Mercurial > octave
annotate libinterp/corefcn/rand.cc @ 20687:5f04bfc7c17a
backout changeset 18f38ed43962
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Sun, 08 Nov 2015 16:14:27 -0500 |
parents | 18f38ed43962 |
children | 571508c1ed06 |
rev | line source |
---|---|
14655
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Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
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1 |
2928 | 2 /* |
3 | |
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4 Copyright (C) 1996-2015 John W. Eaton |
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5 Copyright (C) 2009 VZLU Prague |
2928 | 6 |
7 This file is part of Octave. | |
8 | |
9 Octave is free software; you can redistribute it and/or modify it | |
10 under the terms of the GNU General Public License as published by the | |
7016 | 11 Free Software Foundation; either version 3 of the License, or (at your |
12 option) any later version. | |
2928 | 13 |
14 Octave is distributed in the hope that it will be useful, but WITHOUT | |
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
17 for more details. | |
18 | |
19 You should have received a copy of the GNU General Public License | |
7016 | 20 along with Octave; see the file COPYING. If not, see |
21 <http://www.gnu.org/licenses/>. | |
2928 | 22 |
23 */ | |
24 | |
25 #ifdef HAVE_CONFIG_H | |
26 #include <config.h> | |
27 #endif | |
28 | |
29 #include <ctime> | |
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30 #if defined (HAVE_UNORDERED_MAP) |
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31 #include <unordered_map> |
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32 #elif defined (HAVE_TR1_UNORDERED_MAP) |
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33 #include <tr1/unordered_map> |
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34 #endif |
2928 | 35 #include <string> |
36 | |
37 #include "f77-fcn.h" | |
38 #include "lo-mappers.h" | |
4307 | 39 #include "oct-rand.h" |
4153 | 40 #include "quit.h" |
2928 | 41 |
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42 #include "defun.h" |
2928 | 43 #include "error.h" |
44 #include "gripes.h" | |
45 #include "oct-obj.h" | |
46 #include "unwind-prot.h" | |
47 #include "utils.h" | |
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48 #include "ov-re-mat.h" |
2928 | 49 |
6437 | 50 /* |
51 %!shared __random_statistical_tests__ | |
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52 %! ## Flag whether the statistical tests should be run in "make check" or not |
6437 | 53 %! __random_statistical_tests__ = 0; |
54 */ | |
55 | |
4307 | 56 static octave_value |
5730 | 57 do_rand (const octave_value_list& args, int nargin, const char *fcn, |
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58 const std::string& distribution, bool additional_arg = false) |
2928 | 59 { |
4307 | 60 octave_value retval; |
5730 | 61 NDArray a; |
62 int idx = 0; | |
63 dim_vector dims; | |
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64 bool is_single = false; |
2928 | 65 |
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66 unwind_protect frame; |
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67 // Restore current distribution on any exit. |
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68 frame.add_fcn (octave_rand::distribution, |
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69 octave_rand::distribution ()); |
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70 |
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71 octave_rand::distribution (distribution); |
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72 |
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73 if (nargin > 0 && args(nargin-1).is_string ()) |
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74 { |
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75 std::string s_arg = args(nargin-1).string_value (); |
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76 |
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77 if (s_arg == "single") |
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78 { |
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79 is_single = true; |
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80 nargin--; |
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81 } |
43db83eff9db
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82 else if (s_arg == "double") |
43db83eff9db
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83 nargin--; |
43db83eff9db
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84 } |
43db83eff9db
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85 |
5730 | 86 if (additional_arg) |
87 { | |
88 if (nargin == 0) | |
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89 { |
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90 error ("%s: expecting at least one argument", fcn); |
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91 goto done; |
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92 } |
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93 else if (args(0).is_string ()) |
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94 additional_arg = false; |
5730 | 95 else |
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96 { |
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97 a = args(0).array_value (); |
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98 if (error_state) |
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99 { |
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100 error ("%s: expecting scalar or matrix arguments", fcn); |
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101 goto done; |
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102 } |
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103 idx++; |
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104 nargin--; |
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105 } |
5730 | 106 } |
2928 | 107 |
4543 | 108 switch (nargin) |
2928 | 109 { |
4543 | 110 case 0: |
111 { | |
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112 if (additional_arg) |
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113 dims = a.dims (); |
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114 else |
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115 { |
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116 dims.resize (2); |
4543 | 117 |
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118 dims(0) = 1; |
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119 dims(1) = 1; |
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120 } |
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121 goto gen_matrix; |
4543 | 122 } |
123 break; | |
2928 | 124 |
4543 | 125 case 1: |
126 { | |
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127 octave_value tmp = args(idx); |
4543 | 128 |
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129 if (tmp.is_string ()) |
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130 { |
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131 std::string s_arg = tmp.string_value (); |
2928 | 132 |
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133 if (s_arg == "dist") |
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134 { |
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135 retval = octave_rand::distribution (); |
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136 } |
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137 else if (s_arg == "seed") |
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138 { |
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139 retval = octave_rand::seed (); |
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140 } |
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141 else if (s_arg == "state" || s_arg == "twister") |
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142 { |
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143 retval = octave_rand::state (fcn); |
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144 } |
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145 else if (s_arg == "uniform") |
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146 { |
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147 octave_rand::uniform_distribution (); |
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148 } |
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149 else if (s_arg == "normal") |
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150 { |
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151 octave_rand::normal_distribution (); |
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152 } |
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153 else if (s_arg == "exponential") |
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154 { |
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155 octave_rand::exponential_distribution (); |
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156 } |
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157 else if (s_arg == "poisson") |
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158 { |
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159 octave_rand::poisson_distribution (); |
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160 } |
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161 else if (s_arg == "gamma") |
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162 { |
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163 octave_rand::gamma_distribution (); |
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164 } |
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165 else |
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166 error ("%s: unrecognized string argument", fcn); |
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167 } |
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168 else if (tmp.is_scalar_type ()) |
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169 { |
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170 double dval = tmp.double_value (); |
2928 | 171 |
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172 if (xisnan (dval)) |
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173 { |
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174 error ("%s: NaN is invalid matrix dimension", fcn); |
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|
175 } |
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changeset
|
176 else |
40dfc0c99116
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|
177 { |
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diff
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|
178 dims.resize (2); |
4543 | 179 |
10154
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diff
changeset
|
180 dims(0) = NINTbig (tmp.double_value ()); |
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diff
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|
181 dims(1) = NINTbig (tmp.double_value ()); |
2928 | 182 |
20678
4b00afb5e9c3
eliminate more uses of error_state
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diff
changeset
|
183 goto gen_matrix; |
10154
40dfc0c99116
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diff
changeset
|
184 } |
40dfc0c99116
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changeset
|
185 } |
40dfc0c99116
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|
186 else if (tmp.is_range ()) |
40dfc0c99116
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|
187 { |
40dfc0c99116
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diff
changeset
|
188 Range r = tmp.range_value (); |
4543 | 189 |
10154
40dfc0c99116
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|
190 if (r.all_elements_are_ints ()) |
40dfc0c99116
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diff
changeset
|
191 { |
20228
00cf2847355d
Deprecate Array::nelem() and Range::nelem() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents:
20172
diff
changeset
|
192 octave_idx_type n = r.numel (); |
4543 | 193 |
10154
40dfc0c99116
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|
194 dims.resize (n); |
4543 | 195 |
10154
40dfc0c99116
