/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2023 Peter Caspers

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 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 license for more details.

*/

/*! \file burley2020sobolrsg.hpp

    \brief scrambled Sobol sequence following Burley, 2020

*/

#ifndef quantlib_burley2020_scrambled_sobolrsg_hpp

#define quantlib_burley2020_scrambled_sobolrsg_hpp

#include <ql/math/randomnumbers/sobolrsg.hpp>

#include <ql/shared_ptr.hpp>

namespace QuantLib {

    //! Scrambled sobol sequence according to Burley, 2020

    /*! Reference: Brent Burley: Practical Hash-based Owen Scrambling,

        Journal of Computer Graphics Techniques, Vol. 9, No. 4, 2020 */

    class Burley2020SobolRsg {

      public:

        typedef Sample<std::vector<Real>> sample_type;

        explicit Burley2020SobolRsg(

            Size dimensionality,

            unsigned long seed = 42,

            SobolRsg::DirectionIntegers directionIntegers = SobolRsg::Jaeckel,

            unsigned long scrambleSeed = 43);

        const std::vector<std::uint32_t>& skipTo(std::uint32_t n) const;

        const std::vector<std::uint32_t>& nextInt32Sequence() const;

        const SobolRsg::sample_type& nextSequence() const;

        const sample_type& lastSequence() const { return sequence_; }

        Size dimension() const { return dimensionality_; }

      private:

        void reset() const;

        Size dimensionality_;

        unsigned long seed_;

        SobolRsg::DirectionIntegers directionIntegers_;

        mutable ext::shared_ptr<SobolRsg> sobolRsg_;

        mutable std::vector<std::uint32_t> integerSequence_;

        mutable sample_type sequence_;

        mutable std::uint32_t nextSequenceCounter_;

        mutable std::vector<std::uint32_t> group4Seeds_;

    };

}

#endif