RandomGenerator.h

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#ifndef _RandomGenerator_h
#define _RandomGenerator_h
 
#include <random>
 
#include <Eigen/Core>
#include <array>
#include <mutex>
 
 
namespace muq {
namespace Utilities {
 
class RandomGeneratorTemporarySetSeed
{
public:
    RandomGeneratorTemporarySetSeed(int seed);
 
    virtual ~RandomGeneratorTemporarySetSeed();
private:
    std::mt19937 oldGenerator;
};
 
 
 
class RandomGenerator {
public:
 
  typedef std::mt19937 GeneratorType;
 
  static double          GetNormal();
  static Eigen::MatrixXd GetNormal(int rows){return GetNormal(rows,1);};
  static Eigen::MatrixXd GetNormal(int rows, int cols);
 
  static double          GetUniform();
  static Eigen::MatrixXd GetUniform(int rows){return GetUniform(rows,1);};
  static Eigen::MatrixXd GetUniform(int rows, int cols);
 
  static double          GetGamma(double const alpha, double const beta);
  static Eigen::MatrixXd GetGamma(double const alpha, double const beta, int rows){return GetGamma(alpha, beta, rows, 1);};
  static Eigen::MatrixXd GetGamma(double const alpha, double const beta, int rows, int cols);
 
  static int             GetUniformInt(int lb, int ub);
  static Eigen::MatrixXi GetUniformInt(int lb, int ub, int rows){return GetUniformInt(lb, ub, rows, 1, true);};
  static Eigen::MatrixXi GetUniformInt(int lb, int ub, int rows, bool unique){return GetUniformInt(lb, ub, rows, 1, unique);};
  static Eigen::MatrixXi GetUniformInt(int lb, int ub, int rows, int cols){return GetUniformInt(lb, ub, rows, cols, true);};
  static Eigen::MatrixXi GetUniformInt(int lb, int ub, int rows, int cols, bool unique);
 
 
    static int GetDiscrete(std::vector<double> const& discProbs);
  static int GetDiscrete(Eigen::Ref<const Eigen::VectorXd> const& discProbs);
 
    static Eigen::MatrixXi GetDiscrete(std::vector<double> const& discProbs, int rows, int cols=1);
  static Eigen::MatrixXi GetDiscrete(Eigen::Ref<const Eigen::VectorXd> const& discProbs, int rows, int cols=1);
 
  static void SetSeed(int seedval);
 
  static GeneratorType CopyGenerator();
 
  static void SetGenerator(GeneratorType);
 
private:
 
  friend RandomGeneratorTemporarySetSeed;
  static GeneratorType & GetGenerator();
};
 
 
class SeedGenerator {
public:
 
  SeedGenerator();
  SeedGenerator(const std::array<std::seed_seq::result_type, RandomGenerator::GeneratorType::state_size> &seed_data);
  //draw a seed for the entire state, as per: http://stackoverflow.com/questions/15509270/does-stdmt19937-require-warmup
  std::seed_seq seed_seq;
  //virtual ~SeedGenerator() = default;
};
 
 
 
} // namespace GeneralUtilties
} //namespace muq
 
#endif // ifndef _RandomGenerator_h