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740ebff3 | 1 | /************************************************************************** |
2 | * Copyright(c) 2001-2002, ALICE Experiment at CERN, All rights reserved. * | |
3 | * * | |
4 | * Author: The ALICE Off-line Project. * | |
5 | * Contributors are mentioned in the code where appropriate. * | |
6 | * * | |
7 | * Permission to use, copy, modify and distribute this software and its * | |
8 | * documentation strictly for non-commercial purposes is hereby granted * | |
9 | * without fee, provided that the above copyright notice appears in all * | |
10 | * copies and that both the copyright notice and this permission notice * | |
11 | * appear in the supporting documentation. The authors make no claims * | |
12 | * about the suitability of this software for any purpose. It is * | |
13 | * provided "as is" without express or implied warranty. * | |
14 | **************************************************************************/ | |
15 | ||
acd84897 | 16 | /* $Id$ */ |
fb17acd4 | 17 | |
740ebff3 | 18 | //////////////////////////////////////////////////////////////////////// |
19 | // Class used to generate correlated gaussian numbers with mean | |
20 | // zero and known covariance matrix. | |
21 | // Adapted from the Fortran code in Cernlib V122 (corset, corgen) | |
22 | // F. James, Monte Carlo theory and practice, | |
23 | // Rep. Prog. Phys. 43 (1980) 1145-1189. | |
24 | // M.Masera 15.03.2001 9:30 - modified on 26.02.2002 17:40 | |
25 | //////////////////////////////////////////////////////////////////////// | |
e2afb3b6 | 26 | |
b16a1b1e | 27 | #include <Riostream.h> |
740ebff3 | 28 | #include <TArrayD.h> |
3010c308 | 29 | #include <TMath.h> |
740ebff3 | 30 | #include <TRandom.h> |
116cbefd | 31 | |
740ebff3 | 32 | #include "AliGausCorr.h" |
33 | ||
34 | ClassImp(AliGausCorr) | |
35 | ||
e2afb3b6 | 36 | //_______________________________________________________________________ |
37 | AliGausCorr::AliGausCorr(): | |
38 | fSize(0), | |
39 | fCv(0) | |
740ebff3 | 40 | { |
e2afb3b6 | 41 | // |
740ebff3 | 42 | // Default constructor |
e2afb3b6 | 43 | // |
740ebff3 | 44 | } |
45 | ||
e2afb3b6 | 46 | //_______________________________________________________________________ |
47 | AliGausCorr::AliGausCorr(const TMatrixD & vec, Int_t size): | |
48 | fSize(size), | |
49 | fCv(new TMatrixD(fSize,fSize)) | |
740ebff3 | 50 | { |
e2afb3b6 | 51 | // |
740ebff3 | 52 | // Standard constructor |
e2afb3b6 | 53 | // |
740ebff3 | 54 | for(Int_t j=0;j<fSize;j++){ |
55 | double accum = 0; | |
56 | for(Int_t k=0;k<j;k++){ | |
57 | accum += (*fCv)(j,k)* (*fCv)(j,k); | |
58 | } | |
59 | (*fCv)(j,j)=TMath::Sqrt(TMath::Abs(vec(j,j)-accum)); | |
60 | for(Int_t i=j+1;i<fSize;i++){ | |
61 | accum = 0; | |
62 | for(Int_t k=0;k<j;k++){ | |
63 | accum+=(*fCv)(i,k)* (*fCv)(j,k); | |
64 | } | |
65 | (*fCv)(i,j) = (vec(i,j)-accum) / (*fCv)(j,j); | |
66 | } | |
67 | } | |
68 | } | |
69 | ||
e2afb3b6 | 70 | //_______________________________________________________________________ |
71 | AliGausCorr::AliGausCorr(const AliGausCorr & tgcorr): | |
72 | TObject(tgcorr), | |
73 | fSize(tgcorr.fSize), | |
74 | fCv(new TMatrixD(fSize,fSize)) | |
740ebff3 | 75 | { |
e2afb3b6 | 76 | // |
740ebff3 | 77 | // Copy contructor |
e2afb3b6 | 78 | // |
740ebff3 | 79 | for(Int_t i=0;i<fSize;i++){ |
80 | for(Int_t j=0;j<fSize;j++)(*fCv)(i,j)=(*tgcorr.fCv)(i,j); | |
81 | } | |
82 | } | |
83 | ||
e2afb3b6 | 84 | //_______________________________________________________________________ |
740ebff3 | 85 | AliGausCorr::~AliGausCorr() |
86 | { | |
87 | // Destructor | |
88 | delete fCv; | |
89 | } | |
90 | ||
e2afb3b6 | 91 | //_______________________________________________________________________ |
740ebff3 | 92 | void AliGausCorr::GetGaussN(TArrayD &vec) const |
93 | { | |
94 | // return fSize correlated gaussian numbers | |
95 | ||
96 | TArrayD tmpv(fSize); | |
97 | ||
98 | for(Int_t i=0; i<fSize; i++){ | |
99 | Double_t x, y, z; | |
100 | do { | |
101 | y = gRandom->Rndm(); | |
102 | } while (!y); | |
103 | z = gRandom->Rndm(); | |
104 | x = z * 6.283185; | |
105 | tmpv[i] = TMath::Sin(x)*TMath::Sqrt(-2*TMath::Log(y)); | |
106 | } | |
107 | ||
108 | for(Int_t i=0;i<fSize;i++){ | |
109 | vec[i]=0; | |
110 | for(Int_t j=0;j<=i;j++)vec[i] += (*fCv)(i,j)* tmpv[j]; | |
111 | } | |
112 | ||
113 | } | |
114 | ||
e2afb3b6 | 115 | //_______________________________________________________________________ |
740ebff3 | 116 | void AliGausCorr::PrintCv() const |
117 | { | |
118 | // Printout of the "square root" cov. matrix | |
119 | printf("\n AliGausCorr - triangular matrix \n"); | |
120 | for(Int_t i=0; i<fSize;i++){ | |
121 | for(Int_t j=0;j<(fSize-1);j++){ | |
122 | if(j==0){ | |
123 | printf("| %12.4f ",(*fCv)(i,j)); | |
124 | } | |
125 | else { | |
126 | printf(" %12.4f ",(*fCv)(i,j)); | |
127 | } | |
128 | } | |
129 | printf(" %12.4f | \n",(*fCv)(i,fSize-1)); | |
130 | } | |
131 | printf("\n"); | |
132 | } | |
133 | ||
e2afb3b6 | 134 | //_______________________________________________________________________ |
740ebff3 | 135 | AliGausCorr & AliGausCorr::operator=(const AliGausCorr & tgcorr) |
136 | { | |
5d8718b8 | 137 | // Assignment operator |
740ebff3 | 138 | if(&tgcorr != this && tgcorr.fSize!=fSize){ |
139 | if(fCv)delete fCv; | |
140 | fSize = tgcorr.fSize; | |
141 | fCv = new TMatrixD(fSize,fSize); | |
142 | } | |
143 | if(&tgcorr != this){ | |
144 | for(Int_t i=0;i<fSize;i++){ | |
145 | for(Int_t j=0;j<fSize;j++)(*fCv)(i,j)=(*tgcorr.fCv)(i,j); | |
146 | } | |
147 | } | |
148 | ||
149 | return *this; | |
150 | } |