RandExpZiggurat.h

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/*
Code adapted from:
http://www.jstatsoft.org/v05/i08/
 
 
Original disclaimer:
 
The ziggurat method for RNOR and REXP
Combine the code below with the main program in which you want
normal or exponential variates.   Then use of RNOR in any expression
will provide a standard normal variate with mean zero, variance 1,
while use of REXP in any expression will provide an exponential variate
with density exp(-x),x>0.
Before using RNOR or REXP in your main, insert a command such as
zigset(86947731 );
with your own choice of seed value>0, rather than 86947731.
(If you do not invoke zigset(...) you will get all zeros for RNOR and REXP.)
For details of the method, see Marsaglia and Tsang, "The ziggurat method
for generating random variables", Journ. Statistical Software.
 
*/
 
#ifndef RandExpZiggurat_h
#define RandExpZiggurat_h 1
 
#include "CLHEP/Random/Random.h"
#include "CLHEP/Utility/memory.h"
#include "CLHEP/Utility/thread_local.h"
 
namespace CLHEP {
 
class RandExpZiggurat : public HepRandom {
 
public:
 
  inline RandExpZiggurat ( HepRandomEngine& anEngine, double mean=1.0 );
  inline RandExpZiggurat ( HepRandomEngine* anEngine, double mean=1.0 );
  // These constructors should be used to instantiate a RandExpZiggurat
  // distribution object defining a local engine for it.
  // The static generator will be skipped using the non-static methods
  // defined below.
  // If the engine is passed by pointer the corresponding engine object
  // will be deleted by the RandExpZiggurat destructor.
  // If the engine is passed by reference the corresponding engine object
  // will not be deleted by the RandExpZiggurat destructor.
 
  virtual ~RandExpZiggurat();
  // Destructor
 
  // Static methods to shoot random values using the static generator
 
  static float shoot() {return shoot(HepRandom::getTheEngine());}
  static float shoot( float mean ) {return shoot(HepRandom::getTheEngine(),mean);}
 
  /* ENGINE IS INTRINSIC FLOAT
  static double shoot() {return shoot(HepRandom::getTheEngine());}
  static double shoot( double mean ) {return shoot(HepRandom::getTheEngine(),mean);}
  */
 
  static void shootArray ( const int size, float* vect, float mean=1.0 );
  static void shootArray ( const int size, double* vect, double mean=1.0 );
 
  //  Static methods to shoot random values using a given engine
  //  by-passing the static generator.
 
  static inline float shoot( HepRandomEngine* anEngine ) {return ziggurat_REXP(anEngine);}
  static inline float shoot( HepRandomEngine* anEngine, float mean ) {return shoot(anEngine)*mean;}
  
  /* ENGINE IS INTRINSIC FLOAT
  static inline double shoot( HepRandomEngine* anEngine ) {return ziggurat_REXP(anEngine);}
 
  static inline double shoot( HepRandomEngine* anEngine, double mean ) {return shoot(anEngine)*mean;}
  */
  
  static void shootArray ( HepRandomEngine* anEngine, const int size, float* vect, float mean=1.0 );
  static void shootArray ( HepRandomEngine* anEngine, const int size, double* vect, double mean=1.0 );
 
  //  Methods using the localEngine to shoot random values, by-passing
  //  the static generator.
 
  inline float fire() {return fire(float(defaultMean));}
  inline float fire( float mean ) {return ziggurat_REXP(localEngine.get())*mean;}
  
  /* ENGINE IS INTRINSIC FLOAT
  inline double fire() {return fire(defaultMean);}
  inline double fire( double mean ) {return ziggurat_REXP(localEngine.get())*mean;}
  */
  
  void fireArray ( const int size, float* vect );
  void fireArray ( const int size, double* vect );
  void fireArray ( const int size, float* vect, float mean );
  void fireArray ( const int size, double* vect, double mean );
  
  virtual double operator()();
  inline float operator()( float mean ) {return fire( mean );}
 
  // Save and restore to/from streams
  
  std::ostream & put ( std::ostream & os ) const;
  std::istream & get ( std::istream & is );
 
  std::string name() const;
  HepRandomEngine & engine();
 
  static std::string distributionName() {return "RandExpZiggurat";}  
  // Provides the name of this distribution class
  
  static bool ziggurat_init();
protected:
  // Ziggurat Original code:
  //static unsigned long jz,jsr=123456789;
  //
  //#define SHR3 (jz=jsr, jsr^=(jsr<<13), jsr^=(jsr>>17), jsr^=(jsr<<5),jz+jsr)
  //#define UNI (.5 + (signed) SHR3*.2328306e-9)
  //#define IUNI SHR3
  //
  //static long hz;
  //static unsigned long iz, kn[128], ke[256];
  //static float wn[128],fn[128], we[256],fe[256];
  //
  //#define RNOR (hz=SHR3, iz=hz&127, (fabs(hz)<kn[iz])? hz*wn[iz] : nfix())
  //#define REXP (jz=SHR3, iz=jz&255, (    jz <ke[iz])? jz*we[iz] : efix())
 
  static CLHEP_THREAD_LOCAL unsigned long kn[128], ke[256];
  static CLHEP_THREAD_LOCAL float wn[128],fn[128], we[256],fe[256];
 
  static CLHEP_THREAD_LOCAL bool ziggurat_is_init;
 
  static inline unsigned long ziggurat_SHR3(HepRandomEngine* anEngine) {return (unsigned int)(*anEngine);}
  static inline float ziggurat_UNI(HepRandomEngine* anEngine) {return float(anEngine->flat());}
  static inline float ziggurat_REXP(HepRandomEngine* anEngine) {
    if(!ziggurat_is_init) ziggurat_init();
    unsigned long jz=ziggurat_SHR3(anEngine);
    unsigned long iz=jz&255;
    return (jz<ke[iz]) ? jz*we[iz] : ziggurat_efix(jz,anEngine);
  }
  static float ziggurat_efix(unsigned long jz,HepRandomEngine* anEngine);
 
private:
 
  // Private copy constructor. Defining it here disallows use.
  RandExpZiggurat(const RandExpZiggurat& d);
 
  std::shared_ptr<HepRandomEngine> localEngine;
  double defaultMean;
};
 
}  // namespace CLHEP
 
namespace CLHEP {
 
inline RandExpZiggurat::RandExpZiggurat(HepRandomEngine & anEngine, double mean ) : localEngine(&anEngine, do_nothing_deleter()), defaultMean(mean) 
{
}
 
inline RandExpZiggurat::RandExpZiggurat(HepRandomEngine * anEngine, double mean ) : localEngine(anEngine), defaultMean(mean) 
{
}
 
}  // namespace CLHEP
 
#endif