Description

GSLRandomEngine Base class for all GSL random engines, normally user instantiate the derived classes which creates internally the generator.

The main GSL generators (see here) are available as derived classes In addition to generate uniform numbers it provides method for generating numbers according to pre-defined distributions using the GSL functions from GSL random number distributions.

Definition at line 65 of file GSLRndmEngines.h.

Inheritance diagram for ROOT::Math::GSLRandomEngine:

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Collaboration diagram for ROOT::Math::GSLRandomEngine:

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Public Member Functions
	GSLRandomEngine ()

	GSLRandomEngine (const GSLRandomEngine &eng)

	GSLRandomEngine (GSLRngWrapper *rng)

virtual	~GSLRandomEngine ()

void	Initialize ()

unsigned long	IntRndm () const

unsigned long	MaxInt () const

unsigned long	MinInt () const

std::string	Name () const

double	operator() () const

GSLRandomEngine &	operator= (const GSLRandomEngine &eng)

void	RandomArray (double begin, double end) const

template<class Iterator >
void	RandomArray (Iterator begin, Iterator end) const

double	Rndm () const

unsigned long	RndmInt (unsigned long max) const

void	SetSeed (unsigned int seed) const

unsigned int	Size () const

void	Terminate ()

Friends
class	GSLMCIntegrator

Random Distributions
Implemented using the GSL Random number Distributions
GSLRngWrapper *	fRng

unsigned int	fCurTime

double	Gaussian (double sigma) const

double	GaussianZig (double sigma) const

double	GaussianRatio (double sigma) const

double	GaussianTail (double a, double sigma) const

void	Gaussian2D (double sigmaX, double sigmaY, double rho, double &x, double &y) const

double	Exponential (double mu) const

double	Cauchy (double a) const

double	Landau () const

double	Gamma (double a, double b) const

double	Beta (double a, double b) const

double	LogNormal (double zeta, double sigma) const

double	ChiSquare (double nu) const

double	FDist (double nu1, double nu2) const

double	tDist (double nu) const

double	Rayleigh (double sigma) const

double	Logistic (double a) const

double	Pareto (double a, double b) const

void	Dir2D (double &x, double &y) const

void	Dir3D (double &x, double &y, double &z) const

unsigned int	Poisson (double mu) const

unsigned int	Binomial (double p, unsigned int n) const

unsigned int	NegativeBinomial (double p, double n) const

std::vector< unsigned int >	Multinomial (unsigned int ntot, const std::vector< double > &p) const

void	SetType (GSLRngWrapper *r)
	internal method used by the derived class to set the type of generators More...

GSLRngWrapper *	Engine ()
	internal method to return the engine Used by class like GSLMCIntegrator to set the engine More...

Constructor & Destructor Documentation

◆ GSLRandomEngine() [1/3]

ROOT::Math::GSLRandomEngine::GSLRandomEngine ( )

default constructor. No creation of rng is done. If then Initialize() is called an engine is created based on default GSL type (MT)

◆ GSLRandomEngine() [2/3]

ROOT::Math::GSLRandomEngine::GSLRandomEngine ( GSLRngWrapper * rng )

create from an existing rng. User manage the rng pointer which is then deleted olny by calling Terminate()

◆ GSLRandomEngine() [3/3]

ROOT::Math::GSLRandomEngine::GSLRandomEngine ( const GSLRandomEngine & eng )

Copy constructor : clone the contained GSL generator

◆ ~GSLRandomEngine()

virtual ROOT::Math::GSLRandomEngine::~GSLRandomEngine ( )

virtual

call Terminate()

Member Function Documentation

◆ Beta()

double ROOT::Math::GSLRandomEngine::Beta	(	double	a,
		double	b
	)		const

Beta distribution

◆ Binomial()

unsigned int ROOT::Math::GSLRandomEngine::Binomial	(	double	p,
		unsigned int	n
	)		const

Binomial distribution

◆ Cauchy()

double ROOT::Math::GSLRandomEngine::Cauchy ( double a ) const

Cauchy distribution

◆ ChiSquare()

double ROOT::Math::GSLRandomEngine::ChiSquare ( double nu ) const

Chi square distribution

◆ Dir2D()

void ROOT::Math::GSLRandomEngine::Dir2D	(	double &	x,
		double &	y
	)		const

generate random numbers in a 2D circle of radious 1

◆ Dir3D()

void ROOT::Math::GSLRandomEngine::Dir3D	(	double &	x,
		double &	y,
		double &	z
	)		const

generate random numbers in a 3D sphere of radious 1

◆ Engine()

GSLRngWrapper* ROOT::Math::GSLRandomEngine::Engine ( )

inlineprotected

internal method to return the engine Used by class like GSLMCIntegrator to set the engine

Definition at line 315 of file GSLRndmEngines.h.

