random.hpp

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/* Copyright (c) 2005-2011 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
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 * NOTICE. This software was developed under partial funding from the
 * U.S.  Department of Energy.  As such, the U.S. Government has been
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#ifndef RANDOM_HPP
#define RANDOM_HPP 1


#include <stdint.h>
#include <pthread.h>
#include <vector>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_qrng.h>
#include <gsl/gsl_roots.h>



class Random_Variate_Transformation {

public:

    virtual ~Random_Variate_Transformation() {}

    virtual Random_Variate_Transformation *copy( void ) const = 0;

    virtual double transform( double R ) = 0;
};



class Uniform_Transformation : public Random_Variate_Transformation {

public:

    Uniform_Transformation() {}

    Uniform_Transformation( const Uniform_Transformation &trans ) {}

    virtual ~Uniform_Transformation() {}

    Uniform_Transformation &operator=( const Uniform_Transformation &trans ) { return( *this ); }

    virtual Uniform_Transformation *copy( void ) const;

    virtual double transform( double R ) { return( R ); }
};



class Gaussian_Transformation : public Random_Variate_Transformation {

    gsl_function_fdf    _fdf;      
    gsl_root_fdfsolver *_solver;   
    static const double _rgauss_const_A;
    static const double _rgauss_const_B;

    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 );

public:

    Gaussian_Transformation();

    Gaussian_Transformation( const Gaussian_Transformation &trans );

    virtual ~Gaussian_Transformation();

    Gaussian_Transformation &operator=( const Gaussian_Transformation &trans ) { return( *this ); }

    virtual Gaussian_Transformation *copy( void ) const;

    virtual double transform( double R );
};



class Cosine_Transformation : public Random_Variate_Transformation {

    gsl_function_fdf    _fdf;      
    gsl_root_fdfsolver *_solver;   
    static double rcosine_f_func( double x, void *params );
    static double rcosine_df_func( double x, void *params );
    static void rcosine_fdf_func( double x, void *params, double *f, double *df );

public:

    Cosine_Transformation();

    Cosine_Transformation( const Cosine_Transformation &trans );

    virtual ~Cosine_Transformation();

    Cosine_Transformation &operator=( const Cosine_Transformation &trans ) { return( *this ); }

    virtual Cosine_Transformation *copy( void ) const;

    virtual double transform( double R );
};



class Gamma_Transformation : public Random_Variate_Transformation {

    gsl_function_fdf    _fdf;      
    gsl_root_fdfsolver *_solver;   
    double _R;
    double _k;
    double _theta;
    double _rgamma_const_A;
    double _rgamma_const_B;

    static double rgamma_f_func( double x, void *params );
    static double rgamma_df_func( double x, void *params );
    static void rgamma_fdf_func( double x, void *params, double *f, double *df );

public:

    Gamma_Transformation( double k, double theta );

    Gamma_Transformation( const Gamma_Transformation &trans );

    virtual ~Gamma_Transformation();

    Gamma_Transformation &operator=( const Gamma_Transformation &trans );

    virtual Gamma_Transformation *copy( void ) const;

    virtual double transform( double R );
};



class Random {

protected:

    mutable pthread_mutex_t _mutex;
    std::vector<Random_Variate_Transformation *> _transformation;

public:

    Random( size_t N );

    virtual ~Random();

    void set_transformation( size_t i, const Random_Variate_Transformation &trans );

    virtual void get( double *x ) const = 0;
};


class QRandom : public Random {

    size_t    _N;        
    gsl_qrng *_qrng;     
    QRandom( const QRandom &qrng ) : Random(0) {}

public:

    QRandom( size_t N );

    virtual ~QRandom();

    virtual void get( double *x ) const;
};


class MTRandom : public Random {

    size_t    _N;        
    gsl_rng  *_rng;      
    MTRandom( const MTRandom &rng ) : Random(0) {}

public:

    MTRandom( size_t N );

    virtual ~MTRandom();

    virtual void get( double *x ) const;
};


#endif