Question

This is probably a silly question, but I can’t see what I am doing wrong here. I have the class:

#include <sys/time.h>
#include <gsl/gsl_cdf.h>
#include <gsl/gsl_randist.h>
#include <cmath>
#include "randomnumbergenerator.h"

class RandomNumberGenerator
{
    gsl_rng * rn;
public:
    RandomNumberGenerator();
    ~RandomNumberGenerator();
    double univariate();
    void bivariateGaussian(double rho, double &x, double &y);
};

long currentMicroseconds()
{
    struct timeval now;
    gettimeofday(&now, NULL);
    return now.tv_usec;
}

RandomNumberGenerator::RandomNumberGenerator()
{
    const gsl_rng_type * T;


    gsl_rng_env_setup();

    //T = gsl_rng_default;
    T = gsl_rng_mt19937;
    rn = gsl_rng_alloc (T);
    gsl_rng_set(rn,currentMicroseconds());
}

double RandomNumberGenerator::univariate()
{
    return gsl_rng_uniform(rn);
}

void RandomNumberGenerator::bivariateGaussian(double rho, double &x, double &y)
{
    gsl_ran_bivariate_gaussian (rn, 1.0, 1.0, rho, &x, &y);
}

RandomNumberGenerator::~RandomNumberGenerator()
{
    gsl_rng_free (rn);
}

Which I call from here:

double x;
double y;
rng.bivariateGaussian(rho, x, y);

but I get a segmentation fault on gsl_ran_bivariate_gaussian (rn, 1.0, 1.0, rho, &x, &y);

Any idea?

Answer 1

check to see if rn has really been allocated. It is probably the only thing that can cause segmentation fault.

i tested your code on my computer, it runs okay as far as they can tell. May be check installation of GSL, they have a test suite you can use