/*-------------------------------------------------------------------------------------*/
/*  NOMAD - Nonlinear Optimization by Mesh Adaptive Direct search - version 3.7.2      */
/*                                                                                     */
/*  Copyright (C) 2001-2015  Mark Abramson        - the Boeing Company, Seattle        */
/*                           Charles Audet        - Ecole Polytechnique, Montreal      */
/*                           Gilles Couture       - Ecole Polytechnique, Montreal      */
/*                           John Dennis          - Rice University, Houston           */
/*                           Sebastien Le Digabel - Ecole Polytechnique, Montreal      */
/*                           Christophe Tribes    - Ecole Polytechnique, Montreal      */
/*                                                                                     */
/*  funded in part by AFOSR and Exxon Mobil                                            */
/*  Contact information:                                                               */
/*    Ecole Polytechnique de Montreal - GERAD                                          */
/*    C.P. 6079, Succ. Centre-ville, Montreal (Quebec) H3C 3A7 Canada                  */
/*    e-mail: nomad@gerad.ca                                                           */
/*    phone : 1-514-340-6053 #6928                                                     */
/*    fax   : 1-514-340-5665                                                           */
/*                                                                                     */
/*  This program is free software: you can redistribute it and/or modify it under the  */
/*  terms of the GNU Lesser General Public License as published by the Free Software   */
/*  Foundation, either version 3 of the License, or (at your option) any later         */
/*  version.                                                                           */
/*                                                                                     */
/*  This program is distributed in the hope that it will be useful, but WITHOUT ANY    */
/*  WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A    */
/*  PARTICULAR PURPOSE.  See the GNU Lesser General Public License for more details.   */
/*                                                                                     */
/*  You should have received a copy of the GNU Lesser General Public License along     */
/*  with this program. If not, see <http://www.gnu.org/licenses/>.                     */
/*                                                                                     */
/*  You can find information on the NOMAD software at www.gerad.ca/nomad               */
/*-------------------------------------------------------------------------------------*/
/**
 \file   RNG.cpp
 \brief  Custom class for random number generator (implementation)
 \author Christophe Tribes and Sebastien Le Digabel
 \date   2011-09-28
 \see    rng.hpp
 */

#include "RNG.hpp"
#include <math.h>

//** Default values for the provided number seed  */
int NOMAD::RNG::_s = 0;


uint32_t NOMAD::RNG::x_def = 123456789;
uint32_t NOMAD::RNG::y_def = 362436069;
uint32_t NOMAD::RNG::z_def = 521288629;
uint32_t NOMAD::RNG::_x = x_def;
uint32_t NOMAD::RNG::_y = y_def;
uint32_t NOMAD::RNG::_z = z_def;


void NOMAD::RNG::set_seed(int s)
{
    
	if( s<=INT_MAX && s>=0 )
		_s=s;
	else
        throw NOMAD::Exception ( "RNG.cpp" , __LINE__ ,
                                "NOMAD::RNG::set_seed(): invalid seed. Seed should be in [0,INT_MAX]" );
   
    reset_seed_to_default();
    for ( int i=0 ; i<_s ; i++)
       NOMAD::RNG::rand();


}

uint32_t NOMAD::RNG::rand ( void )
{
    // http://madrabbit.org/~ray/code/xorshf96.c //period 2^96-1

 	uint32_t t;
 	_x ^= _x << 16;
 	_x ^= _x >> 5;
 	_x ^= _x << 1;
 	
 	t = _x;
	_x = _y;
	_y = _z;
	_z = t ^ _x ^ _y;
	
	return _z;
}


/*----------------------------------------*/
/*          normal random generators       */
/*----------------------------------------*/
double NOMAD::RNG::normal_rand( double mean , double var )
{
    // Box-Muller transformation~\cite{BoMu58}
    
    double x1 , x2 , w;
    
    do
    {
        x1 = NOMAD::RNG::rand(-1.0,1.0);
        x2 = NOMAD::RNG::rand(-1.0,1.0);
        w  = x1 * x1 + x2 * x2;
    } while ( w >= 1.0 );
    
    w = sqrt( (-2.0 * log( w ) ) / w );
    
    return pow ( var,0.5) * x1 * w + mean;
}
double NOMAD::RNG::normal_rand_mean_0 ( double Var , int Nsample )
{
	double sum = 0.0;
	double a=pow( 3.0*Var,0.5 );
	for ( int i=0 ; i<Nsample ; i++ )
		sum+=NOMAD::RNG::rand(-a,a);
	return sum / pow( Nsample,0.5 );
}
