Re: [Boost-users] [random] Singleton engine

Subject: Re: [Boost-users] [random] Singleton engine
From: jp (jesseperla_at_[hidden])
Date: 2009-07-29 09:40:46

On Jul 28, 8:14 pm, "Diederick C. Niehorster" <dcni..._at_[hidden]>
wrote:
> Hi Kevin,
>
> Thank you for your suggestions, I have learned from your code but
> don't think it is optimally suited for my needs.
> In general, wouldn't it be a good idea to have a singleton library
> inside boost? To my understanding they are used quite often, so better
> provide the world with a (few) good implementation(s suited for
> different needs). What do you think?

I ended up using the Loki singleton for the exact same purpose...
though I am happy to change for a more flexible implementation.  For
those who are wondering the use case:  When you have a library doing a
great deal of montecarlo, you can't keep recreating the generators in
sub-functions.  For example, you want to be able to easily draw
uniforms all over your library without passing around a generator
every time from the library user code.  Also, you sometimes need to
start with the same seed value for regression testing across a variety
of functions.

Here is a link to my implementation (apologies for bad style and
mistakes, I wrote a lot of it before people in this group started
teaching me C++ and generic programming.  And thanks again to everyone
for your help over the last year).

http://econtoolkit.com/browser/libraries/trunk/etk/etk/math/random/random.hpp

This is also wrapping the Intel MKL VSL for streams of multivariate
normals.  See http://econtoolkit.com/browser/libraries/trunk/etk/etk/math/distributions/multivariate_normal.hpp
for how that part of the singleton is used in the draw() function.

The problem I have with my implementation is that what I really want
is a thread-local singleton.  If I have to make the access threadsafe,
then I may be better off recreating it every time.  Any ideas on how
best to do this?  Could it be done with the boost::serialization
singleton?  My guess is that it may be possible by using the loki
creation policy, but I have no idea how to go about doing it.