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diff
changeset
|
196 octave_idx_type base = NINTbig (r.base ()); |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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changeset
|
197 octave_idx_type incr = NINTbig (r.inc ()); |
2928 | 198 |
12905
f7a8d1dafda3
Let rand accept negative dimensions (bug #33301)
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
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|
199 for (octave_idx_type i = 0; i < n; i++) |
10154
40dfc0c99116
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changeset
|
200 { |
12905
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Let rand accept negative dimensions (bug #33301)
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
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12639
diff
changeset
|
201 //Negative dimensions are treated as zero for Matlab |
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Let rand accept negative dimensions (bug #33301)
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diff
changeset
|
202 //compatibility |
f7a8d1dafda3
Let rand accept negative dimensions (bug #33301)
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changeset
|
203 dims(i) = base >= 0 ? base : 0; |
f7a8d1dafda3
Let rand accept negative dimensions (bug #33301)
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12639
diff
changeset
|
204 base += incr; |
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Let rand accept negative dimensions (bug #33301)
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diff
changeset
|
205 } |
2928 | 206 |
12905
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Let rand accept negative dimensions (bug #33301)
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|
207 goto gen_matrix; |
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Let rand accept negative dimensions (bug #33301)
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|
208 |
10154
40dfc0c99116
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|
209 } |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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|
210 else |
11553
01f703952eff
Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
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11523
diff
changeset
|
211 error ("%s: all elements of range must be integers", |
10154
40dfc0c99116
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changeset
|
212 fcn); |
40dfc0c99116
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|
213 } |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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|
214 else if (tmp.is_matrix_type ()) |
40dfc0c99116
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|
215 { |
40dfc0c99116
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|
216 Array<int> iv = tmp.int_vector_value (true); |
4543 | 217 |
10154
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|
218 if (! error_state) |
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diff
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|
219 { |
20232
a9574e3c6e9e
Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents:
20228
diff
changeset
|
220 octave_idx_type len = iv.numel (); |
2928 | 221 |
10154
40dfc0c99116
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|
222 dims.resize (len); |
4543 | 223 |
10154
40dfc0c99116
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|
224 for (octave_idx_type i = 0; i < len; i++) |
40dfc0c99116
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|
225 { |
12905
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Let rand accept negative dimensions (bug #33301)
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diff
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|
226 //Negative dimensions are treated as zero for Matlab |
f7a8d1dafda3
Let rand accept negative dimensions (bug #33301)
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diff
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|
227 //compatibility |
10154
40dfc0c99116
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diff
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|
228 octave_idx_type elt = iv(i); |
12905
f7a8d1dafda3
Let rand accept negative dimensions (bug #33301)
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diff
changeset
|
229 dims(i) = elt >=0 ? elt : 0; |
10154
40dfc0c99116
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|
230 } |
2928 | 231 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
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|
232 goto gen_matrix; |
40dfc0c99116
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diff
changeset
|
233 } |
40dfc0c99116
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changeset
|
234 else |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
235 error ("%s: expecting integer vector", fcn); |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
236 } |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
237 else |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
238 { |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
239 gripe_wrong_type_arg ("rand", tmp); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
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diff
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|
240 return retval; |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
241 } |
4543 | 242 } |
243 break; | |
244 | |
245 default: | |
246 { | |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
changeset
|
247 octave_value tmp = args(idx); |
4543 | 248 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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diff
changeset
|
249 if (nargin == 2 && tmp.is_string ()) |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
250 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
251 std::string ts = tmp.string_value (); |
5164 | 252 |
10154
40dfc0c99116
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diff
changeset
|
253 if (ts == "seed") |
40dfc0c99116
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diff
changeset
|
254 { |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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diff
changeset
|
255 if (args(idx+1).is_real_scalar ()) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
256 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
257 double d = args(idx+1).double_value (); |
2928 | 258 |
20678
4b00afb5e9c3
eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents:
20535
diff
changeset
|
259 octave_rand::seed (d); |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
260 } |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11553
diff
changeset
|
261 else if (args(idx+1).is_string () |
14846
460a3c6d8bf1
maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents:
14706
diff
changeset
|
262 && args(idx+1).string_value () == "reset") |
10709
92a85ed5b86e
Don't special case color_property type when emitting factory default (bug #30118)
David Bateman <dbateman@free.fr>
parents:
10687
diff
changeset
|
263 octave_rand::reset (); |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
264 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
265 error ("%s: seed must be a real scalar", fcn); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
266 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
|
267 else if (ts == "state" || ts == "twister") |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
268 { |
10709
92a85ed5b86e
Don't special case color_property type when emitting factory default (bug #30118)
David Bateman <dbateman@free.fr>
parents:
10687
diff
changeset
|
269 if (args(idx+1).is_string () |
14846
460a3c6d8bf1
maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents:
14706
diff
changeset
|
270 && args(idx+1).string_value () == "reset") |
10709
92a85ed5b86e
Don't special case color_property type when emitting factory default (bug #30118)
David Bateman <dbateman@free.fr>
parents:
10687
diff
changeset
|
271 octave_rand::reset (fcn); |
92a85ed5b86e
Don't special case color_property type when emitting factory default (bug #30118)
David Bateman <dbateman@free.fr>
parents:
10687
diff
changeset
|
272 else |
92a85ed5b86e
Don't special case color_property type when emitting factory default (bug #30118)
David Bateman <dbateman@free.fr>
parents:
10687
diff
changeset
|
273 { |
20687
5f04bfc7c17a
backout changeset 18f38ed43962
John W. Eaton <jwe@octave.org>
parents:
20682
diff
changeset
|
274 ColumnVector s = |
5f04bfc7c17a
backout changeset 18f38ed43962
John W. Eaton <jwe@octave.org>
parents:
20682
diff
changeset
|
275 ColumnVector (args(idx+1).vector_value(false, true)); |
5730 | 276 |
20678
4b00afb5e9c3
eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents:
20535
diff
changeset
|
277 octave_rand::state (s, fcn); |
10709
92a85ed5b86e
Don't special case color_property type when emitting factory default (bug #30118)
David Bateman <dbateman@free.fr>
parents:
10687
diff
changeset
|
278 } |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
279 } |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
280 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
281 error ("%s: unrecognized string argument", fcn); |
40dfc0c99116
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John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
282 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
283 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
284 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
285 dims.resize (nargin); |
4543 | 286 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
287 for (int i = 0; i < nargin; i++) |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
288 { |
12905
f7a8d1dafda3
Let rand accept negative dimensions (bug #33301)
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
12639
diff
changeset
|
289 octave_idx_type elt = args(idx+i).int_value (); |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
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10066
diff
changeset
|
290 if (error_state) |
40dfc0c99116
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10066
diff
changeset
|
291 { |
40dfc0c99116
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10066
diff
changeset
|
292 error ("%s: expecting integer arguments", fcn); |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
293 goto done; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
10066
diff
changeset
|
294 } |
12905
f7a8d1dafda3
Let rand accept negative dimensions (bug #33301)
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
12639
diff
changeset
|
295 //Negative is zero for Matlab compatibility |
f7a8d1dafda3
Let rand accept negative dimensions (bug #33301)
Jordi Gutiérrez Hermoso <jordigh@gmail.com>
parents:
12639
diff
changeset
|
296 dims(i) = elt >= 0 ? elt : 0; |
10154
40dfc0c99116
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10066
diff
changeset
|
297 } |
4543 | 298 |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
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10066
diff
changeset
|
299 goto gen_matrix; |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
300 } |
4543 | 301 } |
302 break; | |
2928 | 303 } |
304 | |
17787
175b392e91fe
Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
305 done: |
2928 | 306 |
307 return retval; | |
308 | |
17787
175b392e91fe
Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
309 gen_matrix: |
2928 | 310 |
5355 | 311 dims.chop_trailing_singletons (); |
312 | |
14655
43db83eff9db
Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents:
14620
diff
changeset
|
313 if (is_single) |
5730 | 314 { |
14655
43db83eff9db
Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents:
14620
diff
changeset
|
315 if (additional_arg) |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
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10066
diff
changeset
|
316 { |
20232
a9574e3c6e9e
Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents:
20228
diff
changeset
|
317 if (a.numel () == 1) |
14655
43db83eff9db
Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents:
14620
