Morten Hjorth-Jensen
77 lines
2.3 KiB
C++
77 lines
2.3 KiB
C++
// This function computes the autocorrelation function for
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// the standard c++ random number generator
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#include <fstream>
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#include <iomanip>
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#include <iostream>
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#include <cmath>
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#include <random>
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using namespace std;
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// output file as global variable
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ofstream ofile;
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// Main function begins here
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int main(int argc, char* argv[])
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{
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int n;
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char *outfilename;
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cin >> n;
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double MCint = 0.; double MCintsqr2=0.;
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// Initialize the seed and call the Mersienne algo
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std::random_device rd;
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std::mt19937_64 gen(rd());
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// Set up the uniform distribution for x \in [[0, 1]
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std::uniform_real_distribution<double> RandomNumberGenerator(0.0,1.0);
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// Compute the variance and the mean value of the uniform distribution
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// Compute also the specific values x for each cycle in order to be able to
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// the covariance and the correlation function
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// Read in output file, abort if there are too few command-line arguments
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if( argc <= 2 ){
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cout << "Bad Usage: " << argv[0] <<
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" read also output file and number of cycles on same line" << endl;
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exit(1);
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}
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else{
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outfilename=argv[1];
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}
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ofile.open(outfilename);
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// Get the number of Monte-Carlo samples
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n = atoi(argv[2]);
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double *X;
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X = new double[n];
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for (int i = 0; i < n; i++){
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double x = RandomNumberGenerator(gen);
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X[i] = x;
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MCint += x;
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MCintsqr2 += x*x;
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}
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double Mean = MCint/((double) n );
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MCintsqr2 = MCintsqr2/((double) n );
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double STDev = sqrt(MCintsqr2-Mean*Mean);
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double Variance = MCintsqr2-Mean*Mean;
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// Write mean value and standard deviation
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cout << " Standard deviation= " << STDev << " Integral = " << Mean << endl;
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// Now we compute the autocorrelation function, setting the distance d
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double *autocor; autocor = new double[n];
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for (int j = 0; j < n; j++){
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double sum = 0.0;
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for (int k = 0; k < (n-j); k++){
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sum += (X[k]-Mean)*(X[k+j]-Mean);
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}
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autocor[j] = sum/Variance/((double) n );
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ofile << setiosflags(ios::showpoint | ios::uppercase);
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ofile << setw(15) << setprecision(8) << j;
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ofile << setw(15) << setprecision(8) << autocor[j] << endl;
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}
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ofile.close(); // close output file
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return 0;
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} // end of main program
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