RandomNumberGenerator.cpp

/*

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*/

#include "Exception.hpp"
#include "RandomNumberGenerator.hpp"

RandomNumberGenerator* RandomNumberGenerator::mpInstance = NULL;

RandomNumberGenerator::RandomNumberGenerator()
    : mMersenneTwisterGenerator(0u),
      mGenerateUnitReal(mMersenneTwisterGenerator, boost::uniform_real<>()),
#if BOOST_VERSION < 105600  //#2585
      mGenerateStandardNormal(mMersenneTwisterGenerator, boost::random::normal_distribution_v156<>(mMersenneTwisterGenerator, 0.0, 1.0))
#else
      mGenerateStandardNormal(mMersenneTwisterGenerator, boost::normal_distribution<>(0.0, 1.0))
#endif
{
    assert(mpInstance == NULL); // Ensure correct serialization
}

RandomNumberGenerator* RandomNumberGenerator::Instance()
{
    if (mpInstance == NULL)
    {
        mpInstance = new RandomNumberGenerator();
    }
    return mpInstance;
}

void RandomNumberGenerator::Destroy()
{
    if (mpInstance)
    {
        delete mpInstance;
        mpInstance = NULL;
    }
}

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.
     */

#if BOOST_VERSION < 103700
    unsigned base_range =(mMersenneTwisterGenerator.max)() - (mMersenneTwisterGenerator.min)();
    unsigned val = mMersenneTwisterGenerator() - (mMersenneTwisterGenerator.min)();
#else
    // 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)());
#endif

    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)
{
    boost::gamma_distribution<> gd(shape);
    boost::variate_generator<boost::mt19937& , boost::gamma_distribution<> > var_gamma(mMersenneTwisterGenerator, gd);

    return scale*var_gamma();
}

double RandomNumberGenerator::ExponentialRandomDeviate(double scale)
{
    // make an exponential distribution
    boost::exponential_distribution<> ed(scale);

    // `merge' this distribution with our random number generator
    boost::variate_generator<boost::mt19937& , boost::exponential_distribution<> > var_exponential(mMersenneTwisterGenerator, ed);

    // 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;
    }
}