RngCXX11.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2017 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library 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
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef QUESO_RNGCXX11_H
#define QUESO_RNGCXX11_H

#include <queso/Defines.h>

#ifdef QUESO_HAVE_CXX11

#include <queso/RngBase.h>
#include <random>

namespace QUESO {

class RngCXX11 : public RngBase
{
public:

  /*
   * Uses std::random with a generator of type: mt19937.  The widely used
   * Mersenne Twister random number generator.
   */
  RngCXX11(int seed, int worldRank);

  ~RngCXX11();


  void resetSeed(int newSeed);


  double uniformSample() const;


  double gaussianSample(double stdDev) const;


  double betaSample(double alpha, double beta) const;


  double gammaSample(double a, double b) const;

private:
  RngCXX11();

  mutable std::mt19937 m_rng;
};

}  // End namespace QUESO

#endif  // QUESO_HAVE_CXX11

#endif  // QUESO_RNGCXX11_H