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RngBase.h
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2017 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_RNG_BASE_H
26 #define UQ_RNG_BASE_H
27 
28 #include <queso/Defines.h>
29 #include <iostream>
30 
31 namespace QUESO {
32 
45 class RngBase
46 {
47 public:
48 
50 
51  RngBase(int seed, int worldRank);
53 
55  virtual ~RngBase();
57 
58 
60 
61  int seed () const;
63 
65  virtual void resetSeed (int newSeed);
66 
68  virtual double uniformSample () const = 0;
69 
71  virtual double gaussianSample(double stdDev) const = 0;
72 
74  virtual double betaSample (double alpha, double beta) const = 0;
75 
77  virtual double gammaSample (double a, double b) const = 0;
78 
80 protected:
82  int m_seed;
83 
86 
87 private:
89  RngBase();
90 
92  void privateResetSeed();
93 };
94 
95 } // End namespace QUESO
96 
97 #endif // UQ_RNG_BASE_H
int seed() const
Sets the seed.
Definition: RngBase.C:42
virtual double gaussianSample(double stdDev) const =0
Samples a value from a Gaussian distribution with standard deviation given by stdDev.
virtual void resetSeed(int newSeed)
Resets the seed with value newSeed.
Definition: RngBase.C:48
virtual double gammaSample(double a, double b) const =0
Samples a value from a Gamma distribution.
virtual double betaSample(double alpha, double beta) const =0
Samples a value from a Beta distribution.
int m_seed
Seed.
Definition: RngBase.h:82
Class for random number generation (base class for either GSL or Boost RNG).
Definition: RngBase.h:45
void privateResetSeed()
Reset seed.
Definition: RngBase.C:56
int m_worldRank
Rank of processor.
Definition: RngBase.h:85
virtual ~RngBase()
Virtual destructor.
Definition: RngBase.C:37
RngBase()
Default Constructor: it should not be used.
virtual double uniformSample() const =0
Samples a value from a uniform distribution.

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