random.cc

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#define TS_RANDOM_CC_VERSION \
  "TS_RANDOM_CC   V1.1"

#include <tsxx/random.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <time.h>

namespace ts {

  namespace rnd {

    namespace helper {

      class GSLrng {
        public:
          explicit GSLrng(const gsl_rng_type* T)
          { 
            gsl_rng_env_setup();
            MR=gsl_rng_alloc(T); 
            this->seed(); 
          }
          ~GSLrng() { gsl_rng_free(MR); }
          double ugaussian() const { return gsl_ran_ugaussian(MR); }
          void seed(const unsigned long int& seedvalue) const
          { gsl_rng_set(MR, seedvalue); }
          void seed() const { this->seed(time(0)); }
        private:
          gsl_rng* MR;
      }; // class GSLrng

    } // namespace helper

/* ---------------------------------------------------------------------- */

    Tdseries dugauss(const int& n)
    {
      static helper::GSLrng rng(gsl_rng_default);
      Tdseries retval(n);
      for (int i=retval.f(); i<=retval.l(); ++i)
      { retval(i)=rng.ugaussian(); }
      return (retval);
    } // Tdseries dugauss

  } // namespace rnd

} // namespace ts

/* ----- END OF random.cc ----- */