// @(#)root/mathmore:$Id$ // Author: L. Moneta, A. Zsenei 08/2005 /********************************************************************** * * * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT * * * * This library 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 library 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 library (see file COPYING); if not, write * * to the Free Software Foundation, Inc., 59 Temple Place, Suite * * 330, Boston, MA 02111-1307 USA, or contact the author. * * * **********************************************************************/ // Header file for class GSLQuasiRandom // // Created by: moneta at Sun Nov 21 16:26:03 2004 // // Last update: Sun Nov 21 16:26:03 2004 // #ifndef ROOT_Math_GSLQuasiRandom #define ROOT_Math_GSLQuasiRandom #include <string> #include <vector> namespace ROOT { namespace Math { class GSLQRngWrapper; //_________________________________________________________________ /** GSLQuasiRandomEngine Base class for all GSL quasi random engines, normally user instantiate the derived classes which creates internally the generator and uses the class ROOT::Math::QuasiRandom @ingroup Random */ class GSLQuasiRandomEngine { public: /** default constructor. No creation of rng is done. If then Initialize() is called an engine is created based on default GSL type (MT) */ GSLQuasiRandomEngine(); /** create from an existing rng. User manage the rng pointer which is then deleted olny by calling Terminate() */ GSLQuasiRandomEngine( GSLQRngWrapper * rng); /** Copy constructor : clone the contained GSL generator */ GSLQuasiRandomEngine(const GSLQuasiRandomEngine & eng); /** Assignment operator : make a deep copy of the contained GSL generator */ GSLQuasiRandomEngine & operator=(const GSLQuasiRandomEngine & eng); /** initialize the generator giving the dimension of the sequence If no rng is present the default one based on Mersenne and Twister is created */ void Initialize(unsigned int dimension); /** delete pointer to contained rng */ void Terminate(); /** call Terminate() */ virtual ~GSLQuasiRandomEngine(); /** Generate a random number between ]0,1[ */ double operator() () const; /** Fill array x with random numbers between ]0,1[ */ bool operator() (double * x) const; /** Skip the next n random numbers */ bool Skip(unsigned int n) const; /** Generate an array of quasi random numbers The iterators points to the random numbers */ bool GenerateArray(double * begin, double * end) const; /** return name of generator */ std::string Name() const; /** return the state size of generator */ unsigned int Size() const; /** return the dimension of generator */ unsigned int NDim() const; protected: /// internal method used by the derived class to set the type of generators void SetType(GSLQRngWrapper * r) { fQRng = r; } private: GSLQRngWrapper * fQRng; // pointer to GSL generator wrapper (managed by the class) }; //_____________________________________________________________________________________ /** Sobol generator gsl_qrng_sobol from <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Quasi_002drandom-number-generator-algorithms.html#Quasi_002drandom-number-generator-algorithms">here</A> @ingroup Random */ class GSLQRngSobol : public GSLQuasiRandomEngine { public: GSLQRngSobol(); }; //_____________________________________________________________________________________ /** Niederreiter generator gsl_qrng_niederreiter_2 from <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Quasi_002drandom-number-generator-algorithms.html#Quasi_002drandom-number-generator-algorithms">here</A> @ingroup Random */ class GSLQRngNiederreiter2 : public GSLQuasiRandomEngine { public: GSLQRngNiederreiter2(); }; } // namespace Math } // namespace ROOT #endif /* ROOT_Math_GSLQuasiRandom */