--- a/src/core/random-variable.cc Wed May 02 15:23:35 2007 -0400
+++ b/src/core/random-variable.cc Thu May 03 14:19:33 2007 -0400
@@ -44,16 +44,33 @@
uint32_t RandomVariable::runNumber = 0;
bool RandomVariable::initialized = false; // True if RngStream seed set
-bool RandomVariable::useDevRandom = false; // True if use /dev/random desired
+bool RandomVariable::useDevRandom = false; // True if use /dev/random
bool RandomVariable::globalSeedSet = false; // True if GlobalSeed called
int RandomVariable::devRandom = -1;
-uint32_t RandomVariable::globalSeed[6];
+uint32_t RandomVariable::globalSeed[6];
unsigned long RandomVariable::heuristic_sequence;
+RngStream* RandomVariable::m_static_generator = 0;
+
+//the static object random_variable_initializer initializes the static members
+//of RandomVariable
+static class RandomVariableInitializer
+{
+ public:
+ RandomVariableInitializer()
+ {
+ RandomVariable::Initialize(); // sets the static package seed
+ RandomVariable::m_static_generator = new RngStream();
+ RandomVariable::m_static_generator->InitializeStream();
+ }
+ ~RandomVariableInitializer()
+ {
+ delete RandomVariable::m_static_generator;
+ }
+} random_variable_initializer;
RandomVariable::RandomVariable()
{
m_generator = new RngStream();
- RandomVariable::Initialize(); // sets the seed for the static object
m_generator->InitializeStream();
m_generator->ResetNthSubstream(RandomVariable::runNumber);
}
@@ -173,7 +190,7 @@
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
-// UniformVariable methods
+// UniformVariable
UniformVariable::UniformVariable()
: m_min(0), m_max(1.0) { }
@@ -192,6 +209,12 @@
{
return new UniformVariable(*this);
}
+
+double UniformVariable::GetSingleValue(double s, double l)
+{
+ return s + m_static_generator->RandU01() * (l - s);;
+}
+
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// ConstantVariable methods
@@ -291,6 +314,12 @@
{
return new ExponentialVariable(*this);
}
+double ExponentialVariable::GetSingleValue(double m, double b/*=0*/)
+{
+ double r = -m*log(m_static_generator->RandU01());
+ if (b != 0 && r > b) return b;
+ return r;
+}
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// ParetoVariable methods
@@ -322,6 +351,14 @@
{
return new ParetoVariable(*this);
}
+
+double ParetoVariable::GetSingleValue(double m, double s, double b/*=0*/)
+{
+ double scale = m * ( s - 1.0) / s;
+ double r = (scale * ( 1.0 / pow(m_static_generator->RandU01(), 1.0 / s)));
+ if (b != 0 && r > b) return b;
+ return r;
+}
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// WeibullVariable methods
@@ -348,14 +385,25 @@
{
return new WeibullVariable(*this);
}
+
+double WeibullVariable::GetSingleValue(double m, double s, double b/*=0*/)
+{
+ double exponent = 1.0 / s;
+ double r = m * pow( -log(m_static_generator->RandU01()), exponent);
+ if (b != 0 && r > b) return b;
+ return r;
+}
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// NormalVariable methods
+bool NormalVariable::m_static_nextValid = false;
+double NormalVariable::m_static_next;
const double NormalVariable::INFINITE_VALUE = 1e307;
+
NormalVariable::NormalVariable()
: m_mean(0.0), m_variance(1.0), m_bound(INFINITE_VALUE), m_nextValid(false){}
-NormalVariable::NormalVariable(double m, double v, double b)
+NormalVariable::NormalVariable(double m, double v, double b/*=INFINITE_VALUE*/)
: m_mean(m), m_variance(v), m_bound(b), m_nextValid(false) { }
NormalVariable::NormalVariable(const NormalVariable& c)
@@ -395,6 +443,34 @@
return new NormalVariable(*this);
}
+double NormalVariable::GetSingleValue(double m, double v, double b)
+{
+ if (m_static_nextValid)
+ { // use previously generated
+ m_static_nextValid = false;
+ return m_static_next;
+ }
+ while(1)
+ { // See Simulation Modeling and Analysis p. 466 (Averill Law)
+ // for algorithm
+ double u1 = m_static_generator->RandU01();
+ double u2 = m_static_generator->RandU01();;
+ double v1 = 2 * u1 - 1;
+ double v2 = 2 * u2 - 1;
+ double w = v1 * v1 + v2 * v2;
+ if (w <= 1.0)
+ { // Got good pair
+ double y = sqrt((-2 * log(w))/w);
