annotate liboctave/oct-rand.h @ 14655:43db83eff9db

Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) * oct-rand.cc (octave_rand:do_matrix): Remove method. (octave_rand::do_float_scalar, octave_rand::do_float_nd_array, octave_rand::do_float_vector): New methods. * oct-rand.h (octave_rand:do_matrix, octave_rand::matrix): Remove methods. (octave_rand::do_float_scalar, octave_rand::do_float_nd_array, octave_rand::do_float_vector, octave_rand::float_scalar, octave_rand::do_nd_array, octave_rand::float_vector): Declare new methods. * randgamma.c (oct_fill_float_randg, oct_float_randg): New functions. * randgamma.h (oct_fill_float_randg, oct_float_randg): Declare new functions. * randpoisson.c (oct_fill_float_randp, oct_float_randp): New functions. (poisson_cdf_lookup_float, poisson_rejection_float): New static functions. * randpoisson.h (oct_fill_float_randp, oct_float_randp): Declare new functions. * randmtzig.c (randu64) : Remove static function. (ALLBITS): Remove compile flag logic. (randu32): Change return type to float. (oct_float_randu, oct_float_randn, oct_float_rande, oct_fill_float_randu, oct_fill_float_randn, oct_fill_float_rande): New functions. (create_ziggurat_float_tables): New static function. * randmtzig.h (oct_float_randu, oct_float_randn, oct_float_rande, oct_fill_float_randu, oct_fill_float_randn, oct_fill_float_rande): Declare new functions. * rand.cc (do_rand): Add logic to parse "double" or "single" as final argument.
author David Bateman <dbateman@free.fr>
date Sat, 19 May 2012 00:14:59 +0200
parents 72c96de7a403
children
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1 /*
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2
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3 Copyright (C) 2003-2012 John W. Eaton
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4
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5 This file is part of Octave.
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6
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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23 #if !defined (octave_rand_h)
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24 #define octave_rand_h 1
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25
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26 #include <map>
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27 #include <string>
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28
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29 #include "dColVector.h"
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30 #include "dNDArray.h"
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31 #include "fNDArray.h"
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32 #include "lo-ieee.h"
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34 class
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35 OCTAVE_API
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36 octave_rand
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37 {
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38 protected:
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39
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40 octave_rand (void);
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41
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42 public:
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43
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44 ~octave_rand (void) { }
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45
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46 static bool instance_ok (void);
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47
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48 // Return the current seed.
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49 static double seed (void)
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50 {
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51 return instance_ok () ? instance->do_seed () : octave_NaN;
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52 }
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53
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54 // Set the seed.
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55 static void seed (double s)
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56 {
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57 if (instance_ok ())
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58 instance->do_seed (s);
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59 }
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60
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61 // Reset the seed.
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62 static void reset (void)
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63 {
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64 if (instance_ok ())
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65 instance->do_reset ();
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66 }
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67
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68 // Return the current state.
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69 static ColumnVector state (const std::string& d = std::string ())
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70 {
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71 return instance_ok () ? instance->do_state (d) : ColumnVector ();
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72 }
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73
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74 // Set the current state/
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75 static void state (const ColumnVector &s,
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76 const std::string& d = std::string ())
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77 {
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78 if (instance_ok ())
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79 instance->do_state (s, d);
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80 }
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81
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82 // Reset the current state/
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83 static void reset (const std::string& d)
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84 {
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85 if (instance_ok ())
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86 instance->do_reset (d);
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87 }
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88
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89 // Return the current distribution.
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90 static std::string distribution (void)
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91 {
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92 return instance_ok () ? instance->do_distribution () : std::string ();
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93 }
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94
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95 // Set the current distribution. May be either "uniform" (the
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96 // default), "normal", "exponential", "poisson", or "gamma".
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97 static void distribution (const std::string& d)
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98 {
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99 if (instance_ok ())
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100 instance->do_distribution (d);
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101 }
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102
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103 static void uniform_distribution (void)
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104 {
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105 if (instance_ok ())
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106 instance->do_uniform_distribution ();
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107 }
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108
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109 static void normal_distribution (void)
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110 {
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111 if (instance_ok ())
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112 instance->do_normal_distribution ();
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113 }
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114
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115 static void exponential_distribution (void)
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116 {
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117 if (instance_ok ())
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118 instance->do_exponential_distribution ();
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119 }
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120
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121 static void poisson_distribution (void)
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122 {
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123 if (instance_ok ())
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124 instance->do_poisson_distribution ();
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125 }
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126
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127 static void gamma_distribution (void)
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128 {
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129 if (instance_ok ())
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130 instance->do_gamma_distribution ();
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131 }
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132
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133 // Return the next number from the sequence.
