Commit 541705a3 authored by Alexandre Duret-Lutz's avatar Alexandre Duret-Lutz
Browse files

* src/misc/random.hh (nrand, bmrand, prand): New functions.

(barand): New class.
* src/misc/random.cc (nrand, bmrand, prand): New functions.
* wrap/python/spot.i: Process src/misc/random.hh.
parent d771a3a0
2004-12-07 Alexandre Duret-Lutz <adl@src.lip6.fr>
* src/misc/random.hh (nrand, bmrand, prand): New functions.
(barand): New class.
* src/misc/random.cc (nrand, bmrand, prand): New functions.
* wrap/python/spot.i: Process src/misc/random.hh.
* src/misc/timer.cc: Do not include cassert, then.
2004-12-07 Denis Poitrenaud <Denis.Poitrenaud@lip6.fr>
......
......@@ -57,4 +57,82 @@ namespace spot
return min + static_cast<int>((max - min + 1) * drand());
}
double
nrand()
{
const double r = drand();
const double lim = 1.e-20;
if (r < lim)
return -1./lim;
if (r > 1.0 - lim)
return 1./lim;
double t;
if (r < 0.5)
t = sqrt(-2.0 * log(r));
else
t = sqrt(-2.0 * log(1.0 - r));
const double p0 = 0.322232431088;
const double p1 = 1.0;
const double p2 = 0.342242088547;
const double p3 = 0.204231210245e-1;
const double p4 = 0.453642210148e-4;
const double q0 = 0.099348462606;
const double q1 = 0.588581570495;
const double q2 = 0.531103462366;
const double q3 = 0.103537752850;
const double q4 = 0.385607006340e-2;
const double p = p0 + t * (p1 + t * (p2 + t * (p3 + t * p4)));
const double q = q0 + t * (q1 + t * (q2 + t * (q3 + t * q4)));
if (r < 0.5)
return (p / q) - t;
else
return t - (p / q);
}
double
bmrand()
{
static double next;
static bool has_next = false;
if (has_next)
{
has_next = false;
return next;
}
double x;
double y;
double r;
do
{
x = 2.0 * drand() - 1.0;
y = 2.0 * drand() - 1.0;
r = x * x + y * y;
}
while (r >= 1.0 || r == 0.0);
r = sqrt(-2 * log(r) / r);
next = y * r;
has_next = true;
return x * r;
}
int
prand(double p)
{
double s = 0.0;
long x = 0;
while (s < p)
{
s -= log(1.0 - drand());
++x;
}
return x - 1;
}
}
......@@ -19,6 +19,8 @@
// Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
// 02111-1307, USA.
#include <cmath>
namespace spot
{
/// \addtogroup random Random functions
......@@ -36,7 +38,7 @@ namespace spot
/// \see drand, mrand, srand
int rrand(int min, int max);
/// \brief Compute a pseudo-random integer value between 0 and
/// \brief Compute a pseudo-random integer value between 0 and
/// \a max-1 included.
///
/// \see drand, rrand, srand
......@@ -48,5 +50,67 @@ namespace spot
/// \see mrand, rrand, srand
double drand();
/// \brief Compute a pseudo-random double value
/// following a standard normal distribution. (Odeh & Evans)
///
/// This uses a polynomial approximation of the inverse cumulated
/// density function from Odeh & Evans, Journal of Applied
/// Statistics, 1974, vol 23, pp 96-97.
double nrand();
/// \brief Compute a pseudo-random double value
/// following a standard normal distribution. (Box-Muller)
///
/// This uses the polar form of the Box-Muller transform
/// to generate random values.
double bmrand();
/// \brief Compute pseudo-random integer value between 0
/// and \a n included, following a binomial distribution
/// for probability \a p.
///
/// \a gen must be a random function computing a pseudo-random
/// double value following a standard normal distribution.
/// Use nrand() or bmrand().
///
/// Usually approximating a binomial distribution using a normal
/// distribution and is accurate only if <code>n*p</code> and
/// <code>n*(1-p)</code> are greater than 5.
template<double (*gen)()>
class barand
{
public:
barand(int n, double p)
: n_(n), m_(n * p), s_(sqrt(n * p * (1 - p)))
{
}
int
rand() const
{
int res;
for (;;)
{
double x = gen() * s_ + m_;
if (x < 0.0)
continue;
res = static_cast<int> (x);
if (res <= n_)
break;
}
return res;
}
protected:
const int n_;
const double m_;
const double s_;
};
/// \brief Return a pseudo-random positive integer value
/// following a Poisson distribution with parameter \a p.
///
/// \pre <code>p > 0</code>
int prand(double p);
/// @}
}
......@@ -36,6 +36,7 @@
#include "misc/bddalloc.hh"
#include "misc/minato.hh"
#include "misc/modgray.hh"
#include "misc/random.hh"
#include "ltlast/formula.hh"
#include "ltlast/refformula.hh"
......@@ -95,6 +96,7 @@ using namespace spot;
%include "misc/version.hh"
%include "misc/bddalloc.hh"
%include "misc/minato.hh"
%include "misc/random.hh"
%feature("director") spot::loopless_modular_mixed_radix_gray_code;
%include "misc/modgray.hh"
......
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