极为不同的输出C ++蒙特卡罗近似

时间:2012-11-27 20:30:10

标签: c++

使用随机数生成器对Pi进行C ++近似,输出与我在运行Ubuntu的AMD 64机器上的预期完全一样,但是在我的学校机器上,我实现的第二个算法已经破坏了,并且希望能够深入了解为什么。代码如下:

#ifndef RANDOMNUMBER_H_
#define RANDOMNUMBER_H_

class RandomNumber {
public:
RandomNumber() {
    x = time(NULL);
    m = pow(2, 19); //some constant value
    M = 65915 * 7915; //multiply of some simple numbers p and q
    method = 1;
}
RandomNumber(int seed) {
    x = ((seed > 0) ? seed : time(NULL));
    m = pow(2, 19); //some constant value
    method = 1; //method number
    M = 6543 * 7915; //multiply of some simple numbers p and q
}
void setSeed(long int seed) {
    x = seed; //set start value
}

void chooseMethod(int method) {
    this->method = ((method > 0 && method <= 2) ? method : 1); //choose one of     two method
}

long int linearCongruential() { //first generator, that uses linear congruential method
    long int c = 0; // some constant
    long int a = 69069; //some constant
    x = (a * x + c) % m; //solution next value
    return x;
}

long int BBS() { //algorithm Blum - Blum - Shub
    x = (long int) (pow(x, 2)) % M;
    return x;
}
double nextPoint() { //return random number in range (-1;1)
    double point;
    if (method == 1) //use first method
        point = linearCongruential() / double(m);
    else
        point = BBS() / double(M);
    return point;
}
private:
long int x; //current value
long int m; // some range for first method
long int M; //some range for second method
int method; //method number
};

#endif /* RANDOMNUMBER_H_ */

和测试类:

#include <iostream>
#include <stdlib.h>
#include <math.h>
#include <iomanip>
#include "RandomNumber.h"
using namespace std;

int main(int argc, char* argv[]) {
cout.setf(ios::fixed);
cout.precision(6);
RandomNumber random;
random.setSeed(argc);
srand((unsigned) time(NULL));
cout << "---------------------------------" << endl;
cout << "   Monte Carlo Pi Approximation" << endl;
cout << "---------------------------------" << endl;
cout << " Enter number of points: ";
long int k1;
cin >> k1;
cout << "Select generator number: ";
int method;
cin >> method;
random.chooseMethod(method);
cout << "---------------------------------" << endl;
long int k2 = 0;
double sumX = 0;
double sumY = 0;
for (long int i = 0; i < k1; i++) {
    double x = pow(-1, int(random.nextPoint() * 10) % 2)
            * random.nextPoint();
    double y = pow(-1, int(random.nextPoint() * 10) % 2)
            * random.nextPoint();
    sumX += x;
    sumY += y;
    if ((pow(x, 2) + pow(y, 2)) <= 1)
        k2++;

}
double pi = 4 * (double(k2) / k1);
cout << "M(X)  = " << setw(10) << sumX / k1 << endl; //mathematical expectation of x
cout << "M(Y)  = " << setw(10) << sumY / k1 << endl; //mathematical expectation of y
cout << endl << "Pi = " << pi << endl << endl; //approximate Pi

return 0;
}

第二种方法在我的实验室机器上一致地返回4.000,但在我的个人机器上返回一个非常接近的近似值。

1 个答案:

答案 0 :(得分:4)

首先,您使用它时的BBS生成器将始终返回1

由于你的程序没有参数,大概它的argc将是1。您将argc作为种子传递(为什么?),因此x的初始值为1

BBS()具有以下逻辑:

x = (long int) (pow(x, 2)) % M;

显然,1平方模M给出了1,因此x永远不会改变。

当您使用此类生成器运行模拟时,您的程序将始终输出4

P.S。维基百科对Blum Blum Shub的初始值x0有以下说法:

  

种子x0应该是与M共同构成的整数(即pq不是x0的因子)而不是1 {1}}或0