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Diffstat (limited to 'src/ranlipproc.cpp')
| -rw-r--r-- | src/ranlipproc.cpp | 145 |
1 files changed, 145 insertions, 0 deletions
diff --git a/src/ranlipproc.cpp b/src/ranlipproc.cpp new file mode 100644 index 0000000..7653faf --- /dev/null +++ b/src/ranlipproc.cpp @@ -0,0 +1,145 @@ +/************ RanLip - universal multivariate random ************************
+ * variate generatior based on acceptance/rejection
+ * Procedural interface implementation
+ *
+ * begin : May 10 2004
+ * version : 1.0
+ * copyright : (C) 2004 by Gleb Beliakov
+ * email : gleb@deakin.edu.au
+ *
+ *
+ * Copyright (C) 2004 Gleb Beliakov (gleb@deakin.edu.au)
+ *
+ * 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 2 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, write to the Free Software
+ * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
+ */
+
+
+
+#include "ranlip.h"
+#include "ranlipproc.h"
+
+
+class ProcRanLip:public CRanLip {
+ public: virtual double Distribution(double* p) ;
+ DistFun TheDistribution;
+ ProcRanLip() {TheDistribution=NULL;}
+
+ void SetDistFunction(DistFun dist);
+};
+
+
+double ProcRanLip::Distribution(double* p)
+{ // pass execution to the supplied function
+ if(TheDistribution!=NULL)
+ return TheDistribution(p,Dimension);
+ else return 1;
+}
+
+void ProcRanLip::SetDistFunction(DistFun dist) {TheDistribution=dist;}
+
+
+ProcRanLip RanLipGenerator;
+
+
+// initialises the tables and arrays for the generator
+// should be the first method to call
+void InitRanLip(int dim, double* left, double* right)
+{
+ RanLipGenerator.Init(dim,left,right);
+}
+
+
+void SetDistFunctionRanLip(DistFun dist)
+{
+ RanLipGenerator.SetDistFunction(dist);
+}
+
+// computes the hat function given the Lipschitz constant
+// num refers to the number of cells the domain is subdivided in each direction
+// the total number of cells will be num^dim
+// numfine is the number of cells in the fine partition. Should be a power of 2
+// to speed up calculations
+void PrepareHatFunctionRanLip(int num, int numfine, double Lip)
+{
+ RanLipGenerator.PrepareHatFunction(num,numfine,Lip);
+}
+
+// computes the hat function, and automatically computes the Lipschitz constant
+void PrepareHatFunctionAutoRanLip(int num, int numfine, double minLip)
+{
+ RanLipGenerator.PrepareHatFunctionAuto(num,numfine, minLip);
+}
+
+// generates a random variate with the required density
+void RandomVecRanLip(double* p)
+{
+ RanLipGenerator.RandomVec(p);
+}
+
+// saves the computed hat function into a file
+void SavePartitionRanlip(char * fname)
+{
+ RanLipGenerator.SavePartition(fname);
+}
+
+// loads the hat function from the file
+void LoadPartitionRanLip(char * fname)
+{
+ RanLipGenerator.LoadPartition(fname);
+}
+
+// to free memory occupied by the generator
+void FreeMemRanLip()
+{
+ RanLipGenerator.FreeMem();
+}
+
+// sets the pointer to the uniform random number generator. The default is
+// M. Luescher's ranlux generator (see gsl_randist.h)
+void SetUniformGeneratorRanLip( UFunction gen )
+{
+ RanLipGenerator.SetUniformGenerator(gen);
+}
+
+// sets the seed for the uniform random number generator
+void SeedRanLip(int seed)
+{
+ RanLipGenerator.Seed(seed);
+}
+
+// gets the seed used for the uniform random number generator
+int GetSeedRanLip()
+{
+ return RanLipGenerator.GetSeed();
+}
+
+// returns the total number of generated random variates (accepted and rejected)
+long int Count_totalRanLip()
+{
+ return RanLipGenerator.count_total;
+}
+
+// returns the number of points at which the hat function is smaller than the density
+// if nonzero, the random sequence is incorrect (Lipschitz constant was too low).
+long int Count_errorRanLip()
+{
+ return RanLipGenerator.count_errors;
+}
+
+// returns Lipschitz constant computed by PrepareHatFunctionAutoRanLip
+double LipschitzRanLip()
+{
+ return RanLipGenerator.Lipschitz;
+}
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