diff
changeset
|
318 return octave_rand::float_nd_array (dims, a(0)); |
43db83eff9db
Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
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319 else |
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320 { |
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321 if (a.dims () != dims) |
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322 { |
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323 error ("%s: mismatch in argument size", fcn); |
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324 return retval; |
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325 } |
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326 octave_idx_type len = a.numel (); |
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327 FloatNDArray m (dims); |
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328 float *v = m.fortran_vec (); |
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329 for (octave_idx_type i = 0; i < len; i++) |
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330 v[i] = octave_rand::float_scalar (a(i)); |
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331 return m; |
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332 } |
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333 } |
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334 else |
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335 return octave_rand::float_nd_array (dims); |
5730 | 336 } |
337 else | |
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338 { |
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339 if (additional_arg) |
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340 { |
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341 if (a.numel () == 1) |
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342 return octave_rand::nd_array (dims, a(0)); |
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343 else |
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344 { |
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345 if (a.dims () != dims) |
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346 { |
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347 error ("%s: mismatch in argument size", fcn); |
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348 return retval; |
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349 } |
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350 octave_idx_type len = a.numel (); |
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351 NDArray m (dims); |
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352 double *v = m.fortran_vec (); |
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353 for (octave_idx_type i = 0; i < len; i++) |
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354 v[i] = octave_rand::scalar (a(i)); |
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355 return m; |
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356 } |
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357 } |
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358 else |
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359 return octave_rand::nd_array (dims); |
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360 } |
2928 | 361 } |
362 | |
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363 DEFUN (rand, args, , |
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364 "-*- texinfo -*-\n\ |
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365 @deftypefn {Built-in Function} {} rand (@var{n})\n\ |
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366 @deftypefnx {Built-in Function} {} rand (@var{m}, @var{n}, @dots{})\n\ |
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367 @deftypefnx {Built-in Function} {} rand ([@var{m} @var{n} @dots{}])\n\ |
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368 @deftypefnx {Built-in Function} {@var{v} =} rand (\"state\")\n\ |
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369 @deftypefnx {Built-in Function} {} rand (\"state\", @var{v})\n\ |
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370 @deftypefnx {Built-in Function} {} rand (\"state\", \"reset\")\n\ |
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371 @deftypefnx {Built-in Function} {@var{v} =} rand (\"seed\")\n\ |
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372 @deftypefnx {Built-in Function} {} rand (\"seed\", @var{v})\n\ |
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373 @deftypefnx {Built-in Function} {} rand (\"seed\", \"reset\")\n\ |
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374 @deftypefnx {Built-in Function} {} rand (@dots{}, \"single\")\n\ |
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375 @deftypefnx {Built-in Function} {} rand (@dots{}, \"double\")\n\ |
3369 | 376 Return a matrix with random elements uniformly distributed on the\n\ |
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377 interval (0, 1).\n\ |
5730 | 378 \n\ |
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379 The arguments are handled the same as the arguments for @code{eye}.\n\ |
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380 \n\ |
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381 You can query the state of the random number generator using the form\n\ |
2928 | 382 \n\ |
3369 | 383 @example\n\ |
5730 | 384 v = rand (\"state\")\n\ |
385 @end example\n\ | |
386 \n\ | |
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387 This returns a column vector @var{v} of length 625. Later, you can restore\n\ |
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388 the random number generator to the state @var{v} using the form\n\ |
5730 | 389 \n\ |
390 @example\n\ | |
391 rand (\"state\", v)\n\ | |
3369 | 392 @end example\n\ |
393 \n\ | |
394 @noindent\n\ | |
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395 You may also initialize the state vector from an arbitrary vector of length\n\ |
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396 @leq{} 625 for @var{v}. This new state will be a hash based on the value of\n\ |
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397 @var{v}, not @var{v} itself.\n\ |
5730 | 398 \n\ |
399 By default, the generator is initialized from @code{/dev/urandom} if it is\n\ | |
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400 available, otherwise from CPU time, wall clock time, and the current\n\ |
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401 fraction of a second. Note that this differs from @sc{matlab}, which\n\ |
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402 always initializes the state to the same state at startup. To obtain\n\ |
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403 behavior comparable to @sc{matlab}, initialize with a deterministic state\n\ |
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404 vector in Octave's startup files (@pxref{Startup Files}).\n\ |
5730 | 405 \n\ |
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406 To compute the pseudo-random sequence, @code{rand} uses the Mersenne\n\ |
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407 Twister with a period of @math{2^{19937}-1}\n\ |
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408 (See @nospell{M. Matsumoto and T. Nishimura},\n\ |
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409 @cite{Mersenne Twister: A 623-dimensionally equidistributed uniform\n\ |
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410 pseudorandom number generator},\n\ |
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411 ACM Trans. on Modeling and Computer Simulation Vol. 8, No. 1, pp. 3--30,\n\ |
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412 January 1998,\n\ |
7171 | 413 @url{http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html}).\n\ |
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414 Do @strong{not} use for cryptography without securely hashing several\n\ |
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415 returned values together, otherwise the generator state can be learned after\n\ |
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416 reading 624 consecutive values.\n\ |
5730 | 417 \n\ |
7096 | 418 Older versions of Octave used a different random number generator.\n\ |
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419 The new generator is used by default as it is significantly faster than the\n\ |
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420 old generator, and produces random numbers with a significantly longer cycle\n\ |
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421 time. However, in some circumstances it might be desirable to obtain the\n\ |
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422 same random sequences as produced by the old generators. To do this the\n\ |
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423 keyword @qcode{\"seed\"} is used to specify that the old generators should\n\ |
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424 be used, as in\n\ |
2928 | 425 \n\ |
3369 | 426 @example\n\ |
5730 | 427 rand (\"seed\", val)\n\ |
3369 | 428 @end example\n\ |
429 \n\ | |
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430 @noindent\n\ |
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431 which sets the seed of the generator to @var{val}. The seed of the\n\ |
5730 | 432 generator can be queried with\n\ |
433 \n\ | |
434 @example\n\ | |
435 s = rand (\"seed\")\n\ | |
436 @end example\n\ | |
437 \n\ | |
438 However, it should be noted that querying the seed will not cause\n\ | |
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439 @code{rand} to use the old generators, only setting the seed will. To cause\n\ |
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440 @code{rand} to once again use the new generators, the keyword\n\ |
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441 @qcode{\"state\"} should be used to reset the state of the @code{rand}.\n\ |
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442 \n\ |
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443 The state or seed of the generator can be reset to a new random value using\n\ |
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444 the @qcode{\"reset\"} keyword.\n\ |
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445 \n\ |
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446 The class of the value returned can be controlled by a trailing\n\ |
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447 @qcode{\"double\"} or @qcode{\"single\"} argument. These are the only valid\n\ |
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448 classes.\n\ |
5798 | 449 @seealso{randn, rande, randg, randp}\n\ |
3369 | 450 @end deftypefn") |
2928 | 451 { |
4307 | 452 octave_value retval; |
2928 | 453 |
454 int nargin = args.length (); | |
455 | |
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456 retval = do_rand (args, nargin, "rand", "uniform"); |
2928 | 457 |
458 return retval; | |
459 } | |
460 | |
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461 // FIXME: The old generator (selected when "seed" is set) will not |
8871 | 462 // work properly if compiled to use 64-bit integers. |
463 | |
5730 | 464 /* |
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465 %!test # "state" can be a scalar |
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466 %! rand ("state", 12); x = rand (1,4); |
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467 %! rand ("state", 12); y = rand (1,4); |
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468 %! assert (x, y); |
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469 %!test # "state" can be a vector |
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470 %! rand ("state", [12,13]); x = rand (1,4); |
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471 %! rand ("state", [12;13]); y = rand (1,4); |
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472 %! assert (x, y); |
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473 %!test # querying "state" doesn't disturb sequence |
