From 3f31a4d776ebd7a3cb0bfb94f8bce5eb3d696b85 Mon Sep 17 00:00:00 2001
From: Matt Peddie <matt.peddie@swift-nav.com>
Date: Fri, 25 Aug 2023 11:21:59 +1000
Subject: [PATCH] Generalize covariance RNG type

---
 include/albatross/src/utils/random_utils.hpp | 23 ++++++++++----------
 1 file changed, 12 insertions(+), 11 deletions(-)

diff --git a/include/albatross/src/utils/random_utils.hpp b/include/albatross/src/utils/random_utils.hpp
index c19addd5..4fdcc70e 100644
--- a/include/albatross/src/utils/random_utils.hpp
+++ b/include/albatross/src/utils/random_utils.hpp
@@ -100,10 +100,10 @@ void gaussian_fill(Eigen::Matrix<_Scalar, _Rows, _Cols> &matrix) {
   gaussian_fill(matrix, 0., 1., rng);
 }
 
-template <typename Distribution>
+template <typename Distribution, typename RandomNumberGenerator>
 inline Eigen::MatrixXd
 random_covariance_matrix(Eigen::Index k, Distribution &eigen_value_distribution,
-                         std::default_random_engine &gen) {
+                         RandomNumberGenerator &gen) {
 
   Eigen::MatrixXd Q(k, k);
   gaussian_fill(Q, gen);
@@ -116,16 +116,17 @@ random_covariance_matrix(Eigen::Index k, Distribution &eigen_value_distribution,
   return Q * diag.asDiagonal() * Q.transpose();
 }
 
-inline Eigen::MatrixXd
-random_covariance_matrix(Eigen::Index k, std::default_random_engine &gen) {
+template <typename RandomNumberGenerator>
+inline Eigen::MatrixXd random_covariance_matrix(Eigen::Index k,
+                                                RandomNumberGenerator &gen) {
   std::gamma_distribution<double> distribution(1.0, 1.0);
   return random_covariance_matrix(k, distribution, gen);
 }
 
-inline Eigen::VectorXd
-random_multivariate_normal(const Eigen::VectorXd &mean,
-                           const Eigen::MatrixXd &cov,
-                           std::default_random_engine &gen) {
+template <typename RandomNumberGenerator>
+inline Eigen::VectorXd random_multivariate_normal(const Eigen::VectorXd &mean,
+                                                  const Eigen::MatrixXd &cov,
+                                                  RandomNumberGenerator &gen) {
   std::normal_distribution<double> dist;
   ALBATROSS_ASSERT(mean.size() == cov.rows());
   ALBATROSS_ASSERT(cov.rows() == cov.cols());
@@ -140,9 +141,9 @@ random_multivariate_normal(const Eigen::VectorXd &mean,
   return sample;
 }
 
-inline Eigen::VectorXd
-random_multivariate_normal(const Eigen::MatrixXd &cov,
-                           std::default_random_engine &gen) {
+template <typename RandomNumberGenerator>
+inline Eigen::VectorXd random_multivariate_normal(const Eigen::MatrixXd &cov,
+                                                  RandomNumberGenerator &gen) {
   return random_multivariate_normal(Eigen::VectorXd::Zero(cov.rows()), cov,
                                     gen);
 }