File indexing completed on 2024-04-28 03:48:13

 #include <fstream>
 #include <iostream>
 #include <math.h>
 #include <string>
 
 #include <gsl/gsl_randist.h>
 #include <gsl/gsl_rng.h>
 
 int main() {
     std::string fileName = "out_1M_5pathes.txt";
     int count = 1000000;
     int pathes = 5;
 
     double delta = 0.25;
     int dt = 1;
     double sigma = std::pow(delta, 2) * dt;
     double path[pathes] = {0.0};
 
     std::ofstream ostrm(fileName, std::ios::out);
 
     // header
     ostrm << 't';
     for (int p = 0; p < pathes; ++p)
         ostrm << "\tx" << std::to_string(p + 1);
 
     ostrm << '\n';
 
     // create a generator chosen by the environment variable GSL_RNG_TYPE
     gsl_rng_env_setup();
     const gsl_rng_type* T = gsl_rng_default;
     gsl_rng* r = gsl_rng_alloc(T);
     gsl_rng_set(r, 12345);
 
     // data
     for (int i = 0; i < count; ++i) {
         ostrm << std::to_string(i * dt);
 
         for (int p = 0; p < pathes; ++p) {
             path[p] += gsl_ran_gaussian(r, sigma);
             ostrm << '\t' << std::to_string(path[p]);
         }
         ostrm << '\n';
     }
 }