                                {
          return fRng; 
       }

References fRng.

◆ Exponential()

double ROOT::Math::GSLRandomEngine::Exponential ( double mu ) const

Exponential distribution

◆ FDist()

double ROOT::Math::GSLRandomEngine::FDist	(	double	nu1,
		double	nu2
	)		const

F distrbution

◆ Gamma()

double ROOT::Math::GSLRandomEngine::Gamma	(	double	a,
		double	b
	)		const

Gamma distribution

◆ Gaussian()

double ROOT::Math::GSLRandomEngine::Gaussian ( double sigma ) const

Gaussian distribution - default method is Box-Muller (polar method)

◆ Gaussian2D()

void ROOT::Math::GSLRandomEngine::Gaussian2D	(	double	sigmaX,
		double	sigmaY,
		double	rho,
		double &	x,
		double &	y
	)		const

Bivariate Gaussian distribution with correlation

◆ GaussianRatio()

double ROOT::Math::GSLRandomEngine::GaussianRatio ( double sigma ) const

Gaussian distribution - Ratio method

◆ GaussianTail()

double ROOT::Math::GSLRandomEngine::GaussianTail	(	double	a,
		double	sigma
	)		const

Gaussian Tail distribution

◆ GaussianZig()

double ROOT::Math::GSLRandomEngine::GaussianZig ( double sigma ) const

Gaussian distribution - Ziggurat method

◆ Initialize()

void ROOT::Math::GSLRandomEngine::Initialize ( )

initialize the generator If no rng is present the default one based on Mersenne and Twister is created

◆ IntRndm()

unsigned long ROOT::Math::GSLRandomEngine::IntRndm ( ) const

inline

Generate an integer number between [0,max_generator-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned

Definition at line 133 of file GSLRndmEngines.h.

                                     {
          return RndmInt(MaxInt());   // max return the largest value the generator can give +1
       }

References MaxInt(), and RndmInt().

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◆ Landau()

double ROOT::Math::GSLRandomEngine::Landau ( ) const

Landau distribution

◆ Logistic()

double ROOT::Math::GSLRandomEngine::Logistic ( double a ) const

Logistic distribution

◆ LogNormal()

double ROOT::Math::GSLRandomEngine::LogNormal	(	double	zeta,
		double	sigma
	)		const

Log Normal distribution

◆ MaxInt()

unsigned long ROOT::Math::GSLRandomEngine::MaxInt ( ) const

return the maximum integer +1 a generator can handle

Referenced by IntRndm().

◆ MinInt()

unsigned long ROOT::Math::GSLRandomEngine::MinInt ( ) const

return the minimum integer a generator can handle typically this value is 0

◆ Multinomial()

std::vector<unsigned int> ROOT::Math::GSLRandomEngine::Multinomial	(	unsigned int	ntot,
		const std::vector< double > &	p
	)		const

Multinomial distribution

◆ Name()

std::string ROOT::Math::GSLRandomEngine::Name ( ) const

return name of generator

◆ NegativeBinomial()

unsigned int ROOT::Math::GSLRandomEngine::NegativeBinomial	(	double	p,
		double	n
	)		const

Negative Binomial distribution

◆ operator()()

double ROOT::Math::GSLRandomEngine::operator() ( ) const

Generate a random number between ]0,1] 0 is excluded and 1 is included

Referenced by RandomArray().

