von_neumann_method.h

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/* Author(s):     Francois Mauger <mauger@lpccaen.in2p3.fr>
 * Creation date: 2009-09-23
 * Last modified: 2009-09-23
 *
 * License:
 *
 *
 * Description:
 *
 *  A Von Neumann Pseudo Random Number generator
 *  for an arbitrary R to R functor used as the density function.
 *
 * History:
 *
 */

#ifndef MYGSL_VON_NEUMANN_METHOD_H
#define MYGSL_VON_NEUMANN_METHOD_H 1

// Standard library:
#include <iostream>

// This project:
#include <mygsl/rng.h>
#include <mygsl/i_unary_function.h>

namespace mygsl {

  class von_neumann_method
  {
  public:

    static const double AUTO_FMAX;
    static const size_t MIN_NSAMPLES       = 2;
    static const size_t DEFAULT_NSAMPLES   = 1000;
    static const size_t DEFAULT_MAX_COUNTS = 10000;
    static const size_t NO_MAX_COUNTS      = 0;

    bool is_initialized() const;

    double get_xmin() const;

    double get_xmax() const;

    double get_fmax() const;

    size_t get_max_counts() const;

    von_neumann_method();

    von_neumann_method(double xmin_,
                       double xmax_,
                       const i_unary_function & func_,
                       double fmax_ = 0.0,
                       size_t nsamples_ = DEFAULT_NSAMPLES,
                       size_t max_counts_ = DEFAULT_MAX_COUNTS);

    void initialize(double xmin_,
                    double xmax_,
                    const i_unary_function & func_,
                    double fmax_,
                    size_t nsamples_,
                    size_t max_counts_);

    void init(double xmin_,
              double xmax_,
              const i_unary_function & func_,
              double fmax_,
              size_t nsamples_ = DEFAULT_NSAMPLES,
              size_t max_counts_ = DEFAULT_MAX_COUNTS);

    void reset();

    double shoot(rng &);

    void dump(std::ostream & out_ = std::clog) const;

  private:

    double _xmin_;
    double _xmax_;
    double _fmax_;
    const i_unary_function * _func_;
    size_t _max_counts_;

  };

} // end of namespace mygsl

#endif // MYGSL_VON_NEUMANN_METHOD_H

/* Local Variables: */
/* mode: c++        */
/* coding: utf-8    */
/* End:             */