star-sp

commit fd34d60661e37ce7613f43b73e4843cf989dbd4a
parent 276a34c5ab3e5663231e52582b71985b3e79f394
Author: Christophe Coustet <christophe.coustet@meso-star.com>
Date:   Thu, 20 May 2021 16:38:40 +0200

Fix truncated exponential distribution

Diffstat:
M
src/ssp_ran.c
 | 
12
++++++------

1 file changed, 6 insertions(+), 6 deletions(-)
diff --git a/src/ssp_ran.c b/src/ssp_ran.c
@@ -81,21 +81,21 @@ ssp_ran_exp_float_pdf(const float x, const float mu)
 double
 ssp_ran_exp_truncated(struct ssp_rng* rng, const double mu, const double max)
 {
-  double u, norm;
+  double u, r;
   ASSERT(rng && mu > 0 && max > 0);
   u = ssp_rng_canonical(rng);
-  norm = 1 - exp(-mu * max);
-  return -log(norm * u) / mu;
+  r = -log(1 - u * (1 - exp(-mu * max))) / mu;
+  return r;
 }
 
 float
 ssp_ran_exp_truncated_float(struct ssp_rng* rng, const float mu, const float max)
 {
-  float u, norm;
+  float u, r;
   ASSERT(rng && mu > 0 && max > 0);
   u = ssp_rng_canonical_float(rng);
-  norm = 1 - expf(-mu * max);
-  return -logf(norm * u) / mu;
+  r = -logf(1 - u * (1 - expf(-mu * max))) / mu;
+  return r;
 }
 
 double