rng.h

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/* Copyright (C) 2003-2008 Cory Davis <cory@met.ed.ac.uk>
 
   This program is free software; you can redistribute it and/or modify it
   under the terms of the GNU General Public License as published by the
   Free Software Foundation; either version 2, or (at your option) any
   later version.
 
   This program is distributed in the hope that it will be useful,
   but WITHOUT ANY WARRANTY; without even the implied warranty of
   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
   GNU General Public License for more details.
 
   You should have received a copy of the GNU General Public License
   along with this program; if not, write to the Free Software
   Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307,
   USA. */
 
/*===========================================================================
  === File description 
  ===========================================================================*/
 
/* gsl_types.h
 * 
 * Copyright (C) 2001 Brian Gough
 * 
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */
#ifndef rng_h
#define rng_h
 
#include "messages.h"
#ifndef __GSL_TYPES_H__
#define __GSL_TYPES_H__
 
#ifndef GSL_VAR
 
#ifdef WIN32
#  ifdef _DLL
#    ifdef DLL_EXPORT
#      define GSL_VAR __declspec(dllexport)
#    else
#      define GSL_VAR __declspec(dllimport)
#    endif
#  else
#    define GSL_VAR extern
#  endif
#else
#  define GSL_VAR extern
#endif
 
#endif
 
#endif /* __GSL_TYPES_H__ */
 
 
 
 
/* rng/gsl_rng.h
 * 
 * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, Brian Gough
 * 
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */
 
#ifndef __GSL_RNG_H__
#define __GSL_RNG_H__
#include <cstdlib>
 
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
 
__BEGIN_DECLS
 
typedef struct
  {
    const char *name;
    unsigned long int max;
    unsigned long int min;
    size_t size;
    void (*set) (void *state, unsigned long int seed);
    unsigned long int (*get) (void *state);
    double (*get_double) (void *state);
  }
gsl_rng_type;
 
typedef struct
  {
    const gsl_rng_type * type;
    void *state;
  }
gsl_rng;
 
 
/* These structs also need to appear in default.c so you can select
   them via the environment variable GSL_RNG_TYPE */
 
