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Added Box-Muller method to generate normal distributed RV

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This commit is contained in:
Steffen Vogel 2015-05-19 16:53:39 +02:00
parent 68648f03a1
commit 82a1b36820
2 changed files with 43 additions and 0 deletions
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11
server/include/utils.h
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@ -81,6 +81,17 @@ struct timespec;
*/
extern pthread_t _mtid;
/** Normal random variate generator using the Box-Muller method
*
* @param m Mean
* @param s Standard deviation
* @return Normal variate random variable (Gaussian)
*/
double box_muller(float m, float s);
/** Double precission uniform random variable */
double randf();
/** Safely append a format string to an existing string.
*
* This function is similar to strlcat() from BSD.

32
server/src/utils.c
View file

@ -27,6 +27,38 @@
pthread_t _mtid;
double box_muller(float m, float s)
{
double x1, x2, y1;
static double y2;
static int use_last = 0;
if (use_last) { /* use value from previous call */
y1 = y2;
use_last = 0;
}
else {
double w;
do {
x1 = 2.0 * randf() - 1.0;
x2 = 2.0 * randf() - 1.0;
w = x1*x1 + x2*x2;
} while (w >= 1.0);
w = sqrt(-2.0 * log(w) / w);
y1 = x1 * w;
y2 = x2 * w;
use_last = 1;
}
return m + y1 * s;
}
double randf()
{
return (double) random() / RAND_MAX;
}
void die()
{
if (pthread_equal(_mtid, pthread_self()))