1 | // $Id: random.cc 2802 2012-07-29 10:13:39Z peter $ |
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2 | |
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3 | /* |
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4 | Copyright (C) 2005, 2006, 2007, 2008 Jari Häkkinen, Peter Johansson |
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5 | Copyright (C) 2009, 2011, 2012 Peter Johansson |
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6 | |
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7 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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8 | |
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9 | The yat library is free software; you can redistribute it and/or |
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10 | modify it under the terms of the GNU General Public License as |
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11 | published by the Free Software Foundation; either version 3 of the |
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12 | License, or (at your option) any later version. |
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13 | |
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14 | The yat library is distributed in the hope that it will be useful, |
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15 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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16 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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17 | General Public License for more details. |
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18 | |
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19 | You should have received a copy of the GNU General Public License |
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20 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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21 | */ |
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22 | |
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23 | #include "random.h" |
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24 | #include "yat/statistics/Histogram.h" |
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25 | #include "yat/utility/Exception.h" |
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26 | |
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27 | #include <cassert> |
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28 | #include <cstring> |
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29 | #include <fstream> |
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30 | #include <sstream> |
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31 | |
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32 | namespace theplu { |
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33 | namespace yat { |
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34 | namespace random { |
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35 | |
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36 | RNG* RNG::instance_=NULL; |
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37 | |
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38 | RNG::RNG(void) |
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39 | : rng_(gsl_rng_free) |
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40 | { |
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41 | // support rng/seed changes through environment vars |
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42 | if (!gsl_rng_env_setup()) |
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43 | throw utility::GSL_error("RNG::RNG unknown generator"); |
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44 | seed_ = gsl_rng_default_seed; |
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45 | // let's allocate already here, just to behave as yat 0.8 |
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46 | rng_alloc(); |
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47 | } |
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48 | |
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49 | |
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50 | RNG::~RNG(void) |
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51 | { |
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52 | } |
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53 | |
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54 | |
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55 | RNG* RNG::instance(void) |
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56 | { |
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57 | if (instance_==NULL) |
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58 | instance_ = new RNG; |
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59 | return instance_; |
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60 | } |
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61 | |
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62 | |
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63 | unsigned long RNG::max(void) const |
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64 | { |
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65 | return gsl_rng_max(rng()); |
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66 | } |
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67 | |
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68 | |
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69 | unsigned long RNG::min(void) const |
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70 | { |
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71 | return gsl_rng_min(rng()); |
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72 | } |
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73 | |
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74 | |
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75 | std::string RNG::name(void) const |
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76 | { |
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77 | return gsl_rng_name(rng()); |
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78 | } |
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79 | |
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80 | |
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81 | const gsl_rng* RNG::rng(void) const |
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82 | { |
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83 | if (rng_.get()==NULL) |
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84 | rng_alloc(); |
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85 | return rng_.get(); |
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86 | } |
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87 | |
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88 | |
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89 | void RNG::rng_alloc(void) const |
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90 | { |
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91 | assert(rng_.get()==NULL); |
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92 | gsl_rng* rng = gsl_rng_alloc(gsl_rng_default); |
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93 | if (!rng) |
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94 | throw utility::GSL_error("RNG failed to allocate memory"); |
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95 | gsl_rng_set(rng, seed_); |
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96 | // bump seed to avoid subsequent gsl_rng to be identical |
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97 | ++seed_; |
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98 | // rng_ owns rng and takes care of deallocation |
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99 | rng_.reset(rng); |
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100 | } |
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101 | |
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102 | |
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103 | void RNG::seed(unsigned long s) const |
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104 | { |
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105 | gsl_rng_set(rng(),s); |
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106 | seed_ = s+1; |
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107 | } |
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108 | |
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109 | |
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110 | unsigned long RNG::seed_from_devurandom(void) |
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111 | { |
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112 | unsigned char ulongsize=sizeof(unsigned long); |
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113 | char* buffer=new char[ulongsize]; |
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114 | std::ifstream is("/dev/urandom", std::ios::binary); |
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115 | is.read(buffer,ulongsize); |
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116 | is.close(); |
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117 | unsigned long s=0; |
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118 | memcpy(&s, buffer, ulongsize); |
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119 | delete[] buffer; |
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120 | seed(s); |
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121 | return s; |
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122 | } |
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123 | |
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124 | |
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125 | int RNG::set_state(const RNG_state& state) |
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126 | { |
