gaussian.h

// Copyright 2009-2017 Sandia Corporation. Under the terms
// of Contract DE-AC04-94AL85000 with Sandia Corporation, the U.S.
// Government retains certain rights in this software.
//
// Copyright (c) 2009-2017, Sandia Corporation
// All rights reserved.
//
// This file is part of the SST software package. For license
// information, see the LICENSE file in the top level directory of the
// distribution.

#ifndef _H_SST_CORE_RNG_GAUSSIAN
#define _H_SST_CORE_RNG_GAUSSIAN

#include "math.h"

#include "distrib.h"
#include "mersenne.h"

using namespace SST::RNG;

namespace SST {
namespace RNG {

/**
        \class SSTGaussianDistribution gaussian.h "sst/core/rng/gaussian.h"

        Creates a Gaussian (normal) distribution for which to sample
*/
class SSTGaussianDistribution : public SSTRandomDistribution {

        public:
                /**
                        Creates a new distribution with a predefined random number generator with a specified mean and standard deviation.
                        \param mn The mean of the Gaussian distribution
                        \param sd The standard deviation of the Gaussian distribution
                */
    SSTGaussianDistribution(double mn, double sd)  :
    SSTRandomDistribution() {
        
        mean = mn;
        stddev = sd;
        
        baseDistrib = new MersenneRNG();
        unusedPair = 0;
        usePair = false;
        deleteDistrib = true;
    }

                /**
                        Creates a new distribution with a predefined random number generator with a specified mean and standard deviation.
                        \param mn The mean of the Gaussian distribution
                        \param sd The standard deviation of the Gaussian distribution
                        \param baseRNG The random number generator as the base of the distribution
                */
    SSTGaussianDistribution(double mn, double sd, SSTRandom* baseRNG)  :
    SSTRandomDistribution() {
        
        mean = mn;
        stddev = sd;
        
        baseDistrib = baseRNG;
        unusedPair = 0;
        usePair = false;
        deleteDistrib = false;
    }

                /**
                        Destroys the Gaussian distribution.
                */
    ~SSTGaussianDistribution()  {
        if(deleteDistrib) {
            delete baseDistrib;
        }
    }

                /**
                        Gets the next double value in the distributon
                        \return The next double value of the distribution (in this case a Gaussian distribution)
                */
    double getNextDouble()  {
        if(usePair) {
            usePair = false;
            return unusedPair;
        } else {
            double gauss_u, gauss_v, sq_sum;
            
            do {
                gauss_u = baseDistrib->nextUniform();
                gauss_v = baseDistrib->nextUniform();
                sq_sum = (gauss_u * gauss_u) + (gauss_v * gauss_v);
            } while(sq_sum >= 1 || sq_sum == 0);
            
            if(baseDistrib->nextUniform() < 0.5) {
                gauss_u *= -1.0;
            }
            
            if(baseDistrib->nextUniform() < 0.5) {
                gauss_v *= -1.0;
            }
            
            double multipler = sqrt(-2.0 * log(sq_sum) / sq_sum);
            unusedPair = mean + stddev * gauss_v * multipler;
            usePair = true;
            
            return mean + stddev * gauss_u * multipler;
        }
    }

                /**
                        Gets the mean of the distribution
                        \return The mean of the Guassian distribution
                */
    double getMean()  {
        return mean;
    }

                /**
                        Gets the standard deviation of the distribution
                        \return The standard deviation of the Gaussian distribution
                */
    double getStandardDev()  {
        return stddev;
    }

        protected:
                /**
                        The mean of the Gaussian distribution
                */
                double mean;
                /**
                        The standard deviation of the Gaussian distribution
                */
                double stddev;
                /**
                        The base random number generator for the distribution
                */
                SSTRandom* baseDistrib;
                /**
                        Random numbers for the distribution are read in pairs, this stores the second of the pair
                */
                double unusedPair;
                /**
                        Random numbers for the distribution are read in pairs, this tells the code to use the second of the pair
                */
                bool usePair;

                /**
                        Controls whether the destructor deletes the distribution (we need to ensure we do this IF we created the distribution)
                */
                bool deleteDistrib;
};

}
}

#endif