Changeset 26616

Timestamp:

11/12/21 09:49:12 (3 years ago)

Author:

bulthuis

Message:

CGH: add lognormal, chi-squared, and exponential distributions to pseudo-random generator

Location:

issm/trunk-jpl/src/c/shared/Random

Files:

• randomgenerator.cpp (modified) (2 diffs)
• randomgenerator.h (modified) (1 diff)

issm/trunk-jpl/src/c/shared/Random/randomgenerator.cpp

@@ -93 +93 @@
         double normal_distribution::generator(rnd::linear_congruential_engine random_engine){/*{{{*/
 
-                        rnd::uniform_distribution       unifdistri;
+                        rnd::uniform_distribution       distribution;
 
-                        double u1 = unifdistri.generator(random_engine);
-                        double u2 = unifdistri.generator(random_engine);
+                        double u1 = distribution.generator(random_engine);
+                        double u2 = distribution.generator(random_engine);
 
                         double R = sqrt(-2*log(u1));
@@ -106 +106 @@
         /*}}}*/
 
+  /* Log-Normal distribution */
+
+  lognormal_distribution::lognormal_distribution(){/*{{{*/
+      logmean   = 0;
+      logsdev  = 1.0;
+      return;
+  }
+  /*}}}*/
+
+  lognormal_distribution::lognormal_distribution(double m,double s){/*{{{*/
+      logmean   = m;
+      logsdev  = s;
+      return;
+  }
+  /*}}}*/
+
+  lognormal_distribution::~lognormal_distribution(){}
+
+  double lognormal_distribution::generator(rnd::linear_congruential_engine random_engine){/*{{{*/
+
+      rnd::normal_distribution  distribution(logmean,logsdev);
+
+      return exp(distribution.generator(random_engine));
+
+  }
+  /*}}}*/
+
+  /* Chi-squared distribution */
+
+  chi_squared_distribution::chi_squared_distribution(){/*{{{*/
+      k  = 1;
+      return;
+  }
+  /*}}}*/
+
+  chi_squared_distribution::chi_squared_distribution(unsigned int dof){/*{{{*/
+      k   = dof;
+      return;
+  }
+  /*}}}*/
+
+  chi_squared_distribution::~chi_squared_distribution(){}
+
+  double chi_squared_distribution::generator(rnd::linear_congruential_engine random_engine){/*{{{*/
+
+      rnd::normal_distribution  distribution;
+
+      double rand = 0;
+
+      for(int i=0;i<k;i++)
+        rand = rand + pow(distribution.generator(random_engine),2);
+
+      return rand;
+
+  }
+  /*}}}*/
+
+
+  /* Exponential distribution */
+
+  exponential_distribution::exponential_distribution(){/*{{{*/
+      lambda  = 1.0;
+      return;
+  }
+  /*}}}*/
+
+  exponential_distribution::exponential_distribution(double scale){/*{{{*/
+      lambda   = scale;
+      return;
+  }
+  /*}}}*/
+
+  exponential_distribution::~exponential_distribution(){}
+
+  double exponential_distribution::generator(rnd::linear_congruential_engine random_engine){/*{{{*/
+
+      rnd::uniform_distribution distribution;
+
+      return -1.0/lambda*log(1.0-distribution.generator(random_engine));
+
+  }
+  /*}}}*/
+
 }

issm/trunk-jpl/src/c/shared/Random/randomgenerator.h

@@ -68 +68 @@
   };
 
+  class lognormal_distribution
+  {
+
+    private:
+      double logmean;
+      double logsdev;
+
+    public:
+
+      /*constructors, destructors: */
+      lognormal_distribution();
+      lognormal_distribution(double m,double s);
+      ~lognormal_distribution();
+
+      double generator(rnd::linear_congruential_engine random_engine);
+
+  };
+
+  class chi_squared_distribution
+  {
+
+    private:
+      unsigned int k;
+
+    public:
+
+      /*constructors, destructors: */
+      chi_squared_distribution();
+      chi_squared_distribution(unsigned int k);
+      ~chi_squared_distribution();
+
+      double generator(rnd::linear_congruential_engine random_engine);
+
+  };
+
+  class exponential_distribution
+  {
+
+    private:
+      double lambda;
+
+    public:
+
+      /*constructors, destructors: */
+      exponential_distribution();
+      exponential_distribution(double scale);
+      ~exponential_distribution();
+
+      double generator(rnd::linear_congruential_engine random_engine);
+
+  };
+
 
 }