RandomNumberGenerator.hpp

00001 /*
00002 
00003 Copyright (c) 2005-2014, University of Oxford.
00004 All rights reserved.
00005 
00006 University of Oxford means the Chancellor, Masters and Scholars of the
00007 University of Oxford, having an administrative office at Wellington
00008 Square, Oxford OX1 2JD, UK.
00009 
00010 This file is part of Chaste.
00011 
00012 Redistribution and use in source and binary forms, with or without
00013 modification, are permitted provided that the following conditions are met:
00014  * Redistributions of source code must retain the above copyright notice,
00015    this list of conditions and the following disclaimer.
00016  * Redistributions in binary form must reproduce the above copyright notice,
00017    this list of conditions and the following disclaimer in the documentation
00018    and/or other materials provided with the distribution.
00019  * Neither the name of the University of Oxford nor the names of its
00020    contributors may be used to endorse or promote products derived from this
00021    software without specific prior written permission.
00022 
00023 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
00024 AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
00025 IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
00026 ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
00027 LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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00029 GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
00030 HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
00031 LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
00032 OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00033 
00034 */
00035 
00036 #ifndef RANDOMNUMBERGENERATORS_HPP_
00037 #define RANDOMNUMBERGENERATORS_HPP_
00038 
00039 #include <sstream>
00040 #include <boost/shared_ptr.hpp>
00041 #include <boost/random.hpp>
00042 
00043 #include "ChasteSerialization.hpp"
00044 #include "SerializableSingleton.hpp"
00045 #include <boost/serialization/split_member.hpp>
00046 
00051 class RandomNumberGenerator : public SerializableSingleton<RandomNumberGenerator>
00052 {
00053 private:
00055     boost::mt19937 mMersenneTwisterGenerator;
00056 
00058     boost::variate_generator<boost::mt19937& , boost::uniform_real<> > mGenerateUnitReal;
00059 
00061     boost::variate_generator<boost::mt19937& , boost::normal_distribution<> > mGenerateStandardNormal;
00062 
00064     static RandomNumberGenerator* mpInstance;
00065 
00066     friend class boost::serialization::access;
00076     template<class Archive>
00077     void save(Archive & archive, const unsigned int version) const
00078     {
00079         std::stringstream rng_internals;
00080         rng_internals << mMersenneTwisterGenerator;
00081         std::string rng_internals_string = rng_internals.str();
00082         archive & rng_internals_string;
00083 
00084         std::stringstream normal_internals;
00085         const boost::normal_distribution<>& r_normal_dist = mGenerateStandardNormal.distribution();
00086         normal_internals << r_normal_dist;
00087         std::string normal_internals_string = normal_internals.str();
00088         archive & normal_internals_string;
00089     }
00090 
00100     template<class Archive>
00101     void load(Archive & archive, const unsigned int version)
00102     {
00103         std::string rng_internals_string;
00104         archive & rng_internals_string;
00105         std::stringstream rng_internals(rng_internals_string);
00106         rng_internals >> mMersenneTwisterGenerator;
00107 
00108         std::string normal_internals_string;
00109         archive & normal_internals_string;
00110         std::stringstream normal_internals(normal_internals_string);
00111         normal_internals >> mGenerateStandardNormal.distribution();
00112     }
00113     BOOST_SERIALIZATION_SPLIT_MEMBER()
00114 
00115 protected:
00116 
00121     RandomNumberGenerator();
00122 
00123 public:
00124 
00130     double StandardNormalRandomDeviate();
00131 
00139     double NormalRandomDeviate(double mean, double stdDev);
00140 
00144     double ranf();
00145 
00152     double GammaRandomDeviate(double shape, double scale);
00153 
00159     double ExponentialRandomDeviate(double scale);
00160 
00167     unsigned randMod(unsigned base);
00168 
00176     template <class T>
00177     void Shuffle(std::vector<boost::shared_ptr<T> >& rValues)
00178     {
00179         unsigned num = rValues.size();
00180         if (num == 0)
00181         {
00182             return;
00183         }
00184         for (unsigned end=num-1; end>0; end--)
00185         {
00186             // Pick a random integer from {0,..,end}
00187             unsigned k = RandomNumberGenerator::Instance()->randMod(end+1);
00188             boost::shared_ptr<T> temp = rValues[end];
00189             rValues[end] = rValues[k];
00190             rValues[k] = temp;
00191         }
00192     }
00193 
00203     void Shuffle(unsigned num, std::vector<unsigned>& rValues);
00204 
00209     static RandomNumberGenerator* Instance();
00210 
00217     static void Destroy();
00218 
00224     void Reseed(unsigned seed);
00225 };
00226 
00227 #endif /*RANDOMNUMBERGENERATORS_HPP_*/

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