qrandom.hpp

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00001 
00005 /* Copyright (c) 2005-2010 Taneli Kalvas. All rights reserved.
00006  *
00007  * You can redistribute this software and/or modify it under the terms
00008  * of the GNU General Public License as published by the Free Software
00009  * Foundation; either version 2 of the License, or (at your option)
00010  * any later version.
00011  * 
00012  * This library is distributed in the hope that it will be useful, but
00013  * WITHOUT ANY WARRANTY; without even the implied warranty of
00014  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
00015  * General Public License for more details.
00016  * 
00017  * You should have received a copy of the GNU General Public License
00018  * along with this library (file "COPYING" included in the package);
00019  * if not, write to the Free Software Foundation, Inc., 51 Franklin
00020  * Street, Fifth Floor, Boston, MA 02110-1301 USA
00021  * 
00022  * If you have questions about your rights to use or distribute this
00023  * software, please contact Berkeley Lab's Technology Transfer
00024  * Department at TTD@lbl.gov. Other questions, comments and bug
00025  * reports should be sent directly to the author via email at
00026  * taneli.kalvas@jyu.fi.
00027  * 
00028  * NOTICE. This software was developed under partial funding from the
00029  * U.S.  Department of Energy.  As such, the U.S. Government has been
00030  * granted for itself and others acting on its behalf a paid-up,
00031  * nonexclusive, irrevocable, worldwide license in the Software to
00032  * reproduce, prepare derivative works, and perform publicly and
00033  * display publicly.  Beginning five (5) years after the date
00034  * permission to assert copyright is obtained from the U.S. Department
00035  * of Energy, and subject to any subsequent five (5) year renewals,
00036  * the U.S. Government is granted for itself and others acting on its
00037  * behalf a paid-up, nonexclusive, irrevocable, worldwide license in
00038  * the Software to reproduce, prepare derivative works, distribute
00039  * copies to the public, perform publicly and display publicly, and to
00040  * permit others to do so.
00041  */
00042 
00043 #ifndef QRANDOM_HPP
00044 #define QRANDOM_HPP 1
00045 
00046 
00047 #include <gsl/gsl_rng.h>
00048 #include <gsl/gsl_qrng.h>
00049 #include <gsl/gsl_roots.h>
00050 
00051 
00059 class Random {
00060 
00061     gsl_function_fdf    _fdf;      
00062     gsl_root_fdfsolver *_solver;   
00064     static double rgauss_f_func( double x, void *params );
00065     static double rgauss_df_func( double x, void *params );
00066     static void rgauss_fdf_func( double x, void *params, double *f, double *df );
00067 
00068 protected:
00069 
00072     Random( int n );
00073 
00076     Random( const Random &rng ) {}
00077 
00078     int                 _N;        
00083     double transform_gaussian( double R );
00084 
00085 public:
00086 
00089     virtual ~Random();
00090 
00096     virtual void get_gaussian( double *x ) = 0;
00097     
00105     virtual void get_part_gaussian( bool *gaussian, double *x ) = 0;
00106 
00111     virtual void get( double *x ) = 0;
00112 
00113 };
00114 
00115 
00123 class QRandom : public Random {
00124     gsl_qrng           *_qrng;     
00128     QRandom( const QRandom &qrng ) : Random(qrng) {}
00129 
00130 public:
00131 
00134     QRandom( int n );
00135 
00138     ~QRandom();
00139 
00145     virtual void get_gaussian( double *x );
00146     
00154     virtual void get_part_gaussian( bool *gaussian, double *x );
00155 
00160     virtual void get( double *x );
00161 };
00162 
00163 
00171 class MTRandom : public Random {
00172     gsl_rng           *_rng;     
00176     MTRandom( const MTRandom &rng ) : Random(rng) {}
00177 
00178 public:
00179 
00182     MTRandom( int n );
00183 
00186     ~MTRandom();
00187 
00193     virtual void get_gaussian( double *x );
00194     
00202     virtual void get_part_gaussian( bool *gaussian, double *x );
00203 
00208     virtual void get( double *x );
00209 };
00210 
00211 
00212 #endif
00213 
00214 
00215 
00216 

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