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geant4/source/externals/clhep/src/RandChiSquare.cc
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2016-06-09 16:46:55 +02:00

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// $Id:$
// -*- C++ -*-
//
// -----------------------------------------------------------------------
// HEP Random
// --- RandChiSquare ---
// class implementation file
// -----------------------------------------------------------------------
// =======================================================================
// John Marraffino - Created: 12th May 1998
// M Fischler - put and get to/from streams 12/10/04
// M Fischler - put/get to/from streams uses pairs of ulongs when
// + storing doubles avoid problems with precision
// 4/14/05
// =======================================================================
#include "CLHEP/Random/RandChiSquare.h"
#include "CLHEP/Random/DoubConv.h"
#include <cmath> // for log()
namespace CLHEP {
std::string RandChiSquare::name() const {return "RandChiSquare";}
HepRandomEngine & RandChiSquare::engine() {return *localEngine;}
RandChiSquare::~RandChiSquare() {
}
double RandChiSquare::shoot( HepRandomEngine *anEngine, double a ) {
return genChiSquare( anEngine, a );
}
double RandChiSquare::shoot( double a ) {
HepRandomEngine *anEngine = HepRandom::getTheEngine();
return genChiSquare( anEngine, a );
}
double RandChiSquare::fire( double a ) {
return genChiSquare( localEngine.get(), a );
}
void RandChiSquare::shootArray( const int size, double* vect,
double a ) {
for( double* v = vect; v != vect+size; ++v )
*v = shoot(a);
}
void RandChiSquare::shootArray( HepRandomEngine* anEngine,
const int size, double* vect,
double a )
{
for( double* v = vect; v != vect+size; ++v )
*v = shoot(anEngine,a);
}
void RandChiSquare::fireArray( const int size, double* vect) {
for( double* v = vect; v != vect+size; ++v )
*v = fire(defaultA);
}
void RandChiSquare::fireArray( const int size, double* vect,
double a ) {
for( double* v = vect; v != vect+size; ++v )
*v = fire(a);
}
double RandChiSquare::genChiSquare( HepRandomEngine *anEngine,
double a ) {
/******************************************************************
* *
* Chi Distribution - Ratio of Uniforms with shift *
* *
******************************************************************
* *
* FUNCTION : - chru samples a random number from the Chi *
* distribution with parameter a > 1. *
* REFERENCE : - J.F. Monahan (1987): An algorithm for *
* generating chi random variables, ACM Trans. *
* Math. Software 13, 168-172. *
* SUBPROGRAM : - anEngine ... pointer to a (0,1)-Uniform *
* engine *
* *
* Implemented by R. Kremer, 1990 *
******************************************************************/
static double a_in = -1.0,b,vm,vp,vd;
double u,v,z,zz,r;
// Check for invalid input value
if( a < 1 ) return (-1.0);
if (a == 1)
{
for(;;)
{
u = anEngine->flat();
v = anEngine->flat() * 0.857763884960707;
z = v / u;
if (z < 0) continue;
zz = z * z;
r = 2.5 - zz;
if (z < 0.0) r = r + zz * z / (3.0 * z);
if (u < r * 0.3894003915) return(z*z);
if (zz > (1.036961043 / u + 1.4)) continue;
if (2 * std::log(u) < (- zz * 0.5 )) return(z*z);
}
}
else
{
if (a != a_in)
{
b = std::sqrt(a - 1.0);
vm = - 0.6065306597 * (1.0 - 0.25 / (b * b + 1.0));
vm = (-b > vm)? -b : vm;
vp = 0.6065306597 * (0.7071067812 + b) / (0.5 + b);
vd = vp - vm;
a_in = a;
}
for(;;)
{
u = anEngine->flat();
v = anEngine->flat() * vd + vm;
z = v / u;
if (z < -b) continue;
zz = z * z;
r = 2.5 - zz;
if (z < 0.0) r = r + zz * z / (3.0 * (z + b));
if (u < r * 0.3894003915) return((z + b)*(z + b));
if (zz > (1.036961043 / u + 1.4)) continue;
if (2 * std::log(u) < (std::log(1.0 + z / b) * b * b - zz * 0.5 - z * b)) return((z + b)*(z + b));
}
}
}
std::ostream & RandChiSquare::put ( std::ostream & os ) const {
int pr=os.precision(20);
std::vector<unsigned long> t(2);
os << " " << name() << "\n";
os << "Uvec" << "\n";
t = DoubConv::dto2longs(defaultA);
os << defaultA << " " << t[0] << " " << t[1] << "\n";
os.precision(pr);
return os;
}
std::istream & RandChiSquare::get ( std::istream & is ) {
std::string inName;
is >> inName;
if (inName != name()) {
is.clear(std::ios::badbit | is.rdstate());
std::cerr << "Mismatch when expecting to read state of a "
<< name() << " distribution\n"
<< "Name found was " << inName
<< "\nistream is left in the badbit state\n";
return is;
}
if (possibleKeywordInput(is, "Uvec", defaultA)) {
std::vector<unsigned long> t(2);
is >> defaultA >> t[0] >> t[1]; defaultA = DoubConv::longs2double(t);
return is;
}
// is >> defaultA encompassed by possibleKeywordInput
return is;
}
} // namespace CLHEP