[89] | 1 | // %pacpus:license{
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| 2 | // This file is part of the PACPUS framework distributed under the
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| 3 | // CECILL-C License, Version 1.0.
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| 4 | // %pacpus:license}
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| 5 | /// @file
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| 6 | /// @author Firstname Surname <firstname.surname@utc.fr>
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| 7 | /// @date Month, Year
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| 8 | /// @version $Id: rng.hpp 76 2013-01-10 17:05:10Z kurdejma $
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| 9 | /// @copyright Copyright (c) UTC/CNRS Heudiasyc 2006 - 2013. All rights reserved.
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| 10 | /// @brief Random number generators.
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| 11 | ///
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| 12 | /// Detailed description.
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| 13 |
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| 14 | #ifndef __BOOST_RNG__
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| 15 | #define __BOOST_RNG__
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| 16 |
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| 17 | #include <boost/random.hpp>
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| 18 | #include <boost/math/distributions.hpp>
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| 19 | #include <ctime>
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| 20 |
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| 21 | namespace math {
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| 22 |
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| 23 | namespace rng {
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| 24 |
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| 25 | /// This class is basic normal random number generator
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| 26 | ///
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| 27 | /// @tparam RealType describe number precision, e.g. @c float, @c double
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| 28 | /// @tparam PRNG describe pseudo random number generator
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| 29 | /// @see boost::random
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| 30 | template <class RealType, class PRNG>
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| 31 | class normal_generator
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| 32 | {
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| 33 | public:
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| 34 | /// Default construtor
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| 35 | normal_generator()
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| 36 | : engine(time(NULL))
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| 37 | , generator(engine,boost::normal_distribution<RealType>(0,1))
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| 38 | {}
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| 39 |
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| 40 | /// Construtor
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| 41 | ///
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| 42 | /// @param dist a normal distribution
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| 43 | /// @see boost::distributions
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| 44 | normal_generator(const boost::math::normal_distribution<RealType> & dist)
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| 45 | : engine(time(NULL))
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| 46 | , generator(engine,boost::normal_distribution<RealType>(dist.mean(),dist.sigma()))
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| 47 | {}
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| 48 |
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| 49 | /// Constructor
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| 50 | ///
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| 51 | /// @param mean mean of the normal distribution
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| 52 | /// @param sigma standard deviation of the normal distribution
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| 53 | normal_generator(const RealType & mean ,const RealType & sigma)
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| 54 | : engine(time(NULL))
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| 55 | , generator(engine,boost::normal_distribution<RealType>(mean(),sigma()))
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| 56 | {}
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| 57 |
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| 58 | /// Get a random number
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| 59 | RealType operator()()
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| 60 | {
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| 61 | return generator();
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| 62 | }
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| 63 |
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| 64 | /// Set normal distribution
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| 65 | ///
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| 66 | /// @param dist : a normal distribution
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| 67 | /// @see boost::distributions
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| 68 | void distribution( const boost::math::normal_distribution<RealType> & dist)
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| 69 | {
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| 70 | generator.dist= boost::normal_distribution<RealType>(dist.mean(),dist.standard_deviation());
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| 71 | }
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| 72 |
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| 73 | /// Set normal distrubution
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| 74 | ///
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| 75 | /// @param mean : mean of the normal distribution
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| 76 | /// @param sigma : satndard deviation of the normal distribution
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| 77 | void distribution( const RealType & mean ,const RealType & sigma) {
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| 78 | generator.distribution()= boost::normal_distribution<RealType>(mean,sigma);
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| 79 | }
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| 80 |
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| 81 | private:
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| 82 | /// pseudorandom number generator
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| 83 | PRNG engine;
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| 84 |
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| 85 | /// the normal random number generator
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| 86 | boost::variate_generator<PRNG, boost::normal_distribution<RealType> > generator;
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| 87 | };
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| 88 |
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| 89 | /// Defines normal random number generator as a Mersenne Twister 19937 with double-precision numbers
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| 90 | typedef class normal_generator<double, boost::mt19937> normal_rng;
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| 91 |
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| 92 | /// This class is basic uniform random number generator.
