source: trunk/yat/random/random.cc @ 1486

// $Id: random.cc 1486 2008-09-09 21:17:19Z jari $

/*
  Copyright (C) 2005, 2006, 2007 Jari Häkkinen, Peter Johansson
  Copyright (C) 2008 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 3 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
  02111-1307, USA.
*/

#include "random.h"
#include "yat/statistics/Histogram.h"
#include "yat/utility/Exception.h"

#include <fstream>
#include <sstream>

namespace theplu {
namespace yat {
namespace random {

  RNG* RNG::instance_ = NULL;

  RNG::RNG(void)
  {
      // support rng/seed changes through environment vars
    if (!gsl_rng_env_setup())
      throw utility::GSL_error("RNG::RNG unknown generator");
    if (!(rng_=gsl_rng_alloc(gsl_rng_default)))
      throw utility::GSL_error("RNG::RNG failed to allocate memory");
  }


  RNG::~RNG(void)
  {
    gsl_rng_free(rng_);
    rng_=NULL;
  }

  
  RNG* RNG::instance(void)
  {
    if (!instance_)
      instance_=new RNG;
    return instance_;
  }


  unsigned long RNG::max(void) const
  {
    return gsl_rng_max(rng_);
  }


  unsigned long RNG::min(void) const
  {
    return gsl_rng_min(rng_);
  }


  std::string RNG::name(void) const
  {
    return gsl_rng_name(rng_);
  }


  const gsl_rng* RNG::rng(void) const
  {
    return rng_;
  }


  void RNG::seed(unsigned long s) const
  {
    gsl_rng_set(rng_,s);
  }


  unsigned long RNG::seed_from_devurandom(void)
  {
    unsigned char ulongsize=sizeof(unsigned long);
    char* buffer=new char[ulongsize];
    std::ifstream is("/dev/urandom");
    is.read(buffer,ulongsize);
    is.close();
    unsigned long s=0;
    for (unsigned int i=0; i<ulongsize; i++) {
      unsigned char ch=buffer[i];
      s+=ch<<((ulongsize-1-i)*8);
    }
    seed(s);
    return s;
  }


  int RNG::set_state(const RNG_state& state)
  {
    return gsl_rng_memcpy(rng_, state.rng());
  }

  // --------------------- RNG_state ----------------------------------

  RNG_state::RNG_state(const RNG* rng)
  {
    if (!(rng_ = gsl_rng_clone(rng->rng())))
      throw utility::GSL_error("RNG_state::RNG_state failed to allocate memory");
  }
  

  RNG_state::~RNG_state(void)
  {
    gsl_rng_free(rng_);
    rng_=NULL;
  }

  const gsl_rng* RNG_state::rng(void) const
  {
    return rng_;
  }

  // --------------------- Discrete distribtuions ---------------------

  Discrete::Discrete(void)
    : rng_(RNG::instance())
  {
  }

  
  Discrete::~Discrete(void)
  {
  }


  void Discrete::seed(unsigned long s) const
  {
    rng_->seed(s);
  }


  unsigned long Discrete::seed_from_devurandom(void) 
  { 
    return rng_->seed_from_devurandom(); 
  }


  DiscreteGeneral::DiscreteGeneral(const statistics::Histogram& hist)
  {
    double* p = new double[ hist.nof_bins() ];
    for (size_t i=0; i<hist.nof_bins(); i++) 
      p[ i ] = hist[i];
    gen_ = gsl_ran_discrete_preproc( hist.nof_bins(), p );
    delete p;
    if (!gen_)
      throw utility::GSL_error("DiscreteGeneral::DiscreteGeneral failed to setup generator.");
  }


  DiscreteGeneral::~DiscreteGeneral(void)
  {
    if (gen_)
      gsl_ran_discrete_free( gen_ );
    gen_ = NULL;
  }


  unsigned long DiscreteGeneral::operator()(void) const
  {
    return gsl_ran_discrete(rng_->rng(), gen_);
  }


  DiscreteUniform::DiscreteUniform(unsigned long n)
    : range_(n)
  {
    if (range_>rng_->max()) {
      std::stringstream ss("DiscreteUniform::DiscreteUniform: ");
      ss << n << " is too large for RNG " << rng_->name();
      throw utility::GSL_error(ss.str());
    }
  }


  unsigned long DiscreteUniform::operator()(void) const
  {
    return (range_ ?
            gsl_rng_uniform_int(rng_->rng(), range_) : gsl_rng_get(rng_->rng()));
  }


  unsigned long DiscreteUniform::operator()(unsigned long n) const
  {
    // making sure that n is not larger than the range of the
    // underlying RNG
    if (n>rng_->max()) {
      std::stringstream ss("DiscreteUniform::operator(unsigned long): ");
      ss << n << " is too large for RNG " << rng_->name();
      throw utility::GSL_error(ss.str());
    }
    return gsl_rng_uniform_int(rng_->rng(),n);
  }


  Poisson::Poisson(const double m)
    : m_(m)
  {
  }

  unsigned long Poisson::operator()(void) const
  {
    return gsl_ran_poisson(rng_->rng(), m_);
  }


  unsigned long Poisson::operator()(const double m) const
  {
    return gsl_ran_poisson(rng_->rng(), m);
  }

  // --------------------- Continuous distribtuions ---------------------

  Continuous::Continuous(void)
    : rng_(RNG::instance())
  {
  }


  Continuous::~Continuous(void)
  {
  }


  void Continuous::seed(unsigned long s) const
  {
    rng_->seed(s);
  }


  ContinuousGeneral::ContinuousGeneral(const statistics::Histogram& hist)
    : discrete_(DiscreteGeneral(hist)), hist_(hist)
  {
  }


  double ContinuousGeneral::operator()(void) const
  {
    return hist_.observation_value(discrete_())+(u_()-0.5)*hist_.spacing();
  }

  double ContinuousUniform::operator()(void) const
  {
    return gsl_rng_uniform(rng_->rng());
  }


  Exponential::Exponential(const double m)
    : m_(m)
  {
  }


  double Exponential::operator()(void) const
  {
    return gsl_ran_exponential(rng_->rng(), m_);
  }


  double Exponential::operator()(const double m) const
  {
    return gsl_ran_exponential(rng_->rng(), m);
  }


  Gaussian::Gaussian(const double s, const double m)
    : m_(m), s_(s)
  {
  }


  double Gaussian::operator()(void) const
  {
    return gsl_ran_gaussian(rng_->rng(), s_)+m_;
  }


  double Gaussian::operator()(const double s) const
  {
    return gsl_ran_gaussian(rng_->rng(), s);
  }


  double Gaussian::operator()(const double s, const double m) const
  {
    return gsl_ran_gaussian(rng_->rng(), s)+m;
  }

}}} // of namespace random, yat, and theplu