qrandom.hpp

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/* Copyright (c) 2005-2010 Taneli Kalvas. All rights reserved.
 *
 * You can redistribute this software and/or modify it under the terms
 * of the GNU General Public License as published by the Free Software
 * Foundation; either version 2 of the License, or (at your option)
 * any later version.
 * 
 * This 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 this library (file "COPYING" included in the package);
 * if not, write to the Free Software Foundation, Inc., 51 Franklin
 * Street, Fifth Floor, Boston, MA 02110-1301 USA
 * 
 * If you have questions about your rights to use or distribute this
 * software, please contact Berkeley Lab's Technology Transfer
 * Department at TTD@lbl.gov. Other questions, comments and bug
 * reports should be sent directly to the author via email at
 * taneli.kalvas@jyu.fi.
 * 
 * NOTICE. This software was developed under partial funding from the
 * U.S.  Department of Energy.  As such, the U.S. Government has been
 * granted for itself and others acting on its behalf a paid-up,
 * nonexclusive, irrevocable, worldwide license in the Software to
 * reproduce, prepare derivative works, and perform publicly and
 * display publicly.  Beginning five (5) years after the date
 * permission to assert copyright is obtained from the U.S. Department
 * of Energy, and subject to any subsequent five (5) year renewals,
 * the U.S. Government is granted for itself and others acting on its
 * behalf a paid-up, nonexclusive, irrevocable, worldwide license in
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 */

#ifndef QRANDOM_HPP
#define QRANDOM_HPP 1


#include <gsl/gsl_rng.h>
#include <gsl/gsl_qrng.h>
#include <gsl/gsl_roots.h>


class Random {

    gsl_function_fdf    _fdf;      
    gsl_root_fdfsolver *_solver;   
    static double rgauss_f_func( double x, void *params );
    static double rgauss_df_func( double x, void *params );
    static void rgauss_fdf_func( double x, void *params, double *f, double *df );

protected:

    Random( int n );

    Random( const Random &rng ) {}

    int                 _N;        
    double transform_gaussian( double R );

public:

    virtual ~Random();

    virtual void get_gaussian( double *x ) = 0;
    
    virtual void get_part_gaussian( bool *gaussian, double *x ) = 0;

    virtual void get( double *x ) = 0;

};


class QRandom : public Random {
    gsl_qrng           *_qrng;     
    QRandom( const QRandom &qrng ) : Random(qrng) {}

public:

    QRandom( int n );

    ~QRandom();

    virtual void get_gaussian( double *x );
    
    virtual void get_part_gaussian( bool *gaussian, double *x );

    virtual void get( double *x );
};


class MTRandom : public Random {
    gsl_rng           *_rng;     
    MTRandom( const MTRandom &rng ) : Random(rng) {}

public:

    MTRandom( int n );

    ~MTRandom();

    virtual void get_gaussian( double *x );
    
    virtual void get_part_gaussian( bool *gaussian, double *x );

    virtual void get( double *x );
};


#endif