Control.Monad.MC.GSL

A monad and monad transformer for monte carlo computations built on top of the functions in the GNU Scientific Library.

The Monte Carlo monad

data MC a

A Monte Carlo monad with an internal random number generator.

Instances

Monad MC

Functor MC

MonadMC MC

HasRNG MC

runMC :: MC a -> RNG -> (a, RNG)

Run this Monte Carlo monad with the given initial random number generator, getting the result and the new random number generator.

evalMC :: MC a -> RNG -> a

Evaluate this Monte Carlo monad and throw away the final random number generator. Very much like fst composed with runMC.

execMC :: MC a -> RNG -> RNG

Exicute this Monte Carlo monad and return the final random number generator. Very much like snd composed with runMC.

The Monte Carlo monad transformer

data MCT m a

A parameterizable Monte Carlo monad for encapsulating an inner monad.

Instances

MonadTrans MCT

MonadReader r m => MonadReader r (MCT m)

MonadState s m => MonadState s (MCT m)

MonadError e m => MonadError e (MCT m)

MonadWriter w m => MonadWriter w (MCT m)

Monad m => Monad (MCT m)

Monad m => Functor (MCT m)

MonadPlus m => MonadPlus (MCT m)

MonadCont m => MonadCont (MCT m)

MonadIO m => MonadIO (MCT m)

Monad m => MonadMC (MCT m)

Monad m => HasRNG (MCT m)

runMCT :: Monad m => MCT m a -> RNG -> m (a, RNG)

Similar to runMC.

evalMCT :: Monad m => MCT m a -> RNG -> m a

Similar to evalMC.

execMCT :: Monad m => MCT m a -> RNG -> m RNG

Similar to execMC.

Pure random number generator creation

data RNG

The random number generator type associated with MC and MCT.

type Seed = Word64

The seed type for the random number generators.

mt19937 :: Seed -> RNG

Get a Mersenne Twister random number generator seeded with the given value.

mt19937WithState :: [Word8] -> RNG

Get a Mersenne Twister seeded with the given state.

rngName :: RNG -> String

Get the name of the random number generator algorithm.

rngSize :: RNG -> Int

Get the size of the generator state, in bytes.

rngState :: RNG -> [Word8]

Get the state of the generator.

Overloaded Monte Carlo monad interface

module Control.Monad.MC.Class