poidev.cpp

来自「C++数值算法原书代码」· C++ 代码 · 共 40 行

#include <cmath>
#include "nr.h"
using namespace std;

DP NR::poidev(const DP xm, int &idum)
{
	const DP PI=3.141592653589793238;
	static DP sq,alxm,g,oldm=(-1.0);
	DP em,t,y;

	if (xm < 12.0) {
		if (xm != oldm) {
			oldm=xm;
			g=exp(-xm);
		}
		em = -1;
		t=1.0;
		do {
			++em;
			t *= ran1(idum);
		} while (t > g);
	} else {
		if (xm != oldm) {
			oldm=xm;
			sq=sqrt(2.0*xm);
			alxm=log(xm);
			g=xm*alxm-gammln(xm+1.0);
		}
		do {
			do {
				y=tan(PI*ran1(idum));
				em=sq*y+xm;
			} while (em < 0.0);
				em=floor(em);
				t=0.9*(1.0+y*y)*exp(em*alxm-gammln(em+1.0)-g);
		} while (ran1(idum) > t);
	}
	return em;
}