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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>
740ebff3 29#include <TRandom.h>
116cbefd 30
740ebff3 31#include "AliGausCorr.h"
32
33ClassImp(AliGausCorr)
34
e2afb3b6 35//_______________________________________________________________________
36AliGausCorr::AliGausCorr():
37 fSize(0),
38 fCv(0)
740ebff3 39{
e2afb3b6 40 //
740ebff3 41 // Default constructor
e2afb3b6 42 //
740ebff3 43}
44
e2afb3b6 45//_______________________________________________________________________
46AliGausCorr::AliGausCorr(const TMatrixD & vec, Int_t size):
47 fSize(size),
48 fCv(new TMatrixD(fSize,fSize))
740ebff3 49{
e2afb3b6 50 //
740ebff3 51 // Standard constructor
e2afb3b6 52 //
740ebff3 53 for(Int_t j=0;j<fSize;j++){
54 double accum = 0;
55 for(Int_t k=0;k<j;k++){
56 accum += (*fCv)(j,k)* (*fCv)(j,k);
57 }
58 (*fCv)(j,j)=TMath::Sqrt(TMath::Abs(vec(j,j)-accum));
59 for(Int_t i=j+1;i<fSize;i++){
60 accum = 0;
61 for(Int_t k=0;k<j;k++){
62 accum+=(*fCv)(i,k)* (*fCv)(j,k);
63 }
64 (*fCv)(i,j) = (vec(i,j)-accum) / (*fCv)(j,j);
65 }
66 }
67}
68
e2afb3b6 69//_______________________________________________________________________
70AliGausCorr::AliGausCorr(const AliGausCorr & tgcorr):
71 TObject(tgcorr),
72 fSize(tgcorr.fSize),
73 fCv(new TMatrixD(fSize,fSize))
740ebff3 74{
e2afb3b6 75 //
740ebff3 76 // Copy contructor
e2afb3b6 77 //
740ebff3 78 for(Int_t i=0;i<fSize;i++){
79 for(Int_t j=0;j<fSize;j++)(*fCv)(i,j)=(*tgcorr.fCv)(i,j);
80 }
81}
82
e2afb3b6 83//_______________________________________________________________________
740ebff3 84AliGausCorr::~AliGausCorr()
85{
86 // Destructor
87 delete fCv;
88}
89
e2afb3b6 90//_______________________________________________________________________
740ebff3 91void AliGausCorr::GetGaussN(TArrayD &vec) const
92{
93 // return fSize correlated gaussian numbers
94
95 TArrayD tmpv(fSize);
96
97 for(Int_t i=0; i<fSize; i++){
98 Double_t x, y, z;
99 do {
100 y = gRandom->Rndm();
101 } while (!y);
102 z = gRandom->Rndm();
103 x = z * 6.283185;
104 tmpv[i] = TMath::Sin(x)*TMath::Sqrt(-2*TMath::Log(y));
105 }
106
107 for(Int_t i=0;i<fSize;i++){
108 vec[i]=0;
109 for(Int_t j=0;j<=i;j++)vec[i] += (*fCv)(i,j)* tmpv[j];
110 }
111
112}
113
e2afb3b6 114//_______________________________________________________________________
740ebff3 115void AliGausCorr::PrintCv() const
116{
117 // Printout of the "square root" cov. matrix
118 printf("\n AliGausCorr - triangular matrix \n");
119 for(Int_t i=0; i<fSize;i++){
120 for(Int_t j=0;j<(fSize-1);j++){
121 if(j==0){
122 printf("| %12.4f ",(*fCv)(i,j));
123 }
124 else {
125 printf(" %12.4f ",(*fCv)(i,j));
126 }
127 }
128 printf(" %12.4f | \n",(*fCv)(i,fSize-1));
129 }
130 printf("\n");
131}
132
e2afb3b6 133//_______________________________________________________________________
740ebff3 134AliGausCorr & AliGausCorr::operator=(const AliGausCorr & tgcorr)
135{
5d8718b8 136 // Assignment operator
740ebff3 137 if(&tgcorr != this && tgcorr.fSize!=fSize){
138 if(fCv)delete fCv;
139 fSize = tgcorr.fSize;
140 fCv = new TMatrixD(fSize,fSize);
141 }
142 if(&tgcorr != this){
143 for(Int_t i=0;i<fSize;i++){
144 for(Int_t j=0;j<fSize;j++)(*fCv)(i,j)=(*tgcorr.fCv)(i,j);
145 }
146 }
147
148 return *this;
149}