HepRndmGenerators.cpp

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//====================================================================
//      Random Generator implementations
//--------------------------------------------------------------------
//
//  Package    : Gaudi/RndmGen ( The LHCb Offline System)
//  Author     : M.Frank
//  History    :
// +---------+----------------------------------------------+---------
// |    Date |                 Comment                      | Who
// +---------+----------------------------------------------+---------
// | 29/10/99| Initial version                              | MF
// +---------+----------------------------------------------+---------
//
//====================================================================
#define HEPRNDM_HEPRNDMGENSVC_CPP

// Framework include files
#include "GaudiKernel/ObjectFactory.h"

// STL include files
#include <iostream>
#include <cfloat>
#include <cmath>
#include <memory>

// The order of the following two include files is significant due to template specialisation
#include "RndmGen.h"
#include "RndmGenSvc.h"
#include "HepRndmGenerator.h"
#include "GaudiKernel/RndmGenerators.h"
#include "GaudiKernel/IIncidentSvc.h"

#include "CLHEP/Random/RandomEngine.h"
#include "CLHEP/Random/RandFlat.h"
#include "CLHEP/Random/RandGamma.h"
#include "CLHEP/Random/RandGaussQ.h"
#include "CLHEP/Random/RandPoisson.h"
#include "CLHEP/Random/RandGeneral.h"
#include "CLHEP/Random/RandStudentT.h"
#include "CLHEP/Random/RandBinomial.h"
#include "CLHEP/Random/RandChiSquare.h"
#include "CLHEP/Random/RandExponential.h"
#include "CLHEP/Random/RandBreitWigner.h"

// Handle CLHEP 2.0.x move to CLHEP namespace
namespace CLHEP { }
using namespace CLHEP;

namespace HepRndm  {

  // Specialized shoot function for flat distributed random number generation
  template <> double Generator<Rndm::Flat>::shoot()    const     {
    return RandFlat::shoot(m_hepEngine, m_specs->minimum(), m_specs->maximum());
  }

  // Specialized shoot function
  template <> double Generator<Rndm::Bit>::shoot()    const     {
    return RandFlat::shootBit(m_hepEngine);
  }

  // Specialized shoot function for Gauss distributed random number generation
  template <> double Generator<Rndm::Gauss>::shoot()    const     {
    return RandGaussQ::shoot(m_hepEngine, m_specs->mean(), m_specs->sigma());
  }

#ifdef __ICC
// disable icc remark #2259: non-pointer conversion from "X" to "Y" may lose significant bits
//   Mandatory because RandPoisson::shoot returns "long"
#pragma warning(push)
#pragma warning(disable:2259)
#endif
  // Specialized shoot function for Poisson distributed random number generation
  template <> double Generator<Rndm::Poisson>::shoot()    const     {
    return RandPoisson::shoot(m_hepEngine, m_specs->mean());
  }

#ifdef __ICC
// re-enable icc remark #2259
#pragma warning(pop)
#endif

  // Specialized shoot function
  template <> double Generator<Rndm::Exponential>::shoot()    const     {
    return RandExponential::shoot(m_hepEngine, m_specs->mean());
  }

  // Specialized shoot function
  template <> double Generator<Rndm::BreitWigner>::shoot()    const     {
    return RandBreitWigner::shoot(m_hepEngine, m_specs->mean(), m_specs->gamma());
  }

  // Specialized shoot function
  template <> double Generator<Rndm::BreitWignerCutOff>::shoot()    const     {
    return RandBreitWigner::shoot(m_hepEngine, m_specs->mean(), m_specs->gamma(), m_specs->cutOff());
  }

  // Specialized shoot function
  template <> double Generator<Rndm::Chi2>::shoot()    const     {
    return RandChiSquare::shoot(m_hepEngine, m_specs->nDOF());
  }

  // Specialized shoot function
  template <> double Generator<Rndm::StudentT>::shoot()    const     {
    return RandStudentT::shoot(m_hepEngine, m_specs->aValue());
  }

  template <> double Generator<Rndm::Gamma>::shoot()    const     {
    return RandGamma::shoot(m_hepEngine, m_specs->kValue(), m_specs->lambda());
  }

