trick/trick_source/sim_services/MonteCarlo/MonteVarRandom.cpp

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#include <iostream>
#include <sstream>
#include <stdio.h>
#include <cmath>
#include <limits>
#include "trick/MonteVarRandom.hh"
#include "trick/exec_proto.h"
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Trick::MonteVarRandom::MonteVarRandom(std::string in_name, Distribution in_distribution, std::string in_unit, StlEngine in_engine) : engineType(in_engine), randist(), stlGenPtr(0) {
this->name = in_name;
this->distribution = in_distribution;
this->unit = in_unit;
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// perform this init in all cases, in case fall back to Trick-coded distributions
trick_gsl_rand_init(&randist);
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if (NO_ENGINE != engineType) {
// minimum set of randist defaults when using C++11 distributions
randist.mu = 0.0;
randist.sigma = 1.0;
randist.max = std::numeric_limits<double>::max();
randist.min = - randist.max;
randist.rel_min = 1;
randist.rel_max = 1;
randist.sigma_range = 0.0;
}
randist.type = (TRICK_GSL_TYPE) distribution;
randist.sigma_range = 1;
#if (defined(_HAVE_TR1_RANDOM) || defined(_HAVE_STL_RANDOM))
unsigned long seed = randist.seed;
double unused = 0.0;
StlRandomGenerator::StlDistribution stlDist =
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static_cast<StlRandomGenerator::StlDistribution>(distribution);
StlRandomGenerator::StlEngine stlEngine =
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static_cast<StlRandomGenerator::StlEngine>(engineType);
if (engineType != NO_ENGINE) {
// note: in practice, these will have to be changed by calling set_mu, etc,
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// in the input file after construction.
switch (randist.type) {
case GAUSSIAN:
stlGenPtr = StlRandomGeneratorFactory::newGenerator(randist.mu, randist.sigma,
seed, stlDist, stlEngine);
break;
case FLAT:
// StlRandomGenerator min,max are always absolute
stlGenPtr = StlRandomGeneratorFactory::newGenerator(
get_absolute_min(), get_absolute_max(),
seed, stlDist, stlEngine);
break;
case POISSON:
stlGenPtr = StlRandomGeneratorFactory::newGenerator(randist.mu, unused,
seed, stlDist, stlEngine);
break;
default:
break;
}
}
#endif
}
Trick::MonteVarRandom::~MonteVarRandom()
{
delete stlGenPtr;
}
void Trick::MonteVarRandom::set_seed(unsigned long seed) {
randist.seed = seed;
if (engineType != NO_ENGINE && stlGenPtr) {
stlGenPtr->set_seed(seed);
} else {
trick_gsl_rand_seed(&randist);
}
}
void Trick::MonteVarRandom::set_sigma(double sigma) {
if (engineType != NO_ENGINE && TRICK_GSL_GAUSS == randist.type && stlGenPtr) {
randist.sigma = sigma;
updateStlRandom();
} else {
randist.sigma = sigma;
}
}
void Trick::MonteVarRandom::set_sigma_range(int sigma_range) {
randist.sigma_range = sigma_range;
}
void Trick::MonteVarRandom::set_mu(double mu) {
if (engineType != NO_ENGINE && stlGenPtr) {
randist.mu = mu;
updateStlRandom();
} else {
randist.mu = mu;
}
}
void Trick::MonteVarRandom::set_min(double min) {
if (engineType != NO_ENGINE && stlGenPtr) {
randist.min = min;
updateStlRandom();
} else {
randist.min = min;
}
}
void Trick::MonteVarRandom::set_max(double max) {
if (engineType != NO_ENGINE && stlGenPtr) {
randist.max = max;
updateStlRandom();
} else {
randist.max = max;
}
}
void Trick::MonteVarRandom::set_min_is_relative(bool relative) {
randist.rel_min = (int)relative;
updateStlRandom();
}
void Trick::MonteVarRandom::set_max_is_relative(bool relative) {
randist.rel_max = (int)relative;
updateStlRandom();
}
void Trick::MonteVarRandom::set_uniform_generator(uniform_generator uniform) {
randist.uniform = uniform;
}
std::string Trick::MonteVarRandom::get_next_value() {
TRICK_GSL_RETURN_TYPE return_value;
char buffer[128];
return_value.d = 0;
if (stlGenPtr) {
double sigma_range = static_cast<double>(randist.sigma_range) * randist.sigma;
double min = get_absolute_min();
double max = get_absolute_max();
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unsigned int count = 0;
while (count < 100) {
return_value = (*stlGenPtr)();
count++;
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if (return_value.d < min || return_value.d > max) {
continue;
} else {
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if (0 == randist.sigma_range // 0== means sigma_range algorithm is turned off
|| std::fabs(return_value.d - randist.mu) <= sigma_range) {
break;
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}
}
}
if (count >= 100) {
char string[100];
sprintf(string, "Trick:MonteVarRandom failed to generate a random value for variable \"%s\"\n", name.c_str());
exec_terminate_with_return(-1, __FILE__, __LINE__, string);
}
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} else {
if (trick_gsl_rand(&randist, &return_value) != 0) {
char string[100];
sprintf(string, "Trick:MonteVarRandom failed to generate a random value for variable \"%s\"\n", name.c_str());
exec_terminate_with_return(-1, __FILE__, __LINE__, string);
}
}
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switch (randist.type) {
case TRICK_GSL_POISSON:
// STL returns int, GSL returns unsigned int
if (stlGenPtr) {
sprintf(buffer, " %d", return_value.ii);
} else {
sprintf(buffer, " %u", return_value.ui);
}
value = buffer;
break;
case TRICK_GSL_GAUSS:
case TRICK_GSL_FLAT:
default:
sprintf(buffer, "%.15g", return_value.d);
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value = buffer;
break;
}
if (unit.empty()) {
return name + std::string(" = ") + value ;
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} else {
return name + std::string(" = trick.attach_units(\"") + unit + std::string("\", ") + value +
std::string(")") ;
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}
}
///@details Update the full set of STL random settings
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/// (Call after any of the settings: randist.mu .set_min, max, min_is_relative, max_is_relative
/// are called.)
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void
Trick::MonteVarRandom::updateStlRandom() {
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if (stlGenPtr) {
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switch (randist.type) {
case GAUSSIAN:
stlGenPtr->set_param(randist.mu, randist.sigma);
break;
case FLAT:
// StlRandomGenerator min,max are always absolute
stlGenPtr->set_param(get_absolute_min(), get_absolute_max());
break;
case POISSON:
stlGenPtr->set_param(randist.mu);
break;
default:
break;
}
}
}