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Reference Guide
GSLRandomFunctions.h
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1// @(#)root/mathmore:$Id$
2// Authors: L. Moneta 8/2015
3
4/**********************************************************************
5 * *
6 * Copyright (c) 2015 , ROOT MathLib Team *
7 * *
8 * *
9 **********************************************************************/
10
11// Header file for random class
12//
13//
14// Created by: Lorenzo Moneta : Tue 4 Aug 2015
15//
16//
17#ifndef ROOT_Math_GSLRandomFunctions
18#define ROOT_Math_GSLRandomFunctions
19
20
21//#include <type_traits>
22
24
25#include "Math/GSLRndmEngines.h"
26
27namespace ROOT {
28namespace Math {
29
30
31//___________________________________________________________________________________
32 /**
33 Specialized implementation of the Random functions based on the GSL library.
34 These will work onlmy with a GSLRandomEngine type
35
36 @ingroup Random
37 */
38
39
40 template <class EngineType >
41 class RandomFunctions<EngineType, ROOT::Math::GSLRandomEngine> : public RandomFunctions<EngineType, DefaultEngineType> {
42 //class RandomFunctions<Engine, ROOT::Math::GSLRandomEngine> {
43
44 //typdef TRandomEngine DefaulEngineType;
45
46 public:
47
49
50 RandomFunctions(EngineType & rng) : RandomFunctions<EngineType, DefaultEngineType>(rng) {}
51
52
54
55 double GausZig(double mean, double sigma) {
56 return Engine().GaussianZig(sigma) + mean;
57 }
58 // double GausRatio(double mean, double sigma) {
59 // auto & r = RandomFunctions<Engine,DefaultEngineType>::Rng();
60 // return r.GaussianRatio(sigma) + mean;
61 // }
62
63 /**
64 Gaussian distribution. Default method (use Ziggurat)
65 */
66 double Gaus(double mean = 0, double sigma = 1) {
67 return mean + Engine().GaussianZig(sigma);
68 }
69
70 /**
71 Gaussian distribution (Box-Muller method)
72 */
73 double GausBM(double mean = 0, double sigma = 1) {
74 return mean + Engine().Gaussian(sigma);
75 }
76
77 /**
78 Gaussian distribution (Ratio Method)
79 */
80 double GausR(double mean = 0, double sigma = 1) {
81 return mean + Engine().GaussianRatio(sigma);
82 }
83
84 /**
85 Gaussian Tail distribution
86 */
87 double GaussianTail(double a, double sigma = 1) {
88 return Engine().GaussianTail(a,sigma);
89 }
90
91 /**
92 Bivariate Gaussian distribution with correlation
93 */
94 void Gaussian2D(double sigmaX, double sigmaY, double rho, double &x, double &y) {
95 Engine().Gaussian2D(sigmaX, sigmaY, rho, x, y);
96 }
97
98 /**
99 Exponential distribution
100 */
101 double Exp(double tau) {
102 return Engine().Exponential(tau);
103 }
104 /**
105 Breit Wigner distribution
106 */
107 double BreitWigner(double mean = 0., double gamma = 1) {
108 return mean + Engine().Cauchy( gamma/2.0 );
109 }
110
111 /**
112 Landau distribution
113 */
114 double Landau(double mean = 0, double sigma = 1) {
115 return mean + sigma*Engine().Landau();
116 }
117
118 /**
119 Gamma distribution
120 */
121 double Gamma(double a, double b) {
122 return Engine().Gamma(a,b);
123 }
124
125 /**
126 Beta distribution
127 */
128 double Beta(double a, double b) {
129 return Engine().Beta(a,b);
130 }
131
132 /**
133 Log Normal distribution
134 */
135 double LogNormal(double zeta, double sigma) {
136 return Engine().LogNormal(zeta,sigma);
137 }
138
139 /**
140 Chi square distribution
141 */
142 double ChiSquare(double nu) {
143 return Engine().ChiSquare(nu);
144 }
145
146 /**
147 F distrbution
148 */
149 double FDist(double nu1, double nu2) {
