rnorm.cpp File Reference

#include <cmath>
#include "wcpplib/random/rnorm.h"
#include "wcpplib/random/ranluxint.h"

Go to the source code of this file.

Functions
double	rnorm_improved (void)
void	rnorm_double (double r1, double r2, double &x1, double &x2)
void	rnorm_float (float r1, float r2, float &x1, float &x2)

Variables
GausState	gaus_state

Function Documentation

rnorm_double()

void rnorm_double	(	double	r1,
		double	r2,
		double &	x1,
		double &	x2
	)

Definition at line 36 of file rnorm.cpp.

                                                                {
  double r = sqrt(-2.0 * log(r1));
  double fi = 2.0 * M_PI * r2;
  x1 = r * cos(fi);
  x2 = r * sin(fi);
}

rnorm_float()

void rnorm_float	(	float	r1,
		float	r2,
		float &	x1,
		float &	x2
	)

Definition at line 43 of file rnorm.cpp.

                                                           {
  float r = sqrt(-2.0 * log(r1));
  float fi = 2.0 * M_PI * r2;
  x1 = r * cos(fi);
  x2 = r * sin(fi);
}

rnorm_improved()

double rnorm_improved

(

void

)

Definition at line 15 of file rnorm.cpp.

                            {
  if (gaus_state.s_inited_second_ran == 1) {
    gaus_state.s_inited_second_ran = 0;
    return gaus_state.second_ran;
  } else {
    double x1, x2, w, y1, y2;
    do {
      x1 = 2.0 * SRANLUX() - 1.0;
      x2 = 2.0 * SRANLUX() - 1.0;
      w = x1 * x1 + x2 * x2;
    } while (w > 1.0);
 
    w = sqrt(-2.0 * log(w) / w);
    y1 = x1 * w;
    y2 = x2 * w;
    gaus_state.s_inited_second_ran = 1;
    gaus_state.second_ran = y2;
    return y1;
  }
}

Referenced by pois().

Variable Documentation

gaus_state

GausState gaus_state

Definition at line 13 of file rnorm.cpp.

Referenced by rnorm_improved().