ROOT::Math::GSLRandomEngine Class Reference

GSLRandomEngine Base class for all GSL random engines, normally user instantiate the derived classes which creates internally the generator.

The main GSL generators (see here) are available as derived classes In addition to generate uniform numbers it provides method for generating numbers according to pre-defined distributions using the GSL functions from GSL random number distributions.

Definition at line 64 of file GSLRndmEngines.h.

Public Member Functions
	GSLRandomEngine ()
	default constructor. More...
	GSLRandomEngine (GSLRngWrapper *rng)
	create from an existing rng. More...
	GSLRandomEngine (const GSLRandomEngine &eng)
	Copy constructor : clone the contained GSL generator. More...
GSLRandomEngine &	operator= (const GSLRandomEngine &eng)
	Assignment operator : make a deep copy of the contained GSL generator. More...
void	Initialize ()
	initialize the generator If no rng is present the default one based on Mersenne and Twister is created More...
void	Terminate ()
	delete pointer to contained rng More...
virtual	~GSLRandomEngine ()
	call Terminate() More...
double	operator() () const
	Generate a random number between ]0,1] 0 is excluded and 1 is included. More...
double	Rndm () const
	Generate a random number between ]0,1] 0 is excluded and 1 is included. More...
unsigned int	RndmInt (unsigned int max) const
	Generate an integer number between [0,max-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned. More...
template<class Iterator >
void	RandomArray (Iterator begin, Iterator end) const
	Generate an array of random numbers. More...
void	RandomArray (double *begin, double *end) const
	Generate an array of random numbers The iterators points to the random numbers. More...
std::string	Name () const
	return name of generator More...
unsigned int	Size () const
	return the state size of generator More...
void	SetSeed (unsigned int seed) const
	set the random generator seed More...
Random Distributions
Implemented using the GSL Random number Distributions
double	Gaussian (double sigma) const
	Gaussian distribution - default method is Box-Muller (polar method) More...
double	GaussianZig (double sigma) const
	Gaussian distribution - Ziggurat method. More...
double	GaussianRatio (double sigma) const
	Gaussian distribution - Ratio method. More...
double	GaussianTail (double a, double sigma) const
	Gaussian Tail distribution. More...
void	Gaussian2D (double sigmaX, double sigmaY, double rho, double &x, double &y) const
	Bivariate Gaussian distribution with correlation. More...
double	Exponential (double mu) const
	Exponential distribution. More...
double	Cauchy (double a) const
	Cauchy distribution. More...
double	Landau () const
	Landau distribution. More...
double	Gamma (double a, double b) const
	Gamma distribution. More...
double	LogNormal (double zeta, double sigma) const
	Log Normal distribution. More...
double	ChiSquare (double nu) const
	Chi square distribution. More...
double	FDist (double nu1, double nu2) const
	F distrbution. More...
double	tDist (double nu) const
	t student distribution More...
void	Dir2D (double &x, double &y) const
	generate random numbers in a 2D circle of radious 1 More...
void	Dir3D (double &x, double &y, double &z) const
	generate random numbers in a 3D sphere of radious 1 More...
unsigned int	Poisson (double mu) const
	Poisson distribution. More...
unsigned int	Binomial (double p, unsigned int n) const
	Binomial distribution. More...
unsigned int	NegativeBinomial (double p, double n) const
	Negative Binomial distribution. More...
std::vector< unsigned int >	Multinomial (unsigned int ntot, const std::vector< double > &p) const
	Multinomial distribution. More...

Protected Member Functions
void	SetType (GSLRngWrapper *r)
	internal method used by the derived class to set the type of generators More...

Private Attributes
GSLRngWrapper *	fRng
unsigned int	fCurTime

#include <Math/GSLRndmEngines.h>

Inheritance diagram for ROOT::Math::GSLRandomEngine:

Constructor & Destructor Documentation

ROOT::Math::GSLRandomEngine::GSLRandomEngine

(

)

default constructor.

No creation of rng is done. If then Initialize() is called an engine is created based on default GSL type (MT)

Definition at line 58 of file GSLRndmEngines.cxx.

ROOT::Math::GSLRandomEngine::GSLRandomEngine

(

GSLRngWrapper *

rng

)

create from an existing rng.

User manage the rng pointer which is then deleted olny by calling Terminate()

Definition at line 66 of file GSLRndmEngines.cxx.

