// @(#)root/mathcore:$Id$ // Authors: L. Moneta 8/2015 /********************************************************************** * * * Copyright (c) 2015 , ROOT MathLib Team * * * * * **********************************************************************/ // Header file for random class // // // Created by: Lorenzo Moneta : Tue 4 Aug 2015 // // #ifndef ROOT_Math_RandomFunctions #define ROOT_Math_RandomFunctions #include #include #include "RtypesCore.h" #include "TMath.h" #include #include #include "TRandomEngine.h" namespace ROOT { namespace Math { //___________________________________________________________________________________ // class DefaultEngineType {}; /** Documentation for the RandomFunction class @ingroup Random */ typedef TRandomEngine DefaultEngineType; //class DefaultEngineType {}; // for generic types /** Definition of the generic implementation class for the RandomFunctions. Needs to have specialized implementations on the different type of engines */ template class RandomFunctionsImpl { public: void SetEngine(void *) {} }; /** Implementation class for the RandomFunction for all the engined that derives from TRandomEngine class, which defines an interface which has TRandomEngine::Rndm() In this way we can have a common implementation for the RandomFunctions */ template<> class RandomFunctionsImpl { public: /// class constructor RandomFunctionsImpl() : fBaseEngine(nullptr) {} void SetEngine(void *r) { fBaseEngine = static_cast(r); assert(fBaseEngine); // to be sure the static cast works } ///Generate binomial numbers int Binomial(int ntot, double prob); /// Return a number distributed following a BreitWigner function with mean and gamma. double BreitWigner(double mean, double gamma); /// Generates random vectors, uniformly distributed over a circle of given radius. /// Input : r = circle radius /// Output: x,y a random 2-d vector of length r void Circle(double &x, double &y, double r); /// Returns an exponential deviate. /// exp( -t/tau ) double Exp(double tau); /// generate Gaussian number using Box-Muller method double GausBM( double mean, double sigma); /// generate random numbers according to the Acceptance-Complement-Ratio method double GausACR( double mean, double sigma); /// Generate a random number following a Landau distribution /// with location parameter mu and scale parameter sigma: /// Landau( (x-mu)/sigma ) double Landau(double mu, double sigma); /// Generates a random integer N according to a Poisson law. /// Prob(N) = exp(-mean)*mean^N/Factorial(N) int Poisson(double mean); double PoissonD(double mean); /// Generate numbers distributed following a gaussian with mean=0 and sigma=1. /// Using the Box-Muller method void Rannor(double &a, double &b); /// Generates random vectors, uniformly distributed over the surface /// of a sphere of given radius. void Sphere(double &x, double &y, double &z, double r); /// generate random numbers following a Uniform distribution in the [a,b] interval double Uniform(double a, double b); double Uniform(double a); protected: TRandomEngine* fBaseEngine; private: // Internal method used by the functions double Rndm() { return fBaseEngine->Rndm(); } // for internal usage double Gaus(double mean, double sigma) { return GausACR(mean,sigma); } }; template < class Engine, class EngineBaseType> class RandomFunctions { //: public RandomFunctionsImpl { public: //RandomFunctions() {} RandomFunctions(Engine & rng) : fEngine(&rng) { fImpl.SetEngine(&rng); } /// destructor (no op) we do not maintain the engine) ~RandomFunctions() {} /// non-virtual method inline double operator() () { return (*fEngine)(); } ///Generate binomial numbers int Binomial(int ntot, double prob) { return fImpl.Binomial(ntot,prob); } /// Return a number distributed following a BreitWigner function with mean and gamma. double BreitWigner(double mean, double gamma) { return fImpl.BreitWigner(mean,gamma); } /// Generates random vectors, uniformly distributed over a circle of given radius. /// Input : r = circle radius /// Output: x,y a random 2-d vector of length r void Circle(double &x, double &y, double