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| 93 | ///
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| 94 | /// @tparam RealType describe number precision, e.g. @c float, @c double
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| 95 | /// @tparam PRNG describe pseudo random number generator
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| 96 | /// @see boost::random
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| 97 | template <class RealType, class PRNG>
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| 98 | class uniform_generator
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| 99 | {
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| 100 | public:
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| 101 | /// Default construtor
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| 102 | uniform_generator()
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| 103 | : engine(time(NULL))
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| 104 | , generator(engine, boost::uniform_real<RealType>(0,1))
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| 105 | {}
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| 106 |
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| 107 | /// Construtor
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| 108 | /// @param dist a uniform distribution
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| 109 | /// @see boost::distributions
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| 110 | uniform_generator(const boost::math::uniform_distribution<RealType> & dist)
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| 111 | : engine(time(NULL))
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| 112 | , generator(engine, boost::uniform_real<RealType>(dist.lower(),dist.upper()))
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| 113 | {}
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| 114 |
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| 115 | /// Constructor
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| 116 | ///
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| 117 | /// @param lower the lower value of the uniform distribution
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| 118 | /// @param upper the upper value of the uniform distribution
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| 119 | uniform_generator(const RealType & lower , const RealType & upper)
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| 120 | : engine(time(NULL))
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| 121 | , generator(engine, boost::uniform_real<RealType>(lower,upper))
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| 122 | {}
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| 123 |
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| 124 | /// Get a random number
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| 125 | RealType operator()()
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| 126 | {
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| 127 | return generator();
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| 128 | }
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| 129 |
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| 130 | /// Set uniform distribution
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| 131 | ///
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| 132 | /// @param dist a normal distribution
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| 133 | /// @see boost::distributions
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| 134 | void distribution( const boost::math::uniform_distribution<RealType> & dist)
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| 135 | {
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| 136 | generator.dist()= boost::uniform_real<RealType>(dist.lower(),dist.upper());
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| 137 | }
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| 138 |
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| 139 | /// Set uniform distribution
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| 140 | ///
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| 141 | /// @param lower the lower value of the uniform distribution
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| 142 | /// @param upper the upper value of the uniform distribution
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| 143 | void distribution( const RealType & lower , const RealType & upper)
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| 144 | {
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| 145 | generator.dist()= boost::uniform_real<RealType>(lower,upper);
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| 146 | }
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| 147 |
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| 148 | private:
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| 149 | /// @brief pseudo random number generator
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| 150 | PRNG engine;
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| 151 | /// @brief the uniform random number generator
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| 152 | boost::variate_generator<PRNG, boost::uniform_real<RealType> > generator;
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| 153 | };
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| 154 |
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| 155 | /// Defines uniform random number generator as a Mersenne Twister 19937 with double-precision numbers
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| 156 | typedef class uniform_generator<double, boost::mt19937> uniform_rng;
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| 157 |
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| 158 | /// This class is basic triangular random number generator
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| 159 | ///
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| 160 | /// @tparam RealType describe number precision, e.g. @c float, @c double
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| 161 | /// @tparam PRNG describe pseudo random number generator ( see boost random)
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| 162 | template <class RealType, class PRNG>
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| 163 | class triangle_generator
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| 164 | {
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| 165 | public:
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| 166 | /// Default construtor
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| 167 | triangle_generator()
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| 168 | : engine(time(NULL))
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| 169 | , generator(engine, boost::triangle_distribution<RealType>(-1,0,1))
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| 170 | {}
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| 171 |
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| 172 | /// Construtor
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| 173 | ///
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| 174 | /// @param dist : a traingle distribution
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| 175 | /// @see boost distributions
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| 176 | triangle_generator(const boost::math::triangular_distribution<RealType> & dist)
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| 177 | : engine(time(NULL))
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| 178 | ,generator(engine, boost::triangle_distribution<RealType>(dist.lower(),dist.upper()))
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| 179 | {}
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| 180 |
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| 181 | /// Constructor
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| 182 | ///
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| 183 | /// @param lower the lower value of the uniform distribution
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| 184 | /// @param mode the mode value of the uniform distribution
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| 185 | /// @param upper the upper value of the uniform distribution
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| 186 | triangle_generator(const RealType & lower, const RealType & mode ,const RealType & upper)
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| 187 | : engine(time(NULL))
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| 188 | , generator(engine, boost::triangle_distribution<RealType>(lower,mode,upper))
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| 189 | {}
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| 190 |
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| 191 | /// Get a random number
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| 192 | RealType operator()()
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| 193 | {
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| 194 | return generator();
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| 195 | }
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| 196 |
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| 197 | /// Set triangle distribution
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| 198 | /// @param dist a normal distribution
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| 199 | /// @see boost::distributions
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| 200 | void distribution( const boost::math::triangular_distribution<RealType> & dist)
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| 201 | {
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| 202 | generator.dist()= boost::triangle_distribution<RealType>(dist.lower(),dist.mode(),dist.upper());
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| 203 | }
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| 204 |
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| 205 | /// Set triangle distribution
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| 206 | /// @param lower the lower value of the uniform distribution
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| 207 | /// @param mode the mode value of the uniform distribution
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| 208 | /// @param upper the upper value of the uniform distribution
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| 209 | void distribution( const RealType & lower, const RealType & mode ,const RealType & upper)
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| 210 | {
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| 211 | generator.dist()= boost::triangle_distribution<RealType>(lower,mode,upper);
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| 212 | }
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| 213 |
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| 214 | private :
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| 215 | /// pseudorandom number generator
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| 216 | PRNG engine;
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| 217 | /// the triangle random number generator
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| 218 | boost::variate_generator<PRNG, boost::triangle_distribution<RealType> > generator;
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| 219 | };
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| 220 |
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| 221 | typedef class triangle_generator<double, boost::mt19937> triangle_rng;
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| 222 |
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| 223 | } // namespace rng
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| 224 | } // namespace math
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| 225 |
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| 226 | #endif // __BOOST_RNG__
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