/***************************************************************************** * Project: RooFit * * Package: RooFitCore * * @(#)root/roofitcore:$Id: RooQuasiRandomGenerator.cxx 24285 2008-06-16 15:05:15Z wouter $ * Authors: * * WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu * * DK, David Kirkby, UC Irvine, dkirkby@uci.edu * * * * Copyright (c) 2000-2005, Regents of the University of California * * and Stanford University. All rights reserved. * * * * Redistribution and use in source and binary forms, * * with or without modification, are permitted according to the terms * * listed in LICENSE (http://roofit.sourceforge.net/license.txt) * *****************************************************************************/ ////////////////////////////////////////////////////////////////////////////// // // BEGIN_HTML // This class generates the quasi-random (aka "low discrepancy") // sequence for dimensions up to 12 using the Niederreiter base 2 // algorithm described in Bratley, Fox, Niederreiter, ACM Trans. // Model. Comp. Sim. 2, 195 (1992). This implementation was adapted // from the 0.9 beta release of the GNU scientific library. // Quasi-random number sequences are useful for improving the // convergence of a Monte Carlo integration. // END_HTML // #include "RooFit.h" #include "RooQuasiRandomGenerator.h" #include "RooQuasiRandomGenerator.h" #include "RooMsgService.h" #include "TMath.h" #include "Riostream.h" #include <assert.h> ClassImp(RooQuasiRandomGenerator) ; //_____________________________________________________________________________ RooQuasiRandomGenerator::RooQuasiRandomGenerator() { // Perform one-time initialization of our static coefficient array if necessary // and initialize our workspace. if(!_coefsCalculated) { calculateCoefs(MaxDimension); _coefsCalculated= kTRUE; } // allocate workspace memory _nextq= new Int_t[MaxDimension]; reset(); } //_____________________________________________________________________________ RooQuasiRandomGenerator::~RooQuasiRandomGenerator() { // Destructor delete[] _nextq; } //_____________________________________________________________________________ void RooQuasiRandomGenerator::reset() { // Reset the workspace to its initial state. _sequenceCount= 0; for(Int_t dim= 0; dim < MaxDimension; dim++) _nextq[dim]= 0; } //_____________________________________________________________________________ Bool_t RooQuasiRandomGenerator::generate(UInt_t dimension, Double_t vector[]) { // Generate the next number in the sequence for the specified dimension. // The maximum dimension supported is 12. /* Load the result from the saved state. */ static const Double_t recip = 1.0/(double)(1U << NBits); /* 2^(-nbits) */ UInt_t dim; for(dim=0; dim < dimension; dim++) { vector[dim] = _nextq[dim] * recip; } /* Find the position of the least-significant zero in sequence_count. * This is the bit that changes in the Gray-code representation as * the count is advanced. */ Int_t r(0),c(_sequenceCount); while(1) { if((c % 2) == 1) { ++r; c /= 2; } else break; } if(r >= NBits) { oocoutE((TObject*)0,Integration) << "RooQuasiRandomGenerator::generate: internal error!" << endl; return kFALSE; } /* Calculate the next state. */ for(dim=0; dim<dimension; dim++) { _nextq[dim] ^= _cj[r][dim]; } _sequenceCount++; return kTRUE; } //_____________________________________________________________________________ void RooQuasiRandomGenerator::calculateCoefs(UInt_t dimension) { // Calculate the coefficients for the given number of dimensions int ci[NBits][NBits]; int v[NBits+MaxDegree+1]; int r; unsigned int i_dim; for(i_dim=0; i_dim<dimension; i_dim++) { const int poly_index = i_dim + 1; int j, k; /* Niederreiter (page 56, after equation (7), defines two * variables Q and U. We do not need Q explicitly, but we * do need U. */ int u = 0; /* For each dimension, we need to calculate powers of an * appropriate irreducible polynomial, see Niederreiter * page 65, just below equation (19). * Copy the appropriate irreducible polynomial into PX, * and its degree into E. Set polynomial B = PX ** 0 = 1. * M is the degree of B. Subsequently B will hold higher * powers of PX. */ int pb[MaxDegree+1]; int px[MaxDegree+1]; int px_degree = _polyDegree[poly_index]; int pb_degree = 0; for(k=0; k<=px_degree; k++) { px[k] = _primitivePoly[poly_index][k]; pb[k] = 0; } pb[0] = 1; for(j=0; j<NBits; j++) { /* If U = 0, we need to set B to the next power of PX * and recalculate V. */ if(u == 0) calculateV(px, px_degree, pb, &pb_degree, v, NBits+MaxDegree); /* Now C is obtained from V. Niederreiter * obtains A from V (page 65, near the bottom), and then gets * C from A (page 56, equation (7)). However