Manage GSL Random Number Generator: Example and Test

manage_gsl_rng.cpp

@(@\newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\W}[1]{ \; #1 \; }@)@ This is cppad_mixed--20220519 documentation: Here is a link to its current documentation . Manage GSL Random Number Generator: Example and Test

# include <cppad/utility/vector.hpp>
# include <gsl/gsl_randist.h>
# include <cppad/mixed/manage_gsl_rng.hpp>

bool manage_gsl_rng_xam(void)
{    bool ok = true;
     size_t s_in = 123;
     size_t s_out;

     // initialize random number generator using a specific seed
     s_out = CppAD::mixed::new_gsl_rng(s_in);
     ok   &= s_out == s_in;
     size_t i, j, n = 10;
     CppAD::vector<double> sim(n);
     for(i = 0; i < n; i++)
          sim[i] = gsl_ran_flat(CppAD::mixed::get_gsl_rng(), 0., 1.);
     for(i = 0; i < n; i++)
     {    ok    &= 0. <= sim[i];
          ok    &= sim[i] <= 1.;
          for(j = 0; j < n; j++)
               ok &= (i == j) || (sim[i] != sim[j]);
     }
     // done with this random number generator
     CppAD::mixed::free_gsl_rng();

     // test running the same seed
     CppAD::mixed::new_gsl_rng(s_out);
     for(i = 0; i < n; i++)
          ok    &= ( sim[i] == gsl_ran_flat(CppAD::mixed::get_gsl_rng(), 0., 1.) );

     // done with this random number generator
     CppAD::mixed::free_gsl_rng();

     // test using system time for the seed
     s_in  = 0;
     s_out = CppAD::mixed::new_gsl_rng(s_in);
     ok   &= s_out != s_in;
     CppAD::vector<double> temp(n);
     for(i = 0; i < n; i++)
          temp[i] = gsl_ran_flat(CppAD::mixed::get_gsl_rng(), 0., 1.);
     for(i = 0; i < n; i++)
     {    for(j = 0; j < i; j++)
               ok &= (temp[i] != sim[j]);
     }

     // make this the previous simulation
     sim = temp;

     // done with this random number generator
     CppAD::mixed::free_gsl_rng();

     // test using a different system time for the seed
     CppAD::mixed::new_gsl_rng(0);
     for(i = 0; i < n; i++)
          ok &= ( sim[i] != gsl_ran_flat(CppAD::mixed::get_gsl_rng(), 0., 1.) );

     // done with this random number generator
     CppAD::mixed::free_gsl_rng();

     // test using the random seed chosen automatically
     CppAD::mixed::new_gsl_rng(s_out);
     for(i = 0; i < n; i++)
          ok &= ( sim[i] == gsl_ran_flat(CppAD::mixed::get_gsl_rng(), 0., 1.) );

     // done with this random number generator
     CppAD::mixed::free_gsl_rng();

     return ok;
}

Input File: example/user/manage_gsl_rng.cpp