  // Specialized shoot function
  template <> double Generator<Rndm::Binomial>::shoot()    const     {
    return RandBinomial::shoot(m_hepEngine, m_specs->nEvent(), m_specs->probability());
  }

  /************************************************************************
  * Copyright(c) 1995-1999, The ROOT System, All rights reserved.         *
  * Authors: Rene Brun, Fons Rademakers.                                  *
  * For list of contributors see $ROOTSYS/AA_CREDITS.                     *
  *                                                                       *
  * Permission to use, copy, modify and distribute this software and its  *
  * documentation for non-commercial purposes is hereby granted without   *
  * fee, provided that the above copyright notice appears in all copies   *
  * and that both the copyright notice and this permission notice appear  *
  * in the supporting documentation. The authors make no claims about the *
  * suitability of this software for any purpose. It is provided "as is"  *
  * without express or implied warranty.                                  *
  ************************************************************************/
  // Specialized shoot function. The Landau distribution is not covered by
  // CLHEP yet. This is hacked up version from ROOT. The above copyright notice
  // should give the guys credit.
  template <> double Generator<Rndm::Landau>::shoot()    const     {
  //  Generate a random number following a Landau distribution
  //  with average value mean and rms
  //  Converted by Rene Brun from CERNLIB routine ranlan(G110)
  static double f[982] = {
       0       , 0       , 0       ,0        ,0        ,-2.244733,
      -2.204365,-2.168163,-2.135219,-2.104898,-2.076740,-2.050397,
      -2.025605,-2.002150,-1.979866,-1.958612,-1.938275,-1.918760,
      -1.899984,-1.881879,-1.864385,-1.847451,-1.831030,-1.815083,
      -1.799574,-1.784473,-1.769751,-1.755383,-1.741346,-1.727620,
      -1.714187,-1.701029,-1.688130,-1.675477,-1.663057,-1.650858,
      -1.638868,-1.627078,-1.615477,-1.604058,-1.592811,-1.581729,
      -1.570806,-1.560034,-1.549407,-1.538919,-1.528565,-1.518339,
      -1.508237,-1.498254,-1.488386,-1.478628,-1.468976,-1.459428,
      -1.449979,-1.440626,-1.431365,-1.422195,-1.413111,-1.404112,
      -1.395194,-1.386356,-1.377594,-1.368906,-1.360291,-1.351746,
      -1.343269,-1.334859,-1.326512,-1.318229,-1.310006,-1.301843,
      -1.293737,-1.285688,-1.277693,-1.269752,-1.261863,-1.254024,
      -1.246235,-1.238494,-1.230800,-1.223153,-1.215550,-1.207990,
      -1.200474,-1.192999,-1.185566,-1.178172,-1.170817,-1.163500,
      -1.156220,-1.148977,-1.141770,-1.134598,-1.127459,-1.120354,
      -1.113282,-1.106242,-1.099233,-1.092255,
      -1.085306,-1.078388,-1.071498,-1.064636,-1.057802,-1.050996,
      -1.044215,-1.037461,-1.030733,-1.024029,-1.017350,-1.010695,
      -1.004064, -.997456, -.990871, -.984308, -.977767, -.971247,
       -.964749, -.958271, -.951813, -.945375, -.938957, -.932558,
       -.926178, -.919816, -.913472, -.907146, -.900838, -.894547,
       -.888272, -.882014, -.875773, -.869547, -.863337, -.857142,
       -.850963, -.844798, -.838648, -.832512, -.826390, -.820282,
       -.814187, -.808106, -.802038, -.795982, -.789940, -.783909,
       -.777891, -.771884, -.765889, -.759906, -.753934, -.747973,
       -.742023, -.736084, -.730155, -.724237, -.718328, -.712429,
       -.706541, -.700661, -.694791, -.688931, -.683079, -.677236,
       -.671402, -.665576, -.659759, -.653950, -.648149, -.642356,
       -.636570, -.630793, -.625022, -.619259, -.613503, -.607754,
       -.602012, -.596276, -.590548, -.584825, -.579109, -.573399,
       -.567695, -.561997, -.556305, -.550618, -.544937, -.539262,
       -.533592, -.527926, -.522266, -.516611, -.510961, -.505315,
       -.499674, -.494037, -.488405, -.482777,
       -.477153, -.471533, -.465917, -.460305, -.454697, -.449092,
       -.443491, -.437893, -.432299, -.426707, -.421119, -.415534,
       -.409951, -.404372, -.398795, -.393221, -.387649, -.382080,
       -.376513, -.370949, -.365387, -.359826, -.354268, -.348712,
       -.343157, -.337604, -.332053, -.326503, -.320955, -.315408,
       -.309863, -.304318, -.298775, -.293233, -.287692, -.282152,
       -.276613, -.271074, -.265536, -.259999, -.254462, -.248926,
       -.243389, -.237854, -.232318, -.226783, -.221247, -.215712,
       -.210176, -.204641, -.199105, -.193568, -.188032, -.182495,
       -.176957, -.171419, -.165880, -.160341, -.154800, -.149259,
       -.143717, -.138173, -.132629, -.127083, -.121537, -.115989,
       -.110439, -.104889, -.099336, -.093782, -.088227, -.082670,
       -.077111, -.071550, -.065987, -.060423, -.054856, -.049288,
       -.043717, -.038144, -.032569, -.026991, -.021411, -.015828,
       -.010243, -.004656,  .000934,  .006527,  .012123,  .017722,
        .023323,  .028928,  .034535,  .040146,  .045759,  .051376,
        .056997,  .062620,  .068247,  .073877,
        .079511,  .085149,  .090790,  .096435,  .102083,  .107736,
        .113392,  .119052,  .124716,  .130385,  .136057,  .141734,
        .147414,  .153100,  .158789,  .164483,  .170181,  .175884,
        .181592,  .187304,  .193021,  .198743,  .204469,  .210201,
        .215937,  .221678,  .227425,  .233177,  .238933,  .244696,
        .250463,  .256236,  .262014,  .267798,  .273587,  .279382,
        .285183,  .290989,  .296801,  .302619,  .308443,  .314273,
        .320109,  .325951,  .331799,  .337654,  .343515,  .349382,
        .355255,  .361135,  .367022,  .372915,  .378815,  .384721,
        .390634,  .396554,  .402481,  .408415,  .414356,  .420304,
        .426260,  .432222,  .438192,  .444169,  .450153,  .456145,
        .462144,  .468151,  .474166,  .480188,  .486218,  .492256,
        .498302,  .504356,  .510418,  .516488,  .522566,  .528653,
        .534747,  .540850,  .546962,  .553082,  .559210,  .565347,
        .571493,  .577648,  .583811,  .589983,  .596164,  .602355,
        .608554,  .614762,  .620980,  .627207,  .633444,  .639689,
        .645945,  .652210,  .658484,  .664768,
        .671062,  .677366,  .683680,  .690004,  .696338,  .702682,
        .709036,  .715400,  .721775,  .728160,  .734556,  .740963,
        .747379,  .753807,  .760246,  .766695,  .773155,  .779627,
