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guassian distribution has no endless loops.

This commit is contained in:
Enno Rehling 2017-05-03 21:02:30 +02:00
parent 5778bc2c93
commit 26795ae717
2 changed files with 19 additions and 14 deletions
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1
src/platform.h
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@ -14,6 +14,7 @@
#define NO_STRDUP
#define NO_MKDIR
#define _CRT_SECURE_NO_WARNINGS
#define _USE_MATH_DEFINES
#pragma warning(disable: 4710 4820)
#pragma warning(disable: 4100) // unreferenced formal parameter
#pragma warning(disable: 4456) // declaration hides previous

30
src/util/rand.c
View File

@ -36,23 +36,27 @@ int lovar(double xpct_x2)
return (rng_int() % n + rng_int() % n) / 1000;
}
/* NormalRand aus python, random.py geklaut, dort ist Referenz auf
* den Algorithmus. mu = Mittelwert, sigma = Standardabweichung.
* http://de.wikipedia.org/wiki/Standardabweichung#Diskrete_Gleichverteilung.2C_W.C3.BCrfel
*/
/* gaussian distribution
* taken from http://c-faq.com/lib/gaussian.html
*/
double normalvariate(double mu, double sigma)
{
static const double NV_MAGICCONST = 1.7155277699214135;
double z;
for (;;) {
double u1 = rng_double();
double u2 = rng_double();
z = NV_MAGICCONST * (u1 - 0.5) / u2;
if (z * z / 4.0 <= -log(u2)) {
break;
static double U, V;
static int phase = 0;
double Z;
if (phase == 0) {
U = (rng_int() + 1.) / (RNG_RAND_MAX + 2.);
V = rng_int() / (RNG_RAND_MAX + 1.);
Z = sqrt(-2 * log(U)) * sin(2 * M_PI * V);
}
else {
Z = sqrt(-2 * log(U)) * cos(2 * M_PI * V);
}
return mu + z * sigma;
phase = 1 - phase;
return mu + Z *sigma;
}
int ntimespprob(int n, double p, double mod)