CStdLibRandGenerator.cppGo to the documentation of this file.00001 /* ****************************************************************** ** 00002 ** OpenSees - Open System for Earthquake Engineering Simulation ** 00003 ** Pacific Earthquake Engineering Research Center ** 00004 ** ** 00005 ** ** 00006 ** (C) Copyright 2001, The Regents of the University of California ** 00007 ** All Rights Reserved. ** 00008 ** ** 00009 ** Commercial use of this program without express permission of the ** 00010 ** University of California, Berkeley, is strictly prohibited. See ** 00011 ** file 'COPYRIGHT' in main directory for information on usage and ** 00012 ** redistribution, and for a DISCLAIMER OF ALL WARRANTIES. ** 00013 ** ** 00014 ** Developed by: ** 00015 ** Frank McKenna (fmckenna@ce.berkeley.edu) ** 00016 ** Gregory L. Fenves (fenves@ce.berkeley.edu) ** 00017 ** Filip C. Filippou (filippou@ce.berkeley.edu) ** 00018 ** ** 00019 ** Reliability module developed by: ** 00020 ** Terje Haukaas (haukaas@ce.berkeley.edu) ** 00021 ** Armen Der Kiureghian (adk@ce.berkeley.edu) ** 00022 ** ** 00023 ** ****************************************************************** */ 00024 00025 // $Revision: 1.7 $ 00026 // $Date: 2005/03/21 21:35:56 $ 00027 // $Source: /usr/local/cvs/OpenSees/SRC/reliability/analysis/randomNumber/CStdLibRandGenerator.cpp,v $ 00028 00029 00030 // 00031 // Written by Terje Haukaas (haukaas@ce.berkeley.edu) 00032 // 00033 00034 #include <RandomNumberGenerator.h> 00035 #include <CStdLibRandGenerator.h> 00036 #include <NormalRV.h> 00037 #include <Vector.h> 00038 00039 00040 CStdLibRandGenerator::CStdLibRandGenerator() 00041 :RandomNumberGenerator() 00042 { 00043 generatedNumbers = 0; 00044 } 00045 00046 CStdLibRandGenerator::~CStdLibRandGenerator() 00047 { 00048 if (generatedNumbers != 0) 00049 delete generatedNumbers; 00050 } 00051 00052 00053 00054 00055 00056 int 00057 CStdLibRandGenerator::generate_nIndependentUniformNumbers(int n, double lower, double upper, int seedIn) 00058 { 00059 // Initial declarations 00060 int j; 00061 int randomNumberBetween0AndRAND_MAX; 00062 double randomNumberBetween0And1; 00063 Vector randomArray(n); 00064 00065 00066 // Create array of standard normal random numbers 00067 if (seedIn != 0) { 00068 srand(seedIn); 00069 } 00070 for ( j=0; j<n; j++) 00071 { 00072 // Generate a number between 0 and RAND_MAX 00073 randomNumberBetween0AndRAND_MAX = rand(); 00074 00075 // Modify it so that the value lies between 0 and 1 00076 randomNumberBetween0And1 = (double)randomNumberBetween0AndRAND_MAX/RAND_MAX; 00077 00078 // Transform according to uniform distribution 00079 randomArray(j) = (upper-lower)*randomNumberBetween0And1 + lower; 00080 } 00081 00082 seed = randomNumberBetween0AndRAND_MAX; 00083 00084 if (generatedNumbers == 0) { 00085 generatedNumbers = new Vector(n); 00086 } 00087 else if (generatedNumbers->Size() != n) { 00088 delete generatedNumbers; 00089 generatedNumbers = new Vector(n); 00090 } 00091 (*generatedNumbers) = randomArray; 00092 00093 00094 return 0; 00095 } 00096 00097 00098 00099 00100 int 00101 CStdLibRandGenerator::generate_nIndependentStdNormalNumbers(int n, int seedIn) 00102 { 00103 // Initial declarations 00104 int j; 00105 int randomNumberBetween0AndRAND_MAX; 00106 double randomNumberBetween0And1; 00107 Vector randomArray(n); 00108 NormalRV *aStdNormRV = 0; 00109 aStdNormRV = new NormalRV(1,0.0,1.0,0.0); 00110 00111 00112 // Check if computer ran out of memory 00113 if (aStdNormRV==0) { 00114 opserr << "CStdLibRandGenerator::generate_nIndependentStdNormalNumbers() - " << endln 00115 << " out of memory while instantiating internal objects." << endln; 00116 return -1; 00117 } 00118 00119 00120 // Create array of standard normal random numbers 00121 if (seedIn != 0) { 00122 srand(seedIn); 00123 } 00124 for ( j=0; j<n; j++) 00125 { 00126 // Generate a number between 0 and RAND_MAX 00127 randomNumberBetween0AndRAND_MAX = rand(); 00128 00129 // Modify it so that the value lies between 0 and 1 00130 randomNumberBetween0And1 = (double)randomNumberBetween0AndRAND_MAX/RAND_MAX; 00131 00132 00133 // Treat two special cases 00134 if (randomNumberBetween0And1 == 0.0) { 00135 randomNumberBetween0And1 = 0.0000001; 00136 } 00137 if (randomNumberBetween0And1 == 1.0) { 00138 randomNumberBetween0And1 = 0.9999999; 00139 } 00140 00141 00142 // Transform that number into a standard normal variable 00143 // Phi(z) = F(x) 00144 // z = invPhi( F(x) ) 00145 // where F(x) for the uniform distribution 00146 // from 0 to 1 in fact is equal to x itself. 00147 randomArray(j) = aStdNormRV->getInverseCDFvalue(randomNumberBetween0And1); 00148 } 00149 seed = randomNumberBetween0AndRAND_MAX; 00150 00151 if (generatedNumbers == 0) { 00152 generatedNumbers = new Vector(n); 00153 } 00154 else if (generatedNumbers->Size() != n) { 00155 delete generatedNumbers; 00156 generatedNumbers = new Vector(n); 00157 } 00158 (*generatedNumbers) = randomArray; 00159 00160 delete aStdNormRV; 00161 00162 return 0; 00163 } 00164 00165 00166 00167 Vector 00168 CStdLibRandGenerator::getGeneratedNumbers() 00169 { 00170 return (*generatedNumbers); 00171 } 00172 00173 00174 int 00175 CStdLibRandGenerator::getSeed() 00176 { 00177 return seed; 00178 }
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