Random.h

/*--------------------------------------------------------------------------------------------
Copyright (c) 2019, NDEVR LLC
tyler.parke@ndevr.org
  __    __   ____     _____ __     __  _______
 |  \  |  | |  __ \  |  ___|\ \   / / |   __  \
 |   \ |  | | |  \ \ | |___  \ \ / /  |  |__)  |
 |  . \|  | | |__/ / | |___   \ V /   |   _   /
 |  |\    |_|_____/__|_____|___\_/____|  | \  \
 |__| \__________________________________|  \__\
 
Subject to the terms of the Enterprise+ Agreement, NDEVR hereby grants 
Licensee a limited, non-exclusive, non-transferable, royalty-free license 
(without the right to sublicense) to use the API solely for the purpose of 
Licensee's internal development efforts to develop applications for which 
the API was provided.
 
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.
 
Library: Base
File: Random
Included in API: True
Author(s): Tyler Parke
 *-----------------------------------------------------------------------------------------**/
#pragma once
#include <NDEVR/BaseValues.h>
#include <random>
namespace NDEVR
{
    class Random
    {};

    template<class t_type>
    t_type MakeRandom(t_type max)
    {
        static thread_local std::mt19937 rng(std::random_device{}());
        std::uniform_int_distribution<t_type> gen(0, max);
        return gen(rng);
    };

    template<>
    inline fltp04 MakeRandom(fltp04 max)
    {
        return (max * cast<fltp04>(MakeRandom<uint02>(Constant<uint02>::Max))) / Constant<uint02>::Max;
    };
    

    template<>
    inline fltp08 MakeRandom(fltp08 max)
    {
        return (max * MakeRandom<uint04>(Constant<uint04>::Max)) / cast<fltp08>(Constant<uint04>::Max);
    }

 
    template<class t_type>
    t_type MakeRandom(t_type min, t_type max)
    {
        lib_assert(min <= max, "Random generation min value must be less than or equal to max");
        return cast<t_type>(MakeRandom<fltp08>(cast<fltp08>(max - min))) + min;
    };

    template<sint04 ia = 16807, sint04 im = 2147483647, sint04 iq = 127773, sint04 ir = 2836, sint04 ntab = 32>
    class GaussianRN
    {
    public:
        GaussianRN(sint08 didum)
            : m_idum(didum > 0 ? -didum : didum)
            , m_eps(1.2e-7)
        {}

        fltp08 get()
        {
            return gasdev(m_idum);
        }
    protected:
        fltp08 ran1(sint08& idum)
        {
            fltp08 am = 1.0 / im;
            fltp08 ntiv = (1 + (im - 1) / ntab);
            sint04 j;
            sint08 k;
            
            fltp08 temp;
 
            if (idum <= 0 || !iy) 
            {
                if (-idum < 1) 
                    idum = 1;
                else 
                    idum = -(idum);
                for (j = ntab + 7; j >= 0; j--) 
                {
                    k = (idum) / iq;
                    idum = ia * (idum - k * iq) - ir * k;
                    if (idum < 0) 
                        idum += im;
                    if (j < ntab) 
                        iv[j] = idum;
                }
                iy = iv[0];
            }
            k = (idum) / iq;
            idum = ia * (idum - k * iq) - ir * k;
            if (idum < 0) 
                idum += im;
            j = iy / ntiv;
            iy = iv[j];
            iv[j] = idum;
            if ((temp = am * iy) > 1 - m_eps)
                return m_eps;
            else 
                return temp;
        }

        fltp08 gasdev(sint08& idum)
        {
            double fac, rsq, v1, v2;
 
            if (iset == 0) 
            {
                do 
                {
                    v1 = 2.0 * ran1(idum) - 1.0;
                    v2 = 2.0 * ran1(idum) - 1.0;
                    rsq = v1*v1 + v2 * v2;
                } 
                while (rsq >= 1.0 || rsq == 0.0);
 
                fac = sqrt(-2.0 * log(rsq) / rsq);
                gset = v1 * fac;
                iset = 1;
                return v2 * fac;
            }
            else 
            {
                iset = 0;
                return gset;
            }
        }
    private:
        sint08 iset = 0; 
        fltp08 gset; 
        sint08 m_idum; 
        fltp08 m_eps; 
        sint08 iy = 0; 
        sint08 iv[ntab]; 
        GaussianRN(const GaussianRN& rhs) = delete; 
        const GaussianRN &operator=(const GaussianRN& rhs) = delete; 
    };
 
 
 
}