回 帖 发 新 帖 刷新版面

主题:一些满足一定分布的随机数

//
// L'Ecuyer ran
// lanjingquan  2002.12.3
/////////////////////////////////////////////

#include<iostream.h>
#include<math.h>

#define PI 3.141592654
#define IM 2147483647
#define AM (1.0/IM)
#define IA 16807
#define IQ 127773
#define IR 2638
#define NTAB 32
#define NDIV (1+(IM-1)/NTAB)
#define EPS 1.2e-7
#define RNMX (1.0-EPS)

float rand(long* idum)
{
int j;
long k;
static long iy=0;
static long iv[NTAB];
float temp;

    if(*idum<=0||!iy)
{
if(-(*idum)<1)
*idum=1;
else
*idum=-(*idum);

for(j=NTAB+7;j>=0;j--)
{
k=(*idum)/IQ;
*idum=IA*(*idum-k*IQ)-k*IR;
if(*idum<0)
*idum+=IM;
if(j<NTAB)
iv[j]=*idum;
}
iy=iv[0];
}

    k=(*idum)/IQ;
*idum=IA*(*idum-k*IQ)-k*IR;
if(*idum<0)
*idum+=IM;

j=iy/NDIV;
iy=iv[j];
iv[j]=*idum;

if((temp=float(AM*iy))>RNMX)
return float(RNMX);
else
return temp;
}


float expdev(long* idum)
{
float dum;

do
    dum=rand(idum);
while(dum==0.0);

return float(-log(dum));
}

//Box-Muller
float gasdev(long* idum)
{
static int iset=0;
static float gset;
float fac,rsq,v1,v2;
if(iset==0)
{
do
{
v1=float(2.0*rand(idum)-1.0);
v2=float(2.0*rand(idum)-1.0);
rsq=v1*v1+v2*v2;
}while(rsq>=1.0||rsq==0.0);
fac=sqrt(-2.0*log(rsq)/rsq);
gset=v1*fac;
iset=1;
return v2*fac;
}
else
{
iset=0;
return gset;
}
}

float gamdev(int ia,long* idum)
{
int j;
float am,e,s,v1,v2,x,y;

if(ia<1)
cerr<<"error!"<<endl;
if(ia<6)
{
x=0.1;
for(j=1;j<ia;j++)
x*=rand(idum);
x=-log(x);
}
else
{
do
{
do
{
do
{
v1=float(2.0*rand(idum)-1.0);
v2=float(2.0*rand(idum)-1.0);
}while(v1*v1+v2*v2>1.0);
y=v2/v1;
am=ia-1;
s=sqrt(2.0*am+1.0);
x=s*y+am;
}while(x<=0.0);
e=(1.0+y*y)*exp(am*log(x/am)-s*y);
}while(rand(idum)>e);
}
return x;
}

float gammln(float xx)
{
double x,y,tmp,ser;
static double cof[6]=
{76.18009172947146,-86.50532032941677,24.01409824083091,
-1.231739572450155,0.1208650973866179e-2,-0.5395239384953e-5};
    int j;

y=x=xx;
tmp=x+5.5;
tmp-=(x+0.5)*log(tmp);
ser=1.000000000190015;
for(j=0;j<=5;j++)
ser-=cof[j]/++y;
return -tmp+log(2.5066282746310005*ser/x);
}

float poidev(float xm,long* idum)
{
    static float sq,alxm,g,oldm=-1.0;
float em,t,y;

if(xm<12.0)
{
if(xm!=oldm)
{
oldm=xm;
g=exp(-xm);
}
em=-1;
t=1.0;
do
{
em+=1.0;
t*=rand(idum);
}while(t<g);
}
else
{
if(xm!=oldm)
{
oldm=xm;
sq=sqrt(2.0*xm);
alxm=log(xm);
g=xm*alxm-gammln(xm+1.0);
}

do
{
do
{
y=tan(PI*rand(idum));
em=sq*y+xm;
}while(em<0.0);
em=floor(em);
t=0.9*(1.0+y*y)*exp(em*alxm-gammln(em+1.0)-g);
}while(rand(idum)>t);
}
return em;
}

void main()
{
    long k=450;

for(int i=0;i<20;i++)
{
    cout<<gamdev(325,&k)<<"  ";
if((i+1)%5==0)
cout<<endl;
}
cout<<endl;
}

回复列表 (共3个回复)

沙发

能加上注释吗?

