RandGaussZiggurat.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 RandGaussZiggurat_h
#define RandGaussZiggurat_h 1
 
#include "cmath"
#include "CLHEP/Random/defs.h"
#include "CLHEP/Random/RandGauss.h"
#include "CLHEP/Utility/thread_local.h"
 
namespace CLHEP {
 
/**
 * @author ATLAS
 * @ingroup random
 */
class RandGaussZiggurat : public RandGauss {
 
public:
 
  inline RandGaussZiggurat ( HepRandomEngine& anEngine, double mean=0.0, double stdDev=1.0 );
  inline RandGaussZiggurat ( HepRandomEngine* anEngine, double mean=0.0, double stdDev=1.0 );
 
  // Destructor
  virtual ~RandGaussZiggurat();
 
  // Static methods to shoot random values using the static generator
  
  static inline float shoot() {return ziggurat_RNOR(HepRandom::getTheEngine());};
  static inline float shoot( float mean, float stdDev ) {return shoot()*stdDev + mean;};
 
  static void shootArray ( const int size, float* vect, float mean=0.0, float stdDev=1.0 );
  static void shootArray ( const int size, double* vect, double mean=0.0, double stdDev=1.0 );
 
  //  Static methods to shoot random values using a given engine
  //  by-passing the static generator.
 
  static inline float shoot( HepRandomEngine* anotherEngine ) {return ziggurat_RNOR(anotherEngine);};
  static inline float shoot( HepRandomEngine* anotherEngine, float mean, float stdDev ) {return shoot(anotherEngine)*stdDev + mean;};
 
  static void shootArray ( HepRandomEngine* anotherEngine, const int size, float* vect, float mean=0.0, float stdDev=1.0 );
  static void shootArray ( HepRandomEngine* anotherEngine, const int size, double* vect, double mean=0.0, double stdDev=1.0 );
 
  //  Instance methods using the localEngine to instead of the static 
  //  generator, and the default mean and stdDev established at construction
 
  inline float fire() {return ziggurat_RNOR(localEngine.get()) * defaultStdDev + defaultMean;};
 
  inline float fire ( float mean, float stdDev ) {return ziggurat_RNOR(localEngine.get()) * stdDev + mean;};
  
  void fireArray  ( const int size, float* vect);
  void fireArray  ( const int size, double* vect);
  void fireArray  ( const int size, float* vect, float mean, float stdDev );
  void fireArray  ( const int size, double* vect, double mean, double stdDev );
 
  virtual double operator()();
  virtual double operator()( double mean, double stdDev );
 
  // 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 "RandGaussZiggurat";}  
  // 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, (std::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 anEngine->flat();};
  static inline float ziggurat_RNOR(HepRandomEngine* anEngine) {
    if(!ziggurat_is_init) ziggurat_init();
    long hz=(signed)ziggurat_SHR3(anEngine);
    unsigned long iz=hz&127;
    return ((unsigned long)std::abs(hz)<kn[iz]) ? hz*wn[iz] : ziggurat_nfix(hz,anEngine);
  };
  static float ziggurat_nfix(long hz,HepRandomEngine* anEngine);
  
private:
 
  // Private copy constructor. Defining it here disallows use.
  RandGaussZiggurat(const RandGaussZiggurat& d);
 
  // All the engine info, and the default mean and sigma, are in the RandGauss
  // base class.
 
};
 
}  // namespace CLHEP
 
#ifdef ENABLE_BACKWARDS_COMPATIBILITY
//  backwards compatibility will be enabled ONLY in CLHEP 1.9
using namespace CLHEP;
#endif
 
namespace CLHEP {
 
RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine & anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev) 
{
}
 
RandGaussZiggurat::RandGaussZiggurat(HepRandomEngine * anEngine, double mean,double stdDev ): RandGauss(anEngine, mean, stdDev) 
{
}
 
}  // namespace CLHEP
 
#endif