# include # include # include # include # include # include # include using namespace std; # include "normal.hpp" //****************************************************************************80 complex c4_normal_01 ( int &seed ) //****************************************************************************80 // // Purpose: // // C4_NORMAL_01 returns a unit pseudonormal C4. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Parameters: // // Input/output, int &SEED, a seed for the random number generator. // // Output, complex C4_NORMAL_01, a unit pseudonormal value. // { const float r4_pi = 3.141592653589793; float v1; float v2; complex value; float x_c; float x_r; v1 = r4_uniform_01 ( seed ); v2 = r4_uniform_01 ( seed ); x_r = sqrt ( - 2.0 * log ( v1 ) ) * cos ( 2.0 * r4_pi * v2 ); x_c = sqrt ( - 2.0 * log ( v1 ) ) * sin ( 2.0 * r4_pi * v2 ); value = complex ( x_r, x_c ); return value; } //****************************************************************************80 complex c8_normal_01 ( int &seed ) //****************************************************************************80 // // Purpose: // // C8_NORMAL_01 returns a unit pseudonormal C8. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Parameters: // // Input/output, int &SEED, a seed for the random number generator. // // Output, complex C8_NORMAL_01, a unit pseudonormal value. // { const double r8_pi = 3.141592653589793; double v1; double v2; complex value; double x_c; double x_r; v1 = r8_uniform_01 ( seed ); v2 = r8_uniform_01 ( seed ); x_r = sqrt ( - 2.0 * log ( v1 ) ) * cos ( 2.0 * r8_pi * v2 ); x_c = sqrt ( - 2.0 * log ( v1 ) ) * sin ( 2.0 * r8_pi * v2 ); value = complex ( x_r, x_c ); return value; } //****************************************************************************80 int i4_normal_ab ( float a, float b, int &seed ) //****************************************************************************80 // // Purpose: // // I4_NORMAL_AB returns a scaled pseudonormal I4. // // Discussion: // // The normal probability distribution function (PDF) is sampled, // with mean A and standard deviation B. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Parameters: // // Input, float A, the mean of the PDF. // // Input, float B, the standard deviation of the PDF. // // Input/output, int &SEED, a seed for the random number generator. // // Output, int I4_NORMAL_AB, a sample of the normal PDF. // { int value; int value_float; value_float = a + b * r4_normal_01 ( seed ); value = ( int ) ( value_float ); return value; } //****************************************************************************80 long long int i8_normal_ab ( double a, double b, long long int &seed ) //****************************************************************************80 // // Purpose: // // I8_NORMAL_AB returns a scaled pseudonormal I8. // // Discussion: // // The normal probability distribution function (PDF) is sampled, // with mean A and standard deviation B. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Parameters: // // Input, double A, the mean of the PDF. // // Input, double B, the standard deviation of the PDF. // // Input/output, long long int &SEED, a seed for the random number generator. // // Output, long long int I8_NORMAL_AB, a sample of the normal PDF. // { int seed_int; double value_double; long long int value_long_long_int; seed_int = ( int ) seed; value_double = a + b * r8_normal_01 ( seed_int ); if ( value_double < 0.0 ) { value_long_long_int = ( long long int ) ( value_double - 0.5 ); } else { value_long_long_int = ( long long int ) ( value_double + 0.5 ); } seed = ( long long int ) seed_int; return value_long_long_int; } //****************************************************************************80 float r4_normal_01 ( int &seed ) //****************************************************************************80 // // Purpose: // // R4_NORMAL_01 returns a unit pseudonormal R4. // // Discussion: // // The standard normal probability distribution function (PDF) has // mean 0 and standard deviation 1. // // The Box-Muller method is used, which is efficient, but // generates two values at a time. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 06 August 2013 // // Author: // // John Burkardt // // Parameters: // // Input/output, int &SEED, a seed for the random number generator. // // Output, float R4_NORMAL_01, a normally distributed random value. // { const float r4_pi = 3.141592653589793; float r1; float r2; float x; r1 = r4_uniform_01 ( seed ); r2 = r4_uniform_01 ( seed ); x = sqrt ( - 2.0 * log ( r1 ) ) * cos ( 2.0 * r4_pi * r2 ); return x; } //****************************************************************************80 float r4_normal_ab ( float a, float b, int &seed ) //****************************************************************************80 // // Purpose: // // R4_NORMAL_AB returns a scaled pseudonormal R4. // // Discussion: // // The normal probability distribution function (PDF) is sampled, // with mean A and standard deviation B. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Parameters: // // Input, float A, the mean of the PDF. // // Input, float B, the standard deviation of the PDF. // // Input/output, int &SEED, a seed for the random number generator. // // Output, float R4_NORMAL_AB, a sample of the normal PDF. // { float value; value = a + b * r4_normal_01 ( seed ); return value; } //****************************************************************************80 float r4_uniform_01 ( int &seed ) //****************************************************************************80 // // Purpose: // // R4_UNIFORM_01 returns a unit pseudorandom R4. // // Discussion: // // This routine implements the recursion // // seed = 16807 * seed mod ( 2^31 - 1 ) // r4_uniform_01 = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // If the initial seed is 12345, then the first three computations are // // Input Output R4_UNIFORM_01 // SEED SEED // // 12345 207482415 0.096616 // 207482415 1790989824 0.833995 // 1790989824 2035175616 0.947702 // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Springer Verlag, pages 201-202, 1983. // // Pierre L'Ecuyer, // Random Number Generation, // in Handbook of Simulation // edited by Jerry Banks, // Wiley Interscience, page 95, 1998. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, pages 362-376, 1986. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, pages 136-143, 1969. // // Parameters: // // Input/output, int &SEED, the "seed" value. Normally, this // value should not be 0. On output, SEED has been updated. // // Output, float R4_UNIFORM_01, a new pseudorandom variate, strictly between // 0 and 1. // { const int i4_huge = 2147483647; int k; float r; k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } // // Although SEED can be represented exactly as a 32 bit integer, // it generally cannot be represented exactly as a 32 bit real number! // r = ( float ) ( seed ) * 4.656612875E-10; return r; } //****************************************************************************80 void r4mat_print ( int m, int n, float a[], string title ) //****************************************************************************80 // // Purpose: // // R4MAT_PRINT prints an R4MAT. // // Discussion: // // An R4MAT is a doubly dimensioned array of R4 values, stored as a vector // in column-major order. // // Entry A(I,J) is stored as A[I+J*M] // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 10 September 2009 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows in A. // // Input, int N, the number of columns in A. // // Input, float A[M*N], the M by N matrix. // // Input, string TITLE, a title. // { r4mat_print_some ( m, n, a, 1, 1, m, n, title ); return; } //****************************************************************************80 void r4mat_print_some ( int m, int n, float a[], int ilo, int jlo, int ihi, int jhi, string title ) //****************************************************************************80 // // Purpose: // // R4MAT_PRINT_SOME prints some of an R4MAT. // // Discussion: // // An R4MAT is a doubly dimensioned array of R4 values, stored as a vector // in column-major order. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 26 June 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input, float A[M*N], the matrix. // // Input, int ILO, JLO, IHI, JHI, designate the first row and // column, and the last row and column to be printed. // // Input, string TITLE, a title. // { # define INCX 5 int i; int i2hi; int i2lo; int j; int j2hi; int j2lo; cout << "\n"; cout << title << "\n"; if ( m <= 0 || n <= 0 ) { cout << "\n"; cout << " (None)\n"; return; } // // Print the columns of the matrix, in strips of 5. // for ( j2lo = jlo; j2lo <= jhi; j2lo = j2lo + INCX ) { j2hi = j2lo + INCX - 1; if ( n < j2hi ) { j2hi = n; } if ( jhi < j2hi ) { j2hi = jhi; } cout << "\n"; // // For each column J in the current range... // // Write the header. // cout << " Col: "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(7) << j - 1 << " "; } cout << "\n"; cout << " Row\n"; cout << "\n"; // // Determine the range of the rows in this strip. // if ( 1 < ilo ) { i2lo = ilo; } else { i2lo = 1; } if ( ihi < m ) { i2hi = ihi; } else { i2hi = m; } for ( i = i2lo; i <= i2hi; i++ ) { // // Print out (up to) 5 entries in row I, that lie in the current strip. // cout << setw(5) << i - 1 << ": "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(12) << a[i-1+(j-1)*m] << " "; } cout << "\n"; } } return; # undef INCX } //****************************************************************************80 void r4vec_print ( int n, float a[], string title ) //****************************************************************************80 // // Purpose: // // R4VEC_PRINT prints an R4VEC. // // Discussion: // // An R4VEC is a vector of R4's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 August 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of components of the vector. // // Input, float A[N], the vector to be printed. // // Input, string TITLE, a title. // { int i; cout << "\n"; cout << title << "\n"; cout << "\n"; for ( i = 0; i < n; i++ ) { cout << " " << setw(8) << i << ": " << setw(14) << a[i] << "\n"; } return; } //****************************************************************************80 float *r4vec_uniform_01_new ( int n, int &seed ) //****************************************************************************80 // // Purpose: // // R4VEC_UNIFORM_01_NEW returns a new unit pseudorandom R4VEC. // // Discussion: // // This routine implements the recursion // // seed = ( 16807 * seed ) mod ( 2^31 - 1 ) // u = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 04 March 2015 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Second Edition, // Springer, 1987, // ISBN: 0387964673, // LC: QA76.9.C65.B73. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, December 1986, pages 362-376. // // Pierre L'Ecuyer, // Random Number Generation, // in Handbook of Simulation, // edited by Jerry Banks, // Wiley, 1998, // ISBN: 0471134031, // LC: T57.62.H37. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, Number 2, 1969, pages 136-143. // // Parameters: // // Input, int N, the number of entries in the vector. // // Input/output, int &SEED, a seed for the random number generator. // // Output, float R4VEC_UNIFORM_01_NEW[N], the vector of pseudorandom values. // { int i; int i4_huge = 2147483647; int k; float *r; if ( seed == 0 ) { cerr << "\n"; cerr << "R4VEC_UNIFORM_01_NEW - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } r = new float[n]; for ( i = 0; i < n; i++ ) { k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } r[i] = ( float ) ( seed ) * 4.656612875E-10; } return r; } //****************************************************************************80 double r8_normal_01 ( int &seed ) //****************************************************************************80 // // Purpose: // // R8_NORMAL_01 returns a unit pseudonormal R8. // // Discussion: // // The standard normal probability distribution function (PDF) has // mean 0 and standard deviation 1. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 06 August 2013 // // Author: // // John Burkardt // // Parameters: // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8_NORMAL_01, a normally distributed random value. // { double r1; double r2; const double r8_pi = 3.141592653589793; double x; r1 = r8_uniform_01 ( seed ); r2 = r8_uniform_01 ( seed ); x = sqrt ( - 2.0 * log ( r1 ) ) * cos ( 2.0 * r8_pi * r2 ); return x; } //****************************************************************************80 double r8_normal_ab ( double a, double b, int &seed ) //****************************************************************************80 // // Purpose: // // R8_NORMAL_AB returns a scaled pseudonormal R8. // // Discussion: // // The normal probability distribution function (PDF) is sampled, // with mean A and standard deviation B. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Parameters: // // Input, double A, the mean of the PDF. // // Input, double B, the standard deviation of the PDF. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8_NORMAL_AB, a sample of the normal PDF. // { double value; value = a + b * r8_normal_01 ( seed ); return value; } //****************************************************************************80 double r8_uniform_01 ( int &seed ) //****************************************************************************80 // // Purpose: // // R8_UNIFORM_01 returns a unit pseudorandom R8. // // Discussion: // // This routine implements the recursion // // seed = 16807 * seed mod ( 2^31 - 1 ) // r8_uniform_01 = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // If the initial seed is 12345, then the first three computations are // // Input Output R8_UNIFORM_01 // SEED SEED // // 12345 207482415 0.096616 // 207482415 1790989824 0.833995 // 1790989824 2035175616 0.947702 // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Springer Verlag, pages 201-202, 1983. // // Pierre L'Ecuyer, // Random Number Generation, // in Handbook of Simulation // edited by Jerry Banks, // Wiley Interscience, page 95, 1998. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, pages 362-376, 1986. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, pages 136-143, 1969. // // Parameters: // // Input/output, int &SEED, the "seed" value. Normally, this // value should not be 0. On output, SEED has been updated. // // Output, double R8_UNIFORM_01, a new pseudorandom variate, strictly between // 0 and 1. // { const int i4_huge = 2147483647; int k; double r; k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } // // Although SEED can be represented exactly as a 32 bit integer, // it generally cannot be represented exactly as a 32 bit real number! // r = ( double ) ( seed ) * 4.656612875E-10; return r; } //****************************************************************************80 void r8mat_normal_01 ( int m, int n, int &seed, double x[] ) //****************************************************************************80 // // Purpose: // // R8MAT_NORMAL_01 returns a unit pseudonormal R8MAT. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Springer Verlag, pages 201-202, 1983. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, pages 362-376, 1986. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, pages 136-143, 1969. // // Parameters: // // Input, int M, N, the number of rows and columns in the array. // // Input/output, int &SEED, the "seed" value, which should NOT be 0. // On output, SEED has been updated. // // Output, double X[M*N], the array of pseudonormal values. // { r8vec_normal_01 ( m*n, seed, x ); return; } //****************************************************************************80 double *r8mat_normal_01_new ( int m, int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8MAT_NORMAL_01_NEW returns a unit pseudonormal R8MAT. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Springer Verlag, pages 201-202, 1983. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, pages 362-376, 1986. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, pages 136-143, 1969. // // Parameters: // // Input, int M, N, the number of rows and columns in the array. // // Input/output, int &SEED, the "seed" value, which should NOT be 0. // On output, SEED has been updated. // // Output, double R8MAT_NORMAL_01_NEW[M*N], the array of pseudonormal values. // { double *r; r = r8vec_normal_01_new ( m * n, seed ); return r; } //****************************************************************************80 void r8mat_normal_ab ( int m, int n, double a, double b, int &seed, double x[] ) //****************************************************************************80 // // Purpose: // // R8MAT_NORMAL_AB returns a scaled pseudonormal R8MAT. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Springer Verlag, pages 201-202, 1983. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, pages 362-376, 1986. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, pages 136-143, 1969. // // Parameters: // // Input, int M, N, the number of rows and columns in the array. // // Input, double A, B, the mean and standard deviation. // // Input/output, int &SEED, the "seed" value, which should NOT be 0. // On output, SEED has been updated. // // Output, double X[M*N], the array of pseudonormal values. // { r8vec_normal_ab ( m * n, a, b, seed, x ); return; } //****************************************************************************80 double *r8mat_normal_ab_new ( int m, int n, double a, double b, int &seed ) //****************************************************************************80 // // Purpose: // // R8MAT_NORMAL_AB_NEW returns a scaled pseudonormal R8MAT. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Springer Verlag, pages 201-202, 1983. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, pages 362-376, 1986. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, pages 136-143, 1969. // // Parameters: // // Input, int M, N, the number of rows and columns in the array. // // Input, double A, B, the mean and standard deviation. // // Input/output, int &SEED, the "seed" value, which should NOT be 0. // On output, SEED has been updated. // // Output, double R8MAT_NORMAL_AB_NEW[M*N], the array of pseudonormal values. // { double *r; r = r8vec_normal_ab_new ( m * n, a, b, seed ); return r; } //****************************************************************************80 void r8mat_print ( int m, int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R8MAT_PRINT prints an R8MAT. // // Discussion: // // An R8MAT is a doubly dimensioned array of R8 values, stored as a vector // in column-major order. // // Entry A(I,J) is stored as A[I+J*M] // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 10 September 2009 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows in A. // // Input, int N, the number of columns in A. // // Input, double A[M*N], the M by N matrix. // // Input, string TITLE, a title. // { r8mat_print_some ( m, n, a, 1, 1, m, n, title ); return; } //****************************************************************************80 void r8mat_print_some ( int m, int n, double a[], int ilo, int jlo, int ihi, int jhi, string title ) //****************************************************************************80 // // Purpose: // // R8MAT_PRINT_SOME prints some of an R8MAT. // // Discussion: // // An R8MAT is a doubly dimensioned array of R8 values, stored as a vector // in column-major order. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 26 June 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input, double A[M*N], the matrix. // // Input, int ILO, JLO, IHI, JHI, designate the first row and // column, and the last row and column to be printed. // // Input, string TITLE, a title. // { # define INCX 5 int i; int i2hi; int i2lo; int j; int j2hi; int j2lo; cout << "\n"; cout << title << "\n"; if ( m <= 0 || n <= 0 ) { cout << "\n"; cout << " (None)\n"; return; } // // Print the columns of the matrix, in strips of 5. // for ( j2lo = jlo; j2lo <= jhi; j2lo = j2lo + INCX ) { j2hi = j2lo + INCX - 1; if ( n < j2hi ) { j2hi = n; } if ( jhi < j2hi ) { j2hi = jhi; } cout << "\n"; // // For each column J in the current range... // // Write the header. // cout << " Col: "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(7) << j - 1 << " "; } cout << "\n"; cout << " Row\n"; cout << "\n"; // // Determine the range of the rows in this strip. // if ( 1 < ilo ) { i2lo = ilo; } else { i2lo = 1; } if ( ihi < m ) { i2hi = ihi; } else { i2hi = m; } for ( i = i2lo; i <= i2hi; i++ ) { // // Print out (up to) 5 entries in row I, that lie in the current strip. // cout << setw(5) << i - 1 << ": "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(12) << a[i-1+(j-1)*m] << " "; } cout << "\n"; } } return; # undef INCX } //****************************************************************************80 void r8vec_normal_01 ( int n, int &seed, double x[] ) //****************************************************************************80 // // Purpose: // // R8VEC_NORMAL_01 returns a unit pseudonormal R8VEC. // // Discussion: // // The standard normal probability distribution function (PDF) has // mean 0 and standard deviation 1. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 06 August 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of values desired. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double X[N], a sample of the standard normal PDF. // // Local parameters: // // Local, double R(N+1), is used to store some uniform random values. // Its dimension is N+1, but really it is only needed to be the // smallest even number greater than or equal to N. // // Local, int X_LO, X_HI, records the range of entries of // X that we need to compute // { int i; int m; double *r; const double r8_pi = 3.141592653589793; int x_hi; int x_lo; // // Record the range of X we need to fill in. // x_lo = 1; x_hi = n; // // If we need just one new value, do that here to avoid null arrays. // if ( x_hi - x_lo + 1 == 1 ) { r = r8vec_uniform_01_new ( 2, seed ); x[x_hi-1] = sqrt ( - 2.0 * log ( r[0] ) ) * cos ( 2.0 * r8_pi * r[1] ); delete [] r; } // // If we require an even number of values, that's easy. // else if ( ( x_hi - x_lo + 1 ) % 2 == 0 ) { m = ( x_hi - x_lo + 1 ) / 2; r = r8vec_uniform_01_new ( 2*m, seed ); for ( i = 0; i <= 2 * m - 2; i = i + 2 ) { x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); x[x_lo+i ] = sqrt ( - 2.0 * log ( r[i] ) ) * sin ( 2.0 * r8_pi * r[i+1] ); } delete [] r; } // // If we require an odd number of values, we generate an even number, // and handle the last pair specially, storing one in X(N). // else { x_hi = x_hi - 1; m = ( x_hi - x_lo + 1 ) / 2 + 1; r = r8vec_uniform_01_new ( 2*m, seed ); for ( i = 0; i <= 2 * m - 4; i = i + 2 ) { x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); x[x_lo+i ] = sqrt ( - 2.0 * log ( r[i] ) ) * sin ( 2.0 * r8_pi * r[i+1] ); } i = 2*m - 2; x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); delete [] r; } return; } //****************************************************************************80 double *r8vec_normal_01_new ( int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8VEC_NORMAL_01_NEW returns a unit pseudonormal R8VEC. // // Discussion: // // The standard normal probability distribution function (PDF) has // mean 0 and standard deviation 1. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 06 August 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of values desired. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8VEC_NORMAL_01_NEW[N], a sample of the standard normal PDF. // // Local parameters: // // Local, double R(N+1), is used to store some uniform random values. // Its dimension is N+1, but really it is only needed to be the // smallest even number greater than or equal to N. // // Local, int X_LO, X_HI, records the range of entries of // X that we need to compute. // { int i; int m; double *r; const double r8_pi = 3.141592653589793; double *x; int x_hi; int x_lo; x = new double[n]; // // Record the range of X we need to fill in. // x_lo = 1; x_hi = n; // // If we need just one new value, do that here to avoid null arrays. // if ( x_hi - x_lo + 1 == 1 ) { r = r8vec_uniform_01_new ( 2, seed ); x[x_hi-1] = sqrt ( - 2.0 * log ( r[0] ) ) * cos ( 2.0 * r8_pi * r[1] ); delete [] r; } // // If we require an even number of values, that's easy. // else if ( ( x_hi - x_lo + 1 ) % 2 == 0 ) { m = ( x_hi - x_lo + 1 ) / 2; r = r8vec_uniform_01_new ( 2*m, seed ); for ( i = 0; i <= 2 * m - 2; i = i + 2 ) { x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); x[x_lo+i ] = sqrt ( - 2.0 * log ( r[i] ) ) * sin ( 2.0 * r8_pi * r[i+1] ); } delete [] r; } // // If we require an odd number of values, we generate an even number, // and handle the last pair specially, storing one in X(N), and // saving the other for later. // else { x_hi = x_hi - 1; m = ( x_hi - x_lo + 1 ) / 2 + 1; r = r8vec_uniform_01_new ( 2*m, seed ); for ( i = 0; i <= 2 * m - 4; i = i + 2 ) { x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); x[x_lo+i ] = sqrt ( - 2.0 * log ( r[i] ) ) * sin ( 2.0 * r8_pi * r[i+1] ); } i = 2*m - 2; x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); delete [] r; } return x; } //****************************************************************************80 void r8vec_normal_ab ( int n, double b, double c, int &seed, double x[] ) //****************************************************************************80 // // Purpose: // // R8VEC_NORMAL_AB returns a scaled pseudonormal R8VEC. // // Discussion: // // The scaled normal probability distribution function (PDF) has // mean A and standard deviation B. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 06 August 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of values desired. // // Input, double B, C, the mean and standard deviation. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double X[N], a sample of the standard normal PDF. // // Local parameters: // // Local, double R(N+1), is used to store some uniform random values. // Its dimension is N+1, but really it is only needed to be the // smallest even number greater than or equal to N. // // Local, int X_LO, X_HI, records the range of entries of // X that we need to compute. // { int i; int m; double *r; const double r8_pi = 3.141592653589793; int x_hi; int x_lo; x = new double[n]; // // Record the range of X we need to fill in. // x_lo = 1; x_hi = n; // // If we need just one new value, do that here to avoid null arrays. // if ( x_hi - x_lo + 1 == 1 ) { r = r8vec_uniform_01_new ( 2, seed ); x[x_hi-1] = sqrt ( - 2.0 * log ( r[0] ) ) * cos ( 2.0 * r8_pi * r[1] ); delete [] r; } // // If we require an even number of values, that's easy. // else if ( ( x_hi - x_lo + 1 ) % 2 == 0 ) { m = ( x_hi - x_lo + 1 ) / 2; r = r8vec_uniform_01_new ( 2*m, seed ); for ( i = 0; i <= 2 * m - 2; i = i + 2 ) { x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); x[x_lo+i ] = sqrt ( - 2.0 * log ( r[i] ) ) * sin ( 2.0 * r8_pi * r[i+1] ); } delete [] r; } // // If we require an odd number of values, we generate an even number, // and handle the last pair specially, storing one in X(N). // else { x_hi = x_hi - 1; m = ( x_hi - x_lo + 1 ) / 2 + 1; r = r8vec_uniform_01_new ( 2*m, seed ); for ( i = 0; i <= 2 * m - 4; i = i + 2 ) { x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); x[x_lo+i ] = sqrt ( - 2.0 * log ( r[i] ) ) * sin ( 2.0 * r8_pi * r[i+1] ); } i = 2*m - 2; x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); delete [] r; } for ( i = 0; i < n; i++ ) { x[i] = b + c * x[i]; } return; } //****************************************************************************80 double *r8vec_normal_ab_new ( int n, double b, double c, int &seed ) //****************************************************************************80 // // Purpose: // // R8VEC_NORMAL_AB_NEW returns a scaled pseudonormal R8VEC. // // Discussion: // // The scaled normal probability distribution function (PDF) has // mean A and standard deviation B. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 06 August 2013 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of values desired. // // Input, double B, C, the mean and standard deviation. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8VEC_NORMAL_AB_NEW[N], a sample of the standard normal PDF. // // Local parameters: // // Local, double R(N+1), is used to store some uniform random values. // Its dimension is N+1, but really it is only needed to be the // smallest even number greater than or equal to N. // // Local, int X_LO, X_HI, records the range of entries of // X that we need to compute. // { int i; int m; double *r; const double r8_pi = 3.141592653589793; double *x; int x_hi; int x_lo; x = new double[n]; // // Record the range of X we need to fill in. // x_lo = 1; x_hi = n; // // If we need just one new value, do that here to avoid null arrays. // if ( x_hi - x_lo + 1 == 1 ) { r = r8vec_uniform_01_new ( 2, seed ); x[x_hi-1] = sqrt ( - 2.0 * log ( r[0] ) ) * cos ( 2.0 * r8_pi * r[1] ); delete [] r; } // // If we require an even number of values, that's easy. // else if ( ( x_hi - x_lo + 1 ) % 2 == 0 ) { m = ( x_hi - x_lo + 1 ) / 2; r = r8vec_uniform_01_new ( 2*m, seed ); for ( i = 0; i <= 2 * m - 2; i = i + 2 ) { x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); x[x_lo+i ] = sqrt ( - 2.0 * log ( r[i] ) ) * sin ( 2.0 * r8_pi * r[i+1] ); } delete [] r; } // // If we require an odd number of values, we generate an even number, // and handle the last pair specially. // else { x_hi = x_hi - 1; m = ( x_hi - x_lo + 1 ) / 2 + 1; r = r8vec_uniform_01_new ( 2 * m, seed ); for ( i = 0; i <= 2 * m - 4; i = i + 2 ) { x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); x[x_lo+i ] = sqrt ( - 2.0 * log ( r[i] ) ) * sin ( 2.0 * r8_pi * r[i+1] ); } i = 2*m - 2; x[x_lo+i-1] = sqrt ( - 2.0 * log ( r[i] ) ) * cos ( 2.0 * r8_pi * r[i+1] ); delete [] r; } for ( i = 0; i < n; i++ ) { x[i] = b + c * x[i]; } return x; } //****************************************************************************80 void r8vec_print ( int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R8VEC_PRINT prints an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 16 August 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of components of the vector. // // Input, double A[N], the vector to be printed. // // Input, string TITLE, a title. // { int i; cout << "\n"; cout << title << "\n"; cout << "\n"; for ( i = 0; i < n; i++ ) { cout << " " << setw(8) << i << ": " << setw(14) << a[i] << "\n"; } return; } //****************************************************************************80 double *r8vec_uniform_01_new ( int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8VEC_UNIFORM_01_NEW returns a new unit pseudorandom R8VEC. // // Discussion: // // This routine implements the recursion // // seed = ( 16807 * seed ) mod ( 2^31 - 1 ) // u = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Second Edition, // Springer, 1987, // ISBN: 0387964673, // LC: QA76.9.C65.B73. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, December 1986, pages 362-376. // // Pierre L'Ecuyer, // Random Number Generation, // in Handbook of Simulation, // edited by Jerry Banks, // Wiley, 1998, // ISBN: 0471134031, // LC: T57.62.H37. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, Number 2, 1969, pages 136-143. // // Parameters: // // Input, int N, the number of entries in the vector. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8VEC_UNIFORM_01_NEW[N], the vector of pseudorandom values. // { int i; int i4_huge = 2147483647; int k; double *r; if ( seed == 0 ) { cerr << "\n"; cerr << "R8VEC_UNIFORM_01_NEW - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } r = new double[n]; for ( i = 0; i < n; i++ ) { k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } r[i] = ( double ) ( seed ) * 4.656612875E-10; } return r; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // 31 May 2001 09:45:54 AM // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 08 July 2009 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct std::tm *tm_ptr; size_t len; std::time_t now; now = std::time ( NULL ); tm_ptr = std::localtime ( &now ); len = std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr ); std::cout << time_buffer << "\n"; return; # undef TIME_SIZE }