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GSLQuasiRandom.h
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1// @(#)root/mathmore:$Id$
2// Author: L. Moneta, A. Zsenei 08/2005
3
4 /**********************************************************************
5 * *
6 * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT *
7 * *
8 * This library is free software; you can redistribute it and/or *
9 * modify it under the terms of the GNU General Public License *
10 * as published by the Free Software Foundation; either version 2 *
11 * of the License, or (at your option) any later version. *
12 * *
13 * This library is distributed in the hope that it will be useful, *
14 * but WITHOUT ANY WARRANTY; without even the implied warranty of *
15 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
16 * General Public License for more details. *
17 * *
18 * You should have received a copy of the GNU General Public License *
19 * along with this library (see file COPYING); if not, write *
20 * to the Free Software Foundation, Inc., 59 Temple Place, Suite *
21 * 330, Boston, MA 02111-1307 USA, or contact the author. *
22 * *
23 **********************************************************************/
24
25// Header file for class GSLQuasiRandom
26//
27// Created by: moneta at Sun Nov 21 16:26:03 2004
28//
29// Last update: Sun Nov 21 16:26:03 2004
30//
31#ifndef ROOT_Math_GSLQuasiRandom
32#define ROOT_Math_GSLQuasiRandom
33
34#include <string>
35
36namespace ROOT {
37namespace Math {
38
39
40 class GSLQRngWrapper;
41
42 //_________________________________________________________________
43 /**
44 GSLQuasiRandomEngine
45 Base class for all GSL quasi random engines,
46 normally user instantiate the derived classes
47 which creates internally the generator and uses the class ROOT::Math::QuasiRandom
48
49
50 @ingroup Random
51 */
53
54 public:
55
56 /**
57 default constructor. No creation of rng is done.
58 If then Initialize() is called an engine is created
59 based on default GSL type (MT)
60 */
62
63 /**
64 create from an existing rng.
65 User manage the rng pointer which is then deleted olny by calling Terminate()
66 */
68
69 /**
70 Copy constructor : clone the contained GSL generator
71 */
73
74 /**
75 Assignment operator : make a deep copy of the contained GSL generator
76 */
78
79 /**
80 initialize the generator giving the dimension of the sequence
81 If no rng is present the default one based on Mersenne and Twister is created
82 */
83 void Initialize(unsigned int dimension);
84
85 /**
86 delete pointer to contained rng
87 */
88 void Terminate();
89
90 /**
91 call Terminate()
92 */
93 virtual ~GSLQuasiRandomEngine();
94
95 /**
96 Generate a random number between ]0,1[
97 */
98 double operator() () const;
99
100 /**
101 Fill array x with random numbers between ]0,1[
102 */
103 bool operator() (double * x) const;
104
105 /**
106 Skip the next n random numbers
107 */
108 bool Skip(unsigned int n) const;
109
110 /**
111 Generate an array of quasi random numbers
112 The iterators points to the random numbers
113 */
114 bool GenerateArray(double * begin, double * end) const;
115
116 /**
117 return name of generator
118 */
119 std::string Name() const;
120
121 /**
122 return the state size of generator
123 */
124 unsigned int Size() const;
125
126 /**
127 return the dimension of generator
128 */
129 unsigned int NDim() const;
130
131
132
133 protected:
134
135 /// internal method used by the derived class to set the type of generators
137 fQRng = r;
138 }
139
140 private:
141
142 GSLQRngWrapper * fQRng; // pointer to GSL generator wrapper (managed by the class)
143
144
145 };
146
147 //_____________________________________________________________________________________
148 /**
149 Sobol generator
150 gsl_qrng_sobol from
151 <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Quasi_002drandom-number-generator-algorithms.html#Quasi_002drandom-number-generator-algorithms">here</A>
152
153
154 @ingroup Random
155 */
157 public:
158 GSLQRngSobol();
159 };
160
161 //_____________________________________________________________________________________
162 /**
163 Niederreiter generator
164 gsl_qrng_niederreiter_2 from
165 <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Quasi_002drandom-number-generator-algorithms.html#Quasi_002drandom-number-generator-algorithms">here</A>
166
167 @ingroup Random
168 */
170 public:
172 };
173
174
175
176
177} // namespace Math
178} // namespace ROOT
179
180
181#endif /* ROOT_Math_GSLQuasiRandom */
182
ROOT::R::TRInterface & r
Definition: Object.C:4
Niederreiter generator gsl_qrng_niederreiter_2 from here
Sobol generator gsl_qrng_sobol from here
GSLQRngWrapper class to wrap gsl_qrng structure.
GSLQuasiRandomEngine Base class for all GSL quasi random engines, normally user instantiate the deriv...
std::string Name() const
return name of generator
void SetType(GSLQRngWrapper *r)
internal method used by the derived class to set the type of generators
GSLQuasiRandomEngine & operator=(const GSLQuasiRandomEngine &eng)
Assignment operator : make a deep copy of the contained GSL generator.
void Initialize(unsigned int dimension)
initialize the generator giving the dimension of the sequence If no rng is present the default one ba...
bool GenerateArray(double *begin, double *end) const
Generate an array of quasi random numbers The iterators points to the random numbers.
virtual ~GSLQuasiRandomEngine()
call Terminate()
void Terminate()
delete pointer to contained rng
GSLQuasiRandomEngine()
default constructor.
unsigned int NDim() const
return the dimension of generator
unsigned int Size() const
return the state size of generator
double operator()() const
Generate a random number between ]0,1[.
bool Skip(unsigned int n) const
Skip the next n random numbers.
Double_t x[n]
Definition: legend1.C:17
const Int_t n
Definition: legend1.C:16
Namespace for new Math classes and functions.
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...