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annotate liboctave/oct-rand.cc @ 14026:3781981be535 ss-3-5-90

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snapshot 3.5.90 * configure.ac (AC_INIT): Version is now 3.5.90. (OCTAVE_API_VERSION_NUMBER): Now 46. (OCTAVE_RELEASE_DATE): Now 2011-12-11.
author John W. Eaton <jwe@octave.org>
date Sun, 11 Dec 2011 23:18:31 -0500
parents 7dd7cccf0757
children 72c96de7a403
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1 /*
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2
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3 Copyright (C) 2003-2011 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
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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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
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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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
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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 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include <map>
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28 #include <vector>
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29
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30 #include <stdint.h>
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31
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32 #include "data-conv.h"
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33 #include "f77-fcn.h"
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34 #include "lo-error.h"
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35 #include "lo-ieee.h"
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36 #include "lo-mappers.h"
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37 #include "mach-info.h"
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38 #include "oct-locbuf.h"
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39 #include "oct-rand.h"
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40 #include "oct-time.h"
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41 #include "randgamma.h"
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42 #include "randmtzig.h"
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43 #include "randpoisson.h"
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44 #include "singleton-cleanup.h"
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45
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46 extern "C"
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47 {
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48 F77_RET_T
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49 F77_FUNC (dgennor, DGENNOR) (const double&, const double&, double&);
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50
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51 F77_RET_T
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52 F77_FUNC (dgenunf, DGENUNF) (const double&, const double&, double&);
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53
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54 F77_RET_T
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55 F77_FUNC (dgenexp, DGENEXP) (const double&, double&);
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56
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57 F77_RET_T
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58 F77_FUNC (dignpoi, DIGNPOI) (const double&, double&);
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59
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60 F77_RET_T
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61 F77_FUNC (dgengam, DGENGAM) (const double&, const double&, double&);
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62
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63 F77_RET_T
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64 F77_FUNC (setall, SETALL) (const int32_t&, const int32_t&);
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65
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66 F77_RET_T
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67 F77_FUNC (getsd, GETSD) (int32_t&, int32_t&);
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68
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69 F77_RET_T
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70 F77_FUNC (setsd, SETSD) (const int32_t&, const int32_t&);
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71
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72 F77_RET_T
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73 F77_FUNC (setcgn, SETCGN) (const int32_t&);
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74 }
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75
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76 octave_rand *octave_rand::instance = 0;
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77
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78 octave_rand::octave_rand (void)
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79 : current_distribution (uniform_dist), use_old_generators (false),
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80 rand_states ()
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81 {
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82 initialize_ranlib_generators ();
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83
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84 initialize_mersenne_twister ();
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85 }
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86
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87 bool
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88 octave_rand::instance_ok (void)
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89 {
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90 bool retval = true;
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91
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92 if (! instance)
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93 {
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94 instance = new octave_rand ();
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95
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96 if (instance)
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97 singleton_cleanup_list::add (cleanup_instance);
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98 }
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99
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100 if (! instance)
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101 {
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102 (*current_liboctave_error_handler)
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103 ("unable to create octave_rand object!");
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104
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105 retval = false;
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106 }
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107
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108 return retval;
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109 }
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110
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111 double
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112 octave_rand::do_seed (void)
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113 {
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114 union d2i { double d; int32_t i[2]; };
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115 union d2i u;
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116
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117 oct_mach_info::float_format ff = oct_mach_info::native_float_format ();
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118
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119 switch (ff)
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120 {
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121 case oct_mach_info::flt_fmt_ieee_big_endian:
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122 F77_FUNC (getsd, GETSD) (u.i[1], u.i[0]);
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123 break;
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124 default:
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125 F77_FUNC (getsd, GETSD) (u.i[0], u.i[1]);
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126 break;
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127 }
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128
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129 return u.d;
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130 }
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131
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132 static int32_t
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133 force_to_fit_range (int32_t i, int32_t lo, int32_t hi)
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134 {
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135 assert (hi > lo && lo >= 0 && hi > lo);
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136
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137 i = i > 0 ? i : -i;
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138
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139 if (i < lo)
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140 i = lo;
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141 else if (i > hi)
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142 i = i % hi;
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143
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144 return i;
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145 }
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146
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147 void
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148 octave_rand::do_seed (double s)
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149 {
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150 use_old_generators = true;
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151
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152 int i0, i1;
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153 union d2i { double d; int32_t i[2]; };
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154 union d2i u;
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155 u.d = s;
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156
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157 oct_mach_info::float_format ff = oct_mach_info::native_float_format ();
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158
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159 switch (ff)
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160 {
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161 case oct_mach_info::flt_fmt_ieee_big_endian:
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162 i1 = force_to_fit_range (u.i[0], 1, 2147483563);
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163 i0 = force_to_fit_range (u.i[1], 1, 2147483399);
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164 break;
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165 default:
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166 i0 = force_to_fit_range (u.i[0], 1, 2147483563);
