# include # include # include # include # include # include using namespace std; # include "poisson_simulation.hpp" //****************************************************************************80 int i4_min ( int i1, int i2 ) //****************************************************************************80 // // Purpose: // // I4_MIN returns the minimum of two I4's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 13 October 1998 // // Author: // // John Burkardt // // Parameters: // // Input, int I1, I2, two integers to be compared. // // Output, int I4_MIN, the smaller of I1 and I2. // { int value; if ( i1 < i2 ) { value = i1; } else { value = i2; } return value; } //****************************************************************************80 int i4vec_max ( int n, int a[] ) //****************************************************************************80 // // Purpose: // // I4VEC_MAX returns the value of the maximum element in an I4VEC. // // Discussion: // // An I4VEC is a vector of I4's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 17 May 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the array. // // Input, int A[N], the array to be checked. // // Output, int I4VEC_MAX, the value of the maximum element. This // is set to 0 if N <= 0. // { int i; int value; if ( n <= 0 ) { return 0; } value = a[0]; for ( i = 1; i < n; i++ ) { if ( value < a[i] ) { value = a[i]; } } return value; } //****************************************************************************80 double i4vec_mean ( int n, int x[] ) //****************************************************************************80 // // Purpose: // // I4VEC_MEAN returns the mean of an I4VEC. // // Discussion: // // An I4VEC is a vector of I4's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 01 May 1999 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, int X[N], the vector whose mean is desired. // // Output, double I4VEC_MEAN, the mean, or average, of the vector entries. // { int i; double mean; mean = 0.0; for ( i = 0; i < n; i++ ) { mean = mean + ( double ) x[i]; } mean = mean / ( double ) n; return mean; } //****************************************************************************80 int i4vec_min ( int n, int a[] ) //****************************************************************************80 // // Purpose: // // I4VEC_MIN returns the value of the minimum element in an I4VEC. // // Discussion: // // An I4VEC is a vector of I4's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 17 May 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the array. // // Input, int A[N], the array to be checked. // // Output, int I4VEC_MIN, the value of the minimum element. This // is set to 0 if N <= 0. // { int i; int value; if ( n <= 0 ) { return 0; } value = a[0]; for ( i = 1; i < n; i++ ) { if ( a[i] < value ) { value = a[i]; } } return value; } //****************************************************************************80 void i4vec_print ( int n, int a[], string title ) //****************************************************************************80 // // Purpose: // // I4VEC_PRINT prints an I4VEC. // // Discussion: // // An I4VEC is a vector of I4's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 14 November 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of components of the vector. // // Input, int 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(8) << a[i] << "\n"; } return; } //****************************************************************************80 double i4vec_variance ( int n, int x[] ) //****************************************************************************80 // // Purpose: // // I4VEC_VARIANCE returns the variance of an I4VEC. // // Discussion: // // An I4VEC is a vector of I4's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 01 May 1999 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, int X[N], the vector whose variance is desired. // // Output, double I4VEC_VARIANCE, the variance of the vector entries. // { int i; double mean; double variance; if ( n < 2 ) { variance = 0.0; } else { mean = 0.0; for ( i = 0; i < n; i++ ) { mean = mean + ( double ) x[i]; } mean = mean / ( double ) n; variance = 0.0; for ( i = 0; i < n; i++ ) { variance = variance + pow ( ( double ) x[i] - mean, 2 ); } variance = variance / ( double ) ( n - 1 ); } return variance; } //****************************************************************************80 void poisson_fixed_events ( double lambda, int event_num, int &seed, double t[], double w[] ) //****************************************************************************80 // // Purpose: // // POISSON_FIXED_EVENTS waits for a given number of Poisson events. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 27 September 2012 // // Author: // // John Burkardt // // Parameters: // // Input, double LAMBDA, the average number of events per // unit time. // // Input, int EVENT_NUM, the number of events to wait for. // // Input/output, int &SEED, a seed for the random // number generator. // // Output, double T[EVENT_NUM+1], the time at which a total // of 0, 1, 2, ... and EVENT_NUM events were observed. // // Output, double W[EVENT_NUM+1], the waiting time until the // I-th event occurred. // { int i; double *u; // // Poisson waiting times follow an exponential distribution. // w[0] = 0.0; u = r8vec_uniform_01_new ( event_num, seed ); for ( i = 1; i <= event_num; i++ ) { w[i] = - log ( u[i-1] ) / lambda; } // // The time til event I is the sum of the waiting times 0 through I. // r8vec_cum ( event_num + 1, w, t ); delete [] u; return; } //****************************************************************************80 int poisson_fixed_time ( double lambda, double time, int &seed ) //****************************************************************************80 // // Purpose: // // POISSON_FIXED_TIME counts the Poisson events in a fied time. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 27 September 2012 // // Author: // // John Burkardt // // Parameters: // // Input, double LAMBDA, the average number of events // per unit time. // // Input, double TIME, the amount of time to observe. // // Input/output, int &SEED, a seed for the random // number generator. // // Output, int POISSON_FIXED_TIME, the number of Poisson events observed. // { double dt; int n; double t; double u; n = 0; t = 0.0; while ( t < time ) { u = r8_uniform_01 ( seed ); dt = - log ( u ) / lambda; n = n + 1; t = t + dt; } return n; } //****************************************************************************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 ) // u = 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, // 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/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. // { int i4_huge = 2147483647; int k; double r; if ( seed == 0 ) { cerr << "\n"; cerr << "R8_UNIFORM_01 - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } r = ( double ) ( seed ) * 4.656612875E-10; return r; } //****************************************************************************80 void r8vec_cum ( int n, double a[], double a_cum[] ) //****************************************************************************80 // // Purpose: // // R8VEC_CUM computes the cumulutive sums of an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Input: // // A = { 1.0, 2.0, 3.0, 4.0 } // // Output: // // A_CUM = { 1.0, 3.0, 6.0, 10.0 } // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 07 May 2012 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double A[N], the vector to be summed. // // Output, double A_CUM[N], the cumulative sums. // { int i; a_cum[0] = a[0]; for ( i = 1; i < n; i++ ) { a_cum[i] = a_cum[i-1] + a[i]; } return; } //****************************************************************************80 double r8vec_max ( int n, double r8vec[] ) //****************************************************************************80 // // Purpose: // // R8VEC_MAX returns the value of the maximum element in an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 22 August 2010 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the array. // // Input, double R8VEC[N], a pointer to the first entry of the array. // // Output, double R8VEC_MAX, the value of the maximum element. This // is set to 0.0 if N <= 0. // { int i; double value; value = r8vec[0]; for ( i = 1; i < n; i++ ) { if ( value < r8vec[i] ) { value = r8vec[i]; } } return value; } //****************************************************************************80 double r8vec_mean ( int n, double x[] ) //****************************************************************************80 // // Purpose: // // R8VEC_MEAN returns the mean of an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 02 December 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double X[N], the vector whose mean is desired. // // Output, double R8VEC_MEAN, the mean, or average, of the vector entries. // { int i; double mean; mean = 0.0; for ( i = 0; i < n; i++ ) { mean = mean + x[i]; } mean = mean / ( double ) n; return mean; } //****************************************************************************80 double *r8vec_midspace_new ( int n, double a, double b ) //****************************************************************************80 // // Purpose: // // R8VEC_MIDSPACE_NEW creates a vector of linearly spaced values. // // Discussion: // // An R8VEC is a vector of R8's. // // This function divides the interval [a,b] into n subintervals, and then // returns the midpoints of those subintervals. // // Example: // // N = 5, A = 10, B = 20 // X = [ 11, 13, 15, 17, 19 ] // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 June 2012 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double A, B, the endpoints of the interval. // // Output, double R8VEC_MIDSPACE_NEW[N], a vector of linearly spaced data. // { double *x; int i; x = new double[n]; for ( i = 0; i < n; i++ ) { x[i] = ( ( double ) ( 2 * n - 2 * i - 1 ) * a + ( double ) ( 2 * i + 1 ) * b ) / ( double ) ( 2 * n ); } return x; } //****************************************************************************80 double r8vec_min ( int n, double r8vec[] ) //****************************************************************************80 // // Purpose: // // R8VEC_MIN returns the value of the minimum element in an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 02 July 2005 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the array. // // Input, double R8VEC[N], the array to be checked. // // Output, double R8VEC_MIN, the value of the minimum element. // { int i; double value; value = r8vec[0]; for ( i = 1; i < n; i++ ) { if ( r8vec[i] < value ) { value = r8vec[i]; } } return value; } //****************************************************************************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: // // 19 August 2004 // // 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 double r8vec_variance ( int n, double x[] ) //****************************************************************************80 // // Purpose: // // R8VEC_VARIANCE returns the variance of an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 01 May 1999 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input, double X[N], the vector whose variance is desired. // // Output, double R8VEC_VARIANCE, the variance of the vector entries. // { int i; double mean; double variance; mean = r8vec_mean ( n, x ); variance = 0.0; for ( i = 0; i < n; i++ ) { variance = variance + ( x[i] - mean ) * ( x[i] - mean ); } if ( 1 < n ) { variance = variance / ( double ) ( n - 1 ); } else { variance = 0.0; } return variance; } //****************************************************************************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 }