/*****************************************************************************
 *                                                                           *
 *          UNURAN -- Universal Non-Uniform Random number generator          *
 *                                                                           *
 *****************************************************************************
 *                                                                           *
 *   FILE:      tabl_sample.c                                                *
 *                                                                           *
 *   TYPE:      continuous univariate random variate                         *
 *   METHOD:    rejection form piecewise constant hat                        *
 *              (Ahren's table method)                                       *
 *                                                                           *
 *   DESCRIPTION:                                                            *
 *      Given PDF of a unimodal distribution                                 *
 *      produce random variate X with its density                            *
 *                                                                           *
 *****************************************************************************
 *                                                                           *
 *   Copyright (c) 2000-2006 Wolfgang Hoermann and Josef Leydold             *
 *   Department of Statistics and Mathematics, WU Wien, Austria              *
 *                                                                           *
 *   This program is free software; you can redistribute it and/or modify    *
 *   it under the terms of the GNU General Public License as published by    *
 *   the Free Software Foundation; either version 2 of the License, or       *
 *   (at your option) any later version.                                     *
 *                                                                           *
 *   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           *
 *   GNU General Public License for more details.                            *
 *                                                                           *
 *   You should have received a copy of the GNU General Public License       *
 *   along with this program; if not, write to the                           *
 *   Free Software Foundation, Inc.,                                         *
 *   59 Temple Place, Suite 330, Boston, MA 02111-1307, USA                  *
 *                                                                           *
 *****************************************************************************/

double
_unur_tabl_rh_sample( struct unur_gen *gen )
     /*----------------------------------------------------------------------*/
     /* sample from generator                                                */
     /* (use "classical" acceptance/rejection)                               */
     /*                                                                      */
     /* parameters:                                                          */
     /*   gen ... pointer to generator object                                */
     /*                                                                      */
     /* return:                                                              */
     /*   double (sample from random variate)                                */
     /*                                                                      */
     /* error:                                                               */
     /*   return UNUR_INFINITY                                               */
     /*----------------------------------------------------------------------*/
{ 
  UNUR_URNG *urng;             /* pointer to uniform random number generator */
  struct unur_tabl_interval *iv;
  double U,X,fx,V;

  /* check arguments */
  CHECK_NULL(gen,UNUR_INFINITY);  COOKIE_CHECK(gen,CK_TABL_GEN,UNUR_INFINITY);

  /* main URNG */
  urng = gen->urng;

  while(1) {

    /* sample from U( Umin, Umax ) */
    U = GEN->Umin + _unur_call_urng(urng) * (GEN->Umax - GEN->Umin);

    /* look up in guide table and search for interval */
    iv =  GEN->guide[(int) (U * GEN->guide_size)];
    U *= GEN->Atotal;
    while (iv->Acum < U)
      iv = iv->next;

    COOKIE_CHECK(iv,CK_TABL_IV,UNUR_INFINITY);

    /* reuse of uniform random number
       (generation of hat should be by inversion) */
    U = (iv->xmax >= iv->xmin) ? (iv->Acum - U) : (U - iv->Acum + iv->Ahat);
    /* U in (0,Ahat) or (-Ahat,0) */

    /* sample from hat distribution in interval */
    X = iv->xmax + U * (iv->xmin - iv->xmax)/iv->Ahat;

    /* accept or reject */
    V = _unur_call_urng(urng) * iv->fmax;  /* a random point between 0 and hat at x */

    /* below squeeze ? */
    if (V <= iv->fmin)
      return X;

    /* value of PDF at x */
    fx = PDF(X);

    /* being above squeeze is bad. split interval. */
    if (GEN->n_ivs < GEN->max_ivs) {
      if ( (_unur_tabl_improve_hat( gen, iv, X, fx ) != UNUR_SUCCESS)
	   && (gen->variant & TABL_VARFLAG_PEDANTIC) )
	return UNUR_INFINITY;
    }