r) { return fImpl.Circle(x,y,r); } /// Returns an exponential deviate. /// exp( -t/tau ) double Exp(double tau) { return fImpl.Exp(tau); } /// generate Gaussian number using Box-Muller method double GausBM( double mean, double sigma) { return fImpl.GausBM(mean,sigma); } /// generate random numbers according to the Acceptance-Complement-Ratio method double GausACR( double mean, double sigma) { return fImpl.GausACR(mean, sigma); } /// Generate a random number following a Landau distribution /// with location parameter mu and scale parameter sigma: /// Landau( (x-mu)/sigma ) double Landau(double mu, double sigma) { return fImpl.Landau(mu,sigma); } /// Generates a random integer N according to a Poisson law. /// Prob(N) = exp(-mean)*mean^N/Factorial(N) int Poisson(double mean) { return fImpl.Poisson(mean); } double PoissonD(double mean) { return fImpl.PoissonD(mean); } /// Generate numbers distributed following a gaussian with mean=0 and sigma=1. /// Using the Box-Muller method void Rannor(double &a, double &b) { return fImpl.Rannor(a,b); } /// Generates random vectors, uniformly distributed over the surface /// of a sphere of given radius. void Sphere(double &x, double &y, double &z, double r) { return fImpl.Sphere(x,y,z,r); } /// generate random numbers following a Uniform distribution in the [a,b] interval double Uniform(double a, double b) { return (b-a) * Rndm_impl() + a; } /// generate random numbers following a Uniform distribution in the [0,a] interval double Uniform(double a) { return a * Rndm_impl() ; } /// generate Gaussian number using default method inline double Gaus( double mean, double sigma) { return fImpl.GausACR(mean,sigma); } // /// re-implement Gaussian // double GausBM2(double mean, double sigma) { // double y = Rndm_impl(); // double z = Rndm_impl(); // double x = z * 6.28318530717958623; // double radius = std::sqrt(-2*std::log(y)); // double g = radius * std::sin(x); // return mean + g * sigma; // } /// methods which are only for GSL random generators /// Gamma functions (not implemented here, requires a GSL random engine) double Gamma( double , double ) { //r.Error("Error: Gamma() requires a GSL Engine type"); static_assert(std::is_fundamental::value,"Error: Gamma() requires a GSL Engine type"); return 0; } double Beta( double , double ) { static_assert(std::is_fundamental::value,"Error: Beta() requires a GSL Engine type"); return 0; } double LogNormal(double, double) { static_assert(std::is_fundamental::value,"Error: LogNormal() requires a GSL Engine type"); return 0; } double ChiSquare(double) { static_assert(std::is_fundamental::value,"Error: ChiSquare() requires a GSL Engine type"); return 0; } double Rayleigh( double ) { static_assert(std::is_fundamental::value,"Error: Rayleigh() requires a GSL Engine type"); return 0; } double Logistic( double ) { static_assert(std::is_fundamental::value,"Error: Logistic() requires a GSL Engine type"); return 0; } double Pareto( double , double ) { static_assert(std::is_fundamental::value,"Error: Pareto() requires a GSL Engine type"); return 0; } double FDist(double, double) { static_assert(std::is_fundamental::value,"Error: FDist() requires a GSL Engine type"); return 0; } double tDist(double) { static_assert(std::is_fundamental::value,"Error: tDist() requires a GSL Engine type"); return 0; } unsigned int NegativeBinomial(double , double ) { static_assert(std::is_fundamental::value,"Error: NegativeBinomial() requires a GSL Engine type"); return 0; } std::vector MultiNomial(unsigned int, const std::vector &){ static_assert(std::is_fundamental::value,"Error: MultiNomial() requires a GSL Engine type"); return std::vector(); } protected: Engine & Rng() { assert(fEngine); return *fEngine; } /// Internal implementation to return random number /// Since this one is not a virtual function is faster than Rndm inline double Rndm_impl() { return (*fEngine)(); } private: Engine * fEngine; //! random number generator engine RandomFunctionsImpl fImpl; //! instance of the class implementing the functions }; } // namespace Math } // namespace ROOT #endif /* ROOT_Math_RandomFunctions */