// $Id: RandGamma.cc,v 1.6 2010/06/16 17:24:53 garren Exp $ // -*- C++ -*- // // ----------------------------------------------------------------------- // HEP Random // --- RandGamma --- // class implementation file // ----------------------------------------------------------------------- // ======================================================================= // John Marraffino - Created: 12th May 1998 // M Fischler - put and get to/from streams 12/13/04 // M Fischler - put/get to/from streams uses pairs of ulongs when // + storing doubles avoid problems with precision // 4/14/05 // ======================================================================= #include "CLHEP/Random/defs.h" #include "CLHEP/Random/RandGamma.h" #include "CLHEP/Random/DoubConv.hh" #include // for log() namespace CLHEP { std::string RandGamma::name() const {return "RandGamma";} HepRandomEngine & RandGamma::engine() {return *localEngine;} RandGamma::~RandGamma() { } double RandGamma::shoot( HepRandomEngine *anEngine, double k, double lambda ) { return genGamma( anEngine, k, lambda ); } double RandGamma::shoot( double k, double lambda ) { HepRandomEngine *anEngine = HepRandom::getTheEngine(); return genGamma( anEngine, k, lambda ); } double RandGamma::fire( double k, double lambda ) { return genGamma( localEngine.get(), k, lambda ); } void RandGamma::shootArray( const int size, double* vect, double k, double lambda ) { for( double* v = vect; v != vect + size; ++v ) *v = shoot(k,lambda); } void RandGamma::shootArray( HepRandomEngine* anEngine, const int size, double* vect, double k, double lambda ) { for( double* v = vect; v != vect + size; ++v ) *v = shoot(anEngine,k,lambda); } void RandGamma::fireArray( const int size, double* vect) { for( double* v = vect; v != vect + size; ++v ) *v = fire(defaultK,defaultLambda); } void RandGamma::fireArray( const int size, double* vect, double k, double lambda ) { for( double* v = vect; v != vect + size; ++v ) *v = fire(k,lambda); } double RandGamma::genGamma( HepRandomEngine *anEngine, double a, double lambda ) { /************************************************************************* * Gamma Distribution - Rejection algorithm gs combined with * * Acceptance complement method gd * *************************************************************************/ static double aa = -1.0, aaa = -1.0, b, c, d, e, r, s, si, ss, q0, q1 = 0.0416666664, q2 = 0.0208333723, q3 = 0.0079849875, q4 = 0.0015746717, q5 = -0.0003349403, q6 = 0.0003340332, q7 = 0.0006053049, q8 = -0.0004701849, q9 = 0.0001710320, a1 = 0.333333333, a2 = -0.249999949, a3 = 0.199999867, a4 =-0.166677482, a5 = 0.142873973, a6 =-0.124385581, a7 = 0.110368310, a8 = -0.112750886, a9 = 0.104089866, e1 = 1.000000000, e2 = 0.499999994, e3 = 0.166666848, e4 = 0.041664508, e5 = 0.008345522, e6 = 0.001353826, e7 = 0.000247453; double gds,p,q,t,sign_u,u,v,w,x; double v1,v2,v12; // Check for invalid input values if( a <= 0.0 ) return (-1.0); if( lambda <= 0.0 ) return (-1.0); if (a < 1.0) { // CASE A: Acceptance rejection algorithm gs b = 1.0 + 0.36788794412 * a; // Step 1 for(;;) { p = b * anEngine->flat(); if (p <= 1.0) { // Step 2. Case gds <= 1 gds = exp(log(p) / a); if (log(anEngine->flat()) <= -gds) return(gds/lambda); } else { // Step 3. Case gds > 1 gds = - log ((b - p) / a); if (log(anEngine->flat()) <= ((a - 1.0) * log(gds))) return(gds/lambda); } } } else { // CASE B: Acceptance complement algorithm gd if (a != aa) { // Step 1. Preparations aa = a; ss = a - 0.5; s = sqrt(ss); d = 5.656854249 - 12.0 * s; } // Step 2. Normal deviate do { v1 = 2.0 * anEngine->flat() - 1.0; v2 = 2.0 * anEngine->flat() - 1.0; v12 = v1*v1 + v2*v2; } while ( v12 > 1.0 ); t = v1*sqrt(-2.0*log(v12)/v12); x = s + 0.5 * t; gds = x * x; if (t >= 0.0) return(gds/lambda); // Immediate acceptance u = anEngine->flat(); // Step 3. Uniform random number if (d * u <= t * t * t) return(gds/lambda); // Squeeze acceptance if (a != aaa) { // Step 4. Set-up for hat case aaa = a; r = 1.0 / a; q0 = ((((((((q9 * r + q8) * r + q7) * r + q6) * r + q5) * r + q4) * r + q3) * r + q2) * r + q1) * r; if (a > 3.686) { if (a > 13.022) { b = 1.77; si = 0.75; c = 0.1515 / s; } else { b = 1.654 + 0.0076 * ss; si = 1.68 / s + 0.275; c = 0.062 / s + 0.024; } } else { b = 0.463 + s - 0.178 * ss; si = 1.235; c = 0.195 / s - 0.079 + 0.016 * s; } } if (x > 0.0) // Step 5. Calculation of q { v = t / (s + s); // Step 6. if (fabs(v) > 0.25) { q = q0 - s * t + 0.25 * t * t + (ss + ss) * log(1.0 + v); } else { q = q0 + 0.5 * t * t * ((((((((a9 * v + a8) * v + a7) * v + a6) * v + a5) * v + a4) * v + a3) * v + a2) * v + a1) * v; } // Step 7. Quotient acceptance if (log(1.0 - u) <= q) return(gds/lambda); } for(;;) { // Step 8. Double exponential deviate t do { e = -log(anEngine->flat()); u = anEngine->flat(); u = u + u - 1.0; sign_u = (u > 0)? 1.0 : -1.0; t = b + (e * si) * sign_u; } while (t <= -0.71874483771719); // Step 9. Rejection of t v = t / (s + s); // Step 10. New q(t) if (fabs(v) > 0.25) { q = q0 - s * t + 0.25 * t * t + (ss + ss) * log(1.0 + v); } else { q = q0 + 0.5 * t * t * ((((((((a9 * v + a8) * v + a7) * v + a6) * v + a5) * v + a4) * v + a3) * v + a2) * v + a1) * v; } if (q <= 0.0) continue; // Step 11. if (q > 0.5) { w = exp(q) - 1.0; } else { w = ((((((e7 * q + e6) * q + e5) * q + e4) * q + e3) * q + e2) * q + e1) * q; } // Step 12. Hat acceptance if ( c * u * sign_u <= w * exp(e - 0.5 * t * t)) { x = s + 0.5 * t; return(x*x/lambda); } } } } std::ostream & RandGamma::put ( std::ostream & os ) const { int pr=os.precision(20); std::vector t(2); os << " " << name() << "\n"; os << "Uvec" << "\n"; t = DoubConv::dto2longs(defaultK); os << defaultK << " " << t[0] << " " << t[1] << "\n"; t = DoubConv::dto2longs(defaultLambda); os << defaultLambda << " " << t[0] << " " << t[1] << "\n"; os.precision(pr); return os; #ifdef REMOVED int pr=os.precision(20); os << " " << name() << "\n"; os << defaultK << " " << defaultLambda << "\n"; os.precision(pr); return os; #endif } std::istream & RandGamma::get ( std::istream & is ) { std::string inName; is >> inName; if (inName != name()) { is.clear(std::ios::badbit | is.rdstate()); std::cerr << "Mismatch when expecting to read state of a " << name() << " distribution\n" << "Name found was " << inName << "\nistream is left in the badbit state\n"; return is; } if (possibleKeywordInput(is, "Uvec", defaultK)) { std::vector t(2); is >> defaultK >> t[0] >> t[1]; defaultK = DoubConv::longs2double(t); is >> defaultLambda>>t[0]>>t[1]; defaultLambda = DoubConv::longs2double(t); return is; } // is >> defaultK encompassed by possibleKeywordInput is >> defaultLambda; return is; } } // namespace CLHEP