    /* below hat */
    if (V <= fx)
      return X;

    /* else reject and try again */

    /* use the auxilliary generator the next time
       (it can be the same as the main generator) */
    urng = gen->urng_aux;

  }

} /* end of _unur_tabl_rh_sample() */

/*---------------------------------------------------------------------------*/

double
_unur_tabl_rh_sample_check( struct unur_gen *gen )
     /*----------------------------------------------------------------------*/
     /* sample from generator and verify that method can be used             */
     /* (use "classical" acceptance/rejection)                               */
     /*                                                                      */
     /* parameters:                                                          */
     /*   gen ... pointer to generator object                                */
     /*                                                                      */
     /* return:                                                              */
     /*   double (sample from random variate)                                */
     /*                                                                      */
     /* error:                                                               */
     /*   return UNUR_INFINITY                                               */
     /*----------------------------------------------------------------------*/
{ 
  UNUR_URNG *urng;             /* pointer to uniform random number generator */
  struct unur_tabl_interval *iv;
  double U,X,fx,V;

  /* check arguments */
  CHECK_NULL(gen,UNUR_INFINITY);  COOKIE_CHECK(gen,CK_TABL_GEN,UNUR_INFINITY);

  /* main URNG */
  urng = gen->urng;

  while(1) {

    /* sample from U( Umin, Umax ) */
    U = GEN->Umin + _unur_call_urng(urng) * (GEN->Umax - GEN->Umin);

    /* look up in guide table and search for interval */
    iv =  GEN->guide[(int) (U * GEN->guide_size)];
    U *= GEN->Atotal;
    while (iv->Acum < U)
      iv = iv->next;

    COOKIE_CHECK(iv,CK_TABL_IV,UNUR_INFINITY);

    /* reuse of uniform random number
       (generation of squeeze should be inversion) */
    U = (iv->xmax >= iv->xmin) ? (iv->Acum - U) : (U - iv->Acum + iv->Ahat);
    /* U in (0,Ahat) or (-Ahat,0) */

    /* sample from hat distribution in interval */
    X = iv->xmax + U * (iv->xmin - iv->xmax)/iv->Ahat;

    /* accept or reject */
    V = _unur_call_urng(urng) * iv->fmax;  /* a random point between 0 and hat at x */

    /* value of PDF at x */
    fx = PDF(X);

    /* test whether PDF is monotone */
    if (_unur_FP_greater(fx,iv->fmax))
      _unur_warning(gen->genid,UNUR_ERR_GEN_CONDITION,"PDF > hat. PDF not monotone in interval");
    if (_unur_FP_less(fx,iv->fmin))
      _unur_warning(gen->genid,UNUR_ERR_GEN_CONDITION,"PDF < squeeze. PDF not monotone in interval");

    /* below squeeze ? */
    if (V <= iv->fmin)
      return X;

    /* being above squeeze is bad. split interval. */
    if (GEN->n_ivs < GEN->max_ivs) {
      if ( (_unur_tabl_improve_hat( gen, iv, X, fx ) != UNUR_SUCCESS)
	   && (gen->variant & TABL_VARFLAG_PEDANTIC) )
	return UNUR_INFINITY;
    }

    /* below hat */
    if (V <= fx)
      return X;

    /* else reject and try again */

    /* use the auxilliary generator the next time
       (it can be the same as the main generator) */
    urng = gen->urng_aux;

  }

} /* end of _unur_tabl_rh_sample_check() */

/*****************************************************************************/

double
_unur_tabl_ia_sample( struct unur_gen *gen )
     /*----------------------------------------------------------------------*/
     /* sample from generator                                                */
     /* (use immediate acceptance)                                           */
     /*                                                                      */
     /* parameters:                                                          */
     /*   gen ... pointer to generator object                                */
     /*                                                                      */
     /* return:                                                              */
     /*   double (sample from random variate)                                */
     /*                                                                      */
     /* error:                                                               */
     /*   return UNUR_INFINITY                                               */
     /*----------------------------------------------------------------------*/
{ 
  struct unur_tabl_interval *iv;
  double U,X,fx;