GSL_VAR const gsl_rng_type *gsl_rng_borosh13;
GSL_VAR const gsl_rng_type *gsl_rng_coveyou;
GSL_VAR const gsl_rng_type *gsl_rng_cmrg;
GSL_VAR const gsl_rng_type *gsl_rng_fishman18;
GSL_VAR const gsl_rng_type *gsl_rng_fishman20;
GSL_VAR const gsl_rng_type *gsl_rng_fishman2x;
GSL_VAR const gsl_rng_type *gsl_rng_gfsr4;
GSL_VAR const gsl_rng_type *gsl_rng_knuthran;
GSL_VAR const gsl_rng_type *gsl_rng_knuthran2;
GSL_VAR const gsl_rng_type *gsl_rng_lecuyer21;
GSL_VAR const gsl_rng_type *gsl_rng_minstd;
GSL_VAR const gsl_rng_type *gsl_rng_mrg;
GSL_VAR const gsl_rng_type *gsl_rng_mt19937;
GSL_VAR const gsl_rng_type *gsl_rng_mt19937_1999;
GSL_VAR const gsl_rng_type *gsl_rng_mt19937_1998;
GSL_VAR const gsl_rng_type *gsl_rng_r250;
GSL_VAR const gsl_rng_type *gsl_rng_ran0;
GSL_VAR const gsl_rng_type *gsl_rng_ran1;
GSL_VAR const gsl_rng_type *gsl_rng_ran2;
GSL_VAR const gsl_rng_type *gsl_rng_ran3;
GSL_VAR const gsl_rng_type *gsl_rng_rand;
GSL_VAR const gsl_rng_type *gsl_rng_rand48;
GSL_VAR const gsl_rng_type *gsl_rng_random128_bsd;
GSL_VAR const gsl_rng_type *gsl_rng_random128_glibc2;
GSL_VAR const gsl_rng_type *gsl_rng_random128_libc5;
GSL_VAR const gsl_rng_type *gsl_rng_random256_bsd;
GSL_VAR const gsl_rng_type *gsl_rng_random256_glibc2;
GSL_VAR const gsl_rng_type *gsl_rng_random256_libc5;
GSL_VAR const gsl_rng_type *gsl_rng_random32_bsd;
GSL_VAR const gsl_rng_type *gsl_rng_random32_glibc2;
GSL_VAR const gsl_rng_type *gsl_rng_random32_libc5;
GSL_VAR const gsl_rng_type *gsl_rng_random64_bsd;
GSL_VAR const gsl_rng_type *gsl_rng_random64_glibc2;
GSL_VAR const gsl_rng_type *gsl_rng_random64_libc5;
GSL_VAR const gsl_rng_type *gsl_rng_random8_bsd;
GSL_VAR const gsl_rng_type *gsl_rng_random8_glibc2;
GSL_VAR const gsl_rng_type *gsl_rng_random8_libc5;
GSL_VAR const gsl_rng_type *gsl_rng_random_bsd;
GSL_VAR const gsl_rng_type *gsl_rng_random_glibc2;
GSL_VAR const gsl_rng_type *gsl_rng_random_libc5;
GSL_VAR const gsl_rng_type *gsl_rng_randu;
GSL_VAR const gsl_rng_type *gsl_rng_ranf;
GSL_VAR const gsl_rng_type *gsl_rng_ranlux;
GSL_VAR const gsl_rng_type *gsl_rng_ranlux389;
GSL_VAR const gsl_rng_type *gsl_rng_ranlxd1;
GSL_VAR const gsl_rng_type *gsl_rng_ranlxd2;
GSL_VAR const gsl_rng_type *gsl_rng_ranlxs0;
GSL_VAR const gsl_rng_type *gsl_rng_ranlxs1;
GSL_VAR const gsl_rng_type *gsl_rng_ranlxs2;
GSL_VAR const gsl_rng_type *gsl_rng_ranmar;
GSL_VAR const gsl_rng_type *gsl_rng_slatec;
GSL_VAR const gsl_rng_type *gsl_rng_taus;
GSL_VAR const gsl_rng_type *gsl_rng_taus2;
GSL_VAR const gsl_rng_type *gsl_rng_taus113;
GSL_VAR const gsl_rng_type *gsl_rng_transputer;
GSL_VAR const gsl_rng_type *gsl_rng_tt800;
GSL_VAR const gsl_rng_type *gsl_rng_uni;
GSL_VAR const gsl_rng_type *gsl_rng_uni32;
GSL_VAR const gsl_rng_type *gsl_rng_vax;
GSL_VAR const gsl_rng_type *gsl_rng_waterman14;
GSL_VAR const gsl_rng_type *gsl_rng_zuf;
 
const gsl_rng_type ** gsl_rng_types_setup(void);
 
GSL_VAR const gsl_rng_type *gsl_rng_default;
GSL_VAR unsigned long int gsl_rng_default_seed;
 
gsl_rng *gsl_rng_alloc (const gsl_rng_type * T);
int gsl_rng_memcpy (gsl_rng * dest, const gsl_rng * src);
gsl_rng *gsl_rng_clone (const gsl_rng * r);
 
void gsl_rng_free (gsl_rng * r);
 
void gsl_rng_set (const gsl_rng * r, unsigned long int seed);
unsigned long int gsl_rng_max (const gsl_rng * r);
unsigned long int gsl_rng_min (const gsl_rng * r);
const char *gsl_rng_name (const gsl_rng * r);
size_t gsl_rng_size (const gsl_rng * r);
void * gsl_rng_state (const gsl_rng * r);
 
void gsl_rng_print_state (const gsl_rng * r);
 
const gsl_rng_type * gsl_rng_env_setup (void);
 
unsigned long int gsl_rng_get (const gsl_rng * r);
double gsl_rng_uniform (const gsl_rng * r);
double gsl_rng_uniform_pos (const gsl_rng * r);
unsigned long int gsl_rng_uniform_int (const gsl_rng * r, unsigned long int n);
 
