//| Copyright Inria May 2015 //| This project has received funding from the European Research Council (ERC) under //| the European Union's Horizon 2020 research and innovation programme (grant //| agreement No 637972) - see http://www.resibots.eu //| //| Contributor(s): //| - Jean-Baptiste Mouret (jean-baptiste.mouret@inria.fr) //| - Antoine Cully (antoinecully@gmail.com) //| - Kontantinos Chatzilygeroudis (konstantinos.chatzilygeroudis@inria.fr) //| - Federico Allocati (fede.allocati@gmail.com) //| - Vaios Papaspyros (b.papaspyros@gmail.com) //| //| This software is a computer library whose purpose is to optimize continuous, //| black-box functions. It mainly implements Gaussian processes and Bayesian //| optimization. //| Main repository: http://github.com/resibots/limbo //| Documentation: http://www.resibots.eu/limbo //| //| This software is governed by the CeCILL-C license under French law and //| abiding by the rules of distribution of free software. You can use, //| modify and/ or redistribute the software under the terms of the CeCILL-C //| license as circulated by CEA, CNRS and INRIA at the following URL //| "http://www.cecill.info". //| //| As a counterpart to the access to the source code and rights to copy, //| modify and redistribute granted by the license, users are provided only //| with a limited warranty and the software's author, the holder of the //| economic rights, and the successive licensors have only limited //| liability. //| //| In this respect, the user's attention is drawn to the risks associated //| with loading, using, modifying and/or developing or reproducing the //| software by the user in light of its specific status of free software, //| that may mean that it is complicated to manipulate, and that also //| therefore means that it is reserved for developers and experienced //| professionals having in-depth computer knowledge. Users are therefore //| encouraged to load and test the software's suitability as regards their //| requirements in conditions enabling the security of their systems and/or //| data to be ensured and, more generally, to use and operate it in the //| same conditions as regards security. //| //| The fact that you are presently reading this means that you have had //| knowledge of the CeCILL-C license and that you accept its terms. //| //| //| //| //| //| #ifndef LIMBO_TOOLS_RANDOM_GENERATOR_HPP #define LIMBO_TOOLS_RANDOM_GENERATOR_HPP #include #include #include #include #include #include #include #include #include namespace limbo { namespace tools { /// @ingroup tools /// a mt19937-based random generator (mutex-protected) /// /// usage : /// - RandomGenerator(0.0, 1.0); /// - double r = rgen.rand(); template class RandomGenerator { public: using result_type = typename D::result_type; RandomGenerator(result_type min, result_type max) : _dist(min, max), _rgen(randutils::auto_seed_128{}.base()) {} result_type rand() { std::lock_guard lock(_mutex); return _dist(_rgen); } private: D _dist; std::mt19937 _rgen; std::mutex _mutex; }; /// @ingroup tools using rdist_double_t = std::uniform_real_distribution; /// @ingroup tools using rdist_int_t = std::uniform_int_distribution; /// @ingroup tools /// Double random number generator using rgen_double_t = RandomGenerator; ///@ingroup tools ///integer random number generator using rgen_int_t = RandomGenerator; /// @ingroup tools /// random vector in [0, 1] /// /// - this function is thread safe because the random number generator we use is thread-safe /// - we use a C++11 random number generator Eigen::VectorXd random_vector(int size) { static rgen_double_t rgen(0.0, 1.0); Eigen::VectorXd res(size); for (int i = 0; i < size; ++i) res[i] = rgen.rand(); return res; } } } #endif