cern.jet.random.Hyperbolic Maven / Gradle / Ivy

/*
Copyright (c) 1999 CERN - European Organization for Nuclear Research.
Permission to use, copy, modify, distribute and sell this software and its documentation for any purpose 
is hereby granted without fee, provided that the above copyright notice appear in all copies and 
that both that copyright notice and this permission notice appear in supporting documentation. 
CERN makes no representations about the suitability of this software for any purpose. 
It is provided "as is" without expressed or implied warranty.
*/
package cern.jet.random;

import cern.jet.random.engine.RandomEngine;
/**
 * Hyperbolic distribution. 
 * 
 * Valid parameter ranges: alpha > 0 and beta > 0.            
 * 

 * Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
 * 

 * Static methods operate on a default uniform random number generator; they are synchronized.
 * 
 * Implementation:
 * 
Method: Non-Universal Rejection.
 * High performance implementation.
 * This is a port of hyplc.c from the C-RAND / WIN-RAND library.
 * C-RAND's implementation, in turn, is based upon
 * 
 * L. Devroye (1986): Non-Uniform Random Variate Generation, Springer Verlag, New York.
 *
 * @author [email protected]
 * @version 1.0, 09/24/99
 */
public class Hyperbolic extends AbstractContinousDistribution {
	protected double alpha;
	protected double beta;

	// cached values shared for generateHyperbolic(...)
	protected double a_setup =  0.0, b_setup = -1.0;
	protected double x, u, v, e;
	protected double hr, hl, s, pm, pr, samb, pmr, mpa_1, mmb_1; 


	// The uniform random number generated shared by all static methods.
	protected static Hyperbolic shared = new Hyperbolic(10.0,10.0,makeDefaultGenerator());
/**
 * Constructs a Beta distribution.
 */
public Hyperbolic(double alpha, double beta, RandomEngine randomGenerator) {
	setRandomGenerator(randomGenerator);
	setState(alpha,beta);
}
/**
 * Returns a random number from the distribution.
 */
public double nextDouble() {
	return nextDouble(alpha, beta);
}
/**
 * Returns a hyperbolic distributed random number; bypasses the internal state.
 */
public double nextDouble(double alpha, double beta) {
/******************************************************************
 *                                                                *
 *        Hyperbolic Distribution - Non-Universal Rejection       *
 *                                                                *
 ******************************************************************
 *                                                                *
 * FUNCTION   : - hyplc.c samples a random number from the        *
 *                hyperbolic distribution with shape parameter a  *
 *                and b valid for a>0 and |b|static methods.
 * @param randomGenerator the new uniform random number generator to be shared.
 */
private static void xstaticSetRandomGenerator(RandomEngine randomGenerator) {
	synchronized (shared) {
		shared.setRandomGenerator(randomGenerator);
	}
}
}