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474 %! rand ("state", 12); rand (1,2); x = rand (1,2); |
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475 %! rand ("state", 12); rand (1,2); |
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476 %! s = rand ("state"); y = rand (1,2); |
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477 %! assert (x, y); |
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478 %! rand ("state", s); z = rand (1,2); |
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479 %! assert (x, z); |
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480 %!test # "seed" must be a scalar |
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481 %! rand ("seed", 12); x = rand (1,4); |
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482 %! rand ("seed", 12); y = rand (1,4); |
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483 %! assert (x, y); |
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484 %!error <seed must be a real scalar> rand ("seed", [12,13]) |
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485 %!test # querying "seed" returns a value which can be used later |
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486 %! s = rand ("seed"); x = rand (1,2); |
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487 %! rand ("seed", s); y = rand (1,2); |
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488 %! assert (x, y); |
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489 %!test # querying "seed" doesn't disturb sequence |
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490 %! rand ("seed", 12); rand (1,2); x = rand (1,2); |
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491 %! rand ("seed", 12); rand (1,2); |
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492 %! s = rand ("seed"); y = rand (1,2); |
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493 %! assert (x, y); |
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494 %! rand ("seed", s); z = rand (1,2); |
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495 %! assert (x, z); |
5730 | 496 */ |
497 | |
498 /* | |
499 %!test | |
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500 %! ## Test fixed state |
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501 %! rand ("state", 1); |
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502 %! assert (rand (1,6), [0.1343642441124013 0.8474337369372327 0.763774618976614 0.2550690257394218 0.495435087091941 0.4494910647887382], 1e-6); |
6437 | 503 %!test |
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504 %! ## Test fixed seed |
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505 %! rand ("seed", 1); |
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506 %! assert (rand (1,6), [0.8668024251237512 0.9126510815694928 0.09366085007786751 0.1664607301354408 0.7408077004365623 0.7615650338120759], 1e-6); |
5730 | 507 %!test |
6437 | 508 %! if (__random_statistical_tests__) |
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509 %! ## statistical tests may fail occasionally. |
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510 %! rand ("state", 12); |
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511 %! x = rand (100000, 1); |
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512 %! assert (max (x) < 1); #*** Please report this!!! *** |
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513 %! assert (min (x) > 0); #*** Please report this!!! *** |
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514 %! assert (mean (x), 0.5, 0.0024); |
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515 %! assert (var (x), 1/48, 0.0632); |
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516 %! assert (skewness (x), 0, 0.012); |
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517 %! assert (kurtosis (x), -6/5, 0.0094); |
6437 | 518 %! endif |
519 %!test | |
520 %! if (__random_statistical_tests__) | |
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521 %! ## statistical tests may fail occasionally. |
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522 %! rand ("seed", 12); |
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523 %! x = rand (100000, 1); |
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524 %! assert (max (x) < 1); #*** Please report this!!! *** |
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525 %! assert (min (x) > 0); #*** Please report this!!! *** |
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526 %! assert (mean (x), 0.5, 0.0024); |
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527 %! assert (var (x), 1/48, 0.0632); |
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528 %! assert (skewness (x), 0, 0.012); |
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529 %! assert (kurtosis (x), -6/5, 0.0094); |
6437 | 530 %! endif |
5730 | 531 */ |
532 | |
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533 /* |
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534 %!# Test out-of-range values as rand() seeds. See oct-rand.cc: double2uint32(). |
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535 %!function v = __rand_sample__ (initval) |
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536 %! rand ("state", initval); |
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537 %! v = rand (1, 6); |
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538 %!endfunction |
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539 %! |
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540 %!assert (__rand_sample__ (0), __rand_sample__ (2^32)) |
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541 %!assert (__rand_sample__ (-2), __rand_sample__ (2^32-2)) |
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542 %!assert (__rand_sample__ (Inf), __rand_sample__ (NaN)) |
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543 %!assert (! isequal (__rand_sample__ (-1), __rand_sample__ (-2))) |
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544 */ |
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545 |
4307 | 546 static std::string current_distribution = octave_rand::distribution (); |
547 | |
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548 DEFUN (randn, args, , |
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549 "-*- texinfo -*-\n\ |
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550 @deftypefn {Built-in Function} {} randn (@var{n})\n\ |
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551 @deftypefnx {Built-in Function} {} randn (@var{m}, @var{n}, @dots{})\n\ |
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552 @deftypefnx {Built-in Function} {} randn ([@var{m} @var{n} @dots{}])\n\ |
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553 @deftypefnx {Built-in Function} {@var{v} =} randn (\"state\")\n\ |
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554 @deftypefnx {Built-in Function} {} randn (\"state\", @var{v})\n\ |
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555 @deftypefnx {Built-in Function} {} randn (\"state\", \"reset\")\n\ |
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556 @deftypefnx {Built-in Function} {@var{v} =} randn (\"seed\")\n\ |
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557 @deftypefnx {Built-in Function} {} randn (\"seed\", @var{v})\n\ |
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558 @deftypefnx {Built-in Function} {} randn (\"seed\", \"reset\")\n\ |
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559 @deftypefnx {Built-in Function} {} randn (@dots{}, \"single\")\n\ |
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560 @deftypefnx {Built-in Function} {} randn (@dots{}, \"double\")\n\ |
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561 Return a matrix with normally distributed random elements having zero mean\n\ |
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562 and variance one.\n\ |
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563 \n\ |
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564 The arguments are handled the same as the arguments for @code{rand}.\n\ |
3369 | 565 \n\ |
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566 By default, @code{randn} uses the @nospell{Marsaglia and Tsang}\n\ |
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567 ``Ziggurat technique'' to transform from a uniform to a normal distribution.\n\ |
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568 \n\ |
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569 The class of the value returned can be controlled by a trailing\n\ |
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570 @qcode{\"double\"} or @qcode{\"single\"} argument. These are the only valid\n\ |
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571 classes.\n\ |
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572 \n\ |
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573 Reference: @nospell{G. Marsaglia and W.W. Tsang},\n\ |
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574 @cite{Ziggurat Method for Generating Random Variables},\n\ |
5730 | 575 J. Statistical Software, vol 5, 2000,\n\ |
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576 @url{http://www.jstatsoft.org/v05/i08/}\n\ |
2928 | 577 \n\ |
6547 | 578 @seealso{rand, rande, randg, randp}\n\ |
3369 | 579 @end deftypefn") |
2928 | 580 { |
4307 | 581 octave_value retval; |
2928 | 582 |
583 int nargin = args.length (); | |
584 | |
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585 retval = do_rand (args, nargin, "randn", "normal"); |
2928 | 586 |
587 return retval; | |
588 } | |
589 | |
590 /* | |
5730 | 591 %!test |
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592 %! ## Test fixed state |
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593 %! randn ("state", 1); |
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594 %! assert (randn (1, 6), [-2.666521678978671 -0.7381719971724564 1.507903992673601 0.6019427189162239 -0.450661261143348 -0.7054431351574116], 1e-6); |
6437 | 595 %!test |
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596 %! ## Test fixed seed |
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597 %! randn ("seed", 1); |
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598 %! assert (randn (1, 6), [-1.039402365684509 -1.25938892364502 0.1968704611063004 0.3874166905879974 -0.5976632833480835 -0.6615074276924133], 1e-6); |
5730 | 599 %!test |
6437 | 600 %! if (__random_statistical_tests__) |
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601 %! ## statistical tests may fail occasionally. |
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602 %! randn ("state", 12); |
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603 %! x = randn (100000, 1); |
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604 %! assert (mean (x), 0, 0.01); |
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605 %! assert (var (x), 1, 0.02); |
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606 %! assert (skewness (x), 0, 0.02); |
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607 %! assert (kurtosis (x), 0, 0.04); |
6437 | 608 %! endif |
609 %!test | |
610 %! if (__random_statistical_tests__) | |
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611 %! ## statistical tests may fail occasionally. |
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612 %! randn ("seed", 12); |
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613 %! x = randn (100000, 1); |
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614 %! assert (mean (x), 0, 0.01); |
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615 %! assert (var (x), 1, 0.02); |
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616 %! assert (skewness (x), 0, 0.02); |
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617 %! assert (kurtosis (x), 0, 0.04); |
6437 | 618 %! endif |
5730 | 619 */ |
620 | |
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621 DEFUN (rande, args, , |
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622 "-*- texinfo -*-\n\ |
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623 @deftypefn {Built-in Function} {} rande (@var{n})\n\ |
