source: trunk/yat/random/random.cc @ 1324

Last change on this file since 1324 was 1275, checked in by Jari Häkkinen, 14 years ago

Updating copyright statements.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Id
File size: 5.9 KB
Line 
1// $Id: random.cc 1275 2008-04-11 06:10:12Z jari $
2
3/*
4  Copyright (C) 2005, 2006, 2007 Jari Häkkinen, Peter Johansson
5  Copyright (C) 2008 Peter Johansson
6
7  This file is part of the yat library, http://trac.thep.lu.se/yat
8
9  The yat library is free software; you can redistribute it and/or
10  modify it under the terms of the GNU General Public License as
11  published by the Free Software Foundation; either version 2 of the
12  License, or (at your option) any later version.
13
14  The yat library is distributed in the hope that it will be useful,
15  but WITHOUT ANY WARRANTY; without even the implied warranty of
16  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
17  General Public License for more details.
18
19  You should have received a copy of the GNU General Public License
20  along with this program; if not, write to the Free Software
21  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
22  02111-1307, USA.
23*/
24
25#include "random.h"
26#include "yat/statistics/Histogram.h"
27#include "yat/utility/Exception.h"
28
29#include <fstream>
30#include <sstream>
31
32namespace theplu {
33namespace yat {
34namespace random {
35
36  RNG* RNG::instance_ = NULL;
37
38  RNG::RNG(void)
39  {
40      // support rng/seed changes through environment vars
41    if (!gsl_rng_env_setup())
42      throw utility::GSL_error("RNG::RNG unknown generator");
43    if (!(rng_=gsl_rng_alloc(gsl_rng_default)))
44      throw utility::GSL_error("RNG::RNG failed to allocate memory");
45  }
46
47
48  RNG::~RNG(void)
49  {
50    gsl_rng_free(rng_);
51    rng_=NULL;
52  }
53
54 
55  RNG* RNG::instance(void)
56  {
57    if (!instance_)
58      instance_=new RNG;
59    return instance_;
60  }
61
62
63  unsigned long RNG::max(void) const
64  {
65    return gsl_rng_max(rng_);
66  }
67
68
69  unsigned long RNG::min(void) const
70  {
71    return gsl_rng_min(rng_);
72  }
73
74
75  std::string RNG::name(void) const
76  {
77    return gsl_rng_name(rng_);
78  }
79
80
81  const gsl_rng* RNG::rng(void) const
82  {
83    return rng_;
84  }
85
86
87  void RNG::seed(unsigned long s) const
88  {
89    gsl_rng_set(rng_,s);
90  }
91
92
93  unsigned long RNG::seed_from_devurandom(void)
94  {
95    unsigned char ulongsize=sizeof(unsigned long);
96    char* buffer=new char[ulongsize];
97    std::ifstream is("/dev/urandom");
98    is.read(buffer,ulongsize);
99    is.close();
100    unsigned long s=0;
101    for (unsigned int i=0; i<ulongsize; i++) {
102      unsigned char ch=buffer[i];
103      s+=ch<<((ulongsize-1-i)*8);
104    }
105    seed(s);
106    return s;
107  }
108
109
110  int RNG::set_state(const RNG_state& state)
111  {
112    return gsl_rng_memcpy(rng_, state.rng());
113  }
114
115  // --------------------- RNG_state ----------------------------------
116
117  RNG_state::RNG_state(const RNG* rng)
118  {
119    if (!(rng_ = gsl_rng_clone(rng->rng())))
120      throw utility::GSL_error("RNG_state::RNG_state failed to allocate memory");
121  }
122 
123
124  RNG_state::~RNG_state(void)
125  {
126    gsl_rng_free(rng_);
127    rng_=NULL;
128  }
129
130  const gsl_rng* RNG_state::rng(void) const
131  {
132    return rng_;
133  }
134
135  // --------------------- Discrete distribtuions ---------------------
136
137  Discrete::Discrete(void)
138    : rng_(RNG::instance())
139  {
140  }
141
142 
143  Discrete::~Discrete(void)
144  {
145  }
146
147
148  void Discrete::seed(unsigned long s) const
149  {
150    rng_->seed(s);
151  }
152
153
