{-# LANGUAGE TypeFamilies, FlexibleInstances, UndecidableInstances #-} -- | -- Module : Simulation.Aivika.IO.Generator -- Copyright : Copyright (c) 2009-2015, David Sorokin -- License : BSD3 -- Maintainer : David Sorokin -- Stability : experimental -- Tested with: GHC 7.10.1 -- -- Here is defined a random number generator, where -- the 'MonadIO'-based monad can be an instance of 'MonadGenerator'. -- module Simulation.Aivika.IO.Generator () where import Control.Monad import Control.Monad.Trans import System.Random import Data.IORef import Simulation.Aivika.Trans.Generator import Simulation.Aivika.Trans.Generator.Primitive import Simulation.Aivika.Trans.Template instance (Functor m, MonadIO m, MonadTemplate m) => MonadGenerator m where {-# SPECIALISE instance MonadGenerator IO #-} data Generator m = Generator { generator01 :: m Double, -- ^ the generator of uniform numbers from 0 to 1 generatorNormal01 :: m Double -- ^ the generator of normal numbers with mean 0 and variance 1 } {-# INLINE generateUniform #-} generateUniform = generateUniform01 . generator01 {-# INLINE generateUniformInt #-} generateUniformInt = generateUniformInt01 . generator01 {-# INLINE generateTriangular #-} generateTriangular = generateTriangular01 . generator01 {-# INLINE generateNormal #-} generateNormal = generateNormal01 . generatorNormal01 {-# INLINE generateLogNormal #-} generateLogNormal = generateLogNormal01 . generatorNormal01 {-# INLINE generateExponential #-} generateExponential = generateExponential01 . generator01 {-# INLINE generateErlang #-} generateErlang = generateErlang01 . generator01 {-# INLINE generatePoisson #-} generatePoisson = generatePoisson01 . generator01 {-# INLINE generateBinomial #-} generateBinomial = generateBinomial01 . generator01 {-# INLINE generateGamma #-} generateGamma g = generateGamma01 (generatorNormal01 g) (generator01 g) {-# INLINE generateBeta #-} generateBeta g = generateBeta01 (generatorNormal01 g) (generator01 g) {-# INLINE generateWeibull #-} generateWeibull = generateWeibull01 . generator01 {-# INLINE generateDiscrete #-} generateDiscrete = generateDiscrete01 . generator01 {-# INLINABLE newGenerator #-} newGenerator tp = case tp of SimpleGenerator -> liftIO newStdGen >>= newRandomGenerator SimpleGeneratorWithSeed x -> newRandomGenerator $ mkStdGen x CustomGenerator g -> g CustomGenerator01 g -> newRandomGenerator01 g {-# INLINABLE newRandomGenerator #-} 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 {-# INLINABLE newRandomGenerator01 #-} newRandomGenerator01 g01 = do gNormal01 <- newNormalGenerator01 g01 return Generator { generator01 = g01, generatorNormal01 = gNormal01 } -- | 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 :: MonadIO m => m Double -- ^ the generator -> m (m Double) {-# INLINABLE newNormalGenerator01 #-} 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