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624 @deftypefnx {Built-in Function} {} rande (@var{m}, @var{n}, @dots{})\n\ |
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625 @deftypefnx {Built-in Function} {} rande ([@var{m} @var{n} @dots{}])\n\ |
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626 @deftypefnx {Built-in Function} {@var{v} =} rande (\"state\")\n\ |
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627 @deftypefnx {Built-in Function} {} rande (\"state\", @var{v})\n\ |
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628 @deftypefnx {Built-in Function} {} rande (\"state\", \"reset\")\n\ |
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629 @deftypefnx {Built-in Function} {@var{v} =} rande (\"seed\")\n\ |
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630 @deftypefnx {Built-in Function} {} rande (\"seed\", @var{v})\n\ |
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631 @deftypefnx {Built-in Function} {} rande (\"seed\", \"reset\")\n\ |
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632 @deftypefnx {Built-in Function} {} rande (@dots{}, \"single\")\n\ |
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633 @deftypefnx {Built-in Function} {} rande (@dots{}, \"double\")\n\ |
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634 Return a matrix with exponentially distributed random elements.\n\ |
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635 \n\ |
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636 The arguments are handled the same as the arguments for @code{rand}.\n\ |
5730 | 637 \n\ |
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638 By default, @code{randn} uses the @nospell{Marsaglia and Tsang}\n\ |
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639 ``Ziggurat technique'' to transform from a uniform to a normal distribution.\n\ |
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640 \n\ |
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641 The class of the value returned can be controlled by a trailing\n\ |
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642 @qcode{\"double\"} or @qcode{\"single\"} argument. These are the only valid\n\ |
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643 classes.\n\ |
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644 \n\ |
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645 Reference: @nospell{G. Marsaglia and W.W. Tsang},\n\ |
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646 @cite{Ziggurat Method for Generating Random Variables},\n\ |
5730 | 647 J. Statistical Software, vol 5, 2000,\n\ |
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648 @url{http://www.jstatsoft.org/v05/i08/}\n\ |
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649 \n\ |
6547 | 650 @seealso{rand, randn, randg, randp}\n\ |
5730 | 651 @end deftypefn") |
652 { | |
653 octave_value retval; | |
654 | |
655 int nargin = args.length (); | |
656 | |
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657 retval = do_rand (args, nargin, "rande", "exponential"); |
5730 | 658 |
659 return retval; | |
660 } | |
661 | |
662 /* | |
663 %!test | |
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664 %! ## Test fixed state |
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665 %! rande ("state", 1); |
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666 %! assert (rande (1, 6), [3.602973885835625 0.1386190677555021 0.6743112889616958 0.4512830847258422 0.7255744741233175 0.3415969205292291], 1e-6); |
6437 | 667 %!test |
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668 %! ## Test fixed seed |
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669 %! rande ("seed", 1); |
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670 %! assert (rande (1, 6), [0.06492075175653866 1.717980206012726 0.4816154008731246 0.5231300676241517 0.103910739364359 1.668931916356087], 1e-6); |
5730 | 671 %!test |
6437 | 672 %! if (__random_statistical_tests__) |
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673 %! ## statistical tests may fail occasionally |
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674 %! rande ("state", 1); |
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675 %! x = rande (100000, 1); |
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676 %! assert (min (x) > 0); # *** Please report this!!! *** |
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677 %! assert (mean (x), 1, 0.01); |
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678 %! assert (var (x), 1, 0.03); |
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679 %! assert (skewness (x), 2, 0.06); |
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680 %! assert (kurtosis (x), 6, 0.7); |
6437 | 681 %! endif |
682 %!test | |
683 %! if (__random_statistical_tests__) | |
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684 %! ## statistical tests may fail occasionally |
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685 %! rande ("seed", 1); |
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686 %! x = rande (100000, 1); |
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687 %! assert (min (x)>0); # *** Please report this!!! *** |
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688 %! assert (mean (x), 1, 0.01); |
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689 %! assert (var (x), 1, 0.03); |
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690 %! assert (skewness (x), 2, 0.06); |
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691 %! assert (kurtosis (x), 6, 0.7); |
6437 | 692 %! endif |
5730 | 693 */ |
694 | |
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695 DEFUN (randg, args, , |
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696 "-*- texinfo -*-\n\ |
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697 @deftypefn {Built-in Function} {} randg (@var{n})\n\ |
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698 @deftypefnx {Built-in Function} {} randg (@var{m}, @var{n}, @dots{})\n\ |
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699 @deftypefnx {Built-in Function} {} randg ([@var{m} @var{n} @dots{}])\n\ |
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700 @deftypefnx {Built-in Function} {@var{v} =} randg (\"state\")\n\ |
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701 @deftypefnx {Built-in Function} {} randg (\"state\", @var{v})\n\ |
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702 @deftypefnx {Built-in Function} {} randg (\"state\", \"reset\")\n\ |
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703 @deftypefnx {Built-in Function} {@var{v} =} randg (\"seed\")\n\ |
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704 @deftypefnx {Built-in Function} {} randg (\"seed\", @var{v})\n\ |
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705 @deftypefnx {Built-in Function} {} randg (\"seed\", \"reset\")\n\ |
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706 @deftypefnx {Built-in Function} {} randg (@dots{}, \"single\")\n\ |
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707 @deftypefnx {Built-in Function} {} randg (@dots{}, \"double\")\n\ |
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708 Return a matrix with @code{gamma (@var{a},1)} distributed random elements.\n\ |
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709 \n\ |
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710 The arguments are handled the same as the arguments for @code{rand}, except\n\ |
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711 for the argument @var{a}.\n\ |
5730 | 712 \n\ |
713 This can be used to generate many distributions:\n\ | |
714 \n\ | |
715 @table @asis\n\ | |
6547 | 716 @item @code{gamma (a, b)} for @code{a > -1}, @code{b > 0}\n\ |
10840 | 717 \n\ |
5730 | 718 @example\n\ |
6547 | 719 r = b * randg (a)\n\ |
5730 | 720 @end example\n\ |
10840 | 721 \n\ |
6547 | 722 @item @code{beta (a, b)} for @code{a > -1}, @code{b > -1}\n\ |
10840 | 723 \n\ |
5730 | 724 @example\n\ |
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725 @group\n\ |
6547 | 726 r1 = randg (a, 1)\n\ |
727 r = r1 / (r1 + randg (b, 1))\n\ | |
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728 @end group\n\ |
5730 | 729 @end example\n\ |
10840 | 730 \n\ |
6547 | 731 @item @code{Erlang (a, n)}\n\ |
10840 | 732 \n\ |
5730 | 733 @example\n\ |
6547 | 734 r = a * randg (n)\n\ |
5730 | 735 @end example\n\ |
10840 | 736 \n\ |
6547 | 737 @item @code{chisq (df)} for @code{df > 0}\n\ |
10840 | 738 \n\ |
5730 | 739 @example\n\ |
6547 | 740 r = 2 * randg (df / 2)\n\ |
5730 | 741 @end example\n\ |
10840 | 742 \n\ |
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743 @item @code{t (df)} for @code{0 < df < inf} (use randn if df is infinite)\n\ |
10840 | 744 \n\ |
5730 | 745 @example\n\ |
6547 | 746 r = randn () / sqrt (2 * randg (df / 2) / df)\n\ |
5730 | 747 @end example\n\ |
10840 | 748 \n\ |
6547 | 749 @item @code{F (n1, n2)} for @code{0 < n1}, @code{0 < n2}\n\ |
10840 | 750 \n\ |
5730 | 751 @example\n\ |
7096 | 752 @group\n\ |
753 ## r1 equals 1 if n1 is infinite\n\ | |
754 r1 = 2 * randg (n1 / 2) / n1\n\ | |
755 ## r2 equals 1 if n2 is infinite\n\ | |
756 r2 = 2 * randg (n2 / 2) / n2\n\ | |
5730 | 757 r = r1 / r2\n\n\ |
7096 | 758 @end group\n\ |
5730 | 759 @end example\n\ |
10840 | 760 \n\ |
5730 | 761 @item negative @code{binomial (n, p)} for @code{n > 0}, @code{0 < p <= 1}\n\ |
10840 | 762 \n\ |
5730 | 763 @example\n\ |
6547 | 764 r = randp ((1 - p) / p * randg (n))\n\ |
5730 | 765 @end example\n\ |
10840 | 766 \n\ |
6547 | 767 @item non-central @code{chisq (df, L)}, for @code{df >= 0} and @code{L > 0}\n\ |
5730 | 768 (use chisq if @code{L = 0})\n\ |
10840 | 769 \n\ |
5730 | 770 @example\n\ |
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771 @group\n\ |
6547 | 772 r = randp (L / 2)\n\ |
773 r(r > 0) = 2 * randg (r(r > 0))\n\ | |
774 r(df > 0) += 2 * randg (df(df > 0)/2)\n\ | |
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775 @end group\n\ |
5730 | 776 @end example\n\ |
10840 | 777 \n\ |
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778 @item @code{Dirichlet (a1, @dots{} ak)}\n\ |
10840 | 779 \n\ |
5730 | 780 @example\n\ |
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781 @group\n\ |
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782 r = (randg (a1), @dots{}, randg (ak))\n\ |
6547 | 783 r = r / sum (r)\n\ |
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784 @end group\n\ |
5730 | 785 @end example\n\ |
10840 | 786 \n\ |
5730 | 787 @end table\n\ |
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788 \n\ |
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789 The class of the value returned can be controlled by a trailing\n\ |
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790 @qcode{\"double\"} or @qcode{\"single\"} argument. These are the only valid\n\ |
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791 classes.\n\ |
6547 | 792 @seealso{rand, randn, rande, randp}\n\ |
5730 | 793 @end deftypefn") |
794 { | |
795 octave_value retval; | |
796 | |
797 int nargin = args.length (); | |
798 | |
799 if (nargin < 1) | |
800 error ("randg: insufficient arguments"); | |
801 else | |
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802 retval = do_rand (args, nargin, "randg", "gamma", true); |
5730 | 803 |
804 return retval; | |
805 } | |
806 | |
807 /* | |
808 %!test | |
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809 %! randg ("state", 12) |
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810 %! assert (randg ([-inf, -1, 0, inf, nan]), [nan, nan, nan, nan, nan]); # *** Please report |
6437 | 811 |
812 %!test | |
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813 %! ## Test fixed state |
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814 %! randg ("state", 1); |
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815 %! assert (randg (0.1, 1, 6), [0.0103951513331241 8.335671459898252e-05 0.00138691397249762 0.000587308416993855 0.495590518784736 2.3921917414795e-12], 1e-6); |
6437 | 816 %!test |
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817 %! ## Test fixed state |
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818 %! randg ("state", 1); |