154  unsigned long Discrete::seed_from_devurandom(void) 
155  { 
156    return rng_->seed_from_devurandom(); 
157  }
158
159
160  DiscreteGeneral::DiscreteGeneral(const statistics::Histogram& hist)
161  {
162    double* p = new double[ hist.nof_bins() ];
163    for (size_t i=0; i<hist.nof_bins(); i++) 
164      p[ i ] = hist[i];
165    gen_ = gsl_ran_discrete_preproc( hist.nof_bins(), p );
166    delete p;
167    if (!gen_)
168      throw utility::GSL_error("DiscreteGeneral::DiscreteGeneral failed to setup generator.");
169  }
170
171
172  DiscreteGeneral::~DiscreteGeneral(void)
173  {
174    if (gen_)
175      gsl_ran_discrete_free( gen_ );
176    gen_ = NULL;
177  }
178
179
180  unsigned long DiscreteGeneral::operator()(void) const
181  {
182    return gsl_ran_discrete(rng_->rng(), gen_);
183  }
184
185
186  DiscreteUniform::DiscreteUniform(unsigned long n)
187    : range_(n)
188  {
189    if (range_>rng_->max()) {
190      std::stringstream ss("DiscreteUniform::DiscreteUniform: ");
191      ss << n << " is too large for RNG " << rng_->name();
192      throw utility::GSL_error(ss.str());
193    }
194  }
195
196
197  unsigned long DiscreteUniform::operator()(void) const
198  {
199    return (range_ ?
200            gsl_rng_uniform_int(rng_->rng(), range_) : gsl_rng_get(rng_->rng()));
201  }
202
203
204  unsigned long DiscreteUniform::operator()(unsigned long n) const
205  {
206    // making sure that n is not larger than the range of the
207    // underlying RNG
208    if (n>rng_->max()) {
209      std::stringstream ss("DiscreteUniform::operator(unsigned long): ");
210      ss << n << " is too large for RNG " << rng_->name();
211      throw utility::GSL_error(ss.str());
212    }
213    return gsl_rng_uniform_int(rng_->rng(),n);
214  }
215
216
217  Poisson::Poisson(const double m)
218    : m_(m)
219  {
220  }
221
222  unsigned long Poisson::operator()(void) const
223  {
224    return gsl_ran_poisson(rng_->rng(), m_);
225  }
226
227
228  unsigned long Poisson::operator()(const double m) const
229  {
230    return gsl_ran_poisson(rng_->rng(), m);
231  }
232
233  // --------------------- Continuous distribtuions ---------------------
234
235  Continuous::Continuous(void)
236    : rng_(RNG::instance())
237  {
238  }
239
240
241  Continuous::~Continuous(void)
242  {
243  }
244
245
246  void Continuous::seed(unsigned long s) const
247  {
248    rng_->seed(s);
249  }
250
251
252  ContinuousGeneral::ContinuousGeneral(const statistics::Histogram& hist)
253    : discrete_(DiscreteGeneral(hist)), hist_(hist)
254  {
255  }
256
257
258  double ContinuousGeneral::operator()(void) const
259  {
260    return hist_.observation_value(discrete_())+(u_()-0.5)*hist_.spacing();
261  }
262
263  double ContinuousUniform::operator()(void) const
264  {
265    return gsl_rng_uniform(rng_->rng());
266  }
267
268
269  Exponential::Exponential(const double m)
270    : m_(m)
271  {
272  }
273
274
275  double Exponential::operator()(void) const
276  {
277    return gsl_ran_exponential(rng_->rng(), m_);
278  }
279
280
281  double Exponential::operator()(const double m) const
282  {
283    return gsl_ran_exponential(rng_->rng(), m);
284  }
285
286
287  Gaussian::Gaussian(const double s, const double m)
288    : m_(m), s_(s)
289  {
290  }
291
292
293  double Gaussian::operator()(void) const
294  {
295    return gsl_ran_gaussian(rng_->rng(), s_)+m_;
296  }
297
298
299  double Gaussian::operator()(const double s) const
300  {
301    return gsl_ran_gaussian(rng_->rng(), s);
302  }
303
304
305  double Gaussian::operator()(const double s, const double m) const
306  {
307    return gsl_ran_gaussian(rng_->rng(), s)+m;
308  }
309
310}}} // of namespace random, yat, and theplu
Note: See TracBrowser for help on using the repository browser.