replaced mersenne twister with pcg32

4 files changed, 10 insertions, 4 deletions

diff --git a/.gitmodules b/.gitmodules
index 94345fd..a14394b 100644
--- a/.gitmodules
+++ b/.gitmodules
@@ -1,3 +1,6 @@
 [submodule "randutils"]
 	path = randutils
 	url = https://gist.github.com/imneme/540829265469e673d045
+[submodule "pcg-cpp"]
+	path = pcg-cpp
+	url = https://github.com/imneme/pcg-cpp
diff --git a/hadamard_mcmc.hpp b/hadamard_mcmc.hpp
index bca8ae2..218f8d1 100644
--- a/hadamard_mcmc.hpp
+++ b/hadamard_mcmc.hpp
@@ -1,8 +1,11 @@
 
 #pragma once
 #include "randutils/randutils.hpp"
+#include "pcg-cpp/include/pcg_random.hpp"
 #include <vector>
 
+using Rng = randutils::random_generator<pcg32>;
+
 inline double Ei(double x) { return -fabs(x); }
 
 class Orthogonal {
@@ -53,7 +56,7 @@ private:
   std::vector<double> rows;
 
 public:
-  Givens(Orthogonal& m, bool t, unsigned a1, unsigned a2, double θ0, randutils::mt19937_rng& rng)
+  Givens(Orthogonal& m, bool t, unsigned a1, unsigned a2, double θ0, Rng& rng)
       : m(m), rows(2 * m.size()) {
     transpose = t;
     axis_1 = a1;
@@ -61,7 +64,7 @@ public:
     Δθ = rng.uniform(-θ0, θ0);
   }
 
-  Givens(Orthogonal& m, double θ0, randutils::mt19937_rng& rng) : m(m), rows(2 * m.size()) {
+  Givens(Orthogonal& m, double θ0, Rng& rng) : m(m), rows(2 * m.size()) {
     Δθ = rng.uniform(-θ0, θ0);
     unsigned axis1axis2 = rng.uniform((unsigned)0, m.size() * (m.size() - 1) - 1);
 
@@ -134,7 +137,7 @@ private:
   double θ0;
 
 public:
-  randutils::mt19937_rng rng;
+  Rng rng;
   double β;
   double E;
   Orthogonal M;
diff --git a/hadamard_pt.hpp b/hadamard_pt.hpp
index 7b53b92..8d0a1f7 100644
--- a/hadamard_pt.hpp
+++ b/hadamard_pt.hpp
@@ -21,7 +21,7 @@ typedef struct range {
 
 class PT {
 private:
-  randutils::mt19937_rng rng;
+  Rng rng;
 
 public:
   std::vector<MCMC> Ms;
diff --git a/pcg-cpp b/pcg-cpp
new file mode 160000
+Subproject b263c73ec965ad515de8be8286086d78c67c2f0