In this article, you will find a fast generator for Random Variable, namely normal and exponential distributions. It is based on George Marsaglia's and Wai Wan Tsang's work.
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/*
Plot Graphic Library,
a C++/MFC charting library.
Copyright (C) 2001 de Halleux Jonathan
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
Contact: de Halleux Jonathan, pglinfo@patabelgos.org
*/
#if !defined(AFX_PGLMAPPROPPAGE_H__8E1EAF89_5673_4ED9_8541_391ECCB82287__INCLUDED_)
#define AFX_PGLMAPPROPPAGE_H__8E1EAF89_5673_4ED9_8541_391ECCB82287__INCLUDED_
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
// PGLMapPropPage.h : header file
//
#include "PGLMap.h"
/////////////////////////////////////////////////////////////////////////////
// CPGLMapPropPage dialog
/*! \brief 2D Map property page.
\ingroup PGLPropPageGroup
*/
class PGL_EXT_CLASS CPGLMapPropPage : public CPropertyPage
{
// Construction
public:
CPGLMapPropPage(CPGLMap* pMap=NULL); // standard constructor
// Dialog Data
//{{AFX_DATA(CPGLMapPropPage)
enum { IDD = IDD_PGL_PROPPAGE_MAP };
double m_dDx;
double m_dDy;
int m_iNx;
int m_iNxNy;
int m_iNy;
double m_dLeft;
double m_dTop;
//}}AFX_DATA
// Overrides
// ClassWizard generated virtual function overrides
//{{AFX_VIRTUAL(CPGLMapPropPage)
public:
virtual BOOL OnKillActive();
virtual BOOL OnSetActive();
protected:
virtual void DoDataExchange(CDataExchange* pDX); // DDX/DDV support
//}}AFX_VIRTUAL
// Implementation
void SetMap(CPGLMap* pMap)
{ m_pMap=pMap;};
protected:
CPGLMap* m_pMap;
// Generated message map functions
//{{AFX_MSG(CPGLMapPropPage)
//}}AFX_MSG
DECLARE_MESSAGE_MAP()
};
//{{AFX_INSERT_LOCATION}}
// Microsoft Visual C++ will insert additional declarations immediately before the previous line.
#endif // !defined(AFX_PGLMAPPROPPAGE_H__8E1EAF89_5673_4ED9_8541_391ECCB82287__INCLUDED_)
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Jonathan de Halleux is Civil Engineer in Applied Mathematics. He finished his PhD in 2004 in the rainy country of Belgium. After 2 years in the Common Language Runtime (i.e. .net), he is now working at Microsoft Research on Pex (http://research.microsoft.com/pex).