File: QRNG.pod

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%perlcode %{

use strict;
use warnings;
use Carp qw/croak/;
use Math::GSL::Errno qw/$GSL_SUCCESS/;

our @EXPORT_OK = qw($gsl_qrng_niederreiter_2 $gsl_qrng_sobol
                    $gsl_qrng_halton $gsl_qrng_reversehalton
                gsl_qrng_alloc gsl_qrng_memcpy gsl_qrng_clone
                gsl_qrng_free  gsl_qrng_init gsl_qrng_name
                gsl_qrng_size gsl_qrng_state gsl_qrng_get
            );
our %EXPORT_TAGS = ( all => [ @EXPORT_OK ] );

=encoding utf8

=head1 NAME

Math::GSL::QRNG - Quasi-random number generators

=head1 SYNOPSIS

    # use OO approach
    use Math::GSL::QRNG;

    my $QRNG = Math::GSL::QRNG::Sobol->new(2);
    my @samples = $QRNG->get();

    # use GSL interface
    use Math::GSL::QRNG qw/:all/;

=head1 DESCRIPTION

This module interfaces with GNU Scientific Library quasi-random number generators (QRNG).

=head1 OO Interface

The OO Interface described in this documentation is available to all
different subclasses, namely:

=over

=item Math::GSL::QRNG::Sobol

=item Math::GSL::QRNG::Niederreiter2

=item Math::GSL::QRNG::Halton

=item Math::GSL::QRNG::ReverseHalton

=back

=cut

sub _init {
	my ($self, $qrng, $dimension) = @_;
	$self->{qrng} = gsl_qrng_alloc($qrng, $dimension);
	return $self;
}

=head2 reinit

Reinitializes the generator to its starting point. Note that quasi-random
sequences do not use a seed and always produce the same set of values.

	$qrng->reinit();

=cut

sub reinit {
	my $self = shift;
	gsl_qrng_init($self->{qrng});
}

=head2 get

Retrieves the next point from the sequence generator.
Returns C<undef> on error.

	my @points = $qrng->get();

=cut

sub get {
	my $self = shift;
	my ($status, @values) = gsl_qrng_get($self->{qrng});
	return $status == $GSL_SUCCESS ? @values : undef;
}

=head2 name

Retrieves the QRNG name.

    my $name = $qrng->name();

=cut

sub name {
	my $self = shift;
	return gsl_qrng_name($self->{qrng});
}

=head2 state_size

Returns the size of the QRNG state.

=cut

sub state_size {
	my $self = shift;
	return gsl_qrng_size($self->{qrng});
}

=head2 clone

Returns an exact copy of the current QRNG.

=cut

sub clone {
	my $self = shift;
	my $new = { qrng => gsl_qrng_clone($self->{qrng})};
	return bless $new, ref($self);
}

### gsl_qrng_state => TODO
### gsl_qrng_memcpy => ignore?

=head1 GSL API

Here is a list of all the functions included in this module :

=over

=item C<gsl_qrng_alloc($T, $n)> - This function returns a pointer to a newly-created instance of a quasi-random sequence generator of type $T and dimension $d. The type $T must be one of the constants included in this module.

=item C<gsl_qrng_clone($q)> - This function returns a pointer to a newly created generator which is an exact copy of the generator $q.

=item C<gsl_qrng_memcpy($dest, $src)> - This function copies the quasi-random sequence generator $src into the pre-existing generator $dest, making $dest into an exact copy of $src. The two generators must be of the same type.

=item C<gsl_qrng_free($q)> - This function frees all the memory associated with the generator $q.
Don't call this function explicitly. It will be called automatically in DESTROY.

=item C<gsl_qrng_init($q)> - This function reinitializes the generator $q to its starting point. Note that quasi-random sequences do not use a seed and always produce the same set of values.

=item C<gsl_qrng_name($q)> - This function returns a pointer to the name of the generator $q.

=item C<gsl_qrng_size($q)> - This function returns the size of the state of generator r from the generator $q. You can use this information to access the state directly.

=item C<gsl_qrng_state($q)> - This function returns a pointer to the state of generator r from the generator $q. You can use this information to access the state directly.

=item C<gsl_qrng_get>

=back

This module also contains the following constants :

=over

=item C<$gsl_qrng_niederreiter_2>

=item C<$gsl_qrng_sobol>

=item C<$gsl_qrng_halton>

=item C<$gsl_qrng_reversehalton>

=back

For more information on the functions, we refer you to the GSL official documentation: L<http://www.gnu.org/software/gsl/manual/html_node/>




=head1 EXAMPLES

=head1 AUTHORS

Jonathan "Duke" Leto <jonathan@leto.net>
Thierry Moisan <thierry.moisan@gmail.com>
Alberto Simões <ambs@cpan.org>

=head1 COPYRIGHT AND LICENSE

Copyright (C) 2008-2024 Jonathan "Duke" Leto and Thierry Moisan

This program is free software; you can redistribute it and/or modify it
under the same terms as Perl itself.

=cut


package Math::GSL::QRNG::Sobol;
use parent 'Math::GSL::QRNG';
sub new {
	my ($class, $dimension) = @_;

	croak (__PACKAGE__.'::new($d) - supported dimensions are positive up to 40.')
		if $dimension < 1 or $dimension > 40;

	my $self = bless {}, $class;
	$self->SUPER::_init($Math::GSL::QRNG::gsl_qrng_sobol, $dimension);
	return $self;
}

# gsl_qrng_halton

package Math::GSL::QRNG::Halton;
use parent 'Math::GSL::QRNG';
sub new {
	my ($class, $dimension) = @_;

	croak (__PACKAGE__.'::new($d) - supported dimensions are positive up to 1229.')
		if $dimension < 1 or $dimension > 1229;

	my $self = bless {}, $class;
	$self->SUPER::_init($Math::GSL::QRNG::gsl_qrng_halton, $dimension);
	return $self;
}

# gsl_qrng_reversehalton
package Math::GSL::QRNG::ReverseHalton;
use parent 'Math::GSL::QRNG';
sub new {
	my ($class, $dimension) = @_;

	croak (__PACKAGE__.'::new($d) - supported dimensions are positive up to 1229.')
		if $dimension < 1 or $dimension > 1229;

	my $self = bless {}, $class;
	$self->SUPER::_init($Math::GSL::QRNG::gsl_qrng_reversehalton, $dimension);
	return $self;
}

# gsl_qrng_niederreiter_2
package Math::GSL::QRNG::Niederreiter2;
use parent 'Math::GSL::QRNG';
sub new {
	my ($class, $dimension) = @_;

	croak (__PACKAGE__.'::new($d) - supported dimensions are positive up to 12.')
		if $dimension < 1 or $dimension > 12;

	my $self = bless {}, $class;
	$self->SUPER::_init($Math::GSL::QRNG::gsl_qrng_niederreiter_2, $dimension);
	return $self;
}

__END__


%}