{-# LANGUAGE TypeFamilies, FlexibleInstances #-} -- | -- Module : Simulation.Aivika.Branch.Generator -- Copyright : Copyright (c) 2016-2017, David Sorokin -- License : BSD3 -- Maintainer : David Sorokin -- Stability : experimental -- Tested with: GHC 7.10.3 -- -- Here is defined a random number generator, -- where 'BR' can be an instance of 'MonadGenerator'. -- module Simulation.Aivika.Branch.Generator () where import Control.Monad import Control.Monad.Trans import System.Random import Data.IORef import Simulation.Aivika.Trans import Simulation.Aivika.Trans.Generator.Primitive import Simulation.Aivika.Branch.Internal.BR instance MonadGenerator (BR IO) where data Generator (BR IO) = Generator { generator01 :: BR IO Double, -- ^ the generator of uniform numbers from 0 to 1 generatorNormal01 :: BR IO Double, -- ^ the generator of normal numbers with mean 0 and variance 1 generatorSequenceNo :: BR IO Int -- ^ the generator of sequence numbers } generateUniform = generateUniform01 . generator01 generateUniformInt = generateUniformInt01 . generator01 generateTriangular = generateTriangular01 . generator01 generateNormal = generateNormal01 . generatorNormal01 generateLogNormal = generateLogNormal01 . generatorNormal01 generateExponential = generateExponential01 . generator01 generateErlang = generateErlang01 . generator01 generatePoisson = generatePoisson01 . generator01 generateBinomial = generateBinomial01 . generator01 generateGamma g = generateGamma01 (generatorNormal01 g) (generator01 g) generateBeta g = generateBeta01 (generatorNormal01 g) (generator01 g) generateWeibull = generateWeibull01 . generator01 generateDiscrete = generateDiscrete01 . generator01 generateSequenceNo = generatorSequenceNo newGenerator tp = case tp of SimpleGenerator -> liftIO newStdGen >>= newRandomGenerator SimpleGeneratorWithSeed x -> error "Unsupported generator type SimpleGeneratorWithSeed: newGenerator" CustomGenerator g -> g CustomGenerator01 g -> newRandomGenerator01 g newRandomGenerator g = do r <- liftIO $ newIORef g let g01 = do g <- liftIO $ readIORef r let (x, g') = random g liftIO $ writeIORef r g' return x newRandomGenerator01 g01 newRandomGenerator01 g01 = do gNormal01 <- newNormalGenerator01 g01 gSeqNoRef <- liftIO $ newIORef 0 let gSeqNo = do x <- liftIO $ readIORef gSeqNoRef liftIO $ modifyIORef' gSeqNoRef (+1) return x return Generator { generator01 = g01, generatorNormal01 = gNormal01, generatorSequenceNo = gSeqNo } -- | Create a normal random number generator with mean 0 and variance 1 -- by the specified generator of uniform random numbers from 0 to 1. newNormalGenerator01 :: BR IO Double -- ^ the generator -> BR IO (BR IO Double) newNormalGenerator01 g = do nextRef <- liftIO $ newIORef 0.0 flagRef <- liftIO $ newIORef False xi1Ref <- liftIO $ newIORef 0.0 xi2Ref <- liftIO $ newIORef 0.0 psiRef <- liftIO $ newIORef 0.0 let loop = do psi <- liftIO $ readIORef psiRef if (psi >= 1.0) || (psi == 0.0) then do g1 <- g g2 <- g let xi1 = 2.0 * g1 - 1.0 xi2 = 2.0 * g2 - 1.0 psi = xi1 * xi1 + xi2 * xi2 liftIO $ writeIORef xi1Ref xi1 liftIO $ writeIORef xi2Ref xi2 liftIO $ writeIORef psiRef psi loop else liftIO $ writeIORef psiRef $ sqrt (- 2.0 * log psi / psi) return $ do flag <- liftIO $ readIORef flagRef if flag then do liftIO $ writeIORef flagRef False liftIO $ readIORef nextRef else do liftIO $ writeIORef xi1Ref 0.0 liftIO $ writeIORef xi2Ref 0.0 liftIO $ writeIORef psiRef 0.0 loop xi1 <- liftIO $ readIORef xi1Ref xi2 <- liftIO $ readIORef xi2Ref psi <- liftIO $ readIORef psiRef liftIO $ writeIORef flagRef True liftIO $ writeIORef nextRef $ xi2 * psi return $ xi1 * psi