150 return Engine().FDist(nu1,nu2);
151 }
152
153 /**
154 t student distribution
155 */
156 double tDist(double nu) {
157 return Engine().tDist(nu);
158 }
159 /**
160 Rayleigh distribution
161 */
162 double Rayleigh(double sigma) {
163 return Engine().Rayleigh(sigma);
164 }
165
166 /**
167 Logistic distribution
168 */
169 double Logistic(double a) {
170 return Engine().Logistic(a);
171 }
172
173 /**
174 Pareto distribution
175 */
176 double Pareto(double a, double b) {
177 return Engine().Pareto(a,b);
178 }
179
180 /**
181 generate random numbers in a 2D circle of radious 1
182 */
183 void Circle(double &x, double &y, double r = 1) {
184 Engine().Dir2D(x,y);
185 x *= r;
186 y *= r;
187 }
188
189 /**
190 generate random numbers in a 3D sphere of radious 1
191 */
192 void Sphere(double &x, double &y, double &z,double r = 1) {
193 Engine().Dir3D(x,y,z);
194 x *= r;
195 y *= r;
196 z *= r;
197 }
198
199 /**
200 Poisson distribution
201 */
202 unsigned int Poisson(double mu) {
203 return Engine().Poisson(mu);
204 }
205
206 /**
207 Binomial distribution
208 */
209 unsigned int Binomial(unsigned int ntot, double prob) {
210 return Engine().Binomial(prob,ntot);
211 }
212
213 /**
214 Negative Binomial distribution
215 First parameter is n, second is probability
216 To be consistent with Random::Binomial
217 */
218 unsigned int NegativeBinomial(double n, double prob) {
219 return Engine().NegativeBinomial(prob,n);
220 }
221
222 /**
223 Multinomial distribution
224 */
225 std::vector<unsigned int> Multinomial( unsigned int ntot, const std::vector<double> & p ) {
226 return Engine().Multinomial(ntot,p);
227 }
228
229
230
231 };
232
233
234
235
236} // namespace Math
237} // namespace ROOT
238
239#endif /* ROOT_Math_GSLRandomFunctions */
ROOT::R::TRInterface & r
Definition: Object.C:4
#define b(i)
Definition: RSha256.hxx:100
GSLRandomEngine Base class for all GSL random engines, normally user instantiate the derived classes ...
double Landau(double mean=0, double sigma=1)
Landau distribution.
void Sphere(double &x, double &y, double &z, double r=1)
generate random numbers in a 3D sphere of radious 1
void Gaussian2D(double sigmaX, double sigmaY, double rho, double &x, double &y)
Bivariate Gaussian distribution with correlation.
unsigned int NegativeBinomial(double n, double prob)
Negative Binomial distribution First parameter is n, second is probability To be consistent with Rand...
double BreitWigner(double mean=0., double gamma=1)
Breit Wigner distribution.
unsigned int Binomial(unsigned int ntot, double prob)
Binomial distribution.
double LogNormal(double zeta, double sigma)
Log Normal distribution.
double GaussianTail(double a, double sigma=1)
Gaussian Tail distribution.
void Circle(double &x, double &y, double r=1)
generate random numbers in a 2D circle of radious 1
double GausBM(double mean=0, double sigma=1)
Gaussian distribution (Box-Muller method)
double Gaus(double mean=0, double sigma=1)
Gaussian distribution.
double GausR(double mean=0, double sigma=1)
Gaussian distribution (Ratio Method)
std::vector< unsigned int > Multinomial(unsigned int ntot, const std::vector< double > &p)
Multinomial distribution.
const Double_t sigma
Double_t y[n]
Definition: legend1.C:17
Double_t x[n]
Definition: legend1.C:17
const Int_t n
Definition: legend1.C:16
Namespace for new Math classes and functions.
double gamma(double x)
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...
Definition: StringConv.hxx:21
auto * a
Definition: textangle.C:12