Random.cc

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// -*- lsst-c++ -*-

/* 
 * LSST Data Management System
 * Copyright 2008, 2009, 2010 LSST Corporation.
 * 
 * This product includes software developed by the
 * LSST Project (http://www.lsst.org/).
 *
 * This program 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 3 of the License, or
 * (at your option) any later version.
 * 
 * This program 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 LSST License Statement and 
 * the GNU General Public License along with this program.  If not, 
 * see <http://www.lsstcorp.org/LegalNotices/>.
 */
 

#include <cstdlib>

#include "boost/format.hpp"
#include "boost/lexical_cast.hpp"

#include "gsl/gsl_errno.h"
#include "gsl/gsl_randist.h"

#include "lsst/pex/exceptions.h"

#include "lsst/afw/math/Random.h"

using lsst::pex::policy::Policy;

namespace ex = lsst::pex::exceptions;
namespace math = lsst::afw::math;


// -- Static data --------

::gsl_rng_type const * const math::Random::_gslRngTypes[math::Random::NUM_ALGORITHMS] = {
    ::gsl_rng_mt19937,
    ::gsl_rng_ranlxs0,
    ::gsl_rng_ranlxs1,
    ::gsl_rng_ranlxs2,
    ::gsl_rng_ranlxd1,
    ::gsl_rng_ranlxd2,
    ::gsl_rng_ranlux,
    ::gsl_rng_ranlux389,
    ::gsl_rng_cmrg,
    ::gsl_rng_mrg,
    ::gsl_rng_taus,
    ::gsl_rng_taus2,
    ::gsl_rng_gfsr4
};

char const * const math::Random::_algorithmNames[math::Random::NUM_ALGORITHMS] = {
    "MT19937",
    "RANLXS0",
    "RANLXS1",
    "RANLXS2",
    "RANLXD1",
    "RANLXD2",
    "RANLUX",
    "RANLUX389",
    "CMRG",
    "MRG",
    "TAUS",
    "TAUS2",
    "GFSR4"
};

char const * const math::Random::_algorithmEnvVarName = "LSST_RNG_ALGORITHM";
char const * const math::Random::_seedEnvVarName = "LSST_RNG_SEED";


// -- Private helper functions --------

void math::Random::initialize() {
    if (_seed == 0) {
        throw LSST_EXCEPT(ex::InvalidParameterError,
                          (boost::format("Invalid RNG seed: %lu") % _seed).str());
    }
    ::gsl_rng * rng = ::gsl_rng_alloc(_gslRngTypes[_algorithm]);
    if (rng == 0) {
        throw LSST_EXCEPT(ex::MemoryError, "gsl_rng_alloc() failed");
    }
    ::gsl_rng_set(rng, _seed);
    _rng.reset(rng, ::gsl_rng_free);
}

void math::Random::initialize(std::string const & algorithm) {
   // linear search (the number of algorithms is small)
   for (int i = 0; i < NUM_ALGORITHMS; ++i) {
        if (_algorithmNames[i] == algorithm) {
            _algorithm = static_cast<Algorithm>(i);
            initialize();
            return;
        }
    }
    throw LSST_EXCEPT(ex::InvalidParameterError, "RNG algorithm " +
                      algorithm + " is not supported");
}


// -- Constructor --------

math::Random::Random(Algorithm const algorithm, unsigned long seed)
    : _rng(), _seed(seed), _algorithm(algorithm)
{
    if (_algorithm < 0 || _algorithm >= NUM_ALGORITHMS) {
        throw LSST_EXCEPT(ex::InvalidParameterError, "Invalid RNG algorithm");
    }
    initialize();
}


math::Random::Random(std::string const & algorithm, unsigned long seed)
    : _rng(), _seed(seed)
{
    initialize(algorithm);
}


math::Random::Random(lsst::pex::policy::Policy::Ptr const policy)
    : _rng(), _seed()
{
    std::string const seed(policy->getString("rngSeed"));
    try {
        _seed = boost::lexical_cast<unsigned long>(seed);
    } catch(boost::bad_lexical_cast &) {
        throw LSST_EXCEPT(ex::RuntimeError,
        (boost::format("Invalid \"rngSeed\" policy value: \"%1%\"") % seed).str());
    }
    initialize(policy->getString("rngAlgorithm"));
}


math::Random math::Random::deepCopy() const {
    Random rng = *this;
    rng._rng.reset(::gsl_rng_clone(_rng.get()), ::gsl_rng_free);
    if (!rng._rng) {
        throw LSST_EXCEPT(ex::MemoryError, "gsl_rng_clone() failed");
    }
    return rng;
}

math::Random::State math::Random::getState() const {
    return State(static_cast<char*>(::gsl_rng_state(_rng.get())), getStateSize());
}

void math::Random::setState(State const & state) {
    if (state.size() != getStateSize()) {
        throw LSST_EXCEPT(
            pex::exceptions::LengthError,
            (boost::format("Size of given state vector (%d) does not match expected size (%d)")
             % state.size() % getStateSize()).str()
        );
    }
    std::copy(state.begin(), state.end(), static_cast<char*>(::gsl_rng_state(_rng.get())));
}

std::size_t math::Random::getStateSize() const {
    return ::gsl_rng_size(_rng.get());
}

// -- Accessors --------

math::Random::Algorithm math::Random::getAlgorithm() const {
    return _algorithm;
}

std::string math::Random::getAlgorithmName() const {
    return std::string(_algorithmNames[_algorithm]);
}

std::vector<std::string> const & math::Random::getAlgorithmNames() {
    static std::vector<std::string> names;
    if (names.size() == 0) {
        for (int i = 0; i < NUM_ALGORITHMS; ++i) {
            names.push_back(_algorithmNames[i]);
        }
    }
    return names;
}

unsigned long math::Random::getSeed() const {
    return _seed;
}


// -- Mutators: generating random numbers --------

double math::Random::uniform() {
    return ::gsl_rng_uniform(_rng.get());
}

double math::Random::uniformPos() {
    return ::gsl_rng_uniform_pos(_rng.get());
}

unsigned long math::Random::uniformInt(unsigned long n) {
    if (n > ::gsl_rng_max(_rng.get()) - ::gsl_rng_min(_rng.get())) {
        throw LSST_EXCEPT(ex::RangeError,
                          "Desired random number range exceeds generator range");
    }
    return ::gsl_rng_uniform_int(_rng.get(), n);
}

// -- Mutators: computing random variates for various distributions --------

double math::Random::flat(double const a, double const b) {
    return ::gsl_ran_flat(_rng.get(), a, b);
}

double math::Random::gaussian() {
    return ::gsl_ran_gaussian_ziggurat(_rng.get(), 1.0);
}

double math::Random::chisq(double nu) {
    return ::gsl_ran_chisq(_rng.get(), nu);
}


double math::Random::poisson(double mu    
                            ) {
    return ::gsl_ran_poisson(_rng.get(), mu);
}