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127 | if (rng_.get()==NULL) |
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128 | rng_alloc(); |
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129 | return gsl_rng_memcpy(rng_.get(), state.rng()); |
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130 | } |
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131 | |
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132 | // --------------------- RNG_state ---------------------------------- |
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133 | |
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134 | RNG_state::RNG_state(const RNG* rng) |
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135 | { |
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136 | clone(*rng->rng()); |
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137 | } |
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138 | |
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139 | |
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140 | RNG_state::RNG_state(const RNG_state& state) |
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141 | { |
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142 | clone(*state.rng()); |
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143 | } |
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144 | |
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145 | |
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146 | RNG_state::~RNG_state(void) |
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147 | { |
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148 | gsl_rng_free(rng_); |
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149 | rng_=NULL; |
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150 | } |
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151 | |
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152 | const gsl_rng* RNG_state::rng(void) const |
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153 | { |
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154 | return rng_; |
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155 | } |
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156 | |
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157 | |
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158 | void RNG_state::clone(const gsl_rng& rng) |
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159 | { |
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160 | assert(rng_!=&rng); |
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161 | if (!(rng_ = gsl_rng_clone(&rng))) |
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162 | throw utility::GSL_error("RNG_state::RNG_state failed to allocate memory"); |
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163 | } |
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164 | |
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165 | RNG_state& RNG_state::operator=(const RNG_state& rhs) |
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166 | { |
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167 | if (this != &rhs) { |
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168 | gsl_rng_free(rng_); |
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169 | clone(*rhs.rng()); |
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170 | } |
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171 | return *this; |
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172 | } |
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173 | |
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174 | // --------------------- Discrete distribtuions --------------------- |
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175 | |
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176 | Discrete::Discrete(void) |
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177 | : rng_(RNG::instance()) |
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178 | { |
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179 | } |
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180 | |
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181 | |
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182 | Discrete::~Discrete(void) |
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183 | { |
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184 | } |
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185 | |
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186 | |
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187 | void Discrete::seed(unsigned long s) const |
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188 | { |
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189 | rng_->seed(s); |
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190 | } |
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191 | |
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192 | |
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193 | unsigned long Discrete::seed_from_devurandom(void) |
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194 | { |
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195 | return rng_->seed_from_devurandom(); |
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196 | } |
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197 | |
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198 | |
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199 | DiscreteGeneral::DiscreteGeneral(const statistics::Histogram& hist) |
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200 | : gen_(NULL) |
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201 | { |
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202 | p_.reserve(hist.nof_bins()); |
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203 | for (size_t i=0; i<hist.nof_bins(); i++) |
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204 | p_.push_back(hist[i]); |
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205 | preproc(); |
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206 | } |
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207 | |
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208 | |
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209 | DiscreteGeneral::DiscreteGeneral(const DiscreteGeneral& other) |
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210 | : Discrete(other), gen_(NULL), p_(other.p_) |
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211 | { |
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212 | preproc(); |
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213 | } |
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214 | |
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215 | |
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216 | DiscreteGeneral::~DiscreteGeneral(void) |
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217 | { |
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218 | free(); |
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219 | } |
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220 | |
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221 | |
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222 | void DiscreteGeneral::free(void) |
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223 | { |
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224 | if (gen_) |
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225 | gsl_ran_discrete_free( gen_ ); |
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226 | gen_ = NULL; |
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227 | } |
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228 | |
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229 | |
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230 | void DiscreteGeneral::preproc(void) |
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231 | { |
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232 | assert(!gen_); |
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233 | assert(p_.size()); |
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234 | gen_ = gsl_ran_discrete_preproc( p_.size(), &p_.front() ); |
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235 | if (!gen_) |
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236 | throw utility::GSL_error("DiscreteGeneral failed to setup generator."); |
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237 | } |
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238 | |
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239 | |
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240 | DiscreteGeneral& DiscreteGeneral::operator=(const DiscreteGeneral& rhs) |
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241 | { |
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242 | free(); |
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243 | p_ = rhs.p_; |
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244 | preproc(); |
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245 | return *this; |
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246 | } |
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247 | |
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248 | |
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249 | unsigned long DiscreteGeneral::operator()(void) const |
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250 | { |
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251 | return gsl_ran_discrete(rng_->rng(), gen_); |
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252 | } |
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253 | |
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254 | |
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255 | DiscreteUniform::DiscreteUniform(unsigned long n) |
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256 | : range_(n) |
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257 | { |
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258 | if (range_>rng_->max()) { |