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819 %! assert (randg (0.95, 1, 6), [3.099382433255327 0.3974529788871218 0.644367450750855 1.143261091802246 1.964111762696822 0.04011915547957939], 1e-6); |
6437 | 820 %!test |
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821 %! ## Test fixed state |
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822 %! randg ("state", 1); |
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823 %! assert (randg (1, 1, 6), [0.2273389379645993 1.288822625058359 0.2406335209340746 1.218869553370733 1.024649860162554 0.09631230343599533], 1e-6); |
6437 | 824 %!test |
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825 %! ## Test fixed state |
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826 %! randg ("state", 1); |
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827 %! assert (randg (10, 1, 6), [3.520369644331133 15.15369864472106 8.332112081991205 8.406211067432674 11.81193475187611 10.88792728177059], 1e-5); |
6437 | 828 %!test |
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829 %! ## Test fixed state |
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830 %! randg ("state", 1); |
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831 %! assert (randg (100, 1, 6), [75.34570255262264 115.4911985594699 95.23493031356388 95.48926019250911 106.2397448229803 103.4813150404118], 1e-4); |
6437 | 832 %!test |
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833 %! ## Test fixed seed |
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834 %! randg ("seed", 1); |
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835 %! assert (randg (0.1, 1, 6), [0.07144210487604141 0.460641473531723 0.4749028384685516 0.06823389977216721 0.000293838675133884 1.802567535340305e-12], 1e-6); |
6437 | 836 %!test |
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837 %! ## Test fixed seed |
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838 %! randg ("seed", 1); |
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839 %! assert (randg (0.95, 1, 6), [1.664905071258545 1.879976987838745 1.905677795410156 0.9948706030845642 0.5606933236122131 0.0766092911362648], 1e-6); |
6437 | 840 %!test |
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841 %! ## Test fixed seed |
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842 %! randg ("seed", 1); |
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843 %! assert (randg (1, 1, 6), [0.03512085229158401 0.6488978862762451 0.8114678859710693 0.1666885763406754 1.60791552066803 1.90356981754303], 1e-6); |
6437 | 844 %!test |
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845 %! ## Test fixed seed |
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846 %! randg ("seed", 1); |
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847 %! assert (randg (10, 1, 6), [6.566435813903809 10.11648464202881 10.73162078857422 7.747178077697754 6.278522491455078 6.240195751190186], 1e-5); |
6437 | 848 %!test |
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849 %! ## Test fixed seed |
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850 %! randg ("seed", 1); |
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851 %! assert (randg (100, 1, 6), [89.40208435058594 101.4734725952148 103.4020004272461 93.62763214111328 88.33104705810547 88.1871337890625], 1e-4); |
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852 %!test |
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853 %! ## Test out-of-bounds values produce NaN w/old-style generators & floats |
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854 %! randg ("seed", 1); |
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855 %! result = randg ([-2 Inf], "single"); |
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856 %! assert (result, single ([NaN NaN])); |
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857 |
6437 | 858 %!test |
859 %! if (__random_statistical_tests__) | |
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860 %! ## statistical tests may fail occasionally. |
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861 %! randg ("state", 12); |
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862 %! a = 0.1; |
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863 %! x = randg (a, 100000, 1); |
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864 %! assert (mean (x), a, 0.01); |
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865 %! assert (var (x), a, 0.01); |
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866 %! assert (skewness (x), 2/sqrt (a), 1); |
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867 %! assert (kurtosis (x), 6/a, 50); |
6437 | 868 %! endif |
869 %!test | |
870 %! if (__random_statistical_tests__) | |
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871 %! ## statistical tests may fail occasionally. |
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872 %! randg ("state", 12); |
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873 %! a = 0.95; |
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874 %! x = randg (a, 100000, 1); |
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875 %! assert (mean (x), a, 0.01); |
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876 %! assert (var (x), a, 0.04); |
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877 %! assert (skewness (x), 2/sqrt (a), 0.2); |
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878 %! assert (kurtosis (x), 6/a, 2); |
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879 %! endif |
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880 %!test |
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881 %! if (__random_statistical_tests__) |
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882 %! ## statistical tests may fail occasionally. |
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883 %! randg ("state", 12); |
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884 %! a = 1; |
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885 %! x = randg (a, 100000, 1); |
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886 %! assert (mean (x), a, 0.01); |
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887 %! assert (var (x), a, 0.04); |
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888 %! assert (skewness (x), 2/sqrt (a), 0.2); |
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889 %! assert (kurtosis (x), 6/a, 2); |
6437 | 890 %! endif |
891 %!test | |
892 %! if (__random_statistical_tests__) | |
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893 %! ## statistical tests may fail occasionally. |
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894 %! randg ("state", 12); |
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895 %! a = 10; |
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896 %! x = randg (a, 100000, 1); |
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897 %! assert (mean (x), a, 0.1); |
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898 %! assert (var (x), a, 0.5); |
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899 %! assert (skewness (x), 2/sqrt (a), 0.1); |
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900 %! assert (kurtosis (x), 6/a, 0.5); |
6437 | 901 %! endif |
902 %!test | |
903 %! if (__random_statistical_tests__) | |
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904 %! ## statistical tests may fail occasionally. |
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905 %! randg ("state", 12); |
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906 %! a = 100; |
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907 %! x = randg (a, 100000, 1); |
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908 %! assert (mean (x), a, 0.2); |
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909 %! assert (var (x), a, 2); |
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910 %! assert (skewness (x), 2/sqrt (a), 0.05); |
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911 %! assert (kurtosis (x), 6/a, 0.2); |
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912 %! endif |
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913 %!test |
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914 %! randg ("seed", 12); |
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915 %!assert (randg ([-inf, -1, 0, inf, nan]), [nan, nan, nan, nan, nan]) # *** Please report |
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916 %!test |
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917 %! if (__random_statistical_tests__) |
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918 %! ## statistical tests may fail occasionally. |
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919 %! randg ("seed", 12); |
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920 %! a = 0.1; |
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921 %! x = randg (a, 100000, 1); |
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922 %! assert (mean (x), a, 0.01); |
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923 %! assert (var (x), a, 0.01); |
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924 %! assert (skewness (x), 2/sqrt (a), 1); |
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925 %! assert (kurtosis (x), 6/a, 50); |
6437 | 926 %! endif |
927 %!test | |
928 %! if (__random_statistical_tests__) | |
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929 %! ## statistical tests may fail occasionally. |
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930 %! randg ("seed", 12); |
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931 %! a = 0.95; |
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932 %! x = randg (a, 100000, 1); |
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933 %! assert (mean (x), a, 0.01); |
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934 %! assert (var (x), a, 0.04); |
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935 %! assert (skewness (x), 2/sqrt (a), 0.2); |
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936 %! assert (kurtosis (x), 6/a, 2); |
6437 | 937 %! endif |
938 %!test | |
939 %! if (__random_statistical_tests__) | |
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940 %! ## statistical tests may fail occasionally. |
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941 %! randg ("seed", 12); |
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942 %! a = 1; |
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943 %! x = randg (a, 100000, 1); |
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944 %! assert (mean (x), a, 0.01); |
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945 %! assert (var (x), a, 0.04); |
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946 %! assert (skewness (x), 2/sqrt (a), 0.2); |
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947 %! assert (kurtosis (x), 6/a, 2); |
6437 | 948 %! endif |
5730 | 949 %!test |
6437 | 950 %! if (__random_statistical_tests__) |
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951 %! ## statistical tests may fail occasionally. |
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952 %! randg ("seed", 12); |
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953 %! a = 10; |
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954 %! x = randg (a, 100000, 1); |
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955 %! assert (mean (x), a, 0.1); |
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956 %! assert (var (x), a, 0.5); |
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957 %! assert (skewness (x), 2/sqrt (a), 0.1); |
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958 %! assert (kurtosis (x), 6/a, 0.5); |
6437 | 959 %! endif |
5730 | 960 %!test |
6437 | 961 %! if (__random_statistical_tests__) |
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962 %! ## statistical tests may fail occasionally. |
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963 %! randg ("seed", 12); |
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964 %! a = 100; |
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965 %! x = randg (a, 100000, 1); |
