The Random Number Generator class. More...

#include <ocsRanNumGen.hh>

Public Member Functions
	RanNumGen (string InFileName)
	Class constructor.
	~RanNumGen ()
	Class destructor.
void	SaveCurrentState (void)
	Saves the current state of the random number generator.
void	ResetRanNumGen (void)
	or that was saved by a call to RanNumGen::SaveCurrentState
float	GetRanNum (void)
	Returns the next random number in the sequence. Returns values between 0 and 1.
float	GetRanCosineBiased (double alpha, double beta, double *LikelihoodRatio)
	This method generates a biased sample for importance sampling.
float	GetLikelihoodRatioForRanCosineBiased (double alpha, double ValFunction)
float	GetRanSignBiased (double alpha, double *LikelihoodRatio)
float	GetRanCosineBiased (double alpha, double *LikelihoodRatio)
float	GetGaussianDeviate (void)
void	ReadRanSeqParameters (string InFileName)
void	WriteRanSeqParameters (string OutFileName)
	Writes the current state of the RNG to a file.
Private Attributes
long	idum
long	idumStart
long	idum2
long	idum2Start
long	iy
long	iyStart
long	iv [NTAB]
long	ivStart [NTAB]
string	ContinuationFileName
	The name of the file to which the current state of the RNG is written.
string	RestartFileName
int	DebugLevel
	DebugLevel.
Static Private Attributes
static const long	IM1 = 2147483563
static const long	IM2 = 2147483399
static const double	AM = 1.0/2147483563
static const long	IMM1 = IM1 - 1
static const long	IA1 = 40014
static const long	IA2 = 40692
static const long	IQ1 = 53668
static const long	IQ2 = 52774
static const long	IR1 = 12211
static const long	IR2 = 3791
static const int	NTAB = 32
static const long	NDIV = (1+IMM1/NTAB)
static const double	RNMX = 1.0 - 1.2e-7

Detailed Description

The Random Number Generator class.

The RanNumGen class uses the Random Number Generator (RNG) ran2 from Numerical Recipes in C. A helpful discussion of this random number generator can be found in the book Numerical Recipes in C or Online Numerical Recipes. Additional discussion can be found in "Random Number Generation and Monte Carlo Methods" by James E. Gentle (Springer).

The class contains methods that read and write the state of the RNG from and to a file. When running multiple jobs this feature enables the user to either continue along the random sequence from where you left off at the end of the last job or restart the RNG at the point in the sequence where the previous job started. The RNG can also be restarted within a job.

The class also contains methods that are used in importance sampling.

Constructor & Destructor Documentation

RanNumGen::RanNumGen ( string InFileName )

Class constructor.

The constructor reads parameters from an input parameter file.

Parameters:

InFileName,:

Name of the input parameter file (string)

It does the following:

Reads in OperationMode and initializes state of RNG accordingly.
Writes the current state of the RNG to the file InFileName + ".restart"
Initializes variables which store the state of the RNG at the time the constructor is called for possible later use by the method ResetRanNumGen()

The possible OperationModes are

1: Starts the RNG in the state determined by the longint Seed which is to be specified in the input parameter file.

2: Continue along the random sequence from where the previous job stopped by reading in the state of the RNG from the file InFileName + ".continue". This is the normal mode of operation.

3: Restarts the RNG at the sme point in the sequence the the previous job started by reading in the state of the RNG from the file InFileName + ".restart".

References ContinuationFileName, DebugLevel, idum, idum2, iy, LogFile, LogFileSeparator(), LOWER_AND_UPPER, LOWER_ONLY, OPTIONAL_NO_WARNING, ReadInt(), ReadLongInt(), ReadRanSeqParameters(), RestartFileName, SaveCurrentState(), and WriteRanSeqParameters().

RanNumGen::~RanNumGen ( )

Class destructor.

Calls the method void WriteRanSeqParameters(string OutFileName) which writes the final state of the RNG to a file. Hence it should be explicitly called in application programs!