RNG.cc

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//Copyright (c) 2013-2014, The MercuryDPM Developers Team. All rights reserved.
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#include "RNG.h"
RNG::RNG()
{
    randomSeedLinearCongruentialGenerator_ = 0;
    a_ = 1103515245;
    c_ = 12345;
    m_ = 1024 * 1024 * 1024;
    type_ = RNGType::LAGGED_FIBONACCI_GENERATOR;
    p_ = 607;
    q_ = 273;
    randomSeedLaggedFibonacciGenerator_.resize(p_);
    seedLaggedFibonacciGenerator();
}

void RNG::setRandomSeed(unsigned long int new_seed)
{
    randomSeedLinearCongruentialGenerator_ = new_seed;
    seedLaggedFibonacciGenerator();
}

void RNG::read(std::istream& is)
{
    std::string dummy;
    unsigned int type;
    is >> type;
    type_ = static_cast<RNGType>(type);
    is >> a_;
    is >> c_;
    is >> m_;
    is >> p_;
    is >> q_;
    is >> randomSeedLinearCongruentialGenerator_;
    //note: the seeds for the LaggedFibonacciGenerator cannot be restarted currently.
    seedLaggedFibonacciGenerator();
    //randomSeedLaggedFibonacciGenerator_.resize(p_);
    //for (auto& v : randomSeedLaggedFibonacciGenerator_) 
    //    is >> v;
}

void RNG::write(std::ostream& os) const
{
    os << " " << static_cast<unsigned int>(type_);
    os << " " << a_;
    os << " " << c_;
    os << " " << m_;
    os << " " << p_;
    os << " " << q_;
    os << " " << randomSeedLinearCongruentialGenerator_;
    //for (auto v : randomSeedLaggedFibonacciGenerator_) 
    //    os << " " << v;
}

void RNG::setLinearCongruentialGeneratorParmeters(unsigned const int a, unsigned const int c, unsigned const int m)
{
    a_ = a;
    c_ = c;
    m_ = m;
}

void RNG::randomise()
{
    setRandomSeed(static_cast<unsigned long int>(time(nullptr)));
}

void RNG::setRandomNumberGenerator(RNGType type)
{
    type=type_;
}

Mdouble RNG::getRandomNumber(Mdouble min, Mdouble max)
{   
    switch (type_)
    {
        case RNGType::LINEAR_CONGRUENTIAL_GENERATOR:
            return getRandomNumberFromLinearCongruentialGenerator(min, max);
        case RNGType::LAGGED_FIBONACCI_GENERATOR:
            return getRandomNumberFromLaggedFibonacciGenerator(min, max);
    }    
}
Mdouble RNG::getRandomNumberFromLinearCongruentialGenerator(Mdouble min, Mdouble max)
{
    //Update the random seed
    randomSeedLinearCongruentialGenerator_ = (a_ * randomSeedLinearCongruentialGenerator_ + c_) % m_;
    
    //Generate a random number in the required range
    
    Mdouble random_num;
    
    Mdouble range = max - min;
    random_num = min + range * randomSeedLinearCongruentialGenerator_ / (static_cast<Mdouble>(m_) + 1.0);
    
    return random_num;
}

/**************************************
 * This sets the seed for LFG using LCG
 * 
 * 
 **************************************/
void RNG::seedLaggedFibonacciGenerator()
{
    for (unsigned int i = 0; i < p_; i++)
    {
        randomSeedLaggedFibonacciGenerator_[i] = getRandomNumberFromLinearCongruentialGenerator(0, 1.0);
    }
}

Mdouble RNG::getRandomNumberFromLaggedFibonacciGenerator(Mdouble min, Mdouble max)
{
    Mdouble new_seed = fmod(randomSeedLaggedFibonacciGenerator_[0] + randomSeedLaggedFibonacciGenerator_[p_ - q_], static_cast<Mdouble>(1.0));
    //Update the random seed
    for (unsigned int i = 0; i < p_ - 1; i++)
    {
        randomSeedLaggedFibonacciGenerator_[i] = randomSeedLaggedFibonacciGenerator_[i + 1];
    }
    randomSeedLaggedFibonacciGenerator_[p_ - 1] = new_seed;
    
    //Generate a random number in the required range
    
    Mdouble random_num;
    
    Mdouble range = max - min;
    random_num = min + range * new_seed;
    
    return random_num;
}

Mdouble RNG::test()
{
    //This are the fixed parameters that define the test
    static unsigned int num_of_tests = 100000;
    static Mdouble max_num = 100.0;
    static unsigned int num_of_bins = 10;
    
    //This is the generated random_number
    Mdouble rn;
    //This is the bin the random number will lie in
    unsigned int bin = 0;
    //This is a vector of bins
    std::vector<int> count;
    count.resize(num_of_bins);
    
    //Initialisation of the bins
    for (unsigned int i = 0; i < num_of_bins; i++)
    {
        count[bin] = 0;
    }
    
    //Loop over a number of tests
    for (unsigned int i = 0; i < num_of_tests; i++)
    {
        rn = getRandomNumber(0.0, max_num);
        bin = static_cast<unsigned int>(std::floor(rn * num_of_bins / max_num));
        
        //Add one to the bin count
        count[bin]++;
        
    }
    
    //Final post-process the result and report on the random number
    Mdouble chi_cum = 0.0;
    Mdouble expected = num_of_tests / num_of_bins;
    
    for (unsigned int i = 0; i < num_of_bins; i++)
    {
        chi_cum = chi_cum + (count[i] - expected) * (count[i] - expected) / expected;
        std::cout << i << " : " << count[i] << " : " << (count[i] - expected) * (count[i] - expected) / expected << std::endl;
    }
    //end for loop over computing the chi-squared value.
    std::cout << chi_cum << std::endl;
    
    return mathsFunc::chi_squared_prob(chi_cum, num_of_bins);
}

void RNG::setLaggedFibonacciGeneratorParameters(const unsigned int p, const unsigned int q)
{
    //p must be greater than q so makes sure this is true. Not sure what happens if you set p=q, in the LFG alogrithm.
    if (p > q)
    {
        p_ = p;
        q_ = q;
    }
    else
    {
        p_ = p;
        q_ = q;
    }
    
    randomSeedLaggedFibonacciGenerator_.resize(p_);
    seedLaggedFibonacciGenerator();
    
}