RngBoost.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2015 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 UQ_RNG_BOOST_H
#define UQ_RNG_BOOST_H

#include <queso/RngBase.h>
#include <boost/random.hpp>
#include <boost/math/distributions.hpp>


namespace QUESO {

class RngBoost : public RngBase
{
public:

  RngBoost();

  RngBoost(int seed, int worldRank);

 ~RngBoost();


  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:

  boost::mt19937 m_rng; // it cannot be static, as it is not initialized yet
};

}  // End namespace QUESO

#endif // UQ_RNG_BOOST_H