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// metropolis yöntemi ile random sayı üretir, monte darlo integrasyon
// compile: gcc random.c -lm
// usage: ./a.out trial#
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <limits.h>
// w is gaussian weight function
double w(double x, double y)
{
double sigma ;
// sigma is standard deviation
sigma = 0.05 ;
return exp(-(x *x + y*y) / (2 * sigma * sigma) ) ;
}
void generator(double * x, double * y)
{
double xt, yt, ratio, tmp ;
double delta = 0.2 ;
tmp = (double)rand() / (double)RAND_MAX ;
// update x by adding a multiples of delta , (2 * tmp - 1) creates a number between -1.0 and 1.0
xt = (*x) + delta * (2 * tmp - 1) ;
tmp = (double)rand() / (double)RAND_MAX ;
// update y by adding a multiples of delta , (2 * tmp - 1) creates a number between -1.0 and 1.0
yt = (*y) + delta * (2 * tmp - 1) ;
// compare updated x,y values with old x,y values, accept or reject updated values as new values according to weight function
ratio = w(xt, yt ) / w(*x, *y) ;
tmp = (double)rand() / (double)RAND_MAX ;
if(ratio > tmp )
{
*x = xt ;
*y = yt ;
}
}
int main(int argc, char* argv[])
{
int i;
double x,y ;
// how many random number will generated
int count = atoi(argv[1]);
//assign initial random numbers between 0-1 to x,y
x = (double) rand() / RAND_MAX ;
y = (double) rand() / RAND_MAX ;
for(i=0 ; i < count ; i++)
{
printf("%f %f\n", x, y) ;
generator(&x,&y);
}
return 0;
}