/Users/barrand/private/dev/softinex/old/inexlib-1.2/inlib/inlib/random

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// Copyright (C) 2010, Guy Barrand. All rights reserved.
// See the file inlib.license for terms.

#ifndef inlib_random
#define inlib_random

#include <cstdlib>   //::rand, RAND_MAX
#include <cmath>     //::sqrt, ::log

#include "math"

namespace inlib {
namespace random {

class flat {
public:
  double shoot() const {
    // Shoot random numbers in [0,1] according a flat distribution.
    double value  = (double)::rand();
    value /= (double)RAND_MAX;
    return value;
  }
};

class gauss {
public:
  gauss(double a_mean = 0,double a_std_dev = 1)
  :m_mean(a_mean),m_std_dev(a_std_dev){}
public:
  gauss(const gauss& a_from)
  :m_mean(a_from.m_mean),m_std_dev(a_from.m_std_dev){}
  gauss& operator=(const gauss& a_from) {
    m_mean = a_from.m_mean;
    m_std_dev = a_from.m_std_dev;
    return *this;
  }
public:
  double shoot() const {
    //  Shoot random numbers according a 
    // gaussian distribution of mean 0 and sigma 1.
    double v1,v2,r,fac;
    do {
      v1 = 2.0 * m_flat.shoot() - 1.0;
      v2 = 2.0 * m_flat.shoot() - 1.0;
      r = v1*v1 + v2*v2;
    }   while ( r > 1.0 );
    fac = ::sqrt(-2.0*::log(r)/r);
    return (v2 * fac) * m_std_dev + m_mean;
  }
private:
  flat m_flat;
  double m_mean;
  double m_std_dev;
};

class bw {
public:
  bw(double a_mean = 0,double a_gamma = 1)
  :m_mean(a_mean),m_gamma(a_gamma){}
public:
  bw(const bw& a_from)
  :m_mean(a_from.m_mean),m_gamma(a_from.m_gamma){}
  bw& operator=(const bw& a_from) {
    m_mean = a_from.m_mean;
    m_gamma = a_from.m_gamma;
    return *this;
  }
public:
  double shoot() const {
    double rval = 2.0 * m_flat.shoot() - 1.0;
    double displ = 0.5 * m_gamma * ::tan(rval * half_pi());
    return m_mean + displ;
  }
private:
  flat m_flat;
  double m_mean;
  double m_gamma;
};

class exp {
public:
  exp(double a_rate = 1):m_rate(a_rate){}
public:
  exp(const exp& a_from):m_rate(a_from.m_rate){}
  exp& operator=(const exp& a_from) {m_rate = a_from.m_rate;return *this;}
public:
  double shoot() const {
    double v;
    do {
      v = m_flat.shoot();
    } while(v<=0);
    return -::log(v)/m_rate;
  }
private:
  flat m_flat;
  double m_rate;
};

}}

#endif