source: trunk/yat/random/random.cc @ 2890

// $Id: random.cc 2890 2012-12-07 08:09:47Z peter $

/*
  Copyright (C) 2005, 2006, 2007, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2009, 2011, 2012 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 yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include <config.h>

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

#include <boost/thread/locks.hpp>

#include <cassert>
#include <cstring>
#include <fstream>
#include <sstream>

namespace theplu {
namespace yat {
namespace random {

  RNG* RNG::instance_=NULL;

  RNG::RNG(void)
    : rng_(gsl_rng_free)
  {
      // support rng/seed changes through environment vars
    if (!gsl_rng_env_setup())
      throw utility::GSL_error("RNG::RNG unknown generator");
    seed_ = gsl_rng_default_seed;
    // let's allocate already here, just to behave as yat 0.8
    rng_alloc();
  }


  RNG::~RNG(void)
  {
  }


  RNG* RNG::instance(void)
  {
    if (instance_==NULL)
      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
  {
    if (rng_.get()==NULL)
      rng_alloc();
    return rng_.get();
  }


  void RNG::rng_alloc(void) const
  {
    assert(rng_.get()==NULL);
    gsl_rng* rng = gsl_rng_alloc(gsl_rng_default);
    if (!rng)
      throw utility::GSL_error("RNG failed to allocate memory");
    boost::unique_lock<boost::mutex> lock(mutex_);
    gsl_rng_set(rng, seed_);
    // bump seed to avoid subsequent gsl_rng to be identical
    ++seed_;
    // rng_ owns rng and takes care of deallocation
    rng_.reset(rng);
  } // lock is released here


  void RNG::seed(unsigned long s) const
  {
    boost::unique_lock<boost::mutex> lock(mutex_);
    gsl_rng_set(rng(),s);
    seed_ = s+1;
  } // lock is released here


  unsigned long RNG::seed_from_devurandom(void)
  {
    unsigned char ulongsize=sizeof(unsigned long);
    char* buffer=new char[ulongsize];
    std::ifstream is("/dev/urandom", std::ios::binary);
    is.read(buffer,ulongsize);
    is.close();
    unsigned long s=0;
    memcpy(&s, buffer, ulongsize);
    delete[] buffer;
    seed(s);
    return s;
  }


  int RNG::set_state(const RNG_state& state)
  {
    if (rng_.get()==NULL)
      rng_alloc();
    if (gsl_rng_memcpy(rng_.get(), state.rng()))
      throw utility::GSL_error("yat::random::RNG::set_state failed");
    return 0;
  }

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

  RNG_state::RNG_state(const RNG* rng)
  {
    clone(*rng->rng());
  }


  RNG_state::RNG_state(const RNG_state& state)
  {
    clone(*state.rng());
  }


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

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


  void RNG_state::clone(const gsl_rng& rng)
  {
    assert(rng_!=&rng);
    if (!(rng_ = gsl_rng_clone(&rng)))
      throw utility::GSL_error("RNG_state::clone failed to allocate memory");
  }

  RNG_state& RNG_state::operator=(const RNG_state& rhs)
  {
    if (this != &rhs) {
      gsl_rng_free(rng_);
      clone(*rhs.rng());
    }
    return *this;
  }

  // --------------------- 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();
  }


  Binomial::Binomial(double p, unsigned int n)
    : Discrete(), p_(p), n_(n)
  {
  }


  unsigned long Binomial::operator()(void) const
  {
    return gsl_ran_binomial(rng_->rng(), p_, n_);
  }


  DiscreteGeneral::DiscreteGeneral(const statistics::Histogram& hist)
    : gen_(NULL)
  {
    p_.reserve(hist.nof_bins());
    for (size_t i=0; i<hist.nof_bins(); i++)
      p_.push_back(hist[i]);
    preproc();
  }


  DiscreteGeneral::DiscreteGeneral(const DiscreteGeneral& other)
    : Discrete(other), gen_(NULL), p_(other.p_)
  {
    preproc();
  }


  DiscreteGeneral::~DiscreteGeneral(void)
  {
    free();
  }


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


  void DiscreteGeneral::preproc(void)
  {
    assert(!gen_);
    assert(p_.size());
    gen_ = gsl_ran_discrete_preproc( p_.size(), &p_.front() );
    if (!gen_)
      throw utility::GSL_error("DiscreteGeneral failed to setup generator.");
  }


  DiscreteGeneral& DiscreteGeneral::operator=(const DiscreteGeneral& rhs)
  {
    free();
    p_ = rhs.p_;
    preproc();
    return *this;
  }


  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);
  }


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


  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