        .786109,  .792603,  .799107,  .805624,  .812151,  .818690,
        .825241,  .831803,  .838377,  .844962,  .851560,  .858170,
        .864791,  .871425,  .878071,  .884729,  .891399,  .898082,
        .904778,  .911486,  .918206,  .924940,  .931686,  .938446,
        .945218,  .952003,  .958802,  .965614,  .972439,  .979278,
        .986130,  .992996,  .999875, 1.006769, 1.013676, 1.020597,
       1.027533, 1.034482, 1.041446, 1.048424, 1.055417, 1.062424,
       1.069446, 1.076482, 1.083534, 1.090600, 1.097681, 1.104778,
       1.111889, 1.119016, 1.126159, 1.133316, 1.140490, 1.147679,
       1.154884, 1.162105, 1.169342, 1.176595, 1.183864, 1.191149,
       1.198451, 1.205770, 1.213105, 1.220457, 1.227826, 1.235211,
       1.242614, 1.250034, 1.257471, 1.264926, 1.272398, 1.279888,
       1.287395, 1.294921, 1.302464, 1.310026, 1.317605, 1.325203,
       1.332819, 1.340454, 1.348108, 1.355780,
       1.363472, 1.371182, 1.378912, 1.386660, 1.394429, 1.402216,
       1.410024, 1.417851, 1.425698, 1.433565, 1.441453, 1.449360,
       1.457288, 1.465237, 1.473206, 1.481196, 1.489208, 1.497240,
       1.505293, 1.513368, 1.521465, 1.529583, 1.537723, 1.545885,
       1.554068, 1.562275, 1.570503, 1.578754, 1.587028, 1.595325,
       1.603644, 1.611987, 1.620353, 1.628743, 1.637156, 1.645593,
       1.654053, 1.662538, 1.671047, 1.679581, 1.688139, 1.696721,
       1.705329, 1.713961, 1.722619, 1.731303, 1.740011, 1.748746,
       1.757506, 1.766293, 1.775106, 1.783945, 1.792810, 1.801703,
       1.810623, 1.819569, 1.828543, 1.837545, 1.846574, 1.855631,
       1.864717, 1.873830, 1.882972, 1.892143, 1.901343, 1.910572,
       1.919830, 1.929117, 1.938434, 1.947781, 1.957158, 1.966566,
       1.976004, 1.985473, 1.994972, 2.004503, 2.014065, 2.023659,
       2.033285, 2.042943, 2.052633, 2.062355, 2.072110, 2.081899,
       2.091720, 2.101575, 2.111464, 2.121386, 2.131343, 2.141334,
       2.151360, 2.161421, 2.171517, 2.181648, 2.191815, 2.202018,
       2.212257, 2.222533, 2.232845, 2.243195,
       2.253582, 2.264006, 2.274468, 2.284968, 2.295507, 2.306084,
       2.316701, 2.327356, 2.338051, 2.348786, 2.359562, 2.370377,
       2.381234, 2.392131, 2.403070, 2.414051, 2.425073, 2.436138,
       2.447246, 2.458397, 2.469591, 2.480828, 2.492110, 2.503436,
       2.514807, 2.526222, 2.537684, 2.549190, 2.560743, 2.572343,
       2.583989, 2.595682, 2.607423, 2.619212, 2.631050, 2.642936,
       2.654871, 2.666855, 2.678890, 2.690975, 2.703110, 2.715297,
       2.727535, 2.739825, 2.752168, 2.764563, 2.777012, 2.789514,
       2.802070, 2.814681, 2.827347, 2.840069, 2.852846, 2.865680,
       2.878570, 2.891518, 2.904524, 2.917588, 2.930712, 2.943894,
       2.957136, 2.970439, 2.983802, 2.997227, 3.010714, 3.024263,
       3.037875, 3.051551, 3.065290, 3.079095, 3.092965, 3.106900,
       3.120902, 3.134971, 3.149107, 3.163312, 3.177585, 3.191928,
       3.206340, 3.220824, 3.235378, 3.250005, 3.264704, 3.279477,
       3.294323, 3.309244, 3.324240, 3.339312, 3.354461, 3.369687,
       3.384992, 3.400375, 3.415838, 3.431381, 3.447005, 3.462711,
       3.478500, 3.494372, 3.510328, 3.526370,
       3.542497, 3.558711, 3.575012, 3.591402, 3.607881, 3.624450,
       3.641111, 3.657863, 3.674708, 3.691646, 3.708680, 3.725809,
       3.743034, 3.760357, 3.777779, 3.795300, 3.812921, 3.830645,
       3.848470, 3.866400, 3.884434, 3.902574, 3.920821, 3.939176,
       3.957640, 3.976215, 3.994901, 4.013699, 4.032612, 4.051639,
       4.070783, 4.090045, 4.109425, 4.128925, 4.148547, 4.168292,
       4.188160, 4.208154, 4.228275, 4.248524, 4.268903, 4.289413,
       4.310056, 4.330832, 4.351745, 4.372794, 4.393982, 4.415310,
       4.436781, 4.458395, 4.480154, 4.502060, 4.524114, 4.546319,
       4.568676, 4.591187, 4.613854, 4.636678, 4.659662, 4.682807,
       4.706116, 4.729590, 4.753231, 4.777041, 4.801024, 4.825179,
       4.849511, 4.874020, 4.898710, 4.923582, 4.948639, 4.973883,
       4.999316, 5.024942, 5.050761, 5.076778, 5.102993, 5.129411,
       5.156034, 5.182864, 5.209903, 5.237156, 5.264625, 5.292312,
       5.320220, 5.348354, 5.376714, 5.405306, 5.434131, 5.463193,
       5.492496, 5.522042, 5.551836, 5.581880, 5.612178, 5.642734,
       5.673552, 5.704634, 5.735986, 5.767610,
       5.799512, 5.831694, 5.864161, 5.896918, 5.929968, 5.963316,
       5.996967, 6.030925, 6.065194, 6.099780, 6.134687, 6.169921,
       6.205486, 6.241387, 6.277630, 6.314220, 6.351163, 6.388465,
       6.426130, 6.464166, 6.502578, 6.541371, 6.580553, 6.620130,
       6.660109, 6.700495, 6.741297, 6.782520, 6.824173, 6.866262,
       6.908795, 6.951780, 6.995225, 7.039137, 7.083525, 7.128398,
       7.173764, 7.219632, 7.266011, 7.312910, 7.360339, 7.408308,
       7.456827, 7.505905, 7.555554, 7.605785, 7.656608, 7.708035,
       7.760077, 7.812747, 7.866057, 7.920019, 7.974647, 8.029953,
       8.085952, 8.142657, 8.200083, 8.258245, 8.317158, 8.376837,
       8.437300, 8.498562, 8.560641, 8.623554, 8.687319, 8.751955,
       8.817481, 8.883916, 8.951282, 9.019600, 9.088889, 9.159174,
       9.230477, 9.302822, 9.376233, 9.450735, 9.526355, 9.603118,
       9.681054, 9.760191, 9.840558, 9.922186,10.005107,10.089353,
      10.174959,10.261958,10.350389,10.440287,10.531693,10.624646,
      10.719188,10.815362,10.913214,11.012789,11.114137,11.217307,
      11.322352,11.429325,11.538283,11.649285,
      11.762390,11.877664,11.995170,12.114979,12.237161,12.361791,
      12.488946,12.618708,12.751161,12.886394,13.024498,13.165570,
      13.309711,13.457026,13.607625,13.761625,13.919145,14.080314,
      14.245263,14.414134,14.587072,14.764233,14.945778,15.131877,
      15.322712,15.518470,15.719353,15.925570,16.137345,16.354912,
      16.578520,16.808433,17.044929,17.288305,17.538873,17.796967,
      18.062943,18.337176,18.620068,18.912049,19.213574,19.525133,
      19.847249,20.180480,20.525429,20.882738,21.253102,21.637266,
      22.036036,22.450278,22.880933,23.329017,23.795634,24.281981,
      24.789364,25.319207,25.873062,26.452634,27.059789,27.696581,
      28.365274,29.068370,29.808638,30.589157,31.413354,32.285060,
      33.208568,34.188705,35.230920,36.341388,37.527131,38.796172,
      40.157721,41.622399,43.202525,44.912465,46.769077,48.792279,
      51.005773,53.437996,56.123356,59.103894 };

