mcslibre.cpp

蒙特卡洛仿真源代码很有参考价值要按照步骤进行操作

/*
    MCS-libre, a library to facilite Monte-Carlo simulation.
    Copyright (C) 2002  D. E. Williams

    This library is free software; you can redistribute it and/or
    modify it under the terms of the GNU Lesser General Public
    License as published by the Free Software Foundation; either
    version 2.1 of the License, or (at your option) any later version.

    This library is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
    Lesser General Public License for more details.

    You should have received a copy of the GNU Lesser General Public
    License along with this library; if not, write to the Free Software
    Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA

    The full text of the GNU Lesser General Public License is
    contained in the files COPYING and LICENSE.

    See the 'MCS-libre-HOWTO' in the 'doc' directory for author's
    contact information.  

    Have a nice day!

*/

#include "mcsLibre.h"
#include "mcsUsefulMath.h"

mcsLibre::mcsLibre() { }

mcsLibre::mcsLibre(string s)
{
  my_streams.loadNewSeeds(s);
}

double mcsLibre::uniform(double min_value, double max_value, int stream_to_use)
{
  return ((max_value - min_value) *  my_streams.get_random_number_given_stream(stream_to_use) + min_value);
}

/*
  Inverse CDF normal distribution
*/

double mcsLibre::normal(double mean_value, double stdev_value, int stream_to_use)
{
  return mean_value + stdev_value * inverse_cdf_stdnormal(my_streams.get_random_number_given_stream(stream_to_use));
}

int mcsLibre::getNumberOfStreams()
{
  return my_streams.get_number_of_streams();
}