ROOT  6.06/09
Reference Guide
Public Member Functions | Protected Member Functions | Private Attributes | List of all members
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...
 
GSLRandomEngineoperator= (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

GSLRngWrapperfRng
 
unsigned int fCurTime
 

#include <Math/GSLRndmEngines.h>

+ Inheritance diagram for ROOT::Math::GSLRandomEngine:
+ Collaboration 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 ( )
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
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

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