1 | // This file is part of the PACPUS framework distributed under the
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2 | // CECILL-C License, Version 1.0.
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3 | //
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4 | /// @file
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5 | /// @author Firstname Surname <firstname.surname@utc.fr>
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6 | /// @date Month, Year
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7 | /// @version $Id: rng.hpp 69 2013-01-09 23:04:42Z kurdejma $
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8 | /// @copyright Copyright (c) UTC/CNRS Heudiasyc 2006 - 2013. All rights reserved.
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9 | /// @brief Random number generators.
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10 | ///
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11 | /// Detailed description.
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12 |
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13 | #ifndef __BOOST_RNG__
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14 | #define __BOOST_RNG__
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15 |
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16 | #include <boost/random.hpp>
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17 | #include <boost/math/distributions.hpp>
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18 | #include <ctime>
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19 |
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20 | namespace math {
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21 |
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22 | namespace rng {
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23 |
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24 | /// This class is basic normal random number generator
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25 | ///
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26 | /// @tparam RealType describe number precision, e.g. @c float, @c double
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27 | /// @tparam PRNG describe pseudo random number generator
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28 | /// @see boost::random
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29 | template <class RealType, class PRNG>
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30 | class normal_generator
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31 | {
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32 | public:
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33 | /// Default construtor
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34 | normal_generator()
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35 | : engine(time(NULL))
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36 | , generator(engine,boost::normal_distribution<RealType>(0,1))
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37 | {}
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38 |
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39 | /// Construtor
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40 | ///
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41 | /// @param dist a normal distribution
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42 | /// @see boost::distributions
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43 | normal_generator(const boost::math::normal_distribution<RealType> & dist)
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44 | : engine(time(NULL))
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45 | , generator(engine,boost::normal_distribution<RealType>(dist.mean(),dist.sigma()))
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46 | {}
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47 |
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48 | /// Constructor
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49 | ///
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50 | /// @param mean mean of the normal distribution
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51 | /// @param sigma standard deviation of the normal distribution
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52 | normal_generator(const RealType & mean ,const RealType & sigma)
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53 | : engine(time(NULL))
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54 | , generator(engine,boost::normal_distribution<RealType>(mean(),sigma()))
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55 | {}
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56 |
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57 | /// Get a random number
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58 | RealType operator()()
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59 | {
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60 | return generator();
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61 | }
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62 |
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63 | /// Set normal distribution
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64 | ///
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65 | /// @param dist : a normal distribution
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66 | /// @see boost::distributions
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67 | void distribution( const boost::math::normal_distribution<RealType> & dist)
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68 | {
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69 | generator.dist= boost::normal_distribution<RealType>(dist.mean(),dist.standard_deviation());
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70 | }
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71 |
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72 | /// Set normal distrubution
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73 | ///
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74 | /// @param mean : mean of the normal distribution
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75 | /// @param sigma : satndard deviation of the normal distribution
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76 | void distribution( const RealType & mean ,const RealType & sigma) {
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77 | generator.distribution()= boost::normal_distribution<RealType>(mean,sigma);
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78 | }
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79 |
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80 | private:
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81 | /// pseudorandom number generator
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82 | PRNG engine;
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83 |
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84 | /// the normal random number generator
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85 | boost::variate_generator<PRNG, boost::normal_distribution<RealType> > generator;
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86 | };
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87 |
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88 | /// Defines normal random number generator as a Mersenne Twister 19937 with double-precision numbers
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89 | typedef class normal_generator<double, boost::mt19937> normal_rng;
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90 |
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91 | /// This class is basic uniform random number generator.
