#include typedef double Number; /* tests use of exponential deviates */ #include #include int main() { Number expdev(long*); long n,i; n = -1; for(i=1;i<20;i++){ cout << expdev(&n) << endl; n = 2*n; } return 0; } /**************************************************************/ /* Returns an exponentially distributed, positive, random deviate of unit mean, using random1 as the source of uniform deviates. */ Number expdev(long *idum) { Number random(long *idum); Number dum; do dum=random(idum); while (dum == 0.0); return -log(dum); } /* End of expdev routine */ /**************************************************************/ /**************************************************************/ /* routine random */ /* Generates random numbers between 0.0 and 1.0. Call with idum a negative number to initialize; thereafter, do not alter idum between successive deviates in a sequence. RNMX approximates the largest Numbering value that is less than 1.\ The period of this routine is ~ 10^8 */ #define IA 16807 #define IM 2147483647 #define AM (1.0/IM) #define IQ 127773 #define IR 2836 #define NTAB 32 #define NDIV (1+(IM-1)/NTAB) #define EPS 1.2e-7 #define RNMX (1.0-EPS) Number random(long *idum) { int j; long k; static long iy=0; static long iv[NTAB]; Number temp; if (*idum <= 0 || !iy) { /* initialize */ if (-(*idum) < 1) *idum=1; /* Be sure to prevent idum=0 */ else *idum = -(*idum); for (j=NTAB+7;j>=0;j--) { /* load the shuffle table after 8 warm-ups) */ k=(*idum)/IQ; *idum=IA*(*idum-k*IQ)-IR*k; if (*idum < 0) *idum += IM; if (j < NTAB) iv[j] = *idum; } iy=iv[0]; } k=(*idum)/IQ; /* Start here when not initializing */ *idum=IA*(*idum-k*IQ)-IR*k; /* Compute idum=(IA*idum) % IM without */ if (*idum < 0) *idum += IM; /* overflows by Schrage's method */ j=iy/NDIV; /* Will be in the range 0..NTAB-1. */ iy=iv[j]; /* Output previously stored value and */ iv[j] = *idum; /* refill the suffle table */ if ((temp=AM*iy) > RNMX) return RNMX; /* Because users don't expect endpoint values */ else return temp; } #undef IA #undef IM #undef AM #undef IQ #undef IR #undef NTAB #undef NDIV #undef EPS #undef RNMX /* End of random routine */ /**************************************************************/