 
#ifdef HAVE_INLINE
extern inline unsigned long int gsl_rng_get (const gsl_rng * r);
 
extern inline unsigned long int
gsl_rng_get (const gsl_rng * r)
{
  return (r->type->get) (r->state);
}
 
extern inline double gsl_rng_uniform (const gsl_rng * r);
 
extern inline double
gsl_rng_uniform (const gsl_rng * r)
{
  return (r->type->get_double) (r->state);
}
 
extern inline double gsl_rng_uniform_pos (const gsl_rng * r);
 
extern inline double
gsl_rng_uniform_pos (const gsl_rng * r)
{
  double x ;
  do
    {
      x = (r->type->get_double) (r->state) ;
    }
  while (x == 0) ;
 
  return x ;
}
 
extern inline unsigned long int gsl_rng_uniform_int (const gsl_rng * r, unsigned long int n);
 
extern inline unsigned long int
gsl_rng_uniform_int (const gsl_rng * r, unsigned long int n)
{
  unsigned long int offset = r->type->min;
  unsigned long int range = r->type->max - offset;
  unsigned long int scale = range / n;
  unsigned long int k;
 
  if (n > range) 
    {
      GSL_ERROR_VAL ("n exceeds maximum value of generator",
                        GSL_EINVAL, 0) ;
    }
 
  do
    {
      k = (((r->type->get) (r->state)) - offset) / scale;
    }
  while (k >= n);
 
  return k;
}
#endif /* HAVE_INLINE */
 
__END_DECLS
 
#endif /* __GSL_RNG_H__ */
 
/* err/gsl_errno.h
 * 
 * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman, Brian Gough
 * 
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */
 
#ifndef __GSL_ERRNO_H__
#define __GSL_ERRNO_H__
 
#include <cstdio>
#include <cerrno>
 
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
 
__BEGIN_DECLS
 
enum { 
  GSL_SUCCESS  = 0, 
  GSL_FAILURE  = -1,
  GSL_CONTINUE = -2,  /* iteration has not converged */
  GSL_EDOM     = 1,   /* input domain error, e.g sqrt(-1) */
  GSL_ERANGE   = 2,   /* output range error, e.g. exp(1e100) */
  GSL_EFAULT   = 3,   /* invalid pointer */
  GSL_EINVAL   = 4,   /* invalid argument supplied by user */
  GSL_EFAILED  = 5,   /* generic failure */
  GSL_EFACTOR  = 6,   /* factorization failed */
  GSL_ESANITY  = 7,   /* sanity check failed - shouldn't happen */
  GSL_ENOMEM   = 8,   /* malloc failed */
  GSL_EBADFUNC = 9,   /* problem with user-supplied function */
  GSL_ERUNAWAY = 10,  /* iterative process is out of control */
  GSL_EMAXITER = 11,  /* exceeded max number of iterations */
  GSL_EZERODIV = 12,  /* tried to divide by zero */
  GSL_EBADTOL  = 13,  /* user specified an invalid tolerance */
  GSL_ETOL     = 14,  /* failed to reach the specified tolerance */
  GSL_EUNDRFLW = 15,  /* underflow */
  GSL_EOVRFLW  = 16,  /* overflow  */
  GSL_ELOSS    = 17,  /* loss of accuracy */
  GSL_EROUND   = 18,  /* failed because of roundoff error */
  GSL_EBADLEN  = 19,  /* matrix, vector lengths are not conformant */
  GSL_ENOTSQR  = 20,  /* matrix not square */
  GSL_ESING    = 21,  /* apparent singularity detected */
  GSL_EDIVERGE = 22,  /* integral or series is divergent */
  GSL_EUNSUP   = 23,  /* requested feature is not supported by the hardware */
  GSL_EUNIMPL  = 24,  /* requested feature not (yet) implemented */
  GSL_ECACHE   = 25,  /* cache limit exceeded */
  GSL_ETABLE   = 26,  /* table limit exceeded */
  GSL_ENOPROG  = 27,  /* iteration is not making progress towards solution */
  GSL_ENOPROGJ = 28,  /* jacobian evaluations are not improving the solution */
  GSL_ETOLF    = 29,  /* cannot reach the specified tolerance in F */
  GSL_ETOLX    = 30,  /* cannot reach the specified tolerance in X */
  GSL_ETOLG    = 31,  /* cannot reach the specified tolerance in gradient */
  GSL_EOF      = 32   /* end of file */
} ;
 
