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#include <fstream>
#include <iostream>
#include <math.h>
extern "C" {
#include <gsl/gsl_randist.h>
#include <gsl/gsl_rng.h>
}
int main() {
std::string fileName = "out_1M_5pathes.bin";
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::binary);
// 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) {
double x = i * dt;
ostrm.write(reinterpret_cast<char*>(&x), sizeof(double));
for (int p = 0; p < pathes; ++p) {
path[p] += gsl_ran_gaussian(r, sigma);
ostrm.write(reinterpret_cast<char*>(&path[p]), sizeof(double));
}
}
}
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