ROOT::Math::GSLRandomEngine::GSLRandomEngine

(

const GSLRandomEngine &

eng

)

Copy constructor : clone the contained GSL generator.

Definition at line 72 of file GSLRndmEngines.cxx.

ROOT::Math::GSLRandomEngine::~GSLRandomEngine ( )

virtual

call Terminate()

Definition at line 77 of file GSLRndmEngines.cxx.

Member Function Documentation

unsigned int ROOT::Math::GSLRandomEngine::Binomial	(	double	p,
		unsigned int	n
	)		const

Binomial distribution.

Definition at line 278 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::Cauchy

(

double

a

)

const

Cauchy distribution.

Definition at line 217 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::ChiSquare

(

double

nu

)

const

Chi square distribution.

Definition at line 241 of file GSLRndmEngines.cxx.

void ROOT::Math::GSLRandomEngine::Dir2D	(	double &	x,
		double &	y
	)		const

generate random numbers in a 2D circle of radious 1

Definition at line 260 of file GSLRndmEngines.cxx.

void ROOT::Math::GSLRandomEngine::Dir3D	(	double &	x,
		double &	y,
		double &	z
	)		const

generate random numbers in a 3D sphere of radious 1

Definition at line 266 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::Exponential

(

double

mu

)

const

Exponential distribution.

Definition at line 211 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::FDist	(	double	nu1,
		double	nu2
	)		const

F distrbution.

Definition at line 248 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::Gamma	(	double	a,
		double	b
	)		const

Gamma distribution.

Definition at line 229 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::Gaussian

(

double

sigma

)

const

Gaussian distribution - default method is Box-Muller (polar method)

Definition at line 185 of file GSLRndmEngines.cxx.

void ROOT::Math::GSLRandomEngine::Gaussian2D	(	double	sigmaX,
		double	sigmaY,
		double	rho,
		double &	x,
		double &	y
	)		const

Bivariate Gaussian distribution with correlation.

Definition at line 205 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::GaussianRatio

(

double

sigma

)

const

Gaussian distribution - Ratio method.

Definition at line 191 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::GaussianTail	(	double	a,
		double	sigma
	)		const

Gaussian Tail distribution.

Definition at line 198 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::GaussianZig

(

double

sigma

)

const

Gaussian distribution - Ziggurat method.

Definition at line 179 of file GSLRndmEngines.cxx.

void ROOT::Math::GSLRandomEngine::Initialize

(

)

initialize the generator If no rng is present the default one based on Mersenne and Twister is created

Definition at line 94 of file GSLRndmEngines.cxx.

Referenced by ROOT::Math::GSLRngCMRG::GSLRngCMRG(), ROOT::Math::GSLRngGFSR4::GSLRngGFSR4(), ROOT::Math::GSLRngMinStd::GSLRngMinStd(), ROOT::Math::GSLRngMRG::GSLRngMRG(), ROOT::Math::GSLRngMT::GSLRngMT(), ROOT::Math::GSLRngRand::GSLRngRand(), ROOT::Math::GSLRngRanLux::GSLRngRanLux(), ROOT::Math::GSLRngRanLuxD1::GSLRngRanLuxD1(), ROOT::Math::GSLRngRanLuxD2::GSLRngRanLuxD2(), ROOT::Math::GSLRngRanLuxS1::GSLRngRanLuxS1(), ROOT::Math::GSLRngRanLuxS2::GSLRngRanLuxS2(), ROOT::Math::GSLRngRanMar::GSLRngRanMar(), and ROOT::Math::GSLRngTaus::GSLRngTaus().

double ROOT::Math::GSLRandomEngine::Landau

(

)

const

Landau distribution.

Definition at line 223 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::LogNormal	(	double	zeta,
		double	sigma
	)		const

Log Normal distribution.

Definition at line 235 of file GSLRndmEngines.cxx.

std::vector< unsigned int > ROOT::Math::GSLRandomEngine::Multinomial	(	unsigned int	ntot,
		const std::vector< double > &	p
	)		const

Multinomial distribution.

Definition at line 291 of file GSLRndmEngines.cxx.

std::string ROOT::Math::GSLRandomEngine::Name

(

)

const

return name of generator

Definition at line 161 of file GSLRndmEngines.cxx.

unsigned int ROOT::Math::GSLRandomEngine::NegativeBinomial	(	double	p,
		double	n
	)		const

Negative Binomial distribution.

Definition at line 284 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::operator()

(

)

const

Generate a random number between ]0,1] 0 is excluded and 1 is included.