  /* check arguments */
  CHECK_NULL(gen,UNUR_INFINITY);  COOKIE_CHECK(gen,CK_TABL_GEN,UNUR_INFINITY);

  while(1) {

    /* sample from U(0,1) */
    U = _unur_call_urng(gen->urng);

    /* look up in guide table and search for interval */
    iv =  GEN->guide[(int) (U * GEN->guide_size)];
    U *= GEN->Atotal;
    while (iv->Acum < U)
      iv = iv->next;

    COOKIE_CHECK(iv,CK_TABL_IV,UNUR_INFINITY);

    /* reuse of uniform random number
       (generation from squeeze should be inversion) */
    U = (iv->xmax <= iv->xmin) ? (iv->Acum - U) : (iv->Ahat + U - iv->Acum);

    if( U < iv->Asqueeze ) {
      /* below squeeze */
      return( iv->xmax + (iv->Asqueeze-U) * (iv->xmin - iv->xmax)/iv->Asqueeze );
    }

    else {
      /* between spueeze and hat --> have to valuate PDF */
      X = iv->xmax + (U-iv->Asqueeze) * (iv->xmin - iv->xmax)/(iv->Ahat - iv->Asqueeze);
      fx = PDF(X);

      /* being above squeeze is bad. split interval. */
      if (GEN->n_ivs < GEN->max_ivs) {
	if ( (_unur_tabl_improve_hat( gen, iv, X, fx ) != UNUR_SUCCESS)
	     && (gen->variant & TABL_VARFLAG_PEDANTIC) )
	  return UNUR_INFINITY;
      }

      /* now accept or reject */
      U = _unur_call_urng(gen->urng);
      if (fx >= U * (iv->fmax - iv->fmin) + iv->fmin)
	return X;
    }
  }

} /* end of _unur_tabl_ia_sample() */

/*---------------------------------------------------------------------------*/

double
_unur_tabl_ia_sample_check( struct unur_gen *gen )
     /*----------------------------------------------------------------------*/
     /* sample from generator and verify that method can be used             */
     /* (use immediate acceptance)                                           */
     /*                                                                      */
     /* parameters:                                                          */
     /*   gen ... pointer to generator object                                */
     /*                                                                      */
     /* return:                                                              */
     /*   double (sample from random variate)                                */
     /*                                                                      */
     /* error:                                                               */
     /*   return UNUR_INFINITY                                               */
     /*----------------------------------------------------------------------*/
{ 
  struct unur_tabl_interval *iv;
  double U,X,fx;

  /* check arguments */
  CHECK_NULL(gen,UNUR_INFINITY);  COOKIE_CHECK(gen,CK_TABL_GEN,UNUR_INFINITY);

  while(1) {

    /* sample from U(0,1) */
    U = _unur_call_urng(gen->urng);

    /* look up in guide table and search for interval */
    iv =  GEN->guide[(int) (U * GEN->guide_size)];
    U *= GEN->Atotal;
    while (iv->Acum < U)
      iv = iv->next;

    COOKIE_CHECK(iv,CK_TABL_IV,UNUR_INFINITY);

    /* reuse of uniform random number
       (generation of squeeze should be inversion) */
    U = (iv->xmax <= iv->xmin) ? (iv->Acum - U) : (iv->Ahat + U - iv->Acum);

    if( U <= iv->Asqueeze ) {
      /* below squeeze */
      X = iv->xmax + (iv->Asqueeze-U) * (iv->xmin - iv->xmax)/iv->Asqueeze;
      /* test whether PDF is monotone */
      fx = PDF(X);
      if (_unur_FP_greater(fx,iv->fmax))
	_unur_warning(gen->genid,UNUR_ERR_GEN_CONDITION,"PDF > hat. PDF not monotone in interval");
      if (_unur_FP_less(fx,iv->fmin))
	_unur_warning(gen->genid,UNUR_ERR_GEN_CONDITION,"PDF < squeeze. PDF not monotone in interval");
      /* at last return number */
      return X;
    }

    else {
      /* between spueeze and hat --> have to valuate PDF */
      X = iv->xmax + (U-iv->Asqueeze) * (iv->xmin - iv->xmax)/(iv->Ahat - iv->Asqueeze);
      fx = PDF(X);

