/*
 Copyright (C) 2007 Richard Gomes

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */

/*
 Copyright (C) 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 */

package org.jquantlib.math.randomnumbers;

import org.jquantlib.QL;
import org.jquantlib.lang.exceptions.LibraryException;
import org.jquantlib.methods.montecarlo.Sample;

/**
 * Random sequence generator based on a pseudo-random number generator
 *
 * @note Do not use with low-discrepancy sequence generator.
 *
 * @param  is a subclass of {@link RandomNumberGenerator}
 *
 * @author Richard Gomes
 */
// FIXME: code review :: possibly rename this class ???
public class RandomSequenceGenerator implements UniformRandomSequenceGenerator {

    //
    // private fields
    //

    private final /*@NonNegative*/ int  dimension;
    private final RNG                   rng;
    private final double[]              sequence;
    private final long[]                int32Sequence;
    
    private final Class	classRNG;


    //
    // public constructors
    //

    public RandomSequenceGenerator(
    		final Class classRNG,
    		final /*@NonNegative*/ int dimensionality, 
    		final RNG rng) {

        if (System.getProperty("EXPERIMENTAL")==null) throw new UnsupportedOperationException("Work in progress");

        QL.require(dimensionality >= 1 , "dimensionality must be greater than 0"); // TODO: message
        this.classRNG = classRNG;
        this.dimension = dimensionality;
        this.rng = rng;
        this.sequence = new double[this.dimension];
        this.int32Sequence = new long[this.dimension];
    }

    public RandomSequenceGenerator(
    		final Class classRNG,
    		final /*@NonNegative*/ int dimensionality) {
        this(classRNG, dimensionality, 0);
    }

    public RandomSequenceGenerator(
    		final Class classRNG,
    		final /*@NonNegative*/ int dimensionality, 
    		final long seed) {

        if (System.getProperty("EXPERIMENTAL")==null) throw new UnsupportedOperationException("Work in progress");

        this.classRNG = classRNG;
        
        if (dimensionality < 1) throw new IllegalArgumentException("dimensionality must be greater than 0");
        this.dimension = dimensionality;
        this.sequence = new double[this.dimension];
        this.int32Sequence = new long[this.dimension];

        // instantiate a generic RandomNumberGenerator
        try {
            this.rng = (RNG) classRNG.getConstructor(long.class).newInstance(seed);
        } catch (final Exception e) {
            throw new LibraryException(e); // QA:[RG]::verified
        }
    }


    //
    // implements UniformRandomSequenceGenerator
    //

    @Override
    public /*@NonNegative*/ int dimension() /* @ReadOnly */{
        return this.dimension;
    }

    @Override
    public final Sample lastSequence() /* @ReadOnly */{
        return new Sample(sequence, 1.0);
    }

    @Override
    public final Sample nextSequence() /* @ReadOnly */{
        double weight = 1.0;
        for (int i = 0; i < this.dimension; i++) {
            final Sample sample = this.rng.next();
            this.sequence[i] = sample.value();
            weight *= sample.weight();
        }
        return new Sample(sequence, weight);
    }

    @Override
    public long[] nextInt32Sequence() /* @ReadOnly */{
        for (int i = 0; i < this.dimension; i++)
            this.int32Sequence[i] = this.rng.nextInt32();
        return this.int32Sequence;
    }
}