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Random.h
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1// -*- lsst-c++ -*-
2
3/*
4 * LSST Data Management System
5 * Copyright 2008, 2009, 2010 LSST Corporation.
6 *
7 * This product includes software developed by the
8 * LSST Project (http://www.lsst.org/).
9 *
10 * This program is free software: you can redistribute it and/or modify
11 * it under the terms of the GNU General Public License as published by
12 * the Free Software Foundation, either version 3 of the License, or
13 * (at your option) any later version.
14 *
15 * This program is distributed in the hope that it will be useful,
16 * but WITHOUT ANY WARRANTY; without even the implied warranty of
17 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
18 * GNU General Public License for more details.
19 *
20 * You should have received a copy of the LSST License Statement and
21 * the GNU General Public License along with this program. If not,
22 * see <http://www.lsstcorp.org/LegalNotices/>.
23 */
24
25/*
26 * Random number generator class.
27 */
28
29#ifndef LSST_AFW_MATH_RANDOM_H
30#define LSST_AFW_MATH_RANDOM_H
31
32#include <memory>
33
34#include "gsl/gsl_rng.h"
35
36#include "lsst/pex/exceptions.h"
37
38namespace lsst {
39namespace afw {
40namespace math {
41
57class Random final {
58public:
94
95 // -- Constructor --------
110 explicit Random(Algorithm algorithm = MT19937, unsigned long seed = 1);
123 explicit Random(std::string const &algorithm, unsigned long seed = 1);
124
125 // Use compiler generated destructor and shallow copy constructor/assignment operator
126 Random(Random const &) = default;
127 Random(Random &&) = default;
128 Random &operator=(Random const &) = default;
129 Random &operator=(Random &&) = default;
130 ~Random() = default;
131
141 Random deepCopy() const;
142
144
155 State getState() const;
156 void setState(State const &state);
159
160 // -- Accessors --------
164 Algorithm getAlgorithm() const;
177 unsigned long getSeed() const;
178
179 // -- Modifiers: generating random numbers --------
192 double uniform();
204 double uniformPos();
223 unsigned long uniformInt(unsigned long n);
224
225 // -- Modifiers: computing random variates for various distributions --------
233 double flat(double const a, double const b);
242 double gaussian();
249 double chisq(double const nu);
256 double poisson(double const mu);
257
258private:
260 unsigned long _seed;
261 Algorithm _algorithm;
262
263 static ::gsl_rng_type const *const _gslRngTypes[NUM_ALGORITHMS];
264 static char const *const _algorithmNames[NUM_ALGORITHMS];
265 static char const *const _algorithmEnvVarName;
266 static char const *const _seedEnvVarName;
267
271 void initialize();
280 void initialize(std::string const &algorithm);
281};
282
283/*
284 * Create Images containing random numbers
285 */
292template <typename ImageT>
293void randomUniformImage(ImageT *image, Random &rand);
294
301template <typename ImageT>
302void randomUniformPosImage(ImageT *image, Random &rand);
303
311template <typename ImageT>
312void randomUniformIntImage(ImageT *image, Random &rand, unsigned long n);
313
322template <typename ImageT>
323void randomFlatImage(ImageT *image, Random &rand, double const a, double const b);
324
331template <typename ImageT>
332void randomGaussianImage(ImageT *image, Random &rand);
333
341template <typename ImageT>
342void randomChisqImage(ImageT *image, Random &rand, double const nu);
343
351template <typename ImageT>
352void randomPoissonImage(ImageT *image, Random &rand, double const mu);
353} // namespace math
354} // namespace afw
355} // namespace lsst
356
357#endif // LSST_AFW_MATH_RANDOM_H
A class that can be used to generate sequences of random numbers according to a number of different a...
Definition Random.h:57
Random(Algorithm algorithm=MT19937, unsigned long seed=1)
Creates a random number generator that uses the given algorithm to produce random numbers,...
Definition Random.cc:89
Random(Random &&)=default
Algorithm
Identifiers for the list of supported algorithms.
Definition Random.h:60
@ MT19937
The MT19937 "Mersenne Twister" generator of Makoto Matsumoto and Takuji Nishimura.
