianND(size_t dim, const double *pars, const double *covmat, double *genpars, double * lmat = nullptr) const; 0216 0217 0218 /** 0219 Exponential distribution 0220 */ 0221 double Exponential(double mu) const; 0222 0223 /** 0224 Cauchy distribution 0225 */ 0226 double Cauchy(double a) const; 0227 0228 /** 0229 Landau distribution 0230 */ 0231 double Landau() const; 0232 0233 /** 0234 Gamma distribution 0235 */ 0236 double Gamma(double a, double b) const; 0237 0238 /** 0239 Beta distribution 0240 */ 0241 double Beta(double a, double b) const; 0242 0243 /** 0244 Log Normal distribution 0245 */ 0246 double LogNormal(double zeta, double sigma) const; 0247 0248 /** 0249 Chi square distribution 0250 */ 0251 double ChiSquare(double nu) const; 0252 0253 /** 0254 F distribution 0255 */ 0256 double FDist(double nu1, double nu2) const; 0257 0258 /** 0259 t student distribution 0260 */ 0261 double tDist(double nu) const; 0262 0263 /** 0264 Rayleigh distribution 0265 */ 0266 double Rayleigh(double sigma) const; 0267 0268 /** 0269 Logistic distribution 0270 */ 0271 double Logistic(double a) const; 0272 0273 /** 0274 Pareto distribution 0275 */ 0276 double Pareto(double a, double b) const; 0277 0278 /** 0279 generate random numbers in a 2D circle of radious 1 0280 */ 0281 void Dir2D(double &x, double &y) const; 0282 0283 /** 0284 generate random numbers in a 3D sphere of radious 1 0285 */ 0286 void Dir3D(double &x, double &y, double &z) const; 0287 0288 /** 0289 Poisson distribution 0290 */ 0291 unsigned int Poisson(double mu) const; 0292 0293 /** 0294 Binomial distribution 0295 */ 0296 unsigned int Binomial(double p, unsigned int n) const; 0297 0298 /** 0299 Negative Binomial distribution 0300 */ 0301 unsigned int NegativeBinomial(double p, double n) const; 0302 0303 /** 0304 Multinomial distribution 0305 */ 0306 std::vector<unsigned int> Multinomial( unsigned int ntot, const std::vector<double> & p ) const; 0307 0308 //@} 0309 0310 0311 0312 protected: 0313 0314 /// internal method used by the derived class to set the type of generators 0315 void SetType(GSLRngWrapper * r) { 0316 fRng = r; 0317 } 0318 0319 /// internal method to return the engine 0320 /// Used by class like GSLMCIntegrator to set the engine 0321 GSLRngWrapper * Engine() { 0322 return fRng; 0323 } 0324 0325 private: 0326 0327 GSLRngWrapper * fRng; // pointer to GSL generator wrapper (managed by the class) 0328 mutable unsigned int fCurTime; // current time used to seed the generator 0329 0330 }; 0331 0332 //_____________________________________________________________________________________ 0333 /** 0334 Mersenne-Twister generator 0335 gsl_rng_mt19937 from 0336 <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0337 0338 0339 @ingroup Random 0340 */ 0341 class GSLRngMT : public GSLRandomEngine { 0342 public: 0343 typedef GSLRandomEngine BaseType; 0344 GSLRngMT(); 0345 }; 0346 0347 //_____________________________________________________________________________________ 0348 /** 0349 Old Ranlux generator (James, Luscher) (default luxury level, p = 223) 0350 (This is eequivalent to TRandom1 with default luxury level) 0351 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0352 0353 @ingroup Random 0354 */ 0355 class GSLRngRanLux : public GSLRandomEngine { 0356 public: 0357 typedef GSLRandomEngine BaseType; 0358 GSLRngRanLux(); 0359 }; 0360 0361 //_____________________________________________________________________________________ 0362 /** 0363 Second generation of Ranlux generator for single precision with luxury level of 1 0364 (It throws away 202 values for every 12 used) 0365 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0366 0367 @ingroup Random 0368 */ 0369 class GSLRngRanLuxS1 : public GSLRandomEngine { 0370 public: 0371 typedef GSLRandomEngine BaseType; 0372 GSLRngRanLuxS1(); 0373 }; 0374 typedef GSLRngRanLuxS1 GSLRngRanLux1; // for backward compatibility 0375 0376 //_____________________________________________________________________________________ 0377 /** 0378 Second generation of Ranlux generator for Single precision with luxury level of 2 0379 (It throws away 397 value for every 12 used) 0380 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0381 0382 @ingroup Random 0383 */ 0384 class GSLRngRanLuxS2 : public GSLRandomEngine { 0385 public: 0386 typedef GSLRandomEngine BaseType; 0387 GSLRngRanLuxS2(); 0388 }; 0389 typedef GSLRngRanLuxS2 GSLRngRanLux2; // for backward compatibility 0390 0391 //_____________________________________________________________________________________ 0392 /** 0393 Double precision (48 bits) version of Second generation of Ranlux generator with luxury level of 1 0394 (It throws away 202 value for every 12 used) 0395 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0396 0397 @ingroup Random 0398 */ 0399 class GSLRngRanLuxD1 : public GSLRandomEngine { 0400 public: 0401 typedef GSLRandomEngine BaseType; 0402 GSLRngRanLuxD1(); 0403 }; 0404 0405 //_____________________________________________________________________________________ 0406 /** 0407 Double precision (48 bits) version of Second generation of Ranlux generator with luxury level of 2 0408 (It throws away 397 value for every 12 used) 0409 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0410 0411 @ingroup Random 0412 */ 0413 class GSLRngRanLuxD2 : public GSLRandomEngine { 0414 public: 0415 typedef GSLRandomEngine BaseType; 0416 GSLRngRanLuxD2(); 0417 }; 0418 typedef GSLRngRanLuxD2 GSLRngRanLux48; // for backward compatibility 0419 0420 0421 //_____________________________________________________________________________________ 0422 /** 0423 Tausworthe generator by L'Ecuyer 0424 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0425 0426 @ingroup Random 0427 */ 0428 class GSLRngTaus : public GSLRandomEngine { 0429 public: 0430 typedef GSLRandomEngine BaseType; 0431 GSLRngTaus(); 0432 }; 0433 0434 //_____________________________________________________________________________________ 0435 /** 0436 Lagged Fibonacci generator by Ziff 0437 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0438 0439 @ingroup Random 0440 */ 0441 class GSLRngGFSR4 : public GSLRandomEngine { 0442 public: 0443 typedef GSLRandomEngine BaseType; 0444 GSLRngGFSR4(); 0445 }; 0446 0447 //_____________________________________________________________________________________ 0448 /** 0449 Combined multiple recursive generator (L'Ecuyer) 0450 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0451 0452 @ingroup Random 0453 */ 0454 class GSLRngCMRG : public GSLRandomEngine { 0455 public: 0456 typedef GSLRandomEngine BaseType; 0457 GSLRngCMRG(); 0458 }; 0459 0460 //_____________________________________________________________________________________ 0461 /** 0462 5-th order multiple recursive generator (L'Ecuyer, Blouin and Coutre) 0463 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html">here</A> 0464 0465 @ingroup Random 0466 */ 0467 class GSLRngMRG : public GSLRandomEngine { 0468 public: 0469 typedef GSLRandomEngine BaseType; 0470 GSLRngMRG(); 0471 }; 0472 0473 //_____________________________________________________________________________________ 0474 /** 0475 BSD rand() generator 0476 gsl_rmg_rand from 0477 <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Unix-random-number-generators.html">here</A> 0478 0479 @ingroup Random 0480 */ 0481 class GSLRngRand : public GSLRandomEngine { 0482 public: 0483 typedef GSLRandomEngine BaseType; 0484 GSLRngRand(); 0485 }; 0486 0487 //_____________________________________________________________________________________ 0488 /** 0489 RANMAR generator 0490 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Unix-random-number-generators.html">here</A> 0491 0492 @ingroup Random 0493 */ 0494 class GSLRngRanMar : public GSLRandomEngine { 0495 public: 0496 typedef GSLRandomEngine BaseType; 0497 GSLRngRanMar(); 0498 }; 0499 0500 //_____________________________________________________________________________________ 0501 /** 0502 MINSTD generator (Park and Miller) 0503 see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Unix-random-number-generators.html">here</A> 0504 0505 @ingroup Random 0506 */ 0507 class GSLRngMinStd : public GSLRandomEngine { 0508 public: 0509 typedef GSLRandomEngine BaseType; 0510 GSLRngMinStd(); 0511 }; 0512 0513 /** MixMax generator based on ROOT::Math::MixMaxEngine of N=240 0514 0515 @ingroup Random 0516 */ 0517 class GSLRngMixMax : public GSLRandomEngine { 0518 public: 0519 typedef GSLRandomEngine BaseType; 0520 GSLRngMixMax(); 0521 ~GSLRngMixMax() override; // we need a dtcor since is not a standard GSL engine 0522 }; 0523 0524 } // namespace Math 0525 } // namespace ROOT 0526 0527 // random functions specialization for GSL 0528 // needs to be defined after defining GSLRandomEngine class 0529 0530 #include "Math/GSLRandomFunctions.h" 0531 0532 #endif /* ROOT_Math_GSLRndmEngines */ 0533
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