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259 | std::stringstream ss("DiscreteUniform::DiscreteUniform: "); |
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260 | ss << n << " is too large for RNG " << rng_->name(); |
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261 | throw utility::GSL_error(ss.str()); |
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262 | } |
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263 | } |
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264 | |
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265 | |
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266 | unsigned long DiscreteUniform::operator()(void) const |
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267 | { |
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268 | return (range_ ? |
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269 | gsl_rng_uniform_int(rng_->rng(), range_) : gsl_rng_get(rng_->rng())); |
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270 | } |
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271 | |
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272 | |
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273 | unsigned long DiscreteUniform::operator()(unsigned long n) const |
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274 | { |
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275 | // making sure that n is not larger than the range of the |
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276 | // underlying RNG |
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277 | if (n>rng_->max()) { |
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278 | std::stringstream ss("DiscreteUniform::operator(unsigned long): "); |
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279 | ss << n << " is too large for RNG " << rng_->name(); |
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280 | throw utility::GSL_error(ss.str()); |
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281 | } |
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282 | return gsl_rng_uniform_int(rng_->rng(),n); |
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283 | } |
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284 | |
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285 | |
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286 | Poisson::Poisson(const double m) |
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287 | : m_(m) |
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288 | { |
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289 | } |
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290 | |
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291 | unsigned long Poisson::operator()(void) const |
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292 | { |
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293 | return gsl_ran_poisson(rng_->rng(), m_); |
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294 | } |
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295 | |
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296 | |
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297 | unsigned long Poisson::operator()(const double m) const |
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298 | { |
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299 | return gsl_ran_poisson(rng_->rng(), m); |
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300 | } |
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301 | |
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302 | // --------------------- Continuous distribtuions --------------------- |
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303 | |
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304 | Continuous::Continuous(void) |
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305 | : rng_(RNG::instance()) |
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306 | { |
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307 | } |
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308 | |
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309 | |
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310 | Continuous::~Continuous(void) |
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311 | { |
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312 | } |
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313 | |
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314 | |
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315 | void Continuous::seed(unsigned long s) const |
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316 | { |
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317 | rng_->seed(s); |
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318 | } |
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319 | |
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320 | |
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321 | unsigned long Continuous::seed_from_devurandom(void) |
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322 | { |
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323 | return rng_->seed_from_devurandom(); |
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324 | } |
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325 | |
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326 | |
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327 | ContinuousGeneral::ContinuousGeneral(const statistics::Histogram& hist) |
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328 | : discrete_(DiscreteGeneral(hist)), hist_(hist) |
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329 | { |
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330 | } |
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331 | |
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332 | |
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333 | double ContinuousGeneral::operator()(void) const |
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334 | { |
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335 | return hist_.observation_value(discrete_())+(u_()-0.5)*hist_.spacing(); |
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336 | } |
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337 | |
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338 | double ContinuousUniform::operator()(void) const |
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339 | { |
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340 | return gsl_rng_uniform(rng_->rng()); |
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341 | } |
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342 | |
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343 | |
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344 | Exponential::Exponential(const double m) |
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345 | : m_(m) |
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346 | { |
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347 | } |
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348 | |
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349 | |
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350 | double Exponential::operator()(void) const |
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351 | { |
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352 | return gsl_ran_exponential(rng_->rng(), m_); |
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353 | } |
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354 | |
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355 | |
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356 | double Exponential::operator()(const double m) const |
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357 | { |
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358 | return gsl_ran_exponential(rng_->rng(), m); |
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359 | } |
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360 | |
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361 | |
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362 | Gaussian::Gaussian(const double s, const double m) |
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363 | : m_(m), s_(s) |
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364 | { |
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365 | } |
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366 | |
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367 | |
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368 | double Gaussian::operator()(void) const |
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369 | { |
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370 | return gsl_ran_gaussian(rng_->rng(), s_)+m_; |
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371 | } |
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372 | |
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373 | |
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374 | double Gaussian::operator()(const double s) const |
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375 | { |
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376 | return gsl_ran_gaussian(rng_->rng(), s); |
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377 | } |
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378 | |
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379 | |
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380 | double Gaussian::operator()(const double s, const double m) const |
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381 | { |
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382 | return gsl_ran_gaussian(rng_->rng(), s)+m; |
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383 | } |
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384 | |
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385 | }}} // of namespace random, yat, and theplu |
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