void gsl_error (const char * reason, const char * file, int line,
                int gsl_errno);
 
void gsl_warning (const char * reason, const char * file, int line,
                  int gsl_errno) ;
 
void gsl_stream_printf (const char *label, const char *file,
                        int line, const char *reason);
 
const char * gsl_strerror (const int gsl_errno);
 
typedef void gsl_error_handler_t (const char * reason, const char * file,
                                  int line, int gsl_errno);
 
typedef void gsl_stream_handler_t (const char * label, const char * file,
                                   int line, const char * reason);
 
gsl_error_handler_t * 
gsl_set_error_handler (gsl_error_handler_t * new_handler);
 
gsl_error_handler_t *
gsl_set_error_handler_off (void);
 
gsl_stream_handler_t * 
gsl_set_stream_handler (gsl_stream_handler_t * new_handler);
 
FILE * gsl_set_stream (FILE * new_stream);
 
/* GSL_ERROR: call the error handler, and return the error code */
 
#define GSL_ERROR(reason, gsl_errno) \
       do { \
       gsl_error (reason, __FILE__, __LINE__, gsl_errno) ; \
       return gsl_errno ; \
       } while (0)
 
/* GSL_ERROR_VAL: call the error handler, and return the given value */
 
#define GSL_ERROR_VAL(reason, gsl_errno, value) \
       do { \
       gsl_error (reason, __FILE__, __LINE__, gsl_errno) ; \
       return value ; \
       } while (0)
 
/* GSL_ERROR_VOID: call the error handler, and then return
   (for void functions which still need to generate an error) */
 
#define GSL_ERROR_VOID(reason, gsl_errno) \
       do { \
       gsl_error (reason, __FILE__, __LINE__, gsl_errno) ; \
       return ; \
       } while (0)
 
/* GSL_ERROR_NULL suitable for out-of-memory conditions */
 
#define GSL_ERROR_NULL(reason, gsl_errno) GSL_ERROR_VAL(reason, gsl_errno, 0)
 
 
/* GSL library code can occasionally generate warnings, which are not
   intended to be fatal. You can compile a version of the library with
   warnings turned off globally by defining the preprocessor constant
   GSL_WARNINGS_OFF. This turns off the warnings, but does not disable
   error handling in any way or turn off error messages.
 
   GSL_WARNING() is not intended for use in client code -- use
   GSL_MESSAGE() instead.  */
    
#ifdef GSL_WARNINGS_OFF   /* throw away warnings */
#define GSL_WARNING(warning, gsl_errno) \
       do { } while(0)
#else                     /* output all warnings */
#define GSL_WARNING(warning, gsl_errno) \
       do { \
       gsl_warning (warning, __FILE__, __LINE__, gsl_errno) ; \
       } while (0)
#endif
 
/* Warnings can also be turned off at runtime by setting the variable
   gsl_warnings_off to a non-zero value */
 
GSL_VAR int gsl_warnings_off ;
 
