// test unuran using the string interface to generate numbers according to the normal distributions // compare CPU performancecwith TRandom::Gaus and opitonally GSL (using MathMore ) and CLHEP for // generating normal distributed random numbers // // run within ROOT (.x unuranSimple.cxx+) or pass any extra parameter in the command line to get // a graphics output // #include "TStopwatch.h" #include "TUnuran.h" #include "TH1.h" #include "TF1.h" #include "TRandom.h" #include "TRandom1.h" #include "TRandom2.h" #include "TSystem.h" #include "TApplication.h" #include "TCanvas.h" //#include "TRint.h" #include "TVirtualFitter.h" #include "TFitter.h" #include "Math/DistFunc.h" #include #ifdef HAVE_MATHMORE #include "Math/Random.h" #include "Math/GSLRndmEngines.h" #endif #ifdef HAVE_CLHEP #include "CLHEP/Random/RandFlat.h" #include "CLHEP/Random/RandGauss.h" #include "CLHEP/Random/MTwistEngine.h" #include "CLHEP/Random/JamesRandom.h" #include "CLHEP/Random/RanluxEngine.h" #include "CLHEP/Random/Ranlux64Engine.h" #include "CLHEP/Random/RanecuEngine.h" #include "CLHEP/Random/Hurd160Engine.h" #include "CLHEP/Random/Hurd288Engine.h" #include "CLHEP/Random/RanshiEngine.h" #include "CLHEP/Random/DualRand.h" #include "CLHEP/Random/TripleRand.h" using namespace CLHEP; #endif using std::cout; using std::endl; int unuranSimple( ) { // simple test of unuran std::cout << "Test Generation of Gaussian Numbers \n\n"; TUnuran unr; if (! unr.Init( "normal()", "method=arou") ) { cout << "Error initializing unuran" << endl; return -1; } // default is 10**7 but one should use 10**8 for serious timing int n = 10000000; TStopwatch w; double time; w.Start(); for (int i = 0; i < n; ++i) unr.Sample(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using Unuran method arou =\t " << time << "\tns/call" << endl; if (! unr.Init( "normal()", "method=tdr") ) { cout << "Error initializing unuran" << endl; return -1; } w.Start(); for (int i = 0; i < n; ++i) unr.Sample(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using Unuran method tdr =\t " << time << "\tns/call" << endl; if (! unr.Init( "normal()", "method=hinv") ) { cout << "Error initializing unuran" << endl; return -1; } w.Start(); for (int i = 0; i < n; ++i) unr.Sample(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using Unuran method hinv =\t " << time << "\tns/call" << endl; w.Start(); for (int i = 0; i < n; ++i) gRandom->Gaus(0,1); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using TRandom::Gaus =\t " << time << "\tns/call" << endl; // using Rannor w.Start(); double x1,x2; for (int i = 0; i < n/2; ++i) gRandom->Rannor(x1,x2); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using TRandom::Rannor =\t " << time << "\tns/call" << endl; #ifdef HAVE_MATHMORE // using GSL Ziggurat ROOT::Math::Random rgsl; w.Start(); for (int i = 0; i < n; ++i) rgsl.Gaus(0,1); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using GSL::Gaus =\t\t " << time << "\tns/call" << endl; // using GSL BoxMuller method w.Start(); for (int i = 0; i < n; ++i) rgsl.GausBM(0,1); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using GSL::GausBM = \t " << time << "\tns/call" << endl; // using GSL Ratio method w.Start(); for (int i = 0; i < n; ++i) rgsl.GausR(0,1); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using GSL::GausR =\t " << time << "\tns/call" << endl; #endif // run unuran standard Normal methods 2 (Polar from Marsaglia) if (! unr.Init( "normal()", "method=cstd;variant=2") ) { cout << "Error initializing unuran" << endl; return -1; } w.Start(); for (int i = 0; i < n; ++i) unr.Sample(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using Unuran GausPolarR =\t " << time << "\tns/call" << endl; // run unuran standard Normal method 3 (KM) if (! unr.Init( "normal()", "method=cstd;variant=3") ) { cout << "Error initializing unuran" << endl; return -1; } w.Start(); for (int i = 0; i < n; ++i) unr.Sample(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using Unuran Gaus K-R =\t " << time << "\tns/call" << endl; if (! unr.Init( "normal()", "method=cstd;variant=6") ) { cout << "Error initializing