1 /**************************************************************************
2 * Copyright(c) 2001-2002, ALICE Experiment at CERN, All rights reserved. *
4 * Author: The ALICE Off-line Project. *
5 * Contributors are mentioned in the code where appropriate. *
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 **************************************************************************/
16 ////////////////////////////////////////////////////////////////////////
17 // Class used to generate correlated gaussian numbers with mean
18 // zero and known covariance matrix.
19 // Adapted from the Fortran code in Cernlib V122 (corset, corgen)
20 // F. James, Monte Carlo theory and practice,
21 // Rep. Prog. Phys. 43 (1980) 1145-1189.
22 // M.Masera 15.03.2001 9:30 - modified on 26.02.2002 17:40
23 ////////////////////////////////////////////////////////////////////////
28 #include "AliGausCorr.h"
32 //________________________________________________________
33 AliGausCorr::AliGausCorr()
35 // Default constructor
40 //________________________________________________________
41 AliGausCorr::AliGausCorr(const TMatrixD & vec, Int_t size)
43 // Standard constructor
45 fCv = new TMatrixD(fSize,fSize);
46 for(Int_t j=0;j<fSize;j++){
48 for(Int_t k=0;k<j;k++){
49 accum += (*fCv)(j,k)* (*fCv)(j,k);
51 (*fCv)(j,j)=TMath::Sqrt(TMath::Abs(vec(j,j)-accum));
52 for(Int_t i=j+1;i<fSize;i++){
54 for(Int_t k=0;k<j;k++){
55 accum+=(*fCv)(i,k)* (*fCv)(j,k);
57 (*fCv)(i,j) = (vec(i,j)-accum) / (*fCv)(j,j);
62 //________________________________________________________
63 AliGausCorr::AliGausCorr(const AliGausCorr & tgcorr)
68 fCv = new TMatrixD(fSize,fSize);
69 for(Int_t i=0;i<fSize;i++){
70 for(Int_t j=0;j<fSize;j++)(*fCv)(i,j)=(*tgcorr.fCv)(i,j);
74 //________________________________________________________
75 AliGausCorr::~AliGausCorr()
81 //________________________________________________________
82 void AliGausCorr::GetGaussN(TArrayD &vec) const
84 // return fSize correlated gaussian numbers
88 for(Int_t i=0; i<fSize; i++){
95 tmpv[i] = TMath::Sin(x)*TMath::Sqrt(-2*TMath::Log(y));
98 for(Int_t i=0;i<fSize;i++){
100 for(Int_t j=0;j<=i;j++)vec[i] += (*fCv)(i,j)* tmpv[j];
105 //________________________________________________________
106 void AliGausCorr::PrintCv() const
108 // Printout of the "square root" cov. matrix
109 printf("\n AliGausCorr - triangular matrix \n");
110 for(Int_t i=0; i<fSize;i++){
111 for(Int_t j=0;j<(fSize-1);j++){
113 printf("| %12.4f ",(*fCv)(i,j));
116 printf(" %12.4f ",(*fCv)(i,j));
119 printf(" %12.4f | \n",(*fCv)(i,fSize-1));
124 //________________________________________________________
125 AliGausCorr & AliGausCorr::operator=(const AliGausCorr & tgcorr)
127 if(&tgcorr != this && tgcorr.fSize!=fSize){
129 fSize = tgcorr.fSize;
130 fCv = new TMatrixD(fSize,fSize);
133 for(Int_t i=0;i<fSize;i++){
134 for(Int_t j=0;j<fSize;j++)(*fCv)(i,j)=(*tgcorr.fCv)(i,j);