    if ( m_specs->sigma() > 0 )    {
      double mean = m_specs->mean();
      double sigma = m_specs->sigma();
      double x = RandFlat::shoot(m_hepEngine, 0., 1.);
      double u = 1000.0*x;
      long i = long(u);
      double ranlan, v;
      u -= i;
      if (i >= 70 && i < 800) {
         ranlan = f[i-1] + u*(f[i] - f[i-1]);
      } else if (i >= 7 && i <= 980) {
         ranlan =  f[i-1] + u*(f[i]-f[i-1]-0.25*(1-u)*(f[i+1]-f[i]-f[i-1]+f[i-2]));
      } else if (i < 7) {
         v = log(x);
         u = 1/v;
         ranlan = ((0.99858950+(3.45213058E1+1.70854528E1*u)*u)/
                   (1         +(3.41760202E1+4.01244582  *u)*u))*
                   (-log(-0.91893853-v)-1);
      } else {
         u = 1-x;
         v = u*u;
         if (x <= 0.999) {
          ranlan = (1.00060006+2.63991156E2*u+4.37320068E3*v)/
                  ((1         +2.57368075E2*u+3.41448018E3*v)*u);
         } else {
          ranlan = (1.00001538+6.07514119E3*u+7.34266409E5*v)/
                  ((1         +6.06511919E3*u+6.94021044E5*v)*u);
         }
      }
      return mean + sigma*ranlan;
    }
    return DBL_MAX;
  }

