[301] | 1 | // ----------------------------------------------------------------------- |
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| 2 | // get_random_spectrum.cc: Functions to obtain random values. |
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| 3 | // ----------------------------------------------------------------------- |
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| 4 | // Copyright (C) 2006, Matthew Whiting, ATNF |
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| 5 | // |
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| 6 | // This program is free software; you can redistribute it and/or modify it |
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| 7 | // under the terms of the GNU General Public License as published by the |
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| 8 | // Free Software Foundation; either version 2 of the License, or (at your |
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| 9 | // option) any later version. |
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| 10 | // |
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| 11 | // Duchamp is distributed in the hope that it will be useful, but WITHOUT |
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| 12 | // ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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| 13 | // FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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| 14 | // for more details. |
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| 15 | // |
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| 16 | // You should have received a copy of the GNU General Public License |
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| 17 | // along with Duchamp; if not, write to the Free Software Foundation, |
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| 18 | // Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA |
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| 19 | // |
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| 20 | // Correspondence concerning Duchamp may be directed to: |
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| 21 | // Internet email: Matthew.Whiting [at] atnf.csiro.au |
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| 22 | // Postal address: Dr. Matthew Whiting |
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| 23 | // Australia Telescope National Facility, CSIRO |
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| 24 | // PO Box 76 |
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| 25 | // Epping NSW 1710 |
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| 26 | // AUSTRALIA |
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| 27 | // ----------------------------------------------------------------------- |
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[3] | 28 | #include <iostream> |
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| 29 | #include <stdlib.h> |
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| 30 | #include <time.h> |
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| 31 | #include <math.h> |
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| 32 | |
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| 33 | float getNormalRV() |
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| 34 | { |
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| 35 | float v1,v2,s; |
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[146] | 36 | // simulate a standard normal RV via polar method |
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[3] | 37 | do{ |
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| 38 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 39 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 40 | s = v1*v1+v2*v2; |
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| 41 | }while(s>1); |
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| 42 | return sqrt(-2.*log(s)/s)*v1; |
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| 43 | |
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| 44 | } |
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| 45 | |
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[70] | 46 | float getNormalRVtrunc() |
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| 47 | { |
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| 48 | float v1,v2,s; |
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[146] | 49 | // simulate a standard normal RV via polar method |
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[70] | 50 | do{ |
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| 51 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 52 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 53 | s = v1*v1+v2*v2; |
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[125] | 54 | }while((s>1)||(fabs(sqrt(-2.*log(s)/s)*v1)>sqrt(2*M_LN2))); |
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[70] | 55 | return sqrt(-2.*log(s)/s)*v1; |
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| 56 | |
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| 57 | } |
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| 58 | |
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[3] | 59 | float getNormalRV(float mean, float sigma) |
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| 60 | { |
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[146] | 61 | // simulate a standard normal RV via polar method |
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[3] | 62 | float v1,v2,s; |
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| 63 | do{ |
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| 64 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 65 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 66 | s = v1*v1+v2*v2; |
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| 67 | }while(s>1); |
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| 68 | float z=sqrt(-2.*log(s)/s)*v1; |
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| 69 | return z*sigma + mean; |
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| 70 | } |
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| 71 | |
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[201] | 72 | void getRandomSpectrum(int length, float *x, float *y) |
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| 73 | { |
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| 74 | srandom(time(0)); |
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| 75 | rand(); |
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| 76 | for(int i=0;i<length;i++){ |
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| 77 | x[i] = (float)i; |
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| 78 | // simulate a standard normal RV via polar method |
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| 79 | double v1,v2,s; |
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| 80 | do{ |
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| 81 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 82 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 83 | s = v1*v1+v2*v2; |
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| 84 | }while(s>1); |
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| 85 | y[i] = sqrt(-2.*log(s)/s)*v1; |
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| 86 | } |
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| 87 | } |
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| 88 | |
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[3] | 89 | void getRandomSpectrum(int length, float *x, double *y) |
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| 90 | { |
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| 91 | srandom(time(0)); |
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| 92 | rand(); |
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| 93 | for(int i=0;i<length;i++){ |
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| 94 | x[i] = (float)i; |
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| 95 | // simulate a standard normal RV via polar method |
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| 96 | double v1,v2,s; |
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| 97 | do{ |
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| 98 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 99 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 100 | s = v1*v1+v2*v2; |
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| 101 | }while(s>1); |
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| 102 | y[i] = sqrt(-2.*log(s)/s)*v1; |
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| 103 | } |
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| 104 | } |
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| 105 | |
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| 106 | |
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[146] | 107 | void getRandomSpectrum(int length, float mean, float sigma, |
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| 108 | float *x, double *y) |
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[3] | 109 | { |
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| 110 | srandom(time(0)); |
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| 111 | rand(); |
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| 112 | for(int i=0;i<length;i++){ |
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| 113 | x[i] = (float)i; |
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| 114 | // simulate a standard normal RV via polar method |
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| 115 | double v1,v2,s; |
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| 116 | do{ |
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| 117 | v1 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 118 | v2 = 2.*(1.*rand())/(RAND_MAX+1.0) - 1.; |
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| 119 | s = v1*v1+v2*v2; |
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| 120 | }while(s>1); |
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| 121 | float z = sqrt(-2.*log(s)/s)*v1; |
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| 122 | y[i] = z * sigma + mean; |
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| 123 | } |
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| 124 | } |
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| 125 | |
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