this can be done * in one step. Here CI(J,R) corresponds to * Niederreiter's C(I,J,R). */ for(r=0; r<NBits; r++) { ci[r][j] = v[r+u]; } /* Advance Niederreiter's state variables. */ ++u; if(u == px_degree) u = 0; } /* The array CI now holds the values of C(I,J,R) for this value * of I. We pack them into array CJ so that CJ(I,R) holds all * the values of C(I,J,R) for J from 1 to NBITS. */ for(r=0; r<NBits; r++) { int term = 0; for(j=0; j<NBits; j++) { term = 2*term + ci[r][j]; } _cj[r][i_dim] = term; } } } //_____________________________________________________________________________ void RooQuasiRandomGenerator::calculateV(const int px[], int px_degree, int pb[], int * pb_degree, int v[], int maxv) { // Internal function const int nonzero_element = 1; /* nonzero element of Z_2 */ const int arbitrary_element = 1; /* arbitray element of Z_2 */ /* The polynomial ph is px**(J-1), which is the value of B on arrival. * In section 3.3, the values of Hi are defined with a minus sign: * don't forget this if you use them later ! */ int ph[MaxDegree+1]; /* int ph_degree = *pb_degree; */ int bigm = *pb_degree; /* m from section 3.3 */ int m; /* m from section 2.3 */ int r, k, kj; for(k=0; k<=MaxDegree; k++) { ph[k] = pb[k]; } /* Now multiply B by PX so B becomes PX**J. * In section 2.3, the values of Bi are defined with a minus sign : * don't forget this if you use them later ! */ polyMultiply(px, px_degree, pb, *pb_degree, pb, pb_degree); m = *pb_degree; /* Now choose a value of Kj as defined in section 3.3. * We must have 0 <= Kj < E*J = M. * The limit condition on Kj does not seem very relevant * in this program. */ /* Quoting from BFN: "Our program currently sets each K_q * equal to eq. This has the effect of setting all unrestricted * values of v to 1." * Actually, it sets them to the arbitrary chosen value. * Whatever. */ kj = bigm; /* Now choose values of V in accordance with * the conditions in section 3.3. */ for(r=0; r<kj; r++) { v[r] = 0; } v[kj] = 1; if(kj >= bigm) { for(r=kj+1; r<m; r++) { v[r] = arbitrary_element; } } else { /* This block is never reached. */ int term = sub(0, ph[kj]); for(r=kj+1; r<bigm; r++) { v[r] = arbitrary_element; /* Check the condition of section 3.3, * remembering that the H's have the opposite sign. [????????] */ term = sub(term, mul(ph[r], v[r])); } /* Now v[bigm] != term. */ v[bigm] = add(nonzero_element, term); for(r=bigm+1; r<m; r++) { v[r] = arbitrary_element; } } /* Calculate the remaining V's using the recursion of section 2.3, * remembering that the B's have the opposite sign. */ for(r=0; r<=maxv-m; r++) { int term = 0; for(k=0; k<m; k++) { term = sub(term, mul(pb[k], v[r+k])); } v[r+m] = term; } } //_____________________________________________________________________________ void RooQuasiRandomGenerator::polyMultiply(const int pa[], int pa_degree, const int pb[], int pb_degree, int pc[], int * pc_degree) { // Internal function int j, k; int pt[MaxDegree+1]; int pt_degree = pa_degree + pb_degree; for(k=0; k<=pt_degree; k++) { int term = 0; for(j=0; j<=k; j++) { const int conv_term = mul(pa[k-j], pb[j]); term = add(term, conv_term); } pt[k] = term; } for(k=0; k<=pt_degree; k++) { pc[k] = pt[k]; } for(k=pt_degree+1; k<=MaxDegree; k++) { pc[k] = 0; } *pc_degree = pt_degree; } //_____________________________________________________________________________ Int_t RooQuasiRandomGenerator::_cj[RooQuasiRandomGenerator::NBits] [RooQuasiRandomGenerator::MaxDimension]; /* primitive polynomials in binary encoding */ //_____________________________________________________________________________ const Int_t RooQuasiRandomGenerator::_primitivePoly[RooQuasiRandomGenerator::MaxDimension+1] //_____________________________________________________________________________ [RooQuasiRandomGenerator::MaxPrimitiveDegree+1] = { { 1, 0, 0, 0, 0, 0 }, /* 1 */ { 0, 1, 0, 0, 0, 0 }, /* x */ { 1, 1, 0, 0, 0, 0 }, /* 1 + x */ { 1, 1, 1, 0, 0, 0 }, /* 1 + x + x^2 */ { 1, 1, 0, 1, 0, 0 }, /* 1 + x + x^3 */ { 1, 0, 1, 1, 0, 0 }, /* 1 + x^2 + x^3 */ { 1, 1, 0, 0, 1, 0 }, /* 1 + x + x^4 */ { 1, 0, 0, 1, 1, 0 }, /* 1 + x^3 + x^4 */ { 1, 1, 1, 1, 1, 0 }, /* 1 + x + x^2 + x^3 + x^4 */ { 1, 0, 1, 0, 0, 1 }, /* 1 + x^2 + x^5 */ { 1, 0, 0, 1, 0, 1 }, /* 1 + x^3 + x^5 */ { 1, 1, 1, 1, 0, 1 }, /* 1 + x + x^2 + x^3 + x^5 */ { 1, 1, 1, 0, 1, 1 } /* 1 + x + x^2 + x^4 + x^5 */ }; /* degrees of primitive polynomials */ //_____________________________________________________________________________ const Int_t RooQuasiRandomGenerator::_polyDegree[RooQuasiRandomGenerator::MaxDimension+1] = { 0, 1, 1, 2, 3, 3, 4, 4, 4, 5, 5, 5, 5 }; Bool_t RooQuasiRandomGenerator::_coefsCalculated= kFALSE;