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geant4/source/externals/clhep/src/RandPoisson.cc
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2016-06-10 12:08:39 +02:00

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// $Id:$
// -*- C++ -*-
//
// -----------------------------------------------------------------------
// HEP Random
// --- RandPoisson ---
// class implementation file
// -----------------------------------------------------------------------
// This file is part of Geant4 (simulation toolkit for HEP).
// =======================================================================
// Gabriele Cosmo - Created: 5th September 1995
// - Added not static Shoot() method: 17th May 1996
// - Algorithm now operates on doubles: 31st Oct 1996
// - Added methods to shoot arrays: 28th July 1997
// - Added check in case xm=-1: 4th February 1998
// J.Marraffino - Added default mean as attribute and
// operator() with mean: 16th Feb 1998
// Gabriele Cosmo - Relocated static data from HepRandom: 5th Jan 1999
// M Fischler - put and get to/from streams 12/15/04
// M Fischler - put/get to/from streams uses pairs of ulongs when
// + storing doubles avoid problems with precision
// 4/14/05
// Mark Fischler - Repaired BUG - when mean > 2 billion, was returning
// mean instead of the proper value. 01/13/06
// =======================================================================
#include "CLHEP/Random/RandPoisson.h"
#include "CLHEP/Units/PhysicalConstants.h"
#include "CLHEP/Random/DoubConv.h"
#include <cmath> // for std::floor()
namespace CLHEP {
std::string RandPoisson::name() const {return "RandPoisson";}
HepRandomEngine & RandPoisson::engine() {return *localEngine;}
// Initialisation of static data
CLHEP_THREAD_LOCAL double RandPoisson::status_st[3] = {0., 0., 0.};
CLHEP_THREAD_LOCAL double RandPoisson::oldm_st = -1.0;
const double RandPoisson::meanMax_st = 2.0E9;
RandPoisson::~RandPoisson() {
}
double RandPoisson::operator()() {
return double(fire( defaultMean ));
}
double RandPoisson::operator()( double mean ) {
return double(fire( mean ));
}
double gammln(double xx) {
// Returns the value ln(Gamma(xx) for xx > 0. Full accuracy is obtained for
// xx > 1. For 0 < xx < 1. the reflection formula (6.1.4) can be used first.
// (Adapted from Numerical Recipes in C)
static const double cof[6] = {76.18009172947146,-86.50532032941677,
24.01409824083091, -1.231739572450155,
0.1208650973866179e-2, -0.5395239384953e-5};
int j;
double x = xx - 1.0;
double tmp = x + 5.5;
tmp -= (x + 0.5) * std::log(tmp);
double ser = 1.000000000190015;
for ( j = 0; j <= 5; j++ ) {
x += 1.0;
ser += cof[j]/x;
}
return -tmp + std::log(2.5066282746310005*ser);
}
static
double normal (HepRandomEngine* eptr) // mf 1/13/06
{
double r;
double v1,v2,fac;
do {
v1 = 2.0 * eptr->flat() - 1.0;
v2 = 2.0 * eptr->flat() - 1.0;
r = v1*v1 + v2*v2;
} while ( r > 1.0 );
fac = std::sqrt(-2.0*std::log(r)/r);
return v2*fac;
}
long RandPoisson::shoot(double xm) {
// Returns as a floating-point number an integer value that is a random
// deviation drawn from a Poisson distribution of mean xm, using flat()
// as a source of uniform random numbers.
// (Adapted from Numerical Recipes in C)
double em, t, y;
double sq, alxm, g1;
double om = getOldMean();
HepRandomEngine* anEngine = HepRandom::getTheEngine();
double* status = getPStatus();
sq = status[0];
alxm = status[1];
g1 = status[2];
if( xm == -1 ) return 0;
if( xm < 12.0 ) {
if( xm != om ) {
setOldMean(xm);
g1 = std::exp(-xm);
}
em = -1;
t = 1.0;
do {
em += 1.0;
t *= anEngine->flat();
} while( t > g1 );
}
else if ( xm < getMaxMean() ) {
if ( xm != om ) {
setOldMean(xm);
sq = std::sqrt(2.0*xm);
alxm = std::log(xm);
g1 = xm*alxm - gammln(xm + 1.0);
}
do {
do {
y = std::tan(CLHEP::pi*anEngine->flat());
em = sq*y + xm;
} while( em < 0.0 );
em = std::floor(em);
t = 0.9*(1.0 + y*y)* std::exp(em*alxm - gammln(em + 1.0) - g1);
} while( anEngine->flat() > t );
}
else {
em = xm + std::sqrt(xm) * normal (anEngine); // mf 1/13/06
if ( static_cast<long>(em) < 0 )
em = static_cast<long>(xm) >= 0 ? xm : getMaxMean();
}
setPStatus(sq,alxm,g1);
return long(em);
}
void RandPoisson::shootArray(const int size, long* vect, double m1)
{
for( long* v = vect; v != vect + size; ++v )
*v = shoot(m1);
}
long RandPoisson::shoot(HepRandomEngine* anEngine, double xm) {
// Returns as a floating-point number an integer value that is a random
// deviation drawn from a Poisson distribution of mean xm, using flat()
// of a given Random Engine as a source of uniform random numbers.