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167 i1 = force_to_fit_range (u.i[1], 1, 2147483399);
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168 break;
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169 }
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170
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171 F77_FUNC (setsd, SETSD) (i0, i1);
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172 }
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173
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174 void
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175 octave_rand::do_reset (void)
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176 {
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177 use_old_generators = true;
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178 initialize_ranlib_generators ();
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179 }
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180
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181 ColumnVector
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182 octave_rand::do_state (const std::string& d)
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183 {
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184 return rand_states[d.empty () ? current_distribution : get_dist_id (d)];
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185 }
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186
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187 void
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188 octave_rand::do_state (const ColumnVector& s, const std::string& d)
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189 {
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190 use_old_generators = false;
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191
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192 int old_dist = current_distribution;
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193
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194 int new_dist = d.empty () ? current_distribution : get_dist_id (d);
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195
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196 ColumnVector saved_state;
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197
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198 if (old_dist != new_dist)
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199 saved_state = get_internal_state ();
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200
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201 set_internal_state (s);
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202
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203 rand_states[new_dist] = get_internal_state ();
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204
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205 if (old_dist != new_dist)
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206 rand_states[old_dist] = saved_state;
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207 }
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208
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209 void
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210 octave_rand::do_reset (const std::string& d)
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211 {
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212 use_old_generators = false;
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213
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214 int old_dist = current_distribution;
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215
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216 int new_dist = d.empty () ? current_distribution : get_dist_id (d);
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217
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diff changeset
218 ColumnVector saved_state;
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219
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220 if (old_dist != new_dist)
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221 saved_state = get_internal_state ();
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222
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diff changeset
223 oct_init_by_entropy ();
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diff changeset
224 rand_states[new_dist] = get_internal_state ();
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225
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diff changeset
226 if (old_dist != new_dist)
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227 rand_states[old_dist] = saved_state;
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228 }
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229
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diff changeset
230 std::string
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diff changeset
231 octave_rand::do_distribution (void)
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232 {
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233 std::string retval;
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234
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diff changeset
235 switch (current_distribution)
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236 {
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diff changeset
237 case uniform_dist:
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diff changeset
238 retval = "uniform";
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diff changeset
239 break;
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240
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diff changeset
241 case normal_dist:
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diff changeset
242 retval = "normal";
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diff changeset
243 break;
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diff changeset
244
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diff changeset
245 case expon_dist:
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diff changeset
246 retval = "exponential";
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diff changeset
247 break;
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diff changeset
248
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diff changeset
249 case poisson_dist:
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diff changeset
250 retval = "poisson";
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diff changeset
251 break;
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diff changeset
252
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diff changeset
253 case gamma_dist:
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diff changeset
254 retval = "gamma";
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diff changeset
255 break;
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diff changeset
256
ff52243af934 save state separately for each MT random number generator
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diff changeset
257 default:
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diff changeset
258 (*current_liboctave_error_handler)
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diff changeset
259 ("rand: invalid distribution ID = %d", current_distribution);
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diff changeset
260 break;
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diff changeset
261 }
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diff changeset
262
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diff changeset
263 return retval;
4308
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diff changeset
264 }
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265
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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diff changeset
266 void
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diff changeset
267 octave_rand::do_distribution (const std::string& d)
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diff changeset
268 {
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diff changeset
269 int id = get_dist_id (d);
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diff changeset
270
4dda6fbc8ba6 oct-rand.cc: fix typo
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diff changeset
271 switch (id)
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272 {
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diff changeset
273 case uniform_dist:
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diff changeset
274 octave_rand::uniform_distribution ();
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diff changeset
275 break;
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276
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diff changeset
277 case normal_dist:
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diff changeset
278 octave_rand::normal_distribution ();
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diff changeset
279 break;
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280
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diff changeset
281 case expon_dist:
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diff changeset
282 octave_rand::exponential_distribution ();
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diff changeset
283 break;
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284
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diff changeset
285 case poisson_dist:
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diff changeset
286 octave_rand::poisson_distribution ();
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diff changeset
287 break;
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288
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diff changeset
289 case gamma_dist:
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diff changeset
290 octave_rand::gamma_distribution ();
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diff changeset
291 break;
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diff changeset
292
ff52243af934 save state separately for each MT random number generator
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diff changeset
293 default:
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diff changeset
294 (*current_liboctave_error_handler)
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diff changeset
295 ("rand: invalid distribution ID = %d", id);
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parents: 7017
diff changeset
296 break;
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
297 }
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
298 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
299
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
300 void
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
301 octave_rand::do_uniform_distribution (void)
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
302 {
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
303 switch_to_generator (uniform_dist);
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
304
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
305 F77_FUNC (setcgn, SETCGN) (uniform_dist);
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