+ m_static_next = m + v2 * y * sqrt(v);
+ if (fabs(m_static_next) > b) m_static_next = b * (m_static_next)/fabs(m_static_next);
+ m_static_nextValid = true;
+ double x1 = m + v1 * y * sqrt(v);
+ if (fabs(x1) > b) x1 = b * (x1)/fabs(x1);
+ return x1;
+ }
+ }
+}
+
//-----------------------------------------------------------------------------
//-----------------------------------------------------------------------------
// ValueCDF methods
@@ -533,9 +609,8 @@
}
LogNormalVariable::LogNormalVariable (double mu, double sigma)
+ :m_mu(mu), m_sigma(sigma)
{
- m_mu = mu;
- m_sigma = sigma;
}
// The code from this function was adapted from the GNU Scientific
@@ -588,5 +663,26 @@
return z;
}
+double LogNormalVariable::GetSingleValue(double sigma,double mu)
+{
+ double u, v, r2, normal, z;
+ do
+ {
+ /* choose x,y in uniform square (-1,-1) to (+1,+1) */
+ u = -1 + 2 * m_static_generator->RandU01 ();
+ v = -1 + 2 * m_static_generator->RandU01 ();
+
+ /* see if it is in the unit circle */
+ r2 = u * u + v * v;
+ }
+ while (r2 > 1.0 || r2 == 0);
+
+ normal = u * sqrt (-2.0 * log (r2) / r2);
+
+ z = exp (sigma * normal + mu);
+
+ return z;
+}
+
}//namespace ns3
--- a/src/core/random-variable.h Wed May 02 15:23:35 2007 -0400
+++ b/src/core/random-variable.h Thu May 03 14:19:33 2007 -0400
@@ -182,8 +182,10 @@
static int devRandom; // File handle for /dev/random
static uint32_t globalSeed[6]; // The global seed to use
static uint32_t runNumber;
+ friend class RandomVariableInitializer;
protected:
static unsigned long heuristic_sequence;
+ static RngStream* m_static_generator;
RngStream* m_generator; //underlying generator being wrapped
};
@@ -191,6 +193,13 @@
/**
* \brief The uniform distribution RNG for NS-3.
* \ingroup randomvariable
+ * This class supports the creation of objects that return random numbers
+ * from a fixed uniform distribution. It also supports the generation of
+ * single random numbers from various uniform distributions.
+ * \code
+ * UniformVariable x(0,10);
+ * x.GetValue(); //will always return numbers [0,10]
+ * UniformVariable::GetSingleValue(100,1000); //returns a value [100,1000]
*/
class UniformVariable : public RandomVariable {
public:
@@ -214,6 +223,13 @@
*/
virtual double GetValue();
virtual RandomVariable* Copy() const;
+public:
+ /**
+ * \param s Low end of the range
+ * \param l High end of the range
+ * \return A uniformly distributed random number between s and l
+ */
+ static double GetSingleValue(double s, double l);
private:
double m_min;
double m_max;
@@ -317,8 +333,16 @@
/**
* \brief Exponentially Distributed random var
* \ingroup randomvariable
+ * This class supports the creation of objects that return random numbers
+ * from a fixed exponential distribution. It also supports the generation of
+ * single random numbers from various exponential distributions.
+ * \code
+ * ExponentialVariable x(3.14);
+ * x.GetValue(); //will always return with mean 3.14
+ * ExponentialVariable::GetSingleValue(20.1); //returns with mean 20.1
+ * ExponentialVariable::GetSingleValue(108); //returns with mean 108
+ * \endcode
*
- * ExponentialVariable defines a random variable with an exponential distribution
*/
class ExponentialVariable : public RandomVariable {
public:
@@ -354,6 +378,13 @@
*/
virtual double GetValue();
virtual RandomVariable* Copy() const;
+public:
+ /**
+ * \param m The mean of the distribution from which the return value is drawn
+ * \param b The upper bound value desired, beyond which values get clipped
+ * \return A random number from an exponential distribution with mean m
+ */
+ static double GetSingleValue(double m, double b=0);
private:
double m_mean; // Mean value of RV
double m_bound; // Upper bound on value (if non-zero)
@@ -362,8 +393,17 @@
/**
* \brief ParetoVariable distributed random var
* \ingroup randomvariable
+ * This class supports the creation of objects that return random numbers
+ * from a fixed pareto distribution. It also supports the generation of
+ * single random numbers from various pareto distributions.