unuran" << endl; return -1; } w.Start(); for (int i = 0; i < n; ++i) unr.Sample(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using Unuran Gaus exp6 =\t " << time << "\tns/call" << endl; // w.Start(); // for (int i = 0; i < n; ++i) // rgsl.GausRatio(0,1); // w.Stop(); // time = w.CpuTime()*1.E9/n; // cout << "Time using GSL::GausRatio =\t\t " << time << "\tns/call" << endl; #ifdef HAVE_CLHEP MTwistEngine eng(111); RandGauss rg(eng); w.Start(); for (int i = 0; i < n; ++i) rg(0,1); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::Gaus =\t " << time << "\tns/call" << endl; #endif std::cout << "\nTest uniform generator\n" << std::endl; w.Start(); for (int i = 0; i < n; ++i) gRandom->Rndm(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using gRandom::Rndm =\t " << time << "\tns/call" << endl; TRandom1 r1; w.Start(); for (int i = 0; i < n; ++i) r1.Rndm(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using TRandom1::Rndm =\t " << time << "\tns/call" << endl; TRandom2 r2; w.Start(); for (int i = 0; i < n; ++i) r2.Rndm(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using TRandom2::Rndm =\t " << time << "\tns/call" << endl; #ifdef HAVE_CLHEP RandFlat rf(eng); w.Start(); for (int i = 0; i < n; ++i) eng.flat(); // use directly the engine (faster!) w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::MT =\t\t " << time << "\tns/call" << endl; { RanecuEngine e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) e.flat(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::Ranecu =\t " << time << "\tns/call" << endl; } { Hurd160Engine e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) e.flat(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::Hard160 =\t " << time << "\tns/call" << endl; } { Hurd288Engine e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) e.flat(); //rf2(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::Hard288 =\t " << time << "\tns/call" << endl; } { DualRand e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) e.flat(); //rf2(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::DualRand =\t " << time << "\tns/call" << endl; } { TripleRand e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) e.flat(); //rf2(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::TripleRand =\t " << time << "\tns/call" << endl; } { RanshiEngine e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) //rf2(); e.flat(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::Runshi =\t " << time << "\tns/call" << endl; } { RanluxEngine e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) //rf2(); e.flat(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::RunLux =\t " << time << "\tns/call" << endl; } { Ranlux64Engine e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) e.flat(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::RunLux64 =\t " << time << "\tns/call" << endl; } { HepJamesRandom e; RandFlat rf2(e); w.Start(); for (int i = 0; i < n; ++i) //rf2(); e.flat(); w.Stop(); time = w.CpuTime()*1.E9/n; cout << "Time using CLHEP::HepJames =\t " << time << "\tns/call" << endl; } #endif // test the quality by looking at the cdf cout <<"\n\nTest quality of Unuran arou" << endl; if (! unr.Init( "normal()", "method=arou") ) { cout << "Error initializing unuran" << endl; return -1; } TH1D * h1 = new TH1D("h1","cdf on the data ",1000,0,1); for (int i = 0; i < 1000000; ++i) { double x = unr.Sample(); h1->Fill( ROOT::Math::normal_cdf( x , 1.0) ); } new TCanvas("c1_unuranGaus","unuran Gaus CDF"); h1->Fit("pol0","Q"); TF1 * f = h1->GetFunction("pol0"); std::cout << "CDF Uniform Fit: chi2 = " << f->GetChisquare() << " ndf = " << f->GetNDF() << std::endl; std::cout << "Fit Prob = " << f->GetProb() << std::endl; h1->Draw("E"); if (f->GetProb() < 1.E-4) { std::cerr << "\nERROR: UnuranSimple Test:\t Failed !!!!"; return -1; } std::cerr << "\nUnuranSimple Test:\t OK !" << std::endl; return 0; } #ifndef __CINT__ int main(int argc, char **argv) { int iret = 0; if (argc > 1) { TApplication theApp("App",&argc,argv); iret = unuranSimple(); theApp.Run(); } else iret = unuranSimple(); return iret; } #endif