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966 %! assert (mean (x), a, 0.2); |
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967 %! assert (var (x), a, 2); |
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968 %! assert (skewness (x), 2/sqrt (a), 0.05); |
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969 %! assert (kurtosis (x), 6/a, 0.2); |
6437 | 970 %! endif |
5730 | 971 */ |
972 | |
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973 DEFUN (randp, args, , |
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974 "-*- texinfo -*-\n\ |
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975 @deftypefn {Built-in Function} {} randp (@var{l}, @var{n})\n\ |
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976 @deftypefnx {Built-in Function} {} randp (@var{l}, @var{m}, @var{n}, @dots{})\n\ |
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977 @deftypefnx {Built-in Function} {} randp (@var{l}, [@var{m} @var{n} @dots{}])\n\ |
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978 @deftypefnx {Built-in Function} {@var{v} =} randp (\"state\")\n\ |
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979 @deftypefnx {Built-in Function} {} randp (\"state\", @var{v})\n\ |
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980 @deftypefnx {Built-in Function} {} randp (\"state\", \"reset\")\n\ |
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981 @deftypefnx {Built-in Function} {@var{v} =} randp (\"seed\")\n\ |
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982 @deftypefnx {Built-in Function} {} randp (\"seed\", @var{v})\n\ |
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983 @deftypefnx {Built-in Function} {} randp (\"seed\", \"reset\")\n\ |
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984 @deftypefnx {Built-in Function} {} randp (@dots{}, \"single\")\n\ |
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985 @deftypefnx {Built-in Function} {} randp (@dots{}, \"double\")\n\ |
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986 Return a matrix with Poisson distributed random elements with mean value\n\ |
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987 parameter given by the first argument, @var{l}.\n\ |
5730 | 988 \n\ |
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989 The arguments are handled the same as the arguments for @code{rand}, except\n\ |
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990 for the argument @var{l}.\n\ |
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991 \n\ |
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992 Five different algorithms are used depending on the range of @var{l} and\n\ |
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993 whether or not @var{l} is a scalar or a matrix.\n\ |
5730 | 994 \n\ |
995 @table @asis\n\ | |
10840 | 996 @item For scalar @var{l} @leq{} 12, use direct method.\n\ |
997 W.H. Press, et al., @cite{Numerical Recipes in C},\n\ | |
998 Cambridge University Press, 1992.\n\ | |
999 \n\ | |
5730 | 1000 @item For scalar @var{l} > 12, use rejection method.[1]\n\ |
10840 | 1001 W.H. Press, et al., @cite{Numerical Recipes in C},\n\ |
1002 Cambridge University Press, 1992.\n\ | |
1003 \n\ | |
1004 @item For matrix @var{l} @leq{} 10, use inversion method.[2]\n\ | |
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1005 @nospell{E. Stadlober, et al., WinRand source code}, available via FTP.\n\ |
10840 | 1006 \n\ |
5730 | 1007 @item For matrix @var{l} > 10, use patchwork rejection method.\n\ |
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1008 @nospell{E. Stadlober, et al., WinRand source code}, available via FTP, or\n\ |
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1009 @nospell{H. Zechner}, @cite{Efficient sampling from continuous and discrete\n\ |
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1010 unimodal distributions}, Doctoral Dissertation, 156pp., Technical\n\ |
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1011 University @nospell{Graz}, Austria, 1994.\n\ |
10840 | 1012 \n\ |
5730 | 1013 @item For @var{l} > 1e8, use normal approximation.\n\ |
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1014 @nospell{L. Montanet}, et al., @cite{Review of Particle Properties},\n\ |
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1015 Physical Review D 50 p1284, 1994.\n\ |
5730 | 1016 @end table\n\ |
14655
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1017 \n\ |
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1018 The class of the value returned can be controlled by a trailing\n\ |
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|
1019 @qcode{\"double\"} or @qcode{\"single\"} argument. These are the only valid\n\ |
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|
1020 classes.\n\ |
6547 | 1021 @seealso{rand, randn, rande, randg}\n\ |
5730 | 1022 @end deftypefn") |
1023 { | |
1024 octave_value retval; | |
1025 | |
1026 int nargin = args.length (); | |
1027 | |
1028 if (nargin < 1) | |
1029 error ("randp: insufficient arguments"); | |
1030 else | |
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1031 retval = do_rand (args, nargin, "randp", "poisson", true); |
5730 | 1032 |
1033 return retval; | |
1034 } | |
1035 | |
1036 /* | |
1037 %!test | |
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1038 %! randp ("state", 12); |
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1039 %! assert (randp ([-inf, -1, 0, inf, nan]), [nan, nan, 0, nan, nan]); # *** Please report |
6437 | 1040 %!test |
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1041 %! ## Test fixed state |
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1042 %! randp ("state", 1); |
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1043 %! assert (randp (5, 1, 6), [5 5 3 7 7 3]) |
6437 | 1044 %!test |
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1045 %! ## Test fixed state |
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1046 %! randp ("state", 1); |
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1047 %! assert (randp (15, 1, 6), [13 15 8 18 18 15]) |
6437 | 1048 %!test |
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1049 %! ## Test fixed state |
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1050 %! randp ("state", 1); |
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1051 %! assert (randp (1e9, 1, 6), [999915677 999976657 1000047684 1000019035 999985749 999977692], -1e-6) |
6437 | 1052 %!test |
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1053 %! ## Test fixed state |
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1054 %! randp ("seed", 1); |
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1055 %! %%assert (randp (5, 1, 6), [8 2 3 6 6 8]) |
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1056 %! assert (randp (5, 1, 5), [8 2 3 6 6]) |
6437 | 1057 %!test |
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1058 %! ## Test fixed state |
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1059 %! randp ("seed", 1); |
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1060 %! assert (randp (15, 1, 6), [15 16 12 10 10 12]) |
6437 | 1061 %!test |
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1062 %! ## Test fixed state |
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1063 %! randp ("seed", 1); |
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1064 %! assert (randp (1e9, 1, 6), [1000006208 1000012224 999981120 999963520 999963072 999981440], -1e-6) |
6437 | 1065 %!test |
1066 %! if (__random_statistical_tests__) | |
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1067 %! ## statistical tests may fail occasionally. |
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1068 %! randp ("state", 12); |
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1069 %! for a = [5, 15, 1e9; 0.03, 0.03, -5e-3; 0.03, 0.03, 0.03] |
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1070 %! x = randp (a (1), 100000, 1); |
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1071 %! assert (min (x) >= 0); # *** Please report this!!! *** |
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1072 %! assert (mean (x), a(1), a(2)); |
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1073 %! assert (var (x), a(1), 0.02*a(1)); |
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1074 %! assert (skewness (x), 1/sqrt (a(1)), a(3)); |
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|
1075 %! assert (kurtosis (x), 1/a(1), 3*a(3)); |
6437 | 1076 %! endfor |
1077 %! endif | |
1078 %!test | |
1079 %! if (__random_statistical_tests__) | |
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1080 %! ## statistical tests may fail occasionally. |
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1081 %! randp ("state", 12); |
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1082 %! for a = [5, 15, 1e9; 0.03, 0.03, -5e-3; 0.03, 0.03, 0.03] |
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1083 %! x = randp (a(1)*ones (100000, 1), 100000, 1); |
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1084 %! assert (min (x) >= 0); # *** Please report this!!! *** |
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1085 %! assert (mean (x), a(1), a(2)); |
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1086 %! assert (var (x), a(1), 0.02*a(1)); |
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1087 %! assert (skewness (x), 1/sqrt (a(1)), a(3)); |
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1088 %! assert (kurtosis (x), 1/a(1), 3*a(3)); |
6437 | 1089 %! endfor |
1090 %! endif | |
1091 %!test | |
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1092 %! randp ("seed", 12); |
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1093 %! assert (randp ([-inf, -1, 0, inf, nan]), [nan, nan, 0, nan, nan]); # *** Please report |
5730 | 1094 %!test |
6449 | 1095 %! if (__random_statistical_tests__) |
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1096 %! ## statistical tests may fail occasionally. |
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1097 %! randp ("seed", 12); |
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1098 %! for a = [5, 15, 1e9; 0.03, 0.03, -5e-3; 0.03, 0.03, 0.03] |
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1099 %! x = randp (a(1), 100000, 1); |
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1100 %! assert (min (x) >= 0); # *** Please report this!!! *** |
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1101 %! assert (mean (x), a(1), a(2)); |
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1102 %! assert (var (x), a(1), 0.02*a(1)); |
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1103 %! assert (skewness (x), 1/sqrt (a(1)), a(3)); |
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1104 %! assert (kurtosis (x), 1/a(1), 3*a(3)); |
6449 | 1105 %! endfor |
1106 %! endif | |
5730 | 1107 %!test |
6449 | 1108 %! if (__random_statistical_tests__) |
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1109 %! ## statistical tests may fail occasionally. |
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1110 %! randp ("seed", 12); |
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1111 %! for a = [5, 15, 1e9; 0.03, 0.03, -5e-3; 0.03, 0.03, 0.03] |
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1112 %! x = randp (a(1)*ones (100000, 1), 100000, 1); |
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1113 %! assert (min (x) >= 0); # *** Please report this!!! *** |
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1114 %! assert (mean (x), a(1), a(2)); |
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1115 %! assert (var (x), a(1), 0.02*a(1)); |
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1116 %! assert (skewness (x), 1/sqrt (a(1)), a(3)); |
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1117 %! assert (kurtosis (x), 1/a(1), 3*a(3)); |
6449 | 1118 %! endfor |
1119 %! endif | |
5730 | 1120 */ |
1121 | |
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1122 DEFUN (randperm, args, , |
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1123 "-*- texinfo -*-\n\ |
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1124 @deftypefn {Built-in Function} {} randperm (@var{n})\n\ |
