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[Rmol-svn-commit] SF.net SVN: rmol:[339] trunk/rmol/test/rmol
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From: <den...@us...> - 2010-09-27 11:37:10
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Revision: 339
http://rmol.svn.sourceforge.net/rmol/?rev=339&view=rev
Author: denis_arnaud
Date: 2010-09-27 11:37:00 +0000 (Mon, 27 Sep 2010)
Log Message:
-----------
[Dev] Replaced calls to the GSL (GNU Scientific Library) by Boost.Math.
Modified Paths:
--------------
trunk/rmol/test/rmol/Makefile.am
trunk/rmol/test/rmol/SimulateTestSuite.cpp
Property Changed:
----------------
trunk/rmol/test/rmol/
Property changes on: trunk/rmol/test/rmol
___________________________________________________________________
Modified: svn:ignore
- .deps
.libs
Makefile
Makefile.in
optimise
simulate
sim.gnumeric
OptimiseTestSuite
OptimiseTestSuite.log
OptimiseTestSuite_results.xml
SimulateTestSuite
SimulateTestSuite_results.xml
rmol.log
ForecasterTestSuite
ForecasterTestSuite.log
ForecasterTestSuite_results.xml
UnconstrainerTestSuite
UnconstrainerTestSuite.log
UnconstrainerTestSuite_results.xml
bomsforforecaster
bomsforforecaster.log
+ .deps
.libs
Makefile
Makefile.in
optimise
simulate
sim.gnumeric
OptimiseTestSuite
OptimiseTestSuite.log
OptimiseTestSuite_results.xml
SimulateTestSuite
SimulateTestSuite.log
SimulateTestSuite_results.xml
rmol.log
ForecasterTestSuite
ForecasterTestSuite.log
ForecasterTestSuite_results.xml
UnconstrainerTestSuite
UnconstrainerTestSuite.log
UnconstrainerTestSuite_results.xml
bomsforforecaster
bomsforforecaster.log
Modified: trunk/rmol/test/rmol/Makefile.am
===================================================================
--- trunk/rmol/test/rmol/Makefile.am 2010-09-27 11:36:24 UTC (rev 338)
+++ trunk/rmol/test/rmol/Makefile.am 2010-09-27 11:37:00 UTC (rev 339)
@@ -26,10 +26,10 @@
$(top_builddir)/rmol/core/librmol.la
SimulateTestSuite_SOURCES = SimulateTestSuite.hpp SimulateTestSuite.cpp
-SimulateTestSuite_CXXFLAGS = $(BOOST_CFLAGS) $(GSL_CFLAGS) $(CPPUNIT_CFLAGS) \
+SimulateTestSuite_CXXFLAGS = $(BOOST_CFLAGS) $(CPPUNIT_CFLAGS) \
$(EXTRACC_CFLAGS) $(STDAIR_CFLAGS)
SimulateTestSuite_LDADD =
-SimulateTestSuite_LDFLAGS = $(BOOST_LIBS) $(GSL_LIBS) $(CPPUNIT_LIBS) \
+SimulateTestSuite_LDFLAGS = $(BOOST_LIBS) $(CPPUNIT_LIBS) \
$(EXTRACC_LIBS) $(STDAIR_LIBS)
ForecasterTestSuite_SOURCES = ForecasterTestSuite.hpp ForecasterTestSuite.cpp
Modified: trunk/rmol/test/rmol/SimulateTestSuite.cpp
===================================================================
--- trunk/rmol/test/rmol/SimulateTestSuite.cpp 2010-09-27 11:36:24 UTC (rev 338)
+++ trunk/rmol/test/rmol/SimulateTestSuite.cpp 2010-09-27 11:37:00 UTC (rev 339)
@@ -1,64 +1,58 @@
// STL
#include <iostream>
#include <sstream>
-// Boost (Extended STL)
+// Boost Date-Time
#include <boost/date_time/posix_time/posix_time.hpp>
-// GSL Random Number Generation (GSL Reference Manual, version 1.7, Chapter 17)
-#include <gsl/gsl_rng.h>
-// GSL Random Number Distributions (GSL Reference Manual, version 1.7,
-// Chapter 19)
-#include <gsl/gsl_randist.h>
-// CPPUNIT
+// Boost Random
+#include <boost/random/linear_congruential.hpp>
+#include <boost/random/poisson_distribution.hpp>
+#include <boost/random/exponential_distribution.hpp>
+#include <boost/random/variate_generator.hpp>
+// Boost Math
+#include <boost/math/distributions/normal.hpp>
+// Extra-CPPUnit
#include <extracppunit/CppUnitCore.hpp>
// RMOL Test Suite
#include <test/rmol/SimulateTestSuite.hpp>
-// Random Generator Type
-const gsl_rng_type* _rngTypePtr = NULL;
+// ////////// Type definitions //////////
+/** Type definition for a random number generator base (mt19937). */
+typedef boost::minstd_rand base_generator_type;
-// Random Generator
-gsl_rng* _rngExponentialPtr = NULL;
-gsl_rng* _rngPoissonPtr = NULL;
+/** Type definition for the random generator seed.