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92 | ///
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93 | /// @tparam RealType describe number precision, e.g. @c float, @c double
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94 | /// @tparam PRNG describe pseudo random number generator
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95 | /// @see boost::random
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96 | template <class RealType, class PRNG>
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97 | class uniform_generator
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98 | {
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99 | public:
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100 | /// Default construtor
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101 | uniform_generator()
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102 | : engine(time(NULL))
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103 | , generator(engine, boost::uniform_real<RealType>(0,1))
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104 | {}
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105 |
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106 | /// Construtor
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107 | /// @param dist a uniform distribution
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108 | /// @see boost::distributions
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109 | uniform_generator(const boost::math::uniform_distribution<RealType> & dist)
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110 | : engine(time(NULL))
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111 | , generator(engine, boost::uniform_real<RealType>(dist.lower(),dist.upper()))
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112 | {}
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113 |
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114 | /// Constructor
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115 | ///
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116 | /// @param lower the lower value of the uniform distribution
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117 | /// @param upper the upper value of the uniform distribution
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118 | uniform_generator(const RealType & lower , const RealType & upper)
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119 | : engine(time(NULL))
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120 | , generator(engine, boost::uniform_real<RealType>(lower,upper))
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121 | {}
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122 |
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123 | /// Get a random number
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124 | RealType operator()()
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125 | {
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126 | return generator();
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127 | }
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128 |
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129 | /// Set uniform distribution
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130 | ///
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131 | /// @param dist a normal distribution
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132 | /// @see boost::distributions
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133 | void distribution( const boost::math::uniform_distribution<RealType> & dist)
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134 | {
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135 | generator.dist()= boost::uniform_real<RealType>(dist.lower(),dist.upper());
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136 | }
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137 |
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138 | /// Set uniform distribution
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139 | ///
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140 | /// @param lower the lower value of the uniform distribution
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141 | /// @param upper the upper value of the uniform distribution
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142 | void distribution( const RealType & lower , const RealType & upper)
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143 | {
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144 | generator.dist()= boost::uniform_real<RealType>(lower,upper);
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145 | }
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146 |
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147 | private:
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148 | /// @brief pseudo random number generator
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149 | PRNG engine;
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150 | /// @brief the uniform random number generator
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151 | boost::variate_generator<PRNG, boost::uniform_real<RealType> > generator;
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152 | };
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153 |
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154 | /// Defines uniform random number generator as a Mersenne Twister 19937 with double-precision numbers
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155 | typedef class uniform_generator<double, boost::mt19937> uniform_rng;
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156 |
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157 | /// This class is basic triangular random number generator
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158 | ///
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159 | /// @tparam RealType describe number precision, e.g. @c float, @c double
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160 | /// @tparam PRNG describe pseudo random number generator ( see boost random)
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161 | template <class RealType, class PRNG>
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162 | class triangle_generator
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163 | {
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164 | public:
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165 | /// Default construtor
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166 | triangle_generator()
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167 | : engine(time(NULL))
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168 | , generator(engine, boost::triangle_distribution<RealType>(-1,0,1))
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169 | {}
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170 |
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171 | /// Construtor
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172 | ///
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173 | /// @param dist : a traingle distribution
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174 | /// @see boost distributions
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175 | triangle_generator(const boost::math::triangular_distribution<RealType> & dist)
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176 | : engine(time(NULL))
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177 | ,generator(engine, boost::triangle_distribution<RealType>(dist.lower(),dist.upper()))
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178 | {}
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179 |
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180 | /// Constructor
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181 | ///
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182 | /// @param lower the lower value of the uniform distribution
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183 | /// @param mode the mode value of the uniform distribution
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184 | /// @param upper the upper value of the uniform distribution
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185 | triangle_generator(const RealType & lower, const RealType & mode ,const RealType & upper)
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186 | : engine(time(NULL))
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187 | , generator(engine, boost::triangle_distribution<RealType>(lower,mode,upper))
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188 | {}
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189 |
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190 | /// Get a random number
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191 | RealType operator()()
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192 | {
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193 | return generator();
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194 | }
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195 |
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196 | /// Set triangle distribution
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197 | /// @param dist a normal distribution
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198 | /// @see boost::distributions
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199 | void distribution( const boost::math::triangular_distribution<RealType> & dist)
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200 | {
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201 | generator.dist()= boost::triangle_distribution<RealType>(dist.lower(),dist.mode(),dist.upper());
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202 | }
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203 |
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204 | /// Set triangle distribution
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205 | /// @param lower the lower value of the uniform distribution
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206 | /// @param mode the mode value of the uniform distribution
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207 | /// @param upper the upper value of the uniform distribution
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208 | void distribution( const RealType & lower, const RealType & mode ,const RealType & upper)
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209 | {
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210 | generator.dist()= boost::triangle_distribution<RealType>(lower,mode,upper);
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211 | }
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212 |
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213 | private :
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214 | /// pseudorandom number generator
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215 | PRNG engine;
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216 | /// the triangle random number generator
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217 | boost::variate_generator<PRNG, boost::triangle_distribution<RealType> > generator;
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218 | };
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219 |
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220 | typedef class triangle_generator<double, boost::mt19937> triangle_rng;
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221 |
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222 | } // namespace rng
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223 | } // namespace math
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224 |
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225 | #endif // __BOOST_RNG__
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