📄 nprobability.cpp
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// NProbability.cpp: implementation of the CNProbability class.
//
//////////////////////////////////////////////////////////////////////
#include "stdafx.h"
#include "Simulate.h"
#include "NProbability.h"
#include <math.h>
#ifdef _DEBUG
#undef THIS_FILE
static char THIS_FILE[]=__FILE__;
#define new DEBUG_NEW
#endif
//////////////////////////////////////////////////////////////////////
// Construction/Destruction
//////////////////////////////////////////////////////////////////////
unsigned long CNProbability::m_ulZ0 = 1;
CNProbability::CNProbability(double dMiu, double dSigema)
{
m_ulM = 2147483647;
m_ulA = 16807;
m_dMiu = dMiu;
m_dSigema = dSigema;
}
CNProbability::~CNProbability()
{
}
void CNProbability::GetTwoValues(double & dValue1, double & dValue2)
{
unsigned long ulZ1;
double dU[2], dV[2], dW, dT, dY, dX[2], dXN[2];
int i;
while(1)
{
for(i = 0; i < 2; i++)
{
ulZ1 = m_ulA * m_ulZ0;
m_ulZ0 = ulZ1 % m_ulM;
dU[i] = (double)m_ulZ0/(double)m_ulM;
dV[i] = 2.0 * dU[i] - 1.0;
}
dW = dV[0] * dV[0] + dV[1] * dV[1];
dT = dW - 1.0;
if(dT > 1.0e-34)
continue;
else
break;
}
dY = sqrt((-2.0 * log(dW))/dW);
for(i = 0; i < 2; i++)
{
dX[i] = dV[i] * dY;
dXN[i] = m_dMiu + m_dSigema * dX[i];
}
dValue1 = dXN[0];
dValue2 = dXN[1];
}
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