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134 static double scalar (double a = 1.0)
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135 {
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136 return instance_ok () ? instance->do_scalar (a) : octave_NaN;
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137 }
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138
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139 // Return the next number from the sequence.
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140 static float float_scalar (float a = 1.0)
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141 {
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142 return instance_ok () ? instance->do_float_scalar (a) : octave_Float_NaN;
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143 }
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144
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145 // Return an array of numbers from the sequence.
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146 static Array<double> vector (octave_idx_type n, double a = 1.0)
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147 {
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148 return instance_ok () ? instance->do_vector (n, a) : Array<double> ();
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149 }
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150
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151 // Return an array of numbers from the sequence.
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152 static Array<float> float_vector (octave_idx_type n, float a = 1.0)
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153 {
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154 return instance_ok () ? instance->do_float_vector (n, a) : Array<float> ();
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155 }
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156
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157 // Return an N-dimensional array of numbers from the sequence,
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158 // filled in column major order.
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159 static NDArray nd_array (const dim_vector& dims, double a = 1.0)
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160 {
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161 return instance_ok () ? instance->do_nd_array (dims, a) : NDArray ();
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162 }
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163
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164
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165 // Return an N-dimensional array of numbers from the sequence,
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166 // filled in column major order.
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167 static FloatNDArray float_nd_array (const dim_vector& dims, float a = 1.0)
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168 {
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169 return instance_ok () ? instance->do_float_nd_array (dims, a) : FloatNDArray ();
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170 }
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171
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172 private:
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173
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174 static octave_rand *instance;
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175
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176 static void cleanup_instance (void) { delete instance; instance = 0; }
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177
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178 enum
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179 {
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180 unknown_dist,
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181 uniform_dist,
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182 normal_dist,
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183 expon_dist,
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184 poisson_dist,
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185 gamma_dist
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186 };
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187
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188 // Current distribution of random numbers.
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189 int current_distribution;
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190
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191 // If TRUE, use old RANLIB generators. Otherwise, use Mersenne
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192 // Twister generator.
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193 bool use_old_generators;
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194
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195 // Saved MT states.
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196 std::map<int, ColumnVector> rand_states;
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197
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198 // Return the current seed.
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199 double do_seed (void);
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200
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201 // Set the seed.
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202 void do_seed (double s);
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203
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204 // Reset the seed.
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205 void do_reset ();
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206
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207 // Return the current state.
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208 ColumnVector do_state (const std::string& d);
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209
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210 // Set the current state/
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211 void do_state (const ColumnVector &s, const std::string& d);
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212
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213 // Reset the current state/
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214 void do_reset (const std::string& d);
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215
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216 // Return the current distribution.
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217 std::string do_distribution (void);
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218
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219 // Set the current distribution. May be either "uniform" (the
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220 // default), "normal", "exponential", "poisson", or "gamma".
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221 void do_distribution (const std::string& d);
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222
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223 void do_uniform_distribution (void);
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224
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225 void do_normal_distribution (void);
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226
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227 void do_exponential_distribution (void);
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228
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229 void do_poisson_distribution (void);
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230
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231 void do_gamma_distribution (void);
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232
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233 // Return the next number from the sequence.
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234 double do_scalar (double a = 1.);
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235
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236 // Return the next number from the sequence.
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237 float do_float_scalar (float a = 1.);
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238
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239 // Return an array of numbers from the sequence.
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240 Array<double> do_vector (octave_idx_type n, double a = 1.);
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241
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242 // Return an array of numbers from the sequence.
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243 Array<float> do_float_vector (octave_idx_type n, float a = 1.);
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244
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245 // Return an N-dimensional array of numbers from the sequence,
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246 // filled in column major order.
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247 NDArray do_nd_array (const dim_vector& dims, double a = 1.);
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248
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249 // Return an N-dimensional array of numbers from the sequence,
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250 // filled in column major order.
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251 FloatNDArray do_float_nd_array (const dim_vector& dims, float a = 1.);
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252
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253 // Some helper functions.
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254
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255 void initialize_ranlib_generators (void);
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256
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257 void initialize_mersenne_twister (void);
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258
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259 ColumnVector get_internal_state (void);
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260
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261 void save_state (void);
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262
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263 int get_dist_id (const std::string& d);
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264
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265 void set_internal_state (const ColumnVector& s);
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266
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267 void switch_to_generator (int dist);
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268
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269 void fill (octave_idx_type len, double *v, double a);
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270
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271 void fill (octave_idx_type len, float *v, float a);
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272 };
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273
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274 #endif