RandomNumberGenerator.hpp

00001 /*
00002 
00003 Copyright (c) 2005-2015, 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
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00019  * Neither the name of the University of Oxford nor the names of its
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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
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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/version.hpp>
00042 
00043 
00044 #if BOOST_VERSION < 105600
00045 // Forward compatibility with Boost 1.56 onwards
00046 #include "Boost156NormalDistribution.hpp"
00047 #endif
00048 
00049 #include <boost/random.hpp>
00050 
00051 #include "ChasteSerialization.hpp"
00052 #include "SerializableSingleton.hpp"
00053 #include <boost/serialization/split_member.hpp>
00054 
00059 class RandomNumberGenerator : public SerializableSingleton<RandomNumberGenerator>
00060 {
00061 private:
00063     boost::mt19937 mMersenneTwisterGenerator;
00064 
00065     // If you add any more generators below, then remember to add lines for them in the Reseed() method too.
00066 
00068     boost::variate_generator<boost::mt19937& , boost::uniform_real<> > mGenerateUnitReal;
00069 
00071 #if BOOST_VERSION < 105600  //#2585
00072     boost::variate_generator<boost::mt19937& , boost::random::normal_distribution_v156<> > mGenerateStandardNormal;
00073 #else
00074     boost::variate_generator<boost::mt19937& , boost::normal_distribution<> > mGenerateStandardNormal;
00075 #endif
00076 
00077     static RandomNumberGenerator* mpInstance;
00078 
00079     friend class boost::serialization::access;
00089     template<class Archive>
00090     void save(Archive & archive, const unsigned int version) const
00091     {
00092         std::stringstream rng_internals;
00093         rng_internals << mMersenneTwisterGenerator;
00094         std::string rng_internals_string = rng_internals.str();
00095         archive & rng_internals_string;
00096 
00097         std::stringstream normal_internals;
00098 #if BOOST_VERSION < 105600  //#2585
00099         const boost::random::normal_distribution_v156<>& r_normal_dist = mGenerateStandardNormal.distribution();
00100 #else
00101         const boost::normal_distribution<>& r_normal_dist = mGenerateStandardNormal.distribution();
00102 #endif
00103         normal_internals << r_normal_dist;
00104         std::string normal_internals_string = normal_internals.str();
00105         archive & normal_internals_string;
00106     }
00107 
00117     template<class Archive>
00118     void load(Archive & archive, const unsigned int version)
00119     {
00120         std::string rng_internals_string;
00121         archive & rng_internals_string;
00122         std::stringstream rng_internals(rng_internals_string);
00123         rng_internals >> mMersenneTwisterGenerator;
00124 
00125         std::string normal_internals_string;
00126         archive & normal_internals_string;
00127         std::stringstream normal_internals(normal_internals_string);
00128         normal_internals >> mGenerateStandardNormal.distribution();
00129     }
00130     BOOST_SERIALIZATION_SPLIT_MEMBER()
00131 
00132 protected:
00133 
00138     RandomNumberGenerator();
00139 
00140 public:
00141 
00147     double StandardNormalRandomDeviate();
00148 
00156     double NormalRandomDeviate(double mean, double stdDev);
00157 
00161     double ranf();
00162 
00169     double GammaRandomDeviate(double shape, double scale);
00170 
00176     double ExponentialRandomDeviate(double scale);
00177 
00184     unsigned randMod(unsigned base);
00185 
00193     template <class T>
00194     void Shuffle(std::vector<boost::shared_ptr<T> >& rValues)
00195     {
00196         unsigned num = rValues.size();
00197         if (num == 0)
00198         {
00199             return;
00200         }
00201         for (unsigned end=num-1; end>0; end--)
00202         {
00203             // Pick a random integer from {0,..,end}
00204             unsigned k = RandomNumberGenerator::Instance()->randMod(end+1);
00205             boost::shared_ptr<T> temp = rValues[end];
00206             rValues[end] = rValues[k];
00207             rValues[k] = temp;
00208         }
00209     }
00210 
00220     void Shuffle(unsigned num, std::vector<unsigned>& rValues);
00221 
00226     static RandomNumberGenerator* Instance();
00227 
00234     static void Destroy();
00235 
00241     void Reseed(unsigned seed);
00242 };
00243 
00244 #endif /*RANDOMNUMBERGENERATORS_HPP_*/

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