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#include <fstream>
#include <iostream>
#include <math.h>
#include <string>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_rng.h>
int main() {
std::string fileName = "out_1M_5pathes.txt";
int count = 1000000;
int pathes = 5;
double delta = 0.25;
int dt = 1;
double sigma = std::pow(delta, 2) * dt;
double path[pathes] = {0.0};
std::ofstream ostrm(fileName, std::ios::out);
// header
ostrm << 't';
for (int p = 0; p < pathes; ++p)
ostrm << "\tx" << std::to_string(p + 1);
ostrm << '\n';
// create a generator chosen by the environment variable GSL_RNG_TYPE
gsl_rng_env_setup();
const gsl_rng_type* T = gsl_rng_default;
gsl_rng* r = gsl_rng_alloc(T);
gsl_rng_set(r, 12345);
// data
for (int i = 0; i < count; ++i) {
ostrm << std::to_string(i * dt);
for (int p = 0; p < pathes; ++p) {
path[p] += gsl_ran_gaussian(r, sigma);
ostrm << '\t' << std::to_string(path[p]);
}
ostrm << '\n';
}
}
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