 
/* Sometimes you have several status results returned from
 * function calls and you want to combine them in some sensible
 * way. You cannot produce a "total" status condition, but you can
 * pick one from a set of conditions based on an implied hierarchy.
 *
 * In other words:
 *    you have: status_a, status_b, ...
 *    you want: status = (status_a if it is bad, or status_b if it is bad,...)
 *
 * In this example you consider status_a to be more important and
 * it is checked first, followed by the others in the order specified.
 *
 * Here are some dumb macros to do this.
 */
#define GSL_ERROR_SELECT_2(a,b)       ((a) != GSL_SUCCESS ? (a) : ((b) != GSL_SUCCESS ? (b) : GSL_SUCCESS))
#define GSL_ERROR_SELECT_3(a,b,c)     ((a) != GSL_SUCCESS ? (a) : GSL_ERROR_SELECT_2(b,c))
#define GSL_ERROR_SELECT_4(a,b,c,d)   ((a) != GSL_SUCCESS ? (a) : GSL_ERROR_SELECT_3(b,c,d))
#define GSL_ERROR_SELECT_5(a,b,c,d,e) ((a) != GSL_SUCCESS ? (a) : GSL_ERROR_SELECT_4(b,c,d,e))
 
#define GSL_STATUS_UPDATE(sp, s) do { if ((s) != GSL_SUCCESS) *(sp) = (s);} while(0)
 
__END_DECLS
 
#endif /* __GSL_ERRNO_H__ */
 
/* err/gsl_message.h
 * 
 * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman, Brian Gough
 * 
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */
 
#ifndef __GSL_MESSAGE_H__
#define __GSL_MESSAGE_H__
 
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
 
__BEGIN_DECLS
 
/* Provide a general messaging service for client use.  Messages can
 * be selectively turned off at compile time by defining an
 * appropriate message mask. Client code which uses the GSL_MESSAGE()
 * macro must provide a mask which is or'ed with the GSL_MESSAGE_MASK.
 *
 * The messaging service can be completely turned off
 * by defining GSL_MESSAGING_OFF.  */
 
void gsl_message(const char * message, const char * file, int line,
                 unsigned int mask);
 
#ifndef GSL_MESSAGE_MASK
#define GSL_MESSAGE_MASK 0xffffffffu /* default all messages allowed */
#endif
 
GSL_VAR unsigned int gsl_message_mask ;
 
/* Provide some symolic masks for client ease of use. */
 
enum {
  GSL_MESSAGE_MASK_A = 1,
  GSL_MESSAGE_MASK_B = 2,
  GSL_MESSAGE_MASK_C = 4,
  GSL_MESSAGE_MASK_D = 8,
  GSL_MESSAGE_MASK_E = 16,
  GSL_MESSAGE_MASK_F = 32,
  GSL_MESSAGE_MASK_G = 64,
  GSL_MESSAGE_MASK_H = 128
} ;
 
#ifdef GSL_MESSAGING_OFF        /* throw away messages */ 
#define GSL_MESSAGE(message, mask) do { } while(0)
#else                           /* output all messages */
#define GSL_MESSAGE(message, mask) \
       do { \
       if (mask & GSL_MESSAGE_MASK) \
         gsl_message (message, __FILE__, __LINE__, mask) ; \
       } while (0)
#endif
 
__END_DECLS
 
#endif /* __GSL_MESSAGE_H__ */
 
 
 
/*CPD: 26-06-02. Here is my contribution to this file: a simple 
random number generator class*/
 
#include <ctime>
 
class Rng {
  
  gsl_rng * r;      //the gsl random number generator instance
 
  unsigned long int seed_no;//The integer used to seen the Rng
 
 
 public:
 
  Rng();            //constructor
 
  ~Rng();           //destructor
 
  //The default is to seed the Rng using the seconds elapsed since
  //1970.
  void seed(unsigned long int n, const Verbosity& verbosity);
    
  void force_seed(unsigned long int n);
  
  double draw();         //draw a random number between [0,1)
 
  unsigned long int showseed() const; //return the seed.
};
 
#endif /* rng_h  */