MersenneTwister.h

/*
  Copyright (c) 2015-2017 Lester Hedges <lester.hedges+slsm@gmail.com>

  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 GNU General Public License
  along with this program. If not, see <http://www.gnu.org/licenses/>.
*/

#ifndef _MERSENNETWISTER_H
#define _MERSENNETWISTER_H

#include <random>

/*! \file MersenneTwister.h
    \brief A C++11 implementation of a Mersenne-Twister
    random number generator class.
 */

namespace slsm
{
    //! Mersenne-Twister class.
    class MersenneTwister
    {
    public:
        //! Constructor.
        MersenneTwister()
        {
            // Get a hardware random number and seed the generator.
            seed = std::random_device{}();
            generator.seed(seed);

            /* Note that seeding the generator with a single 32-bit integer
               only allows for 2^32 initial states.

               For a better RNG, consider using the Permuted Congruential Generator

                 http://www.pcg-random.org

               For details on the pitfalls of seeding the C++11 mt19937 generator,
               see

                 http://www.pcg-random.org/posts/cpp-seeding-surprises.html

               To enable good seeding with mt19937, consider using randutils.hpp

                 https://gist.github.com/imneme/540829265469e673d045
             */
        }

        //! Overloaded () operator.
        /*! \return A uniform random double in range [0-1]. */
        double operator()()
        {
            return default_uniform_real_distribution(generator);
        }

        //! Generate a random integer between min and max (inclusive).
        /*! \param min
                The minium of the range.

            \param max
                The maxium of the range.

            \return
                The uniform random integer.
         */
        int integer(int min, int max)
        {
            return std::uniform_int_distribution<int>{min, max}(generator);
        }

        //! Generate a random number from a normal distribution with
        /*! zero mean and unit standard deviation.
            \return
                A random number drawn from the normal distribution.
         */
        double normal()
        {
            return default_normal_distribution(generator);
        }

        //! Generate a random number from a normal distribution.
        /*! \param mean
                The mean of the the normal distribution.

            \param stdDev
                The standard deviation of the normal distribution.

            \return
                A random number drawn from the normal distribution.
         */
        double normal(double mean, double stdDev)
        {
            return std::normal_distribution<double>{mean, stdDev}(generator);
        }

        //! Get the random number generator seed.
        /*! \return seed
                The generator seed.
         */
        unsigned int getSeed()
        {
            return seed;
        }

        //! Seed the random number generator.
        /*! \param seed_
                The new seed.
         */
        void setSeed(unsigned int seed_)
        {
            seed = seed_;
            generator.seed(seed);
        }

    private:
        /// The Mersenne-Twister generator.
        std::mt19937 generator;

        /// Default uniform_real distribution [0-1].
        std::uniform_real_distribution<double> default_uniform_real_distribution{0.0, 1.0};

        /// Default normal distribution with zero mean and unit standard deviation.
        std::normal_distribution<double> default_normal_distribution{0.0, 1.0};

        /// The random number seed.
        unsigned int seed;
    };
}

#endif  /* _MERSENNETWISTER_H */