Definition at line 110 of file GSLRndmEngines.cxx.

Referenced by RandomArray().

GSLRandomEngine & ROOT::Math::GSLRandomEngine::operator=

(

const GSLRandomEngine &

eng

)

Assignment operator : make a deep copy of the contained GSL generator.

Definition at line 83 of file GSLRndmEngines.cxx.

unsigned int ROOT::Math::GSLRandomEngine::Poisson

(

double

mu

)

const

Poisson distribution.

Definition at line 272 of file GSLRndmEngines.cxx.

template<class Iterator >

void ROOT::Math::GSLRandomEngine::RandomArray ( Iterator  begin, Iterator  end  ) const

inline

Generate an array of random numbers.

The iterators points to the random numbers

Definition at line 131 of file GSLRndmEngines.h.

void ROOT::Math::GSLRandomEngine::RandomArray	(	double *	begin,
		double *	end
	)		const

Generate an array of random numbers The iterators points to the random numbers.

Definition at line 132 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::Rndm ( ) const

inline

Generate a random number between ]0,1] 0 is excluded and 1 is included.

Definition at line 117 of file GSLRndmEngines.h.

unsigned int ROOT::Math::GSLRandomEngine::RndmInt

(

unsigned int

max

)

const

Generate an integer number between [0,max-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned.

Definition at line 117 of file GSLRndmEngines.cxx.

void ROOT::Math::GSLRandomEngine::SetSeed

(

unsigned int

seed

)

const

set the random generator seed

Definition at line 140 of file GSLRndmEngines.cxx.

void ROOT::Math::GSLRandomEngine::SetType ( GSLRngWrapper *  r )

inlineprotected

internal method used by the derived class to set the type of generators

Definition at line 266 of file GSLRndmEngines.h.

Referenced by ROOT::Math::GSLRngCMRG::GSLRngCMRG(), ROOT::Math::GSLRngGFSR4::GSLRngGFSR4(), ROOT::Math::GSLRngMinStd::GSLRngMinStd(), ROOT::Math::GSLRngMRG::GSLRngMRG(), ROOT::Math::GSLRngMT::GSLRngMT(), ROOT::Math::GSLRngRand::GSLRngRand(), ROOT::Math::GSLRngRanLux::GSLRngRanLux(), ROOT::Math::GSLRngRanLuxD1::GSLRngRanLuxD1(), ROOT::Math::GSLRngRanLuxD2::GSLRngRanLuxD2(), ROOT::Math::GSLRngRanLuxS1::GSLRngRanLuxS1(), ROOT::Math::GSLRngRanLuxS2::GSLRngRanLuxS2(), ROOT::Math::GSLRngRanMar::GSLRngRanMar(), and ROOT::Math::GSLRngTaus::GSLRngTaus().

unsigned int ROOT::Math::GSLRandomEngine::Size

(

)

const

return the state size of generator

Definition at line 169 of file GSLRndmEngines.cxx.

double ROOT::Math::GSLRandomEngine::tDist

(

double

nu

)

const

t student distribution

Definition at line 254 of file GSLRndmEngines.cxx.

void ROOT::Math::GSLRandomEngine::Terminate

(

void

)

delete pointer to contained rng

Definition at line 101 of file GSLRndmEngines.cxx.

Referenced by ~GSLRandomEngine().

Member Data Documentation

unsigned int ROOT::Math::GSLRandomEngine::fCurTime

mutableprivate

Definition at line 273 of file GSLRndmEngines.h.

Referenced by operator=(), and SetSeed().

GSLRngWrapper* ROOT::Math::GSLRandomEngine::fRng

private

Definition at line 272 of file GSLRndmEngines.h.

Referenced by Binomial(), Cauchy(), ChiSquare(), Dir2D(), Dir3D(), Exponential(), FDist(), Gamma(), Gaussian(), Gaussian2D(), GaussianRatio(), GaussianTail(), GaussianZig(), Initialize(), Landau(), LogNormal(), Multinomial(), Name(), NegativeBinomial(), operator()(), operator=(), Poisson(), RandomArray(), RndmInt(), SetSeed(), SetType(), Size(), tDist(), Terminate(), and ~GSLRandomEngine().

Collaboration diagram for ROOT::Math::GSLRandomEngine:

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The documentation for this class was generated from the following files:

• math/mathmore/inc/Math/GSLRndmEngines.h
• math/mathmore/src/GSLRndmEngines.cxx