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1125 @deftypefnx {Built-in Function} {} randperm (@var{n}, @var{m})\n\ |
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1126 Return a row vector containing a random permutation of @code{1:@var{n}}.\n\ |
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1127 \n\ |
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1128 If @var{m} is supplied, return @var{m} unique entries, sampled without\n\ |
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1129 replacement from @code{1:@var{n}}.\n\ |
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1130 \n\ |
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1131 The complexity is O(@var{n}) in memory and O(@var{m}) in time, unless\n\ |
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1132 @var{m} < @var{n}/5, in which case O(@var{m}) memory is used as well. The\n\ |
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1133 randomization is performed using rand(). All permutations are equally\n\ |
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1134 likely.\n\ |
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1135 @seealso{perms}\n\ |
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1136 @end deftypefn") |
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1137 { |
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1138 |
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1139 #ifdef USE_UNORDERED_MAP_WITH_TR1 |
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1140 using std::tr1::unordered_map; |
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1141 #else |
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1142 using std::unordered_map; |
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1143 #endif |
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1144 |
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1145 int nargin = args.length (); |
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1146 octave_value retval; |
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1147 |
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1148 if (nargin == 1 || nargin == 2) |
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1149 { |
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1150 octave_idx_type n, m; |
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1151 |
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|
1152 n = args(0).idx_type_value (true); |
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|
1153 |
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1154 if (nargin == 2) |
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1155 m = args(1).idx_type_value (true); |
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1156 else |
13186
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1157 m = n; |
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1158 |
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|
1159 if (m < 0 || n < 0) |
11553
01f703952eff
Improve docstrings for functions in DLD-FUNCTIONS directory.
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|
1160 error ("randperm: M and N must be non-negative"); |
9647
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1161 |
13186
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|
1162 if (m > n) |
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|
1163 error ("randperm: M must be less than or equal to N"); |
2896c083576a
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|
1164 |
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Jordi Gutiérrez Hermoso <jordigh@octave.org>
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|
1165 // Quick and dirty heuristic to decide if we allocate or not the |
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|
1166 // whole vector for tracking the truncated shuffle. |
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Jordi Gutiérrez Hermoso <jordigh@octave.org>
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|
1167 bool short_shuffle = m < n/5; |
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|
1168 |
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|
1169 // Generate random numbers. |
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1170 NDArray r = octave_rand::nd_array (dim_vector (1, m)); |
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1171 double *rvec = r.fortran_vec (); |
9647
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1172 |
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1173 octave_idx_type idx_len = short_shuffle ? m : n; |
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1174 Array<octave_idx_type> idx; |
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1175 try |
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|
1176 { |
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1177 idx = Array<octave_idx_type> (dim_vector (1, idx_len)); |
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|
1178 } |
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|
1179 catch (const std::bad_alloc&) |
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1180 { |
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1181 // Looks like n is too big and short_shuffle is false. |
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1182 // Let's try again, but this time with the alternative. |
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1183 idx_len = m; |
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1184 short_shuffle = true; |
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|
1185 idx = Array<octave_idx_type> (dim_vector (1, idx_len)); |
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|
1186 } |
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Jordi Gutiérrez Hermoso <jordigh@octave.org>
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|
1187 |
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|
1188 octave_idx_type *ivec = idx.fortran_vec (); |
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|
1189 |
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1190 for (octave_idx_type i = 0; i < idx_len; i++) |
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1191 ivec[i] = i; |
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1192 |
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1193 if (short_shuffle) |
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|
1194 { |
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|
1195 unordered_map<octave_idx_type, octave_idx_type> map (m); |
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Jordi Gutiérrez Hermoso <jordigh@octave.org>
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1196 |
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1197 // Perform the Knuth shuffle only keeping track of moved |
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1198 // entries in the map |
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1199 for (octave_idx_type i = 0; i < m; i++) |
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1200 { |
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|
1201 octave_idx_type k = i + |
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|
1202 gnulib::floor (rvec[i] * (n - i)); |
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Jordi Gutiérrez Hermoso <jordigh@octave.org>
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1203 |
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1204 //For shuffling first m entries, no need to use extra |
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|
1205 //storage |
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|
1206 if (k < m) |
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|
1207 { |
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|
1208 std::swap (ivec[i], ivec[k]); |
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1209 } |
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|
1210 else |
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|
1211 { |
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1212 if (map.find (k) == map.end ()) |
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1213 map[k] = k; |
13255
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|
1214 |
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|
1215 std::swap (ivec[i], map[k]); |
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Jordi Gutiérrez Hermoso <jordigh@octave.org>
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|
1216 } |
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Jordi Gutiérrez Hermoso <jordigh@octave.org>
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|
1217 } |
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|
1218 } |
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|
1219 else |
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|
1220 { |
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|
1221 |
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1222 // Perform the Knuth shuffle of the first m entries |
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|
1223 for (octave_idx_type i = 0; i < m; i++) |
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|
1224 { |
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|
1225 octave_idx_type k = i + |
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|
1226 gnulib::floor (rvec[i] * (n - i)); |
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|
1227 std::swap (ivec[i], ivec[k]); |
9647
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|
1228 } |
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|
1229 } |
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changeset
|
1230 |
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|
1231 // Convert to doubles, reusing r. |
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1232 for (octave_idx_type i = 0; i < m; i++) |
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|
1233 rvec[i] = ivec[i] + 1; |
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|
1234 |
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|
1235 if (m < n) |
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|
1236 idx.resize (dim_vector (1, m)); |
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|
1237 |
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|
1238 // Now create an array object with a cached idx_vector. |
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1239 retval = new octave_matrix (r, idx_vector (idx)); |
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1240 } |
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|
1241 else |
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|
1242 print_usage (); |
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1243 |
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|
1244 return retval; |
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|
1245 } |
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|
1246 |
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|
1247 /* |
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|
1248 %!assert (sort (randperm (20)), 1:20) |
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|
1249 %!assert (length (randperm (20,10)), 10) |
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1250 |
17662
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|
1251 ## Test biggish N (bug #39378) |
17812
fffd0c0ca2dc
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|
1252 %!assert (length (randperm (30000^2, 100000)), 100000) |
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1253 |
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|
1254 %!test |
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|
1255 %! rand ("seed", 0); |
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|
1256 %! for i = 1:100 |
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|
1257 %! p = randperm (305, 30); |
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|
1258 %! assert (length (unique (p)), 30); |
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|
1259 %! endfor |
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1260 */ |