  template <>
  class Generator<Rndm::DefinedPdf> : public RndmGen   {
  protected:
    std::unique_ptr<RandGeneral>     m_generator;
    HepRandomEngine* m_hepEngine = nullptr;
  public:
    Generator(IInterface* engine)
    : RndmGen (engine) {
    }
    ~Generator() override = default;
    StatusCode initialize(const IRndmGen::Param& par)  override  {
      StatusCode status = RndmGen::initialize(par);
      if ( status.isSuccess() )   {
        try   {
          Rndm::DefinedPdf* specs = dynamic_cast<Rndm::DefinedPdf*>(m_params.get());
          if ( specs )  {
            m_generator.reset( new RandGeneral( &specs->pdf()[0],
                                           specs->pdf().size(),
                                           specs->interpolation()) );
            BaseEngine* engine = dynamic_cast<BaseEngine*>(m_engine.get());
            if ( engine )    {
              m_hepEngine = engine->hepEngine();
              if ( m_hepEngine )   {
                return StatusCode::SUCCESS;
              }
            }
          }
        }
        catch (...)   {
        }
      }
      return StatusCode::FAILURE;
    }
    StatusCode finalize() override   {
      m_generator.reset();
      return RndmGen::finalize();
    }
    double shoot() const override    {
      return m_generator->shoot(m_hepEngine);
    }
  };

