C# (CSharp) DLL_Toolbox_I_Need.Mathematical_Application Uniform_Distribution.NextDoubleの例

コード例 #1

        /// <summary>
        /// 乱数を生成する
        /// 位置母数(location parameter) 0
        /// 尺度母数(scale parameter) 1
        /// </summary>
        /// <returns></returns>
        public double NextDouble()
        {
retry_point:

            double u1 = ud1.NextDouble();
            double u2 = ud2.NextDouble();

            if (u2 == 0.5)
            {
                goto retry_point;
            }

            double v1 = 2 * u1 - 1;
            double v2 = 2 * u2 - 1;
            double w  = v1 * v1 + v2 * v2;

            if (1 <= w)
            {
                goto retry_point;
            }

            double y = v1 / v2;

            result_double = y;

            return(result_double);
        }

コード例 #2

        /// <summary>
        /// 乱数を生成する
        /// 標準偏差 1
        /// </summary>
        /// <returns></returns>
        public double NextDouble()
        {
retry_point:

            double u1 = ud1.NextDouble();
            double u2 = ud2.NextDouble();

            double v = u1 * u1 + u2 * u2;

            if (v <= 0 || 1 <= v)
            {
                goto retry_point;
            }

            double w = Math.Sqrt(-2 * Math.Log(v) / v);

            double y1 = u1 * w;
            double y2 = u2 * w;

            if (even)
            {
                result_double = y1;
                even          = false;
            }
            else
            {
                result_double = y2;
                even          = true;
            }

            return(result_double);
        }

コード例 #3

ファイル: Log_Normal_Distribution_Polar_Double.cs プロジェクト: Tremendous1192/DLL_Toolbox_I_Need

        /// <summary>
        /// 乱数を生成する
        /// 平均値 0
        /// 標準偏差 1
        /// </summary>
        /// <returns></returns>
        public double NextDouble()
        {
retry_point:

            double u1 = ud1.NextDouble();
            double u2 = ud2.NextDouble();

            double v1 = 2 * u1 - 1;
            double v2 = 2 * u2 - 1;
            double v  = v1 * v1 + v2 * v2;

            if (v <= 0 || 1 <= v)
            {
                goto retry_point;
            }

            double w = Math.Sqrt(-2 * Math.Log(v) / v);

            double y1 = v1 * w;
            double y2 = v2 * w;


            if (even)
            {
                result_double = y1;
                even          = false;
            }
            else
            {
                result_double = y2;
                even          = true;
            }

            result_double = Math.Exp(result_double);
            return(result_double);
        }