Random.h

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/*
 GRT MIT License
 Copyright (c) <2012> <Nicholas Gillian, Media Lab, MIT>
 
 Permission is hereby granted, free of charge, to any person obtaining a copy of this software
 and associated documentation files (the "Software"), to deal in the Software without restriction,
 including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense,
 and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so,
 subject to the following conditions:
 
 The above copyright notice and this permission notice shall be included in all copies or substantial
 portions of the Software.
 
 THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
 LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
 WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 */

#ifndef GRT_RANDOM_HEADER
#define GRT_RANDOM_HEADER

#include <assert.h>
#include <cstring>
#include "../Util/GRTVersionInfo.h"
#include "Timer.h"
#include "../DataStructures/Vector.h"
#include "../DataStructures/VectorFloat.h"
#include "IndexedDouble.h"
#include <random>
#define GRT_USE_CXX11_RANDOM_ALGO 0

GRT_BEGIN_NAMESPACE

class Random{
public:
#if GRT_USE_CXX11_RANDOM_ALGO
    Random( );
#else
    Random(unsigned long long seed = 0);
#endif

    ~Random();
    
    bool setSeed(const unsigned long long seed = 0);
    
    int getRandomNumberInt(int minRange,int maxRange);
    
    int getRandomNumberWeighted(const Vector< int > &values,const VectorFloat &weights);
    
    int getRandomNumberWeighted(Vector< IndexedDouble > weightedValues);
    
    int getRandomNumberWeighted(Vector< IndexedDouble > &weightedValues, VectorFloat &x);
    
    Float getRandomNumberUniform(Float minRange=0.0,Float maxRange=1.0);
    
    Float getUniform(const Float &minRange=0.0,const Float &maxRange=1.0);
    
    Float getRandomNumberGauss(Float mu=0.0,Float sigma=1.0);

    Float getGauss(const Float &mu=0.0,const Float &sigma=1.0);
    
    VectorFloat getRandomVectorUniform(UINT numDimensions,Float minRange=0.0,Float maxRange=1.0);
    
    VectorFloat getRandomVectorGauss(UINT numDimensions,Float mu=0.0,Float sigma=1.0);
    
    Vector< unsigned int > getRandomSubset( const unsigned int startRange, const unsigned int endRange, const unsigned int subsetSize );
    
private:

#if GRT_USE_CXX11_RANDOM_ALGO
    std::default_random_engine generator;
    std::uniform_real_distribution< Float > uniformRealDistribution;
    std::normal_distribution< Float > normalDistribution;
#else
    inline unsigned long long int64() {
        u = u * 2862933555777941757LL + 7046029254386353087LL;
        v ^= v >> 17; v ^= v << 31; v ^= v >> 8;
        w = 4294957665U*(w & 0xffffffff) + (w >> 32);
        unsigned long long x = u ^ (u << 21); x ^= x >> 35; x ^= x << 4;
        return (x + v) ^ w;
    }
    inline Float doub() { return 5.42101086242752217E-20 * int64(); }
    inline unsigned int int32() { return (unsigned int)int64(); } 
    
    unsigned long long u;
    unsigned long long v;
    unsigned long long w;
    Float storedval;               //This is for the Gauss Box-Muller 
#endif
};

GRT_END_NAMESPACE

#endif //GRT_RANDOM_HEADER