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antithetic.hpp
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antithetic.hpp
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// Copyright (c) Sergiu Dotenco 2010
//
// Distributed under the Boost Software License, Version 1.0. (See accompanying
// file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
/**
* @brief Antithetic variates.
* @file antithetic.hpp
*/
#ifndef ANTITHETIC_HPP
#define ANTITHETIC_HPP
#include <boost/call_traits.hpp>
#include <boost/operators.hpp>
#include <boost/type_traits/remove_reference.hpp>
/**
* @brief Antithetic variate used for variance reduction.
*
* @tparam UniformRandomNumberGenerator The engine that generates uniformly
* distributed random numbers.
*/
template<class UniformRandomNumberGenerator>
class Antithetic
: boost::equality_comparable
<
Antithetic<UniformRandomNumberGenerator>,
Antithetic<UniformRandomNumberGenerator>
>
{
bool toggle_;
UniformRandomNumberGenerator generator_;
typedef typename
boost::remove_reference<UniformRandomNumberGenerator>::type Engine;
public:
typedef Engine::result_type result_type;
private:
result_type value_;
public:
Antithetic(typename
boost::call_traits<UniformRandomNumberGenerator>::param_type u)
: toggle_(false)
, generator_(u)
{
}
result_type operator()()
{
if (!toggle_) {
value_ = generator_();
toggle_ = true;
}
else {
value_ = max() - value_ + min();
toggle_ = false;
}
return value_;
}
result_type min() const
{
return generator_.min();
}
result_type max() const
{
return generator_.max();
}
bool operator==(const Antithetic& other) const
{
return generator_ == generator_ && toggle_ == toggle_ &&
value_ == value_;
}
};
/**
* Returns an antithetic variate for the specified uniform random number
* generator @a u.
*
* @tparam UniformRandomNumberGenerator The engine that generates uniformly
* distributed random numbers.
*/
template<class UniformRandomNumberGenerator>
inline Antithetic<UniformRandomNumberGenerator>
make_antithetic(UniformRandomNumberGenerator& u)
{
return Antithetic<UniformRandomNumberGenerator>(u);
}
#endif // ANTITHETIC_HPP