RNG.h

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#ifndef MECURYDPM_RNG_H
#define MECURYDPM_RNG_H
 
//Used by the randomise function
#include <ctime>
#include <cmath>
#include <vector>
#include "ExtendedMath.h"
 
enum class RNGType : unsigned char
{
    LAGGED_FIBONACCI_GENERATOR = 0,
    LINEAR_CONGRUENTIAL_GENERATOR = 1
};
 
class RNG
{
public:
    RNG();
    
    void setRandomSeed(unsigned long int new_seed);
    
    void read(std::istream& is);
 
    void write(std::ostream& os) const;
    
    Mdouble getRandomNumber();
    
    Mdouble getRandomNumber(Mdouble min, Mdouble max);
 
    Mdouble operator()(Mdouble min, Mdouble max)
    {
        return getRandomNumber(min, max);
    }
 
    /*
     * \brief Shorthand for getRandomNumber()
     */
    Mdouble operator()()
    {
        return getRandomNumber(0.0, 1.0);
    }
 
    Mdouble getNormalVariate();
 
    Mdouble getNormalVariate(Mdouble mean, Mdouble stdev);
 
    unsigned int getPoissonVariate(Mdouble lambda);
 
    Mdouble test();
 
    void setLinearCongruentialGeneratorParmeters(const unsigned int a, const unsigned int c, unsigned int m);
    
    void randomise();
    
    void setLaggedFibonacciGeneratorParameters(const unsigned int p, const unsigned int q);
 
    void setRandomNumberGenerator(RNGType type);
 
private:
    
    Mdouble getRandomNumberFromLinearCongruentialGenerator(Mdouble min, Mdouble max);
 
    Mdouble getRandomNumberFromLaggedFibonacciGenerator(Mdouble min, Mdouble max);
 
    void seedLaggedFibonacciGenerator();
 
    unsigned long int randomSeedLinearCongruentialGenerator_;
 
    std::vector<Mdouble> randomSeedLaggedFibonacciGenerator_;
 
    unsigned long int a_, c_, m_;
 
    unsigned long int p_, q_;
 
    RNGType type_;
 
    /*
     * \todo JMFT: These Box--Muller private variables are currently not
     * read/write from .restart files. This leads to undefined (unrepeatable)
     * behaviour when restarting if you use normal variates.
     */
 
    bool haveSavedBoxMuller_;
 
    Mdouble savedBoxMuller_;
    
};
 
#endif