random_number_generator.hpp

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/*****************************************************************************
** Ifdefs
*****************************************************************************/
 
#ifndef ECL_TIME_RANDOM_NUMBER_GENERATOR_HPP_
#define ECL_TIME_RANDOM_NUMBER_GENERATOR_HPP_
 
/*****************************************************************************
** Includes
*****************************************************************************/
 
#include <cmath>
#include <ctime>
#include <cstdlib>
#include <ecl/config.hpp>
 
#if defined(ECL_IS_WIN32)
  getpid = _getpid
#endif
 
/*****************************************************************************
** Namespaces
*****************************************************************************/
 
namespace ecl {
 
/*****************************************************************************
** Random Number Generator
*****************************************************************************/
template<typename T>
class RandomNumberGenerator
{
public:
  RandomNumberGenerator( const unsigned int randSeed )
  {
    srand( randSeed );
  }
 
  RandomNumberGenerator()
  {
    RandomNumberGenerator::seed();
  }
 
  T uniform( const T & range)
  {
    return (uniform()-0.5)*2.0*range;
  }
 
  T uniform()
  {
    return static_cast<T>(rand())/static_cast<T>(RAND_MAX);
  }
 
  T gaussian( const T & std, const T & mu = 0 )
  {
    T x1, x2, w, y1;
    static T y2;
    static bool use_last = false;
 
    if (use_last)  /* use value from previous call */
    {
      y1 = y2;
      use_last = false;
    }
    else
    {
      do {
          x1 = 2.0 * uniform() - 1.0;
          x2 = 2.0 * uniform() - 1.0;
          w = x1 * x1 + x2 * x2;
      } while ( w >= 1.0 );
 
      w = std::sqrt( (-2.0 * std::log( w ) ) / w );
      y1 = x1 * w;
      y2 = x2 * w;
      use_last = true;
    }
 
    return mu + y1 * std;
  }
 
private:
  static void seed()
  {
    unsigned long a = clock();
    unsigned long b = ::time(NULL);
    unsigned long c = getpid();
    a=a-b;  a=a-c;  a=a^(c >> 13);
    b=b-c;  b=b-a;  b=b^(a << 8);
    c=c-a;  c=c-b;  c=c^(b >> 13);
    a=a-b;  a=a-c;  a=a^(c >> 12);
    b=b-c;  b=b-a;  b=b^(a << 16);
    c=c-a;  c=c-b;  c=c^(b >> 5);
    a=a-b;  a=a-c;  a=a^(c >> 3);
    b=b-c;  b=b-a;  b=b^(a << 10);
    c=c-a;  c=c-b;  c=c^(b >> 15);
    srand(c);
  }
};
 
} // namespace ecl
 
 
#endif /* ECL_TIME_RANDOM_NUMBER_GENERATOR_HPP_ */