From 33613a85afc4b1481367fbe92a17ee59c240250b Mon Sep 17 00:00:00 2001
From: Sven Eisenhauer <sven@sven-eisenhauer.net>
Date: Fri, 10 Nov 2023 15:11:48 +0100
Subject: add new repo

---
 .../Aufgabe2und3/src/Normaldistribution.cpp        | 64 ++++++++++++++++++++++
 1 file changed, 64 insertions(+)
 create mode 100644 Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Normaldistribution.cpp

(limited to 'Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Normaldistribution.cpp')

diff --git a/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Normaldistribution.cpp b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Normaldistribution.cpp
new file mode 100644
index 0000000..5c9370b
--- /dev/null
+++ b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Normaldistribution.cpp
@@ -0,0 +1,64 @@
+/*
+ * Normaldistribution.cpp
+ *
+ *  Created on: 20.05.2011
+ *      Author: sven
+ */
+
+#include "Normaldistribution.h"
+#include <cmath>
+#include <cstdlib>
+#include <iostream>
+
+Normaldistribution::Normaldistribution() {
+}
+
+Normaldistribution::~Normaldistribution() {
+}
+
+void Normaldistribution::calcRandomVector(const CholeskyMatrix& D, const std::vector<double>& mu , std::vector<double>& y)
+{
+	std::vector<double> u(nenEndOfCompanies);
+	calcStandardNormalDistributedRandomVector(nenEndOfCompanies,u);
+	for (int i=0;i<nenEndOfCompanies;i++)
+	{
+		double sum = 0.0;
+		for (int j=0; j< nenEndOfCompanies ; j++)
+		{
+			sum += (D.at(i).at(j) * u.at(j));
+		}
+		y.at(i) = sum + mu.at(i);
+//		std::cout << y.at(i) << std::endl;
+	}
+//	std::cout << std::endl;
+}
+
+void Normaldistribution::calcStandardNormalDistributedRandomVector(const int size, std::vector<double>& u)
+{
+	double x1,x2;
+	double v1,v2;
+	double u1,u2;
+	double s;
+	int counter = 0;
+	while (counter < size)
+	{
+		do
+		{
+			x1 = ((double) rand()) / (RAND_MAX + 1.0);
+			x2 = ((double) rand()) / (RAND_MAX + 1.0);
+			v1 = (2.0 * x1) - 1.0;
+			v2 = (2.0 * x2) - 1.0;
+			s = (v1*v1) + (v2*v2);
+		} while (s >= 1.0);
+		u1 = v1 * std::sqrt( - (2.0 / s) * std::log(s) );
+		u2 = v2 * std::sqrt( - (2.0 / s) * std::log(s) );
+		if (counter < size) {
+			u.at(counter) = u1;
+			counter++;
+		}
+		if (counter < size) {
+			u.at(counter) = u2;
+			counter++;
+		}
+	}
+}
-- 
cgit v1.2.3