[1022] | 1 | // -*- C++ -*- |
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| 2 | // $Id$ |
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| 3 | |
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| 4 | /* |
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| 5 | * F distribution |
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| 6 | * |
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| 7 | * This code has been adapted from RANDLIB.C 1.3, by |
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| 8 | * Barry W. Brown, James Lovato, Kathy Russell, and John Venier. |
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| 9 | * Code was originally by Ahrens and Dieter (see above). |
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| 10 | * |
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| 11 | * Adapter's notes: |
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| 12 | * BZ_NEEDS_WORK: how to handle seeding for the two gamma RNGs if |
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| 13 | * independentState is used? |
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| 14 | * BZ_NEEDS_WORK: code for handling possible overflow when xden |
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| 15 | * is tiny seems a bit flaky. |
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| 16 | */ |
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| 17 | |
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| 18 | #ifndef BZ_RANDOM_F |
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| 19 | #define BZ_RANDOM_F |
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| 20 | |
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| 21 | #ifndef BZ_RANDOM_GAMMA |
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| 22 | #include <random/gamma.h> |
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| 23 | #endif |
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| 24 | |
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| 25 | BZ_NAMESPACE(ranlib) |
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| 26 | |
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| 27 | template<typename T = double, typename IRNG = defaultIRNG, |
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| 28 | typename stateTag = defaultState> |
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| 29 | class F { |
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| 30 | public: |
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| 31 | typedef T T_numtype; |
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| 32 | |
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| 33 | F(T numeratorDF, T denominatorDF) |
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| 34 | { |
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| 35 | setDF(numeratorDF, denominatorDF); |
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| 36 | mindenom = 0.085 * blitz::tiny(T()); |
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| 37 | } |
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| 38 | |
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| 39 | F(T numeratorDF, T denominatorDF, unsigned int i) : |
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| 40 | ngamma(i), dgamma(i) |
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| 41 | { |
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| 42 | setDF(numeratorDF, denominatorDF); |
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| 43 | mindenom = 0.085 * blitz::tiny(T()); |
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| 44 | } |
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| 45 | |
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| 46 | void setDF(T _dfn, T _dfd) |
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| 47 | { |
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| 48 | BZPRECONDITION(_dfn > 0.0); |
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| 49 | BZPRECONDITION(_dfd > 0.0); |
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| 50 | dfn = _dfn; |
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| 51 | dfd = _dfd; |
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| 52 | |
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| 53 | ngamma.setMean(dfn/2.0); |
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| 54 | dgamma.setMean(dfd/2.0); |
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| 55 | } |
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| 56 | |
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| 57 | T random() |
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| 58 | { |
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| 59 | T xnum = 2.0 * ngamma.random() / dfn; |
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| 60 | T xden = 2.0 * ngamma.random() / dfd; |
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| 61 | |
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| 62 | // Rare event: Will an overflow probably occur? |
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| 63 | if (xden <= mindenom) |
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| 64 | { |
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| 65 | // Yes, just return huge(T()) |
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| 66 | return blitz::huge(T()); |
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| 67 | } |
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| 68 | |
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| 69 | return xnum / xden; |
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| 70 | } |
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| 71 | |
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| 72 | void seed(IRNG_int s, IRNG_int r) |
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| 73 | { |
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| 74 | // This is such a bad idea if independentState is used. Ugh. |
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| 75 | // If sharedState is used, it is merely inefficient (the |
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| 76 | // same RNG is seeded twice). |
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| 77 | |
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| 78 | // yes it's unacceptable -- changed to using two seeds / Patrik |
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| 79 | // in fact should probably be two uncorrelated IRNGs... |
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| 80 | |
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| 81 | ngamma.seed(s); |
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| 82 | dgamma.seed(r); |
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| 83 | } |
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| 84 | |
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| 85 | protected: |
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| 86 | Gamma<T,IRNG,stateTag> ngamma, dgamma; |
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| 87 | T dfn, dfd, mindenom; |
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| 88 | }; |
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| 89 | |
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| 90 | BZ_NAMESPACE_END |
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| 91 | |
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| 92 | #endif // BZ_RANDOM_F |
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