+ * \code
+ * ParetoVariable x(3.14);
+ * x.GetValue(); //will always return with mean 3.14
+ * ParetoVariable::GetSingleValue(20.1); //returns with mean 20.1
+ * ParetoVariable::GetSingleValue(108); //returns with mean 108
+ * \endcode
*/
-class ParetoVariable : public RandomVariable { //
+class ParetoVariable : public RandomVariable {
public:
/**
* Constructs a pareto random variable with a mean of 1 and a shape
@@ -389,6 +429,7 @@
/**
* \brief Constructs a pareto random variable with the specified mean
* \brief value, shape (alpha), and upper bound.
+ *
* Since pareto distributions can theoretically return unbounded values,
* it is sometimes useful to specify a fixed upper limit. Note however
* when the upper limit is specified, the true mean of the distribution
@@ -406,6 +447,17 @@
*/
virtual double GetValue();
virtual RandomVariable* Copy() const;
+public:
+ /**
+ * \param m The mean value of the distribution from which the return value
+ * is drawn.
+ * \param s The shape parameter of the distribution from which the return
+ * value is drawn.
+ * \param b The upper bound to which to restrict return values
+ * \return A random number from a Pareto distribution with mean m and shape
+ * parameter s.
+ */
+ static double GetSingleValue(double m, double s, double b=0);
private:
double m_mean; // Mean value of RV
double m_shape; // Shape parameter
@@ -415,6 +467,9 @@
/**
* \brief WeibullVariable distributed random var
* \ingroup randomvariable
+ * This class supports the creation of objects that return random numbers
+ * from a fixed weibull distribution. It also supports the generation of
+ * single random numbers from various weibull distributions.
*/
class WeibullVariable : public RandomVariable {
public:
@@ -460,6 +515,14 @@
*/
virtual double GetValue();
virtual RandomVariable* Copy() const;
+public:
+ /**
+ * \param m Mean value for the distribution.
+ * \param s Shape (alpha) parameter for the distribution.
+ * \param b Upper limit on returned values
+ * \return Random number from a distribution specified by m,s, and b
+ */
+ static double GetSingleValue(double m, double s, double b=0);
private:
double m_mean; // Mean value of RV
double m_alpha; // Shape parameter
@@ -469,6 +532,10 @@
/**
* \brief Class NormalVariable defines a random variable with a
* normal (Gaussian) distribution.
+ *
+ * This class supports the creation of objects that return random numbers
+ * from a fixed normal distribution. It also supports the generation of
+ * single random numbers from various normal distributions.
* \ingroup randomvariable
*/
class NormalVariable : public RandomVariable { // Normally Distributed random var
@@ -481,7 +548,6 @@
*/
NormalVariable();
-
/**
* \brief Construct a normal random variable with specified mean and variance
* \param m Mean value
@@ -497,12 +563,22 @@
*/
virtual double GetValue();
virtual RandomVariable* Copy() const;
+public:
+ /**
+ * \param m Mean value
+ * \param v Variance
+ * \param b Bound. The NormalVariable is bounded within +-bound.
+ * \return A random number from a distribution specified by m,v, and b.
+ */
+ static double GetSingleValue(double m, double v, double b = INFINITE_VALUE);
private:
double m_mean; // Mean value of RV
double m_variance; // Mean value of RV
double m_bound; // Bound on value (absolute value)
- bool m_nextValid; // True if next valid
+ bool m_nextValid; // True if next valid
double m_next; // The algorithm produces two values at a time
+ static bool m_static_nextValid;
+ static double m_static_next;
};
/**
@@ -620,6 +696,9 @@
* distribution. If one takes the natural logarithm of random
* variable following the log-normal distribution, the obtained values
* follow a normal distribution.
+ * This class supports the creation of objects that return random numbers
+ * from a fixed lognormal distribution. It also supports the generation of
+ * single random numbers from various lognormal distributions.
*/
class LogNormalVariable : public RandomVariable {
public:
@@ -645,6 +724,13 @@
*/
virtual double GetValue ();
virtual RandomVariable* Copy() const;
+public:
+ /**
+ * \param mu Mean value of the underlying normal distribution.
+ * \param sigma Standard deviation of the underlying normal distribution.
+ * \return A random number from the distribution specified by mu and sigma
+ */
+ static double GetSingleValue(double mu, double sigma);
private:
double m_mu;
double m_sigma;