      /* test whether PDF is monotone */
      if (_unur_FP_greater(fx,iv->fmax))
	_unur_warning(gen->genid,UNUR_ERR_GEN_CONDITION,"PDF > hat. PDF not monotone in interval");
      if (_unur_FP_less(fx,iv->fmin))
	_unur_warning(gen->genid,UNUR_ERR_GEN_CONDITION,"PDF < squeeze. PDF not monotone in interval");

      /* being above squeeze is bad. split interval. */
      if (GEN->n_ivs < GEN->max_ivs) {
	if ( (_unur_tabl_improve_hat( gen, iv, X, fx ) != UNUR_SUCCESS)
	     && (gen->variant & TABL_VARFLAG_PEDANTIC) )
	  return UNUR_INFINITY;
      }

      /* now accept or reject */
      U = _unur_call_urng(gen->urng);
      if (fx >= U * (iv->fmax - iv->fmin) + iv->fmin)
	return X;
    }
  }
} /* end of _unur_tabl_ia_sample_check() */

/*****************************************************************************/

int
_unur_tabl_improve_hat( struct unur_gen *gen, struct unur_tabl_interval *iv,
			double x, double fx)
     /*----------------------------------------------------------------------*/
     /* improve hat function and by splitting interval                       */
     /*                                                                      */
     /* parameters:                                                          */
     /*   gen        ... pointer to generator object                         */
     /*   iv         ... pointer to interval that has to be split            */
     /*   x          ... splitting point                                     */
     /*   fx         ... value of PDF at splitting point                     */
     /*                                                                      */
     /* return:                                                              */
     /*   UNUR_SUCCESS    ... improving hat successful                       */
     /*   others          ... error: PDF not monotone in interval            */
     /*----------------------------------------------------------------------*/
{
  int result;

  /* is there any reason to improve hat ? */
  if (! (GEN->max_ratio * GEN->Atotal > GEN->Asqueeze) ) {
    /* no more construction points (avoid calling this function any more) */
    GEN->max_ivs = GEN->n_ivs;
    return UNUR_SUCCESS;
  }

  /* add construction point */
  result = _unur_tabl_split_interval( gen, iv, x, fx,(gen->variant & TABL_VARMASK_SPLIT));
  if (! (result == UNUR_SUCCESS || result == UNUR_ERR_SILENT) ) {
    /* condition for PDF is violated! */
    _unur_error(gen->genid,UNUR_ERR_GEN_CONDITION,"");
    /* replace sampling routine by dummy routine that just returns UNUR_INFINITY */
    SAMPLE = _unur_sample_cont_error;
    return UNUR_ERR_GEN_CONDITION;
  }

  /* update guide table */
  /** TODO: it is not necessary to update the guide table every time. 
      But then (1) some additional bookkeeping is required and
      (2) the guide table method requires a acc./rej. step. **/
  if ( _unur_tabl_make_guide_table(gen) != UNUR_SUCCESS) {
    _unur_error(gen->genid,UNUR_ERR_GEN_CONDITION,"cannot create guide table");
    /* replace sampling routine by dummy routine that just returns UNUR_INFINITY */
    SAMPLE = _unur_sample_cont_error;
    return UNUR_ERR_GEN_CONDITION;
  }

  /* o.k. */
  return UNUR_SUCCESS;
} /* end of _unur_tabl_improve_hat() */

/*****************************************************************************/

