RandomNumberGenerator.cpp

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*/
 
#include "RandomNumberGenerator.hpp"
#include "Exception.hpp"
 
#if BOOST_VERSION < 106400 // #2893
// Forward compatibility with Boost 1.64 onwards
#include "Boost165ExponentialDistribution.hpp"
#include "Boost165GammaDistribution.hpp"
#endif
 
RandomNumberGenerator* RandomNumberGenerator::mpInstance = nullptr;
 
RandomNumberGenerator::RandomNumberGenerator()
        : mMersenneTwisterGenerator(0u),
          mGenerateUnitReal(mMersenneTwisterGenerator, boost::uniform_real<>()),
#if BOOST_VERSION < 106400 // #2585 and #2893
          mGenerateStandardNormal(mMersenneTwisterGenerator, boost::random::normal_distribution_v165<>(0.0, 1.0))
#else
          mGenerateStandardNormal(mMersenneTwisterGenerator, boost::normal_distribution<>(0.0, 1.0))
#endif
{
    assert(mpInstance == nullptr); // Ensure correct serialization
}
 
RandomNumberGenerator* RandomNumberGenerator::Instance()
{
    if (mpInstance == nullptr)
    {
        mpInstance = new RandomNumberGenerator();
    }
    return mpInstance;
}
 
void RandomNumberGenerator::Destroy()
{
    if (mpInstance)
    {
        delete mpInstance;
        mpInstance = nullptr;
    }
}
 
unsigned RandomNumberGenerator::randMod(unsigned base)
{
    assert(base > 0u);
    /*
     * The contents of this method are copied out of
     * boost/include/boost/random/uniform_smallint.hpp lines 235 - 255
     * as of v 1.48 (preserved at least as far as 1.51).
     * to make sure we get the same
     * result on earlier versions of boost.
     *
     * It was then simplified as we know '_min' is zero, '_max' is 'base-1u'
     * and all the types are unsigneds.
     */
 
    // equivalent to (eng() - eng.min()) % (_max - _min + 1) + _min,
    // but guarantees no overflow.
    unsigned base_range = boost::random::detail::subtract<unsigned>()((mMersenneTwisterGenerator.max)(), (mMersenneTwisterGenerator.min)());
    unsigned val = boost::random::detail::subtract<unsigned>()(mMersenneTwisterGenerator(), (mMersenneTwisterGenerator.min)());
 
    if (base - 1u >= base_range)
    {
        // This was in the original boost file for when '_min' is large, but here it is zero so
        // we shouldn't ever reach this.
        NEVER_REACHED;
        //return val;
    }
    else
    {
        return (val % base);
    }
}
 
double RandomNumberGenerator::ranf()
{
    return mGenerateUnitReal();
}
 
double RandomNumberGenerator::StandardNormalRandomDeviate()
{
    return mGenerateStandardNormal();
}
 
double RandomNumberGenerator::NormalRandomDeviate(double mean, double stdDev)
{
    return stdDev * StandardNormalRandomDeviate() + mean;
}
 
double RandomNumberGenerator::GammaRandomDeviate(double shape, double scale)
{
// make a gamma distribution and `merge' this distribution with our random number generator
 
#if BOOST_VERSION < 106400
    boost::random::gamma_distribution_v165<> gd(shape);
    boost::variate_generator<boost::mt19937&, boost::random::gamma_distribution_v165<> > var_gamma(mMersenneTwisterGenerator, gd);
#else
    boost::gamma_distribution<> gd(shape);
    boost::variate_generator<boost::mt19937&, boost::gamma_distribution<> > var_gamma(mMersenneTwisterGenerator, gd);
#endif
    return scale * var_gamma();
}
 
double RandomNumberGenerator::ExponentialRandomDeviate(double scale)
{
// make an exponential distribution and `merge' this distribution with our random number generator
 
#if BOOST_VERSION < 106400
    boost::random::exponential_distribution_v165<> ed(scale);
    boost::variate_generator<boost::mt19937&, boost::random::exponential_distribution_v165<> > var_exponential(mMersenneTwisterGenerator, ed);
#else
    boost::exponential_distribution<> ed(scale);
    boost::variate_generator<boost::mt19937&, boost::exponential_distribution<> > var_exponential(mMersenneTwisterGenerator, ed);
#endif
    // return the random number
    return var_exponential();
}
 
void RandomNumberGenerator::Reseed(unsigned seed)
{
    mMersenneTwisterGenerator.seed(seed);
 
    // Because this does some Box-Muller type thing it remembers if you don't reset it - see #2633
    mGenerateStandardNormal.distribution().reset();
 
    // Probably don't need to do this, but it probably is good practice!
    mGenerateUnitReal.distribution().reset();
}
 
void RandomNumberGenerator::Shuffle(unsigned num, std::vector<unsigned>& rValues)
{
    rValues.resize(num);
    for (unsigned i = 0; i < num; i++)
    {
        rValues[i] = i;
    }
 
    for (unsigned end = num - 1; end > 0; end--)
    {
        // Pick a random integer from {0,..,end}
        unsigned k = RandomNumberGenerator::Instance()->randMod(end + 1);
        unsigned temp = rValues[end];
        rValues[end] = rValues[k];
        rValues[k] = temp;
    }
}