#ifdef __ICC
// disable icc remark #1572: floating-point equality and inequality comparisons are unreliable
//   The comparison is meant
#pragma warning(push)
#pragma warning(disable:1572)
#endif
  // Specialized shoot function
  template <> double Generator<Rndm::GaussianTail>::shoot()    const     {
    /* Code obtained and adapted from GSL
     gsl_ran_gaussian_tail (const gsl_rng * r, const double a, const double sigma)
     Returns a gaussian random variable larger than a
     This implementation does one-sided upper-tailed deviates.
    */
    double a = m_specs->cut();
    double sigma = m_specs->sigma();
    double s = a / sigma;
    if (s < 1) {
      /* For small s, use a direct rejection method. The limit s < 1
         can be adjusted to optimise the overall efficiency */
      double x;
      do {
          //x = gsl_ran_gaussian (r, 1.0);
        x = RandGaussQ::shoot(m_hepEngine, 0.0, 1.0);
      } while (x < s);
      return x * sigma;
    } else {
      /* Use the "supertail" deviates from the last two steps
       * of Marsaglia's rectangle-wedge-tail method, as described
       * in Knuth, v2, 3rd ed, pp 123-128.  (See also exercise 11, p139,
       * and the solution, p586.)
       */
      double u, v, x;
      do {
          // u = gsl_rng_uniform (r);
        u = RandFlat::shoot(m_hepEngine);
        do {
          // v = gsl_rng_uniform (r);
          v = RandFlat::shoot(m_hepEngine);
        } while (v == 0.0);
          x = sqrt (s * s - 2 * log (v));
      } while (x * u > s);
      return x * sigma;
    }
#ifdef __ICC
// re-enable icc remark #1572
#pragma warning(pop)
#endif
  }
}

using namespace Rndm;
#define DECLARE_GENERATOR_FACTORY(x,i)   \
  typedef HepRndm::Generator<x> b##i; \
  DECLARE_FACTORY_WITH_ID(b##i,x::typeID(),ObjFactory)


DECLARE_GENERATOR_FACTORY(Bit,1)
DECLARE_GENERATOR_FACTORY(Flat,2)
DECLARE_GENERATOR_FACTORY(Chi2,3)
DECLARE_GENERATOR_FACTORY(Gamma,4)
DECLARE_GENERATOR_FACTORY(Gauss,5)
DECLARE_GENERATOR_FACTORY(Landau,6)
DECLARE_GENERATOR_FACTORY(Poisson,7)
DECLARE_GENERATOR_FACTORY(StudentT,8)
DECLARE_GENERATOR_FACTORY(Binomial,9)
DECLARE_GENERATOR_FACTORY(Exponential,10)
DECLARE_GENERATOR_FACTORY(BreitWigner,11)
DECLARE_GENERATOR_FACTORY(BreitWignerCutOff,12)
DECLARE_GENERATOR_FACTORY(DefinedPdf,13)
DECLARE_GENERATOR_FACTORY(GaussianTail,14)