/src/quantlib/ql/math/primenumbers.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2003 Ferdinando Ametrano |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <http://quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | // =========================================================================== |
21 | | // NOTE: The following copyright notice applies to the original code, |
22 | | // |
23 | | // Copyright (C) 2002 Peter Jäckel "Monte Carlo Methods in Finance". |
24 | | // All rights reserved. |
25 | | // |
26 | | // Permission to use, copy, modify, and distribute this software is freely |
27 | | // granted, provided that this notice is preserved. |
28 | | // =========================================================================== |
29 | | |
30 | | #include <ql/math/primenumbers.hpp> |
31 | | #include <iterator> |
32 | | |
33 | | namespace QuantLib { |
34 | | |
35 | | namespace { |
36 | | |
37 | | const BigNatural firstPrimes[] = { |
38 | | // the first two primes are mandatory for bootstrapping |
39 | | 2, 3, |
40 | | // optional additional precomputed primes |
41 | | 5, 7, 11, 13, 17, 19, 23, 29, |
42 | | 31, 37, 41, 43, 47 }; |
43 | | } |
44 | | |
45 | | std::vector<BigNatural> PrimeNumbers::primeNumbers_; |
46 | | |
47 | 0 | BigNatural PrimeNumbers::get(Size absoluteIndex) { |
48 | 0 | if (primeNumbers_.empty()) { |
49 | 0 | Size n = sizeof(firstPrimes)/sizeof(firstPrimes[0]); |
50 | 0 | primeNumbers_.insert(primeNumbers_.end(), |
51 | 0 | firstPrimes, firstPrimes+n); |
52 | 0 | } |
53 | 0 | while (primeNumbers_.size()<=absoluteIndex) |
54 | 0 | nextPrimeNumber(); |
55 | 0 | return primeNumbers_[absoluteIndex]; |
56 | 0 | } |
57 | | |
58 | 0 | BigNatural PrimeNumbers::nextPrimeNumber() { |
59 | 0 | BigNatural p, n, m = primeNumbers_.back(); |
60 | 0 | do { |
61 | | // skip the even numbers |
62 | 0 | m += 2; |
63 | 0 | n = static_cast<BigNatural>(std::sqrt(Real(m))); |
64 | | // i=1 since the even numbers have already been skipped |
65 | 0 | Size i = 1; |
66 | 0 | do { |
67 | 0 | p = primeNumbers_[i]; |
68 | 0 | ++i; |
69 | 0 | } while (((m % p) != 0U) && p <= n); |
70 | 0 | } while ( p<=n ); |
71 | 0 | primeNumbers_.push_back(m); |
72 | 0 | return m; |
73 | 0 | } |
74 | | |
75 | | } |