source: pacpusframework/trunk/include/Pacpus/PacpusTools/math/rng.hpp@ 64

Last change on this file since 64 was 64, checked in by Marek Kurdej, 11 years ago

Modified property: added svn:keywords=Id.

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File size: 6.4 KB
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1#ifndef __BOOST_RNG__
2#define __BOOST_RNG__
3
4#include <boost/random.hpp>
5#include <boost/math/distributions.hpp>
6#include <ctime>
7
8namespace math {
9
10namespace rng {
11
12/*!
13 * \class normal_generator
14 * \brief This class is basic normal random number generator \n
15 * template id RealType describe number precision (float double ....)\n
16 * template id PRNG describe pseudo random number generator ( see boost random)
17 */
18template < class RealType , class PRNG > class normal_generator {
19public :
20 /*!
21 * Default construtor
22 */
23 normal_generator():
24 engine(time(NULL)),
25 generator(engine,boost::normal_distribution<RealType>(0,1))
26 {}
27 /*!
28 * Construtor
29 * \param dist : a normal distribution (see boost distributions)
30 */
31 normal_generator(const boost::math::normal_distribution<RealType> & dist):
32 engine(time(NULL)),
33 generator(engine,boost::normal_distribution<RealType>(dist.mean(),dist.sigma()))
34 {}
35 /*!
36 * Construtor
37 * \param mean : mean of the normal distribution
38 * \param sigma : satndard deviation of the normal distribution
39 */
40 normal_generator(const RealType & mean ,const RealType & sigma):
41 engine(time(NULL)),
42 generator(engine,boost::normal_distribution<RealType>(mean(),sigma()))
43 {}
44
45 /*!
46 * Get a random number
47 */
48 RealType operator()() {return generator();}
49
50 /*!
51 * Set normal distribution
52 * \param dist : a normal distribution (see boost distributions)
53 */
54 void distribution( const boost::math::normal_distribution<RealType> & dist) {
55 generator.dist= boost::normal_distribution<RealType>(dist.mean(),dist.standard_deviation());
56 }
57
58 /*!
59 * Set normal distrubution
60 * \param mean : mean of the normal distribution
61 * \param sigma : satndard deviation of the normal distribution
62 */
63 void distribution( const RealType & mean ,const RealType & sigma) {
64 generator.distribution()= boost::normal_distribution<RealType>(mean,sigma);
65 }
66
67 private :
68
69 /*!
70 * \brief pseudo random number generator
71 */
72 PRNG engine;
73
74 /*!
75 * \brief the normal random number generator
76 */
77 boost::variate_generator<PRNG, boost::normal_distribution<RealType> > generator;
78};
79
80typedef class normal_generator<double,boost::mt19937> normal_rng;
81
82
83
84/*!
85 * \class uniform_generator
86 * \brief This class is basic uniform random number generator \n
87 * template id RealType describe number precision (float double ....)\n
88 * template id PRNG describe pseudo random number generator ( see boost random)
89 */
90template < class RealType , class PRNG > class uniform_generator {
91
92public :
93 /*!
94 * Default construtor
95 */
96 uniform_generator():
97 engine(time(NULL)),
98 generator(engine, boost::uniform_real<RealType>(0,1))
99 {}
100 /*!
101 * Construtor
102 * \param dist : a uniform distribution (see boost distributions)
103 */
104 uniform_generator(const boost::math::uniform_distribution<RealType> & dist):
105 engine(time(NULL)),
106 generator(engine, boost::uniform_real<RealType>(dist.lower(),dist.upper()))
107 {}
108 /*!
109 * Construtor
110 * \param lower : the lower value of the uniform distribution
111 * \param upper : the upper value of the uniform distribution
112 */
113 uniform_generator(const RealType & lower , const RealType & upper):
114 engine(time(NULL)),
115 generator(engine, boost::uniform_real<RealType>(lower,upper))
116 {}
117
118 /*!
119 * Get a random number
120 */
121 RealType operator()() {return generator();}
122 /*!
123 * Set uniform distribution
124 * \param dist : a normal distribution (see boost distributions)
125 */
126 void distribution( const boost::math::uniform_distribution<RealType> & dist) {
127 generator.dist()= boost::uniform_real<RealType>(dist.lower(),dist.upper());
128 }
129 /*!
130 * Set uniform distribution
131 * \param lower : the lower value of the uniform distribution
132 * \param upper : the upper value of the uniform distribution
133 */
134 void distribution( const RealType & lower , const RealType & upper) {
135 generator.dist()= boost::uniform_real<RealType>(lower,upper);
136 }
137
138 private :
139 /*!
140 * \brief pseudo random number generator
141 */
142 PRNG engine;
143 /*!
144 * \brief the uniform random number generator
145 */
146 boost::variate_generator<PRNG, boost::uniform_real<RealType> > generator;
147};
148
149typedef class uniform_generator<double,boost::mt19937> uniform_rng;
150
151
152/*!
153 * \class traingle_generator
154 * \brief This class is basic triangular random number generator \n
155 * template id RealType describe number precision (float double ....)\n
156 * template id PRNG describe pseudo random number generator ( see boost random)
157 */
158template < class RealType , class PRNG > class triangle_generator {
159
160public :
161 /*!
162 * Default construtor
163 */
164 triangle_generator():
165 engine(time(NULL)),
166 generator(engine, boost::triangle_distribution<RealType>(-1,0,1))
167 {}
168 /*!
169 * Construtor
170 * \param dist : a traingle distribution (see boost distributions)
171 */
172 triangle_generator(const boost::math::triangular_distribution<RealType> & dist):
173 engine(time(NULL)),
174 generator(engine, boost::triangle_distribution<RealType>(dist.lower(),dist.upper()))
175 {}
176 /*!
177 * Constructor :
178 * \param lower : the lower value of the uniform distribution
179 * \param mode : the mode value of the uniform distribution
180 * \param upper : the upper value of the uniform distribution
181 */
182 triangle_generator(const RealType & lower , const RealType & mode ,const RealType & upper):
183 engine(time(NULL)),
184 generator(engine, boost::triangle_distribution<RealType>(lower,mode,upper))
185 {}
186 /*!
187 * Get a random number
188 */
189 RealType operator()() {return generator();}
190 /*!
191 * Set triangle distribution
192 * \param dist : a normal distribution (see boost distributions)
193 */
194 void distribution( const boost::math::triangular_distribution<RealType> & dist) {
195 generator.dist()= boost::triangle_distribution<RealType>(dist.lower(),dist.mode(),dist.upper());
196 }
197 /*!
198 * Set triangle distribution
199 * \param lower : the lower value of the uniform distribution
200 * \param mode : the mode value of the uniform distribution
201 * \param upper : the upper value of the uniform distribution
202 */
203 void distribution( const RealType & lower ,const RealType & mode ,const RealType & upper) {
204 generator.dist()= boost::triangle_distribution<RealType>(lower,mode,upper);
205 }
206
207 private :
208 /*!
209 * \brief pseudo random number generator
210 */
211 PRNG engine;
212 /*!
213 * \brief the triangle random number generator
214 */
215 boost::variate_generator<PRNG, boost::triangle_distribution<RealType> > generator;
216};
217
218typedef class triangle_generator<double,boost::mt19937> triangle_rng;
219
220};
221};
222#endif
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