Definition Random.h:62
@ TAUS
A maximally equidistributed combined Tausworthe generator by L'Ecuyer.
Definition Random.h:85
@ RANLUX
Original version of the RANLUX algorithm, 24-bit output.
Definition Random.h:77
@ RANLXS2
Second-generation version of the RANLUX algorithm of Lüscher, 24-bit output, luxury level 2 (stronges...
Definition Random.h:71
@ RANLXD1
Double precision (48-bit) output using the RANLXS algorithm, luxury level 1 (weakest).
Definition Random.h:73
@ NUM_ALGORITHMS
Number of supported algorithms.
Definition Random.h:92
@ MRG
Fifth-order multiple recursive generator by L'Ecuyer, Blouin, and Coutre.
Definition Random.h:83
@ GFSR4
A fifth-order multiple recursive generator by L'Ecuyer, Blouin, and Coutre.
Definition Random.h:90
@ RANLXS1
Second-generation version of the RANLUX algorithm of Lüscher, 24-bit output, luxury level 1 (stronger...
Definition Random.h:68
@ RANLXD2
Double precision (48-bit) output using the RANLXS algorithm, luxury level 2 (strongest).
Definition Random.h:75
@ RANLXS0
Second-generation version of the RANLUX algorithm of Lüscher, 24-bit output, luxury level 0 (weakest)
Definition Random.h:65
@ CMRG
Combined multiple recursive generator by L'Ecuyer.
Definition Random.h:81
@ TAUS2
A maximally equidistributed combined Tausworthe generator by L'Ecuyer with improved seeding relative ...
Definition Random.h:88
@ RANLUX389
Original version of the RANLUX algorithm, 24-bit output (all bits are decorrelated).
Definition Random.h:79
double uniformPos()
Returns a uniformly distributed random double precision floating point number from the generator.
Definition Random.cc:148
double chisq(double const nu)
Returns a random variate from the chi-squared distribution with nu degrees of freedom.
Definition Random.cc:163
Random deepCopy() const
Creates a deep copy of this random number generator.
Definition Random.cc:100
static std::vector< std::string > const & getAlgorithmNames()
Definition Random.cc:132
double poisson(double const mu)
Returns a random variate from the poisson distribution with mean mu.
Definition Random.cc:165
Algorithm getAlgorithm() const
Definition Random.cc:128
std::string getAlgorithmName() const
Definition Random.cc:130
Random & operator=(Random const &)=default
unsigned long getSeed() const
Definition Random.cc:142
double gaussian()
Returns a gaussian random variate with mean 0 and standard deviation 1
Definition Random.cc:161
void setState(State const &state)
Definition Random.cc:113
Random(Random const &)=default
std::string State
Accessors for the opaque state of the random number generator.
Definition Random.h:154
std::size_t getStateSize() const
Definition Random.cc:124
State getState() const
Definition Random.cc:109
double uniform()
Returns a uniformly distributed random double precision floating point number from the generator.
Definition Random.cc:146
unsigned long uniformInt(unsigned long n)
Returns a uniformly distributed random integer from 0 to n-1.
Definition Random.cc:150
double flat(double const a, double const b)
Returns a random variate from the flat (uniform) distribution on [a, b).
Definition Random.cc:159
Random & operator=(Random &&)=default
void randomUniformImage(ImageT *image, Random &rand)
Set image to random numbers uniformly distributed in the range [0, 1)
void randomPoissonImage(ImageT *image, Random &rand, double const mu)
Set image to random numbers with a Poisson distribution with mean mu (n.b.
void randomGaussianImage(ImageT *image, Random &rand)
Set image to random numbers with a gaussian N(0, 1) distribution.
void randomUniformPosImage(ImageT *image, Random &rand)
Set image to random numbers uniformly distributed in the range (0, 1)
void randomFlatImage(ImageT *image, Random &rand, double const a, double const b)
Set image to random numbers uniformly distributed in the range [a, b)
void randomChisqImage(ImageT *image, Random &rand, double const nu)
Set image to random numbers with a chi^2_{nu} distribution.
void randomUniformIntImage(ImageT *image, Random &rand, unsigned long n)
Set image to random integers uniformly distributed in the range 0 ... n - 1.