SimpleRNG.h

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#ifndef SIMPLERNG_H
#define SIMPLERNG_H
 
// A simple random number generator based on George Marsaglia's MWC (Multiply With Carry) generator.
// This is not intended to take the place of the library's primary generator, Mersenne Twister.
// Its primary benefit is that it is simple to extract its state.
 
// Source: http://www.johndcook.com/cpp_random_number_generation.html
class SimpleRNG
{
public:
    
    SimpleRNG();
 
    // Seed the random number generator 
    void SetState(unsigned int u, unsigned int v);
 
    // Extract the internal state of the generator
    void GetState(unsigned int& u, unsigned int& v);
 
    // A uniform random sample from the open interval (0, 1) 
    double GetUniform();
 
    // A uniform random sample from the set of unsigned integers 
    unsigned int GetUint();
 
    // This stateless version makes it more convenient to get a uniform 
    // random value and transfer the state in and out in one operation.
    double GetUniform(unsigned int& u, unsigned int& v);
 
    // This stateless version makes it more convenient to get a random unsigned integer 
    // and transfer the state in and out in one operation.
    unsigned int GetUint(unsigned int& u, unsigned int& v);
        
    // Normal (Gaussian) random sample 
    double GetNormal(double mean, double standardDeviation);
 
    // Exponential random sample 
    double GetExponential(double mean);
 
        // Gamma random sample
    double GetGamma(double shape, double scale);
 
        // Chi-square sample
    double GetChiSquare(double degreesOfFreedom);
 
        // Inverse-gamma sample
    double GetInverseGamma(double shape, double scale);
 
        // Weibull sample
    double GetWeibull(double shape, double scale);
 
        // Cauchy sample
    double GetCauchy(double median, double scale);
 
        // Student-t sample
    double GetStudentT(double degreesOfFreedom);
 
    // The Laplace distribution is also known as the double exponential distribution.
    double GetLaplace(double mean, double scale);
 
        // Log-normal sample
    double GetLogNormal(double mu, double sigma);
 
        // Beta sample
    double GetBeta(double a, double b);
 
        // Poisson sample
        int GetPoisson(double lambda);
 
private:
    unsigned int m_u, m_v;
        int PoissonLarge(double lambda);
        int PoissonSmall(double lambda);
        double LogFactorial(int n);
};
 
 
#endif