| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2003 Ferdinando Ametrano |
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| 5 | |
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| 6 | This file is part of QuantLib, a free-software/open-source library |
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| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 8 | |
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| 9 | QuantLib is free software: you can redistribute it and/or modify it |
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| 10 | under the terms of the QuantLib license. You should have received a |
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| 11 | copy of the license along with this program; if not, please email |
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| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 13 | <http://quantlib.org/license.shtml>. |
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| 14 | |
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| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 18 | */ |
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| 19 | |
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| 20 | // =========================================================================== |
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| 21 | // NOTE: The following copyright notice applies to the original code, |
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| 22 | // |
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| 23 | // Copyright (C) 2002 Peter Jäckel "Monte Carlo Methods in Finance". |
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| 24 | // All rights reserved. |
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| 25 | // |
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| 26 | // Permission to use, copy, modify, and distribute this software is freely |
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| 27 | // granted, provided that this notice is preserved. |
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| 28 | // =========================================================================== |
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| 29 | |
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| 30 | #include <ql/math/primenumbers.hpp> |
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| 31 | #include <iterator> |
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| 32 | |
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| 33 | namespace QuantLib { |
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| 34 | |
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| 35 | namespace { |
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| 36 | |
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| 37 | const BigNatural firstPrimes[] = { |
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| 38 | // the first two primes are mandatory for bootstrapping |
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| 39 | 2, 3, |
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| 40 | // optional additional precomputed primes |
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| 41 | 5, 7, 11, 13, 17, 19, 23, 29, |
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| 42 | 31, 37, 41, 43, 47 }; |
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| 43 | } |
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| 44 | |
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| 45 | std::vector<BigNatural> PrimeNumbers::; |
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| 46 | |
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| 47 | BigNatural PrimeNumbers::(Size absoluteIndex) { |
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| 48 | if (primeNumbers_.empty()) { |
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| 49 | Size n = sizeof(firstPrimes)/sizeof(firstPrimes[0]); |
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| 50 | primeNumbers_.insert(position: primeNumbers_.end(), |
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| 51 | first: firstPrimes, last: firstPrimes+n); |
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| 52 | } |
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| 53 | while (primeNumbers_.size()<=absoluteIndex) |
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| 54 | nextPrimeNumber(); |
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| 55 | return primeNumbers_[absoluteIndex]; |
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| 56 | } |
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| 57 | |
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| 58 | BigNatural PrimeNumbers::() { |
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| 59 | BigNatural p, n, m = primeNumbers_.back(); |
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| 60 | do { |
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| 61 | // skip the even numbers |
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| 62 | m += 2; |
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| 63 | n = static_cast<BigNatural>(std::sqrt(x: Real(m))); |
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| 64 | // i=1 since the even numbers have already been skipped |
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| 65 | Size i = 1; |
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| 66 | do { |
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| 67 | p = primeNumbers_[i]; |
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| 68 | ++i; |
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| 69 | } while (((m % p) != 0U) && p <= n); |
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| 70 | } while ( p<=n ); |
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| 71 | primeNumbers_.push_back(x: m); |
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| 72 | return m; |
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| 73 | } |
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| 74 | |
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| 75 | } |
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| 76 | |
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