zignor.cc File Reference

#include <limits.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include "zigrandom.h"

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Defines
#define	ZIGNOR_C   128
#define	ZIGNOR_R   3.442619855899
#define	ZIGNOR_V   9.91256303526217e-3
#define	ZIGNOR_STORE   64 * 4
#define	ZIGNOR_INVM   M_RAN_INVM32
#define	ZIGNOR32_STORE   64 * 4
Functions
static double	DRanNormalTail (double dMin, int iNegative)
static void	zigNorInit (int iC, double dR, double dV)
double	DRanNormalZig (void)
double	DRanNormalZigVec (void)
void	RanNormalSetSeedZig (int *piSeed, int cSeed)
void	RanNormalSetSeedZigVec (int *piSeed, int cSeed)
static void	zig32NorInit (int iC, double dR, double dV)
double	DRanNormalZig32 (void)
double	DRanNormalZig32Vec (void)
void	RanNormalSetSeedZig32 (int *piSeed, int cSeed)
void	RanNormalSetSeedZig32Vec (int *piSeed, int cSeed)
double	DRanQuanNormalZig (void)
double	DRanQuanNormalZigVec (void)
double	DRanQuanNormalZig32 (void)
double	DRanQuanNormalZig32Vec (void)
Variables
static double	s_adZigX [ZIGNOR_C+1]
static double	s_adZigR [ZIGNOR_C]
static unsigned int	s_auiZigTmp [ZIGNOR_STORE/4]
static unsigned int	s_auiZigBox [ZIGNOR_STORE]
static double	s_adZigRan [ZIGNOR_STORE+ZIGNOR_STORE/4]
static int	s_cZigStored = 0
static unsigned int	s_aiZigRm [ZIGNOR_C]
static double	s_adZigXm [ZIGNOR_C+1]
static unsigned int	s_auiZig32Ran [ZIGNOR32_STORE]
static unsigned int	s_auiZig32Box [ZIGNOR32_STORE]
static int	s_cZig32Stored = 0

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Detailed Description

========================================================================== This code is Copyright (C) 2005, Jurgen A. Doornik. Permission to use this code for non-commercial purposes is hereby given, provided proper reference is made to: Doornik, J.A. (2005), "An Improved Ziggurat Method to Generate Normal Random Samples", mimeo, Nuffield College, University of Oxford, and www.doornik.com/research. or the published version when available. This reference is still required when using modified versions of the code. This notice should be maintained in modified versions of the code. No warranty is given regarding the correctness of this code. ==========================================================================

Author:

Jurgen A. Doornik (Creator)

Definition in file zignor.cc.

---

Define Documentation

#define ZIGNOR32_STORE   64 * 4

Definition at line 203 of file zignor.cc.

Referenced by DRanNormalZig32Vec().

#define ZIGNOR_C   128

Definition at line 42 of file zignor.cc.

Referenced by RanNormalSetSeedZig(), and RanNormalSetSeedZig32().

#define ZIGNOR_INVM   M_RAN_INVM32

Definition at line 154 of file zignor.cc.

Referenced by DRanNormalZig32(), DRanNormalZig32Vec(), and zig32NorInit().

#define ZIGNOR_R   3.442619855899

Definition at line 43 of file zignor.cc.

Referenced by DRanNormalZig(), DRanNormalZig32(), DRanNormalZig32Vec(), DRanNormalZigVec(), RanNormalSetSeedZig(), and RanNormalSetSeedZig32().

#define ZIGNOR_STORE   64 * 4

Definition at line 92 of file zignor.cc.

Referenced by DRanNormalZigVec().

#define ZIGNOR_V   9.91256303526217e-3

Definition at line 45 of file zignor.cc.

Referenced by RanNormalSetSeedZig(), and RanNormalSetSeedZig32().

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Function Documentation

static double DRanNormalTail	(	double	dMin,
		int	iNegative
	)			[static]

Definition at line 32 of file zignor.cc.

Referenced by DRanNormalZig(), DRanNormalZig32(), DRanNormalZig32Vec(), and DRanNormalZigVec().

double DRanNormalZig

(

void

)

Definition at line 68 of file zignor.cc.

Referenced by DRanQuanNormalZig().

double DRanNormalZig32

(

void

)

Definition at line 180 of file zignor.cc.

Referenced by DRanQuanNormalZig32(), LocalizationParticleDistributionPolicy< ParticleT >::jiggle(), CreateMotionModel< ParticleT >::sampleNormal(), and HolonomicMotionModel< ParticleT >::updateMotion().

double DRanNormalZig32Vec

(

void

)

Definition at line 208 of file zignor.cc.

Referenced by DRanQuanNormalZig32Vec().

double DRanNormalZigVec

(

void

)

Definition at line 98 of file zignor.cc.

Referenced by DRanQuanNormalZigVec().

double DRanQuanNormalZig

(

void

)

Definition at line 262 of file zignor.cc.

double DRanQuanNormalZig32

(

void

)

Definition at line 270 of file zignor.cc.

double DRanQuanNormalZig32Vec

(

void

)

Definition at line 274 of file zignor.cc.

double DRanQuanNormalZigVec

(

void

)

Definition at line 266 of file zignor.cc.

void RanNormalSetSeedZig	(	int *	piSeed,
		int	cSeed
	)

Definition at line 141 of file zignor.cc.

Referenced by RanNormalSetSeedZigVec().

void RanNormalSetSeedZig32	(	int *	piSeed,
		int	cSeed
	)

Definition at line 249 of file zignor.cc.

Referenced by RanNormalSetSeedZig32Vec().

void RanNormalSetSeedZig32Vec	(	int *	piSeed,
		int	cSeed
	)

Definition at line 254 of file zignor.cc.

void RanNormalSetSeedZigVec	(	int *	piSeed,
		int	cSeed
	)

Definition at line 146 of file zignor.cc.

static void zig32NorInit	(	int	iC,
		double	dR,
		double	dV
	)			[static]

Definition at line 159 of file zignor.cc.

Referenced by RanNormalSetSeedZig32().

static void zigNorInit	(	int	iC,
		double	dR,
		double	dV
	)			[static]

Definition at line 51 of file zignor.cc.

Referenced by RanNormalSetSeedZig().

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Variable Documentation

double s_adZigR[ZIGNOR_C] [static]

Definition at line 49 of file zignor.cc.

double s_adZigRan[ZIGNOR_STORE+ZIGNOR_STORE/4] [static]

Definition at line 95 of file zignor.cc.

double s_adZigX[ZIGNOR_C+1] [static]

Definition at line 49 of file zignor.cc.

double s_adZigXm[ZIGNOR_C+1] [static]

Definition at line 157 of file zignor.cc.

unsigned int s_aiZigRm[ZIGNOR_C] [static]

Definition at line 156 of file zignor.cc.

unsigned int s_auiZig32Box[ZIGNOR32_STORE] [static]

Definition at line 205 of file zignor.cc.

unsigned int s_auiZig32Ran[ZIGNOR32_STORE] [static]

Definition at line 204 of file zignor.cc.

unsigned int s_auiZigBox[ZIGNOR_STORE] [static]

Definition at line 94 of file zignor.cc.

unsigned int s_auiZigTmp[ZIGNOR_STORE/4] [static]

Definition at line 93 of file zignor.cc.

int s_cZig32Stored = 0 [static]

Definition at line 206 of file zignor.cc.

int s_cZigStored = 0 [static]

Definition at line 96 of file zignor.cc.