+ <br>That seed must be unsigned, otherwise the wrong overload may be
+ selected when using mt19937 as the base_generator_type. */
+typedef unsigned int random_generator_seed_type;
-// ///////////////////////////////////////////////////
-void init () {
- // Random Generator type
- _rngTypePtr = gsl_rng_default;
+/** Type definiton for the Poisson distribution (characteristics). */
+typedef boost::poisson_distribution<> poisson_dist_type;
+
+/** Type definiton for the exponential distribution (characteristics). */
+typedef boost::exponential_distribution<> exponential_dist_type;
+
+/** Type definition for the Poisson distribution random generator. */
+typedef boost::variate_generator<base_generator_type&,
+ poisson_dist_type> poisson_gen_type;
- // Initialise the Random Generator
- gsl_rng_env_setup ();
+/** Type definition for the exponential distribution random generator. */
+typedef boost::variate_generator<base_generator_type&,
+ exponential_dist_type> exponential_gen_type;
- // Allocate the memory for the random generator
- _rngExponentialPtr = gsl_rng_alloc (_rngTypePtr);
- _rngPoissonPtr = gsl_rng_alloc (_rngTypePtr);
-}
-
-// ///////////////////////////////////////////////////
-double generateExponentialVariate (const double iLambda) {
- const double lMu = 1/iLambda;
- double result = gsl_ran_exponential (_rngExponentialPtr, lMu);
- return result;
-}
-
-// ///////////////////////////////////////////////////
-double generatePoissonVariate (const double iMu) {
- double result = gsl_ran_poisson (_rngPoissonPtr, iMu);
- return result;
-}
-
-// ///////////////////////////////////////////////////
-void finalise () {
- gsl_rng_free (_rngExponentialPtr);
- gsl_rng_free (_rngPoissonPtr);
-}
-
// //////////////////////////////////////////////////////////////////////
void testSimulateHelper() {
+
try {
// Output log File
std::string lLogFilename ("SimulateTestSuite.log");
+ // Set the log parameters
+ std::ofstream logOutputFile;
+
+ // Open and clean the log outputfile
+ logOutputFile.open (lLogFilename.c_str());
+ logOutputFile.clear();
+
// Time duration representing a full day
// (i.e., 24h or 1,440 minutes or 86,400 seconds)
const boost::posix_time::time_duration kDay (24, 0, 0, 0);
@@ -67,15 +61,31 @@
const int kSimulationLength = 365;
// Rate, expressed as a number of events per day
- // (lambda => mu = 1/ lambda)
+ // (lambda => mu = 1 / lambda)
const double lambda = 10.0;
+ const double mu = 1 / lambda;
// mu = 0.1 (= 2.4h, i.e., in average, an event occurs every 2.4h)
// Initialisation of random generators
- init();
+ /** Base for the random generator. */
+ base_generator_type lGenerator (42u);
+ /** Poisson distribution. */
+ exponential_dist_type lExponentialDistribution (mu);
+
+ /** Random generator for the Poisson distribution. */
+ exponential_gen_type lExponentialDistributionGenerator (lGenerator,
+ lExponentialDistribution);
+
+ /** Poisson distribution. */
+ poisson_dist_type lPoissonDistribution (lambda);
+
+ /** Random generator for the Poisson distribution. */
+ poisson_gen_type lPoissonDistributionGenerator (lGenerator,
+ lPoissonDistribution);
+
// Generate k draws
- // std::cout << "Event#; Time; " << std::endl;
+ logOutputFile << "Event#; Time; " << std::endl;
for (int i=1; i != kSimulationLength; i++) {
// Current time
@@ -87,29 +97,29 @@
// Repeat until the current time exceeds 24h (i.e., 86,400 seconds)
while (lCurrentTime <= kDay) {
const double lExponentialVariateDay =
- generateExponentialVariate (lambda);
+ lExponentialDistributionGenerator();
const long int lExponentialVariateHours =
static_cast<long int> (lExponentialVariateDay * 24);
const boost::posix_time::time_duration lExponentialVariateSeconds =
boost::posix_time::hours (lExponentialVariateHours);
// Add an event
- lEventNumber++;
+ ++lEventNumber;
// Add the inter-arrival time to the current time
lCurrentTime += lExponentialVariateSeconds;
- // const double lPoissonVariate = generatePoissonVariate (lambda);
-
- // std::cout << lEventNumber << "; " << lCurrentTime << "; " << std::endl;
+ // const double lPoissonVariate = lPoissonDistributionGenerator();
+ logOutputFile << lEventNumber << "; " << lCurrentTime << "; "
+ << std::endl;
}
}
- // Cleaning of random generators
- finalise();
-
// TODO: check that the average number of events corresponds to the given
// input
+
+ // Close the log file
+ logOutputFile.close();
} catch (const std::exception& stde) {
std::cerr << "Standard exception: " << stde.what() << std::endl;
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