QUESO::RngGsl Class Reference

#include <RngGsl.h>

Inheritance diagram for QUESO::RngGsl:

Collaboration diagram for QUESO::RngGsl:

Public Member Functions
Constructor/Destructor methods
	RngGsl ()
	Default Constructor: it should not be used. More...
	RngGsl (int seed, int worldRank)
	Constructor with seed. More...
	~RngGsl ()
	Destructor. More...
Public Member Functions inherited from QUESO::RngBase
	RngBase ()
	Default Constructor: it should not be used. More...
	RngBase (int seed, int worldRank)
	Constructor with seed. More...
virtual	~RngBase ()
	Virtual destructor. More...
int	seed () const
	Sets the seed. More...

Sampling methods
gsl_rng *	m_rng
	GSL random number generator. More...
void	resetSeed (int newSeed)
	Resets the seed with value newSeed. More...
double	uniformSample () const
	Samples a value from a uniform distribution. Support: [0,1] or [a,b]. More...
double	gaussianSample (double stdDev) const
double	betaSample (double alpha, double beta) const
	Samples a value from a Beta distribution. Support: [0,1]. More...
double	gammaSample (double a, double b) const
	Samples a value from a Gamma distribution. Support: [0,infinity). More...
const gsl_rng *	rng () const
	GSL random number generator. More...

Additional Inherited Members
Protected Attributes inherited from QUESO::RngBase
int	m_seed
	Seed. More...
int	m_worldRank
	Rank of processor. More...

Detailed Description

Definition at line 49 of file RngGsl.h.

Constructor & Destructor Documentation

RngGsl::RngGsl

(

)

Default Constructor: it should not be used.

Definition at line 32 of file RngGsl.C.

References QUESO::RngBase::m_worldRank, and UQ_FATAL_TEST_MACRO.

  :
  RngBase()
{
  UQ_FATAL_TEST_MACRO(true,
                      m_worldRank,
                      "RngGsl::constructor(), default",
                      "should not be used by user");
}

RngGsl::RngGsl	(	int	seed,
		int	worldRank
	)

Constructor with seed.

Constructor with seed ------------------------—.

Definition at line 43 of file RngGsl.C.

References gsl_rng_default_seed, m_rng, QUESO::RngBase::m_seed, QUESO::RngBase::m_worldRank, and UQ_FATAL_TEST_MACRO.

  :
  RngBase(seed,worldRank),
  m_rng         (NULL)
{
  gsl_rng_default_seed = (unsigned long int) m_seed;
  m_rng = gsl_rng_alloc(gsl_rng_ranlxd2);
  UQ_FATAL_TEST_MACRO((m_rng == NULL),
                      m_worldRank,
                      "RngGsl::constructor()",
                      "null m_rng");

//gsl_rng_set(m_rng, gsl_rng_default_seed);
#if 0
  if (m_worldRank == 0) {
    std::cout << "In RngGsl::constructor():"
              << "\n  m_seed = "                                              << m_seed
              << "\n  internal seed = "                                       << gsl_rng_default_seed
            //<< "\n  first generated sample from uniform distribution = "    << gsl_rng_uniform(m_rng)
            //<< "\n  first generated sample from std normal distribution = " << gsl_ran_gaussian(m_rng,1.)
              << std::endl;
  }
#endif
}

RngGsl::~RngGsl

(

)

Destructor.

Definition at line 69 of file RngGsl.C.

References m_rng.

{
  if (m_rng) gsl_rng_free(m_rng);
}

Member Function Documentation

double RngGsl::betaSample ( double  alpha, double  beta  ) const

virtual

Samples a value from a Beta distribution. Support: [0,1].

The Beta Distribution is a continuous probability distribution; it has two free parameters, which are labeled alpha and beta. The beta distribution is used as a prior distribution for binomial proportions in Bayesian analysis (Evans et al. 2000, p. 34). Uses gsl_ran_beta(). Support (domain): [0,1].

Implements QUESO::RngBase.

Definition at line 106 of file RngGsl.C.

References m_rng.

{
  return gsl_ran_beta(m_rng,alpha,beta);
}

double RngGsl::gammaSample ( double  a, double  b  ) const

virtual

Samples a value from a Gamma distribution. Support: [0,infinity).

The Gamma Distribution is a continuous probability distribution; it has two free parameters, which may be labeled: a shape parameter a and an inverse scale parameter b, called a rate parameter. Uses gsl_ran_gamma(). Support (domain): [0,infinity).

Implements QUESO::RngBase.

Definition at line 113 of file RngGsl.C.

References m_rng.

{
  return gsl_ran_gamma(m_rng,a,b);
}

double RngGsl::gaussianSample ( double  stdDev ) const

virtual

Samples a value from a Gaussian distribution with standard deviation given by stdDev. Support: (-infinity, infinity).

The parameter mu (mean or expectation of the distribution) in this Gaussian sample is set to zero, and thus, needs to be provided in an alternative way (e.g., in the form of a sum. The parameter stdDev is its standard deviation; its variance is therefore stdDev^2. A random variable with a Gaussian distribution is said to be normally distributed and is called a normal deviate. Uses gsl_ran_gaussian(). Support: (-infinity, infinity).

Implements QUESO::RngBase.

Definition at line 99 of file RngGsl.C.

References m_rng.

{
  return gsl_ran_gaussian(m_rng,stdDev);
}

void RngGsl::resetSeed ( int  newSeed )

virtual

Resets the seed with value newSeed.

Reimplemented from QUESO::RngBase.

Definition at line 76 of file RngGsl.C.

References gsl_rng_default_seed, m_rng, QUESO::RngBase::m_seed, QUESO::RngBase::m_worldRank, QUESO::RngBase::resetSeed(), and UQ_FATAL_TEST_MACRO.

{
  RngBase::resetSeed(newSeed);
  gsl_rng_free(m_rng);

  gsl_rng_default_seed = (unsigned long int) m_seed;
  m_rng = gsl_rng_alloc(gsl_rng_ranlxd2);
  UQ_FATAL_TEST_MACRO((m_rng == NULL),
                      m_worldRank,
                      "RngGsl::resetSeed()",
                      "null m_rng");
  return;
}

const gsl_rng * RngGsl::rng

(

)

const

GSL random number generator.

Definition at line 119 of file RngGsl.C.

References m_rng.

{
  return m_rng;
}

double RngGsl::uniformSample ( ) const

virtual

Samples a value from a uniform distribution. Support: [0,1] or [a,b].

This function samples from continuous uniform distribution on the range [0,1). It is possible to scale this distribution so the support is defined by the two parameters, a and b, which are its minimum and maximum values. Support: -infinity < a < x< b< infinity. Uses gsl_rng_uniform(m_rng).

Implements QUESO::RngBase.

Definition at line 92 of file RngGsl.C.

References m_rng.

{
  return gsl_rng_uniform(m_rng);
}

Member Data Documentation

gsl_rng* QUESO::RngGsl::m_rng

protected

GSL random number generator.

It is chosen, in the constructor, to be of type gsl_rng_ranlxd2.

Definition at line 111 of file RngGsl.h.

Referenced by betaSample(), gammaSample(), gaussianSample(), resetSeed(), rng(), RngGsl(), uniformSample(), and ~RngGsl().

---

The documentation for this class was generated from the following files:

• src/core/inc/RngGsl.h
• src/core/src/RngGsl.C