/**
* Generate Gauss distributed random numbers
* http://moby.ihme.washington.edu/bradbell/mat2cpp/randn.cpp.xml
*
* Parameters:
* r [out] random number array
* n [in] data number
* mean [in] gauss mean
* sd [in] gauss stander diff
* rseed [in] seed number, get ride of fist rseed random number
*/
void RandomGauss(double *r, int n, double mean, double sd, int rseed)
{
int i, j, k, nd;
double *rr;
double square, amp, angle;
nd = n+2;
rr = (double*) malloc(sizeof(double)*nd);
RandomClose(rr, nd, rseed);
k = 0;
for(i = 0; i < n; i++) {
if( k % 2 == 0 ) {
square = - 2. * log( rr[k] );
if( square < 0. )
square = 0.;
amp = sqrt(square);
angle = 2. * M_PI * rr[k+1];
r[i] = amp * sin( angle );
}
else
r[i] = amp * cos( angle );
k++;
}
free(rr);
}
/**
* Generate a random array [-1:1]
*
* Parameters:
* r [out] random array
* n [in] random data numbers
* rseed [in] discard random data numbers
*
* Return value:
* None
*
*/
void RandomBoth(double *r, int n, int rseed)
{
int i;
//[0:1]
RandomClose(r,n,rseed);
//[0:1] -> [-1:1]
for(i=0;i<n;i++)
r[i] = 2*r[i] - 1.0;
}
/**
* Generate a random array (-1:1)
*
* Parameters:
* r [out] random array
* n [in] random data numbers
* rseed [in] discard random data numbers
*
* Return value:
* None
*
*/
void RandomBothOpen(double *r,int n,int rseed)
{
int i;
RandomClose(r,n,rseed);
for(i=0;i<n;i++){
r[i]=2*r[i]-1.0;
if(r[i]==1)
r[i]=0.99999999;
if(r[i]==-1)
r[i]=-0.99999999;
}
}
/**
* Generate a random array (0:1)
*
* Parameters:
* r [out] random array
* n [in] random data numbers
* rseed [in] discard random data numbers
*
* Return value:
* None
*
*/
void RandomOpen(double *r,int n,int rseed)
{
int i;
RandomClose(r,n,rseed);
for(i=0; i<n; i++){
if(r[i] == 0)
r[i] = 1.0e-5;
if(r[i] == 1)
r[i] = 0.99999;
}
}
BOOL APIENTRY DllMain(HMODULE hModule, DWORD ul_reason_for_call, LPVOID lpReserved)
{
switch (ul_reason_for_call)
{
case DLL_PROCESS_ATTACH:
RandomInit();
break;
case DLL_THREAD_ATTACH:
case DLL_THREAD_DETACH:
break;
case DLL_PROCESS_DETACH:
RandomClose();
break;
}
return TRUE;
}
/**
*Generate Gauss distributed random numbers
*
* Parameters:
* r [out] random number array
* n [in] data number
* mean [in] gauss mean
* sd [in] gauss stander diff
* rseed [in] seed number, get ride of fist rseed random number
*/
void RandomGauss_(double *r, int n, double mean, double sd, int rseed)
{
int k, i, j, nd;
double sum, *rr;
k = 6;
nd = n+k-1;
rr = (double*) malloc(sizeof(double)*nd);
RandomClose(rr, nd, rseed);
for(i=0; i<=nd-k; i++){
sum=0;
for(j=i; j<i+k; j++) sum += rr[j];
sum /= k;
rr[i] = (sum-0.5)/sqrt(1.0/(12.0*k))*sd + mean;
}
for(i=0; i<n; i++) r[i] = rr[i];
free(rr);
}
