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随机变量生成算法入门——Wichmann-Hill算法
阅读量:375 次
发布时间:2019-03-05

本文共 682 字,大约阅读时间需要 2 分钟。

Wichmann-Hill算法

1、算法介绍

为了得到长周期的随机数发生器,可将两个周期相差很小的波形序列相加,

如定义3个随机数发生器,它们都是全周期的

在这里插入图片描述
则它们合成输出
在这里插入图片描述
等价的乘性发生器中a=16555425264690,m=2.7817*1013。

2、C++代码实现

include
int main(){ float x[10001],y[10001],z[10001],u[10001]; x[0]=1; y[0]=2; z[0]=3; /*种子可取任意整数*/ for(int i=0;i<10000;i++) { x[i+1]=fmod(171*x[i],30269); y[i+1]=fmod(170*y[i],30307); z[i+1]=fmod(172*z[i],30323); u[i+1]=fmod(x[i+1]/30269+y[i+1]/30307+z[i+1]/30323,1); } FILE *fp; fp=fopen("/*输入自定义路径*/","w"); for(int i=1;i<=10000;i++) { fprintf(fp,"%f ",u[i]); } fclose(fp); return 0;}

3、使用matlab画直方图

u=[…(从C++程序生成文件中导入数据)]histogram(u)

4、生成直方图预览

(0,1)均匀分布

转载地址:http://wpdg.baihongyu.com/

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