/* randist/sphere.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2004 James Theiler, Brian Gough * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #include <config.h> #include <math.h> #include <gsl/gsl_rng.h> #include <gsl/gsl_randist.h> void gsl_ran_dir_2d (const gsl_rng * r, double *x, double *y) { /* This method avoids trig, but it does take an average of 8/pi = * 2.55 calls to the RNG, instead of one for the direct * trigonometric method. */ double u, v, s; do { u = -1 + 2 * gsl_rng_uniform (r); v = -1 + 2 * gsl_rng_uniform (r); s = u * u + v * v; } while (s > 1.0 || s == 0.0); /* This is the Von Neumann trick. See Knuth, v2, 3rd ed, p140 * (exercise 23). Note, no sin, cos, or sqrt ! */ *x = (u * u - v * v) / s; *y = 2 * u * v / s; /* Here is the more straightforward approach, * s = sqrt (s); *x = u / s; *y = v / s; * It has fewer total operations, but one of them is a sqrt */ } void gsl_ran_dir_2d_trig_method (const gsl_rng * r, double *x, double *y) { /* This is the obvious solution... */ /* It ain't clever, but since sin/cos are often hardware accelerated, * it can be faster -- it is on my home Pentium -- than von Neumann's * solution, or slower -- as it is on my Sun Sparc 20 at work */ double t = 6.2831853071795864 * gsl_rng_uniform (r); /* 2*PI */ *x = cos (t); *y = sin (t); } void gsl_ran_dir_3d (const gsl_rng * r, double *x, double *y, double *z) { double s, a; /* This is a variant of the algorithm for computing a random point * on the unit sphere; the algorithm is suggested in Knuth, v2, * 3rd ed, p136; and attributed to Robert E Knop, CACM, 13 (1970), * 326. */ /* Begin with the polar method for getting x,y inside a unit circle */ do { *x = -1 + 2 * gsl_rng_uniform (r); *y = -1 + 2 * gsl_rng_uniform (r); s = (*x) * (*x) + (*y) * (*y); } while (s > 1.0); *z = -1 + 2 * s; /* z uniformly distributed from -1 to 1 */ a = 2 * sqrt (1 - s); /* factor to adjust x,y so that x^2+y^2 * is equal to 1-z^2 */ *x *= a; *y *= a; } void gsl_ran_dir_nd (const gsl_rng * r, size_t n, double *x) { double d; size_t i; /* See Knuth, v2, 3rd ed, p135-136. The method is attributed to * G. W. Brown, in Modern Mathematics for the Engineer (1956). * The idea is that gaussians G(x) have the property that * G(x)G(y)G(z)G(...) is radially symmetric, a function only * r = sqrt(x^2+y^2+...) */ d = 0; do { for (i = 0; i < n; ++i) { x[i] = gsl_ran_gaussian (r, 1.0); d += x[i] * x[i]; } } while (d == 0); d = sqrt (d); for (i = 0; i < n; ++i) { x[i] /= d; } }

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