◆ operator=()

GSLRandomEngine& ROOT::Math::GSLRandomEngine::operator= ( const GSLRandomEngine & eng )

Assignment operator : make a deep copy of the contained GSL generator

◆ Pareto()

double ROOT::Math::GSLRandomEngine::Pareto	(	double	a,
		double	b
	)		const

Pareto distribution

◆ Poisson()

unsigned int ROOT::Math::GSLRandomEngine::Poisson ( double mu ) const

Poisson distribution

◆ RandomArray() [1/2]

void ROOT::Math::GSLRandomEngine::RandomArray	(	double *	begin,
		double *	end
	)		const

Generate an array of random numbers The iterators points to the random numbers

◆ RandomArray() [2/2]

template<class Iterator >

void ROOT::Math::GSLRandomEngine::RandomArray	(	Iterator	begin,
		Iterator	end
	)		const

inline

Generate an array of random numbers. The iterators points to the random numbers

Definition at line 142 of file GSLRndmEngines.h.

                                                            {
          for ( Iterator itr = begin; itr != end; ++itr ) {
             *itr = this->operator()();
          }
       }

References operator()().

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◆ Rayleigh()

double ROOT::Math::GSLRandomEngine::Rayleigh ( double sigma ) const

Rayleigh distribution

◆ Rndm()

double ROOT::Math::GSLRandomEngine::Rndm ( ) const

inline

Generate a random number between ]0,1] 0 is excluded and 1 is included

Definition at line 120 of file GSLRndmEngines.h.

120 { return (*this)(); }

◆ RndmInt()

unsigned long ROOT::Math::GSLRandomEngine::RndmInt ( unsigned long max ) const

Generate an integer number between [0,max-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned

Referenced by IntRndm().

◆ SetSeed()

void ROOT::Math::GSLRandomEngine::SetSeed ( unsigned int seed ) const

set the random generator seed

◆ SetType()

void ROOT::Math::GSLRandomEngine::SetType ( GSLRngWrapper * r )

inlineprotected

internal method used by the derived class to set the type of generators

Definition at line 309 of file GSLRndmEngines.h.

                                       {
          fRng = r;
       }

References fRng.

◆ Size()

unsigned int ROOT::Math::GSLRandomEngine::Size ( ) const

return the state size of generator

◆ tDist()

double ROOT::Math::GSLRandomEngine::tDist ( double nu ) const

t student distribution

◆ Terminate()

void ROOT::Math::GSLRandomEngine::Terminate ( )

delete pointer to contained rng

Friends And Related Function Documentation

◆ GSLMCIntegrator

friend class GSLMCIntegrator

friend

Definition at line 67 of file GSLRndmEngines.h.

Member Data Documentation

◆ fCurTime

unsigned int ROOT::Math::GSLRandomEngine::fCurTime

mutableprivate

Definition at line 322 of file GSLRndmEngines.h.

◆ fRng

GSLRngWrapper* ROOT::Math::GSLRandomEngine::fRng

private

Definition at line 321 of file GSLRndmEngines.h.

Referenced by Engine(), and SetType().

The documentation for this class was generated from the following file:

/home/build/builds/o5h8MZZm/0/mlz/bornagain/Fit/3rdparty/RootMinimizers/mathcore/Math/GSLRndmEngines.h

Description

Public Member Functions

Friends

Random Distributions

Constructor & Destructor Documentation

◆ GSLRandomEngine() [1/3]

◆ GSLRandomEngine() [2/3]

◆ GSLRandomEngine() [3/3]

◆ ~GSLRandomEngine()

Member Function Documentation

◆ Beta()

◆ Binomial()

◆ Cauchy()

◆ ChiSquare()

◆ Dir2D()

◆ Dir3D()

◆ Engine()

◆ Exponential()

◆ FDist()

◆ Gamma()

◆ Gaussian()

◆ Gaussian2D()

◆ GaussianRatio()

◆ GaussianTail()

◆ GaussianZig()

◆ Initialize()

◆ IntRndm()

◆ Landau()

◆ Logistic()

◆ LogNormal()

◆ MaxInt()

◆ MinInt()

◆ Multinomial()

◆ Name()

◆ NegativeBinomial()

◆ operator()()

◆ operator=()

◆ Pareto()

◆ Poisson()

◆ RandomArray() [1/2]

◆ RandomArray() [2/2]

◆ Rayleigh()

◆ Rndm()

◆ RndmInt()

◆ SetSeed()

◆ SetType()

◆ Size()

◆ tDist()

◆ Terminate()

Friends And Related Function Documentation

◆ GSLMCIntegrator

Member Data Documentation

◆ fCurTime

◆ fRng