// (Adapted from Numerical Recipes in C)
double em, t, y;
double sq, alxm, g1;
double om = getOldMean();
double* status = getPStatus();
sq = status[0];
alxm = status[1];
g1 = status[2];
if( xm == -1 ) return 0;
if( xm < 12.0 ) {
if( xm != om ) {
setOldMean(xm);
g1 = std::exp(-xm);
}
em = -1;
t = 1.0;
do {
em += 1.0;
t *= anEngine->flat();
} while( t > g1 );
}
else if ( xm < getMaxMean() ) {
if ( xm != om ) {
setOldMean(xm);
sq = std::sqrt(2.0*xm);
alxm = std::log(xm);
g1 = xm*alxm - gammln(xm + 1.0);
}
do {
do {
y = std::tan(CLHEP::pi*anEngine->flat());
em = sq*y + xm;
} while( em < 0.0 );
em = std::floor(em);
t = 0.9*(1.0 + y*y)* std::exp(em*alxm - gammln(em + 1.0) - g1);
} while( anEngine->flat() > t );
}
else {
em = xm + std::sqrt(xm) * normal (anEngine); // mf 1/13/06
if ( static_cast<long>(em) < 0 )
em = static_cast<long>(xm) >= 0 ? xm : getMaxMean();
}
setPStatus(sq,alxm,g1);
return long(em);
}
void RandPoisson::shootArray(HepRandomEngine* anEngine, const int size,
long* vect, double m1)
{
for( long* v = vect; v != vect + size; ++v )
*v = shoot(anEngine,m1);
}
long RandPoisson::fire() {
return long(fire( defaultMean ));
}
long RandPoisson::fire(double xm) {
// Returns as a floating-point number an integer value that is a random
// deviation drawn from a Poisson distribution of mean xm, using flat()
// as a source of uniform random numbers.
// (Adapted from Numerical Recipes in C)
double em, t, y;
double sq, alxm, g1;
sq = status[0];
alxm = status[1];
g1 = status[2];
if( xm == -1 ) return 0;
if( xm < 12.0 ) {
if( xm != oldm ) {
oldm = xm;
g1 = std::exp(-xm);
}
em = -1;
t = 1.0;
do {
em += 1.0;
t *= localEngine->flat();
} while( t > g1 );
}
else if ( xm < meanMax ) {
if ( xm != oldm ) {
oldm = xm;
sq = std::sqrt(2.0*xm);
alxm = std::log(xm);
g1 = xm*alxm - gammln(xm + 1.0);
}
do {
do {
y = std::tan(CLHEP::pi*localEngine->flat());
em = sq*y + xm;
} while( em < 0.0 );
em = std::floor(em);
t = 0.9*(1.0 + y*y)* std::exp(em*alxm - gammln(em + 1.0) - g1);
} while( localEngine->flat() > t );
}
else {
em = xm + std::sqrt(xm) * normal (localEngine.get()); // mf 1/13/06
if ( static_cast<long>(em) < 0 )
em = static_cast<long>(xm) >= 0 ? xm : getMaxMean();
}
status[0] = sq; status[1] = alxm; status[2] = g1;
return long(em);
}
void RandPoisson::fireArray(const int size, long* vect )
{
for( long* v = vect; v != vect + size; ++v )
*v = fire( defaultMean );
}
void RandPoisson::fireArray(const int size, long* vect, double m1)
{
for( long* v = vect; v != vect + size; ++v )
*v = fire( m1 );
}
std::ostream & RandPoisson::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(meanMax);
os << meanMax << " " << t[0] << " " << t[1] << "\n";
t = DoubConv::dto2longs(defaultMean);
os << defaultMean << " " << t[0] << " " << t[1] << "\n";
t = DoubConv::dto2longs(status[0]);
os << status[0] << " " << t[0] << " " << t[1] << "\n";
t = DoubConv::dto2longs(status[1]);
os << status[1] << " " << t[0] << " " << t[1] << "\n";
t = DoubConv::dto2longs(status[2]);
os << status[2] << " " << t[0] << " " << t[1] << "\n";
t = DoubConv::dto2longs(oldm);
os << oldm << " " << t[0] << " " << t[1] << "\n";
os.precision(pr);
return os;
}
std::istream & RandPoisson::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", meanMax)) {
std::vector<unsigned long> t(2);
is >> meanMax >> t[0] >> t[1]; meanMax = DoubConv::longs2double(t);
is >> defaultMean >> t[0] >> t[1]; defaultMean = DoubConv::longs2double(t);
is >> status[0] >> t[0] >> t[1]; status[0] = DoubConv::longs2double(t);
is >> status[1] >> t[0] >> t[1]; status[1] = DoubConv::longs2double(t);
is >> status[2] >> t[0] >> t[1]; status[2] = DoubConv::longs2double(t);
is >> oldm >> t[0] >> t[1]; oldm = DoubConv::longs2double(t);
return is;
}
// is >> meanMax encompassed by possibleKeywordInput
is >> defaultMean >> status[0] >> status[1] >> status[2];
return is;
}
} // namespace CLHEP