板凳

请问这位仁兄的程序是什么意思??我有句话仁兄不要不爱听,没有适当注释的程序应该不大受欢迎……

3 楼

楼上说的没错,请楼主再次关心此帖时加上注释好不好?
你的程序原来的代码格式有点乱,我在这里帮你格式化一下:
///////////////////////////////////////////////////////
//
// L'Ecuyer ran
// lanjingquan  2002.12.3
//
// adapted by: meteor 2003.9.29
// all code formatted using VCIDE 6.0 by meteor
// compiled successfully by VC6.0
//
/////////////////////////////////////////////
#pragma warning (disable:4244)//add by meteor

#include <iostream.h>
#include <iomanip.h> //add by meteor for setw()
#include <math.h>

#define PI 3.141592654
#define IM 2147483647
#define AM (1.0/IM)
#define IA 16807
#define IQ 127773
#define IR 2638
#define NTAB 32
#define NDIV (1+(IM-1)/NTAB)
#define EPS 1.2e-7
#define RNMX (1.0-EPS)

float rand(long* idum)
{
    int j;
    long k;
    static long iy=0;
    static long iv[NTAB];
    float temp;
    
    if(*idum<=0||!iy)
    {
        if(-(*idum)<1)
            *idum=1;
        else
            *idum=-(*idum);
        
        for(j=NTAB+7;j>=0;j--)
        {
            k=(*idum)/IQ;
            *idum=IA*(*idum-k*IQ)-k*IR;
            if(*idum<0)
                *idum+=IM;
            if(j<NTAB)
                iv[j]=*idum;
        }
        iy=iv[0];
    }
    
    k=(*idum)/IQ;
    *idum=IA*(*idum-k*IQ)-k*IR;
    if(*idum<0)
        *idum+=IM;
    
    j=iy/NDIV;
    iy=iv[j];
    iv[j]=*idum;
    
    if((temp=float(AM*iy))>RNMX)
        return float(RNMX);
    else
        return temp;
}


float expdev(long* idum)
{
    float dum;
    
    do
    dum=rand(idum);
    while(dum==0.0);
    
    return float(-log(dum));
}

//Box-Muller
float gasdev(long* idum)
{
    static int iset=0;
    static float gset;
    float fac,rsq,v1,v2;
    if(iset==0)
    {
        do
        {
            v1=float(2.0*rand(idum)-1.0);
            v2=float(2.0*rand(idum)-1.0);
            rsq=v1*v1+v2*v2;
        }while(rsq>=1.0||rsq==0.0);
        fac=sqrt(-2.0*log(rsq)/rsq);
        gset=v1*fac;
        iset=1;
        return v2*fac;
    }
    else
    {
        iset=0;
        return gset;
    }
}

float gamdev(int ia,long* idum)
{
    int j;
    float am,e,s,v1,v2,x,y;
    
    if(ia<1)
        cerr<<"error!"<<endl;
    if(ia<6)
    {
        x=0.1f;
        for(j=1;j<ia;j++)
            x*=rand(idum);
        x=-log(x);
    }
    else
    {
        do
        {
            do
            {
                do
                {
                    v1=float(2.0*rand(idum)-1.0);
                    v2=float(2.0*rand(idum)-1.0);
                }while(v1*v1+v2*v2>1.0);
                y=v2/v1;
                am=ia-1;
                s=sqrt(2.0*am+1.0);
                x=s*y+am;
            }while(x<=0.0);
            e=(1.0+y*y)*exp(am*log(x/am)-s*y);
        }while(rand(idum)>e);
    }
    return x;
}

float gammln(float xx)
{
    double x,y,tmp,ser;
    static double cof[6]=
    {
        76.18009172947146,
        -86.50532032941677,
        24.01409824083091,
        -1.231739572450155,
        0.1208650973866179e-2,
        -0.5395239384953e-5
    };
    int j;
    
    y=x=xx;
    tmp=x+5.5;
    tmp-=(x+0.5)*log(tmp);
    ser=1.000000000190015;
    for(j=0;j<=5;j++)
        ser-=cof[j]/++y;
    return -tmp+log(2.5066282746310005*ser/x);
}

float poidev(float xm,long* idum)
{
    static float sq,alxm,g,oldm=-1.0;
    float em,t,y;
    
    if(xm<12.0)
    {
        if(xm!=oldm)
        {
            oldm=xm;
            g=exp(-xm);
        }
        em=-1;
        t=1.0;
        do
        {
            em+=1.0;
            t*=rand(idum);
        }while(t<g);
    }
    else
    {
        if(xm!=oldm)
        {
            oldm=xm;
            sq=sqrt(2.0*xm);
            alxm=log(xm);
            g=xm*alxm-gammln(xm+1.0);
        }
        
        do
        {
            do
            {
                y=tan(PI*rand(idum));
                em=sq*y+xm;
            }while(em<0.0);
            em=floor(em);
            t=0.9*(1.0+y*y)*exp(em*alxm-gammln(em+1.0)-g);
        }while(rand(idum)>t);
    }
    return em;
}

void main()
{
    long k=450;
    
    for(int i=0;i<20;i++)
    {
        cout<<setw(10)<<gamdev(325,&k);//adapted by meteor
        //original code was:
        //cout<<gamdev(325,&k)<<"  ";
        if((i+1)%5==0)
            cout<<endl;
    }
    cout<<endl;
}

我来回复

您尚未登录,请登录后再回复。点此登录或注册