99 lines
3.8 KiB
C++
99 lines
3.8 KiB
C++
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/*
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* Portable Agile C++ Classes (PACC)
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* Copyright (C) 2001-2005 by Marc Parizeau
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* http://manitou.gel.ulaval.ca/~parizeau/PACC
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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*
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* Contact:
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* Laboratoire de Vision et Systemes Numeriques
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* Departement de genie electrique et de genie informatique
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* Universite Laval, Quebec, Canada, G1K 7P4
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* http://vision.gel.ulaval.ca
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*
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*/
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/*!
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* \file PACC/Math/QRandSequencer.hpp
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* \brief Class definition for the scrambled Halton quasi-random sequence generator.
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* \author Christian Gagne <cgagne@gmail.com>
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* \author Olivier Teytaud <olivier.teytaud@lri.fr>
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* $Revision: 1.5.2.1 $
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* $Date: 2007/09/10 18:24:08 $
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*/
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#ifndef PACC_QRandSequencer_hpp
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#define PACC_QRandSequencer_hpp
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#include <vector>
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#include "Util/Randomizer.hpp"
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#include "Math/Vector.hpp"
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#include "Math/Matrix.hpp"
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namespace PACC {
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/*!
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* \class QRandSequencer PACC/Math/QRandSequencer.hpp "PACC/Math/QRandSequencer.hpp"
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* \brief Scrambled Halton quasi-random sequence generator.
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* \author Christian Gagne <cgagne@gmail.com>
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* \author Olivier Teytaud <olivier.teytaud@lri.fr>
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* \author Marc Parizeau <marc.parizeau@gel.ulaval.ca>
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* \ingroup Math
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*
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* Generate low-discrepancy sequences of numbers (quasirandom numbers) using the
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* scrambled Halton algorithm.
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*/
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class QRandSequencer {
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public:
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explicit QRandSequencer(unsigned int inDimensionality=0, PACC::Randomizer& inRand=PACC::rand);
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//! Delete this sequence generator.
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~QRandSequencer(void) {}
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static void computeSqRootCovar(PACC::Matrix& outSqRootCovar, PACC::Matrix& inCovar);
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void getGaussianVector(PACC::Vector& outVector);
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void getGaussianVector(PACC::Vector& outVector, const PACC::Vector& inCenter, const PACC::Vector& inStDev);
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void getGaussianVector(PACC::Vector& outVector, const PACC::Vector& inCenter, const PACC::Matrix& inSqRootCovar);
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void getIntegerSequence(std::vector<long>& outSequence, long inMinValue, long inMaxValue);
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void getIntegerSequence(std::vector<long>& outSequence, const std::vector<long>& inMinValues, const std::vector<long>& inMaxValues);
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void getUniformVector(PACC::Vector& outVector, double inMinValue=0., double inMaxValue=1.);
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void getUniformVector(PACC::Vector& outVector, const PACC::Vector& inMinValues, const PACC::Vector& inMaxValues);
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std::string getState(void) const;
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void setState(const std::string& inState);
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//! \brief Return dimensionality of low-discrepancy sequences.
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inline unsigned int getDimensionality(void) const {return mDimensionality;}
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void reset(unsigned int inDimensionality, PACC::Randomizer& inRand=PACC::rand);
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protected:
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std::vector<unsigned int> mBases; //!< Prime numbers used as bases.
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std::vector< std::vector<unsigned int> > mCounters; //!< Counter in prime bases.
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std::vector< std::vector<unsigned int> > mPermutations; //!< Number permutations in given bases.
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unsigned int mDimensionality; //!< Dimensionality of the numbers.
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unsigned int mCount; //!< Count generated numbers.
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void generateSequence(std::vector<unsigned long>& outValues, std::vector<unsigned long>& outMaxValues);
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};
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}
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#endif // PACC_QRandSequencer_hpp
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