source: trunk/yat/random/random.cc @ 852

Last change on this file since 852 was 851, checked in by Jari Häkkinen, 14 years ago

Fixes #229.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Id
File size: 5.6 KB
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1// $Id: random.cc 851 2007-05-01 19:10:37Z jari $
2
3/*
4  Copyright (C) 2005, 2006 Jari Häkkinen, Peter Johansson
5  Copyright (C) 2007 Jari Häkkinen
6
7  This file is part of the yat library, http://lev.thep.lu.se/trac/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  u_long RNG::max(void) const
64  {
65    return gsl_rng_max(rng_);
66  }
67
68
69  u_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(u_long s) const
88  {
89    gsl_rng_set(rng_,s);
90  }
91
92
93  u_long RNG::seed_from_devurandom(void)
94  {
95    u_char ulongsize=sizeof(u_long);
96    char* buffer=new char[ulongsize];
97    std::ifstream is("/dev/urandom");
98    is.read(buffer,ulongsize);
99    is.close();
100    u_long s=0;
101    for (u_int i=0; i<ulongsize; i++) {
102      u_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(u_long s) const
149  {
150    rng_->seed(s);
151  }
152
153
154  DiscreteGeneral::DiscreteGeneral(const statistics::Histogram& hist)
155  {
156    double* p = new double[ hist.nof_bins() ];
157    for (size_t i=0; i<hist.nof_bins(); i++) 
158      p[ i ] = hist[i];
159    gen_ = gsl_ran_discrete_preproc( hist.nof_bins(), p );
160    delete p;
161    if (!gen_)
162      throw utility::GSL_error("DiscreteGeneral::DiscreteGeneral failed to setup generator.");
163  }
164
165
166  DiscreteGeneral::~DiscreteGeneral(void)
167  {
168    if (gen_)
169      gsl_ran_discrete_free( gen_ );
170    gen_ = NULL;
171  }
172
173
174  u_long DiscreteGeneral::operator()(void) const
175  {
176    return gsl_ran_discrete(rng_->rng(), gen_);
177  }
178
179
180  DiscreteUniform::DiscreteUniform(u_long n)
181    : range_(n)
182  {
183    if (range_>rng_->max()) {
184      std::stringstream ss("DiscreteUniform::DiscreteUniform: ");
185      ss << n << " is too large for RNG " << rng_->name();
186      throw utility::GSL_error(ss.str());
187    }
188  }
189
190
191  u_long DiscreteUniform::operator()(void) const
192  {
193    return (range_ ?
194            gsl_rng_uniform_int(rng_->rng(), range_) : gsl_rng_get(rng_->rng()));
195  }
196
197
198  u_long DiscreteUniform::operator()(u_long n) const
199  {
200    // making sure that n is not larger than the range of the
201    // underlying RNG
202    if (n>rng_->max()) {
203      std::stringstream ss("DiscreteUniform::operator(u_long): ");
204      ss << n << " is too large for RNG " << rng_->name();
205      throw utility::GSL_error(ss.str());
206    }
207    return gsl_rng_uniform_int(rng_->rng(),n);
208  }
209
210
211  Poisson::Poisson(const double m)
212    : m_(m)
213  {
214  }
215
216  u_long Poisson::operator()(void) const
217  {
218    return gsl_ran_poisson(rng_->rng(), m_);
219  }
220
221
222  u_long Poisson::operator()(const double m) const
223  {
224    return gsl_ran_poisson(rng_->rng(), m);
225  }
226
227  // --------------------- Continuous distribtuions ---------------------
228
229  Continuous::Continuous(void)
230    : rng_(RNG::instance())
231  {
232  }
233
234
235  Continuous::~Continuous(void)
236  {
237  }
238
239
240  void Continuous::seed(u_long s) const
241  {
242    rng_->seed(s);
243  }
244
245
246  ContinuousGeneral::ContinuousGeneral(const statistics::Histogram& hist)
247    : discrete_(DiscreteGeneral(hist)), hist_(hist)
248  {
249  }
250
251
252  double ContinuousGeneral::operator()(void) const
253  {
254    return hist_.observation_value(discrete_())+(u_()-0.5)*hist_.spacing();
255  }
256
257  double ContinuousUniform::operator()(void) const
258  {
259    return gsl_rng_uniform(rng_->rng());
260  }
261
262
263  Exponential::Exponential(const double m)
264    : m_(m)
265  {
266  }
267
268
269  double Exponential::operator()(void) const
270  {
271    return gsl_ran_exponential(rng_->rng(), m_);
272  }
273
274
275  double Exponential::operator()(const double m) const
276  {
277    return gsl_ran_exponential(rng_->rng(), m);
278  }
279
280
281  Gaussian::Gaussian(const double s, const double m)
282    : m_(m), s_(s)
283  {
284  }
285
286
287  double Gaussian::operator()(void) const
288  {
289    return gsl_ran_gaussian(rng_->rng(), s_)+m_;
290  }
291
292
293  double Gaussian::operator()(const double s) const
294  {
295    return gsl_ran_gaussian(rng_->rng(), s);
296  }
297
298
299  double Gaussian::operator()(const double s, const double m) const
300  {
301    return gsl_ran_gaussian(rng_->rng(), s)+m;
302  }
303
304}}} // of namespace random, yat, and theplu
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