1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
|
/*
IMMS: Intelligent Multimedia Management System
Copyright (C) Agner Fog
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation; either version 2 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA
*/
#include <math.h>
#include <stdlib.h>
#include "immsutil.h"
inline double Random() { return imms_random(RAND_MAX) / (double)RAND_MAX; }
inline double normal(double m, double s)
{
// normal distribution with mean m and standard deviation s
// first random coordinate (normal_x2 is member of class)
static double normal_x1, normal_x2;
static bool normal_x2_valid;
double w; // radius
if (normal_x2_valid)
{
// we have a valid result from last call
normal_x2_valid = false;
return normal_x2 * s + m;
}
// make two normally distributed variates by Box-Muller transformation
do {
normal_x1 = 2. * Random() - 1.;
normal_x2 = 2. * Random() - 1.;
w = normal_x1 * normal_x1 + normal_x2 * normal_x2;
} while (w >= 1. || w < 1E-30);
w = sqrt(log(w)*(-2./w));
// normal_x1 and normal_x2 are independent normally distributed variates
normal_x1 *= w;
normal_x2 *= w;
normal_x2_valid = true;
return normal_x1 * s + m;
}
|