306 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
307
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
308 void
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
309 octave_rand::do_normal_distribution (void)
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
310 {
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
311 switch_to_generator (normal_dist);
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
312
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
313 F77_FUNC (setcgn, SETCGN) (normal_dist);
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
314 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
315
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
316 void
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
317 octave_rand::do_exponential_distribution (void)
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
318 {
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
319 switch_to_generator (expon_dist);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
320
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
321 F77_FUNC (setcgn, SETCGN) (expon_dist);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
322 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
323
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
324 void
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
325 octave_rand::do_poisson_distribution (void)
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
326 {
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
327 switch_to_generator (poisson_dist);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
328
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
329 F77_FUNC (setcgn, SETCGN) (poisson_dist);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
330 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
331
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
332 void
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
333 octave_rand::do_gamma_distribution (void)
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
334 {
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
335 switch_to_generator (gamma_dist);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
336
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
337 F77_FUNC (setcgn, SETCGN) (gamma_dist);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
338 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
339
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
340
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
341 double
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
342 octave_rand::do_scalar (double a)
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
343 {
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
344 double retval = 0.0;
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
345
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
346 if (use_old_generators)
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
347 {
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
348 switch (current_distribution)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
349 {
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
350 case uniform_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
351 F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, retval);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
352 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
353
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
354 case normal_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
355 F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, retval);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
356 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
357
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
358 case expon_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
359 F77_FUNC (dgenexp, DGENEXP) (1.0, retval);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
360 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
361
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
362 case poisson_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
363 if (a < 0.0 || xisnan(a) || xisinf(a))
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
364 retval = octave_NaN;
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
365 else
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
366 {
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
367 // workaround bug in ignpoi, by calling with different Mu
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
368 F77_FUNC (dignpoi, DIGNPOI) (a + 1, retval);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
369 F77_FUNC (dignpoi, DIGNPOI) (a, retval);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
370 }
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
371 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
372
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
373 case gamma_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
374 if (a <= 0.0 || xisnan(a) || xisinf(a))
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
375 retval = octave_NaN;
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
376 else
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
377 F77_FUNC (dgengam, DGENGAM) (1.0, a, retval);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
378 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
379
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
380 default:
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
381 (*current_liboctave_error_handler)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
382 ("rand: invalid distribution ID = %d", current_distribution);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
383 break;
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
384 }
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
385 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
386 else
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
387 {
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
388 switch (current_distribution)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
389 {
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
390 case uniform_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
391 retval = oct_randu ();
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
392 break;
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
393
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
394 case normal_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
395 retval = oct_randn ();
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
396 break;
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
397
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
398 case expon_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
399 retval = oct_rande ();
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
400 break;
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
401
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
402 case poisson_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
403 retval = oct_randp (a);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
404 break;
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
405
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
406 case gamma_dist:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
407 retval = oct_randg (a);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
408 break;
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
409
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
410 default:
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
411 (*current_liboctave_error_handler)
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
412 ("rand: invalid distribution ID = %d", current_distribution);
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
413 break;
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
414 }
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
415
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
416 save_state ();
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
417 }
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
418
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
419 return retval;
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
420 }
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
421
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
422 Matrix
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
423 octave_rand::do_matrix (octave_idx_type n, octave_idx_type m, double a)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
424 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
425 Matrix retval;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
426
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
427 if (n >= 0 && m >= 0)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
428 {
9647
54f45f883a53 optimize & extend randperm
Jaroslav Hajek <highegg@gmail.com>
parents: 8920
diff changeset
429 retval.clear (n, m);
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
430
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
431 if (n > 0 && m > 0)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
432 fill (retval.capacity(), retval.fortran_vec(), a);
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
433 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
434 else
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
435 (*current_liboctave_error_handler) ("rand: invalid negative argument");
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
436
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
437 return retval;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
438 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
439
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
440 NDArray
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
441 octave_rand::do_nd_array (const dim_vector& dims, double a)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
442 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
443 NDArray retval;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
444
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
445 if (! dims.all_zero ())
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
446 {
9647
54f45f883a53 optimize & extend randperm
Jaroslav Hajek <highegg@gmail.com>
parents: 8920
diff changeset
447 retval.clear (dims);
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
448
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
449 fill (retval.capacity(), retval.fortran_vec(), a);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
450 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
451
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
452 return retval;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
453 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
454
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
455 Array<double>
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
456 octave_rand::do_vector (octave_idx_type n, double a)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
457 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
458 Array<double> retval;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
459
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
460 if (n > 0)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
461 {
10350
12884915a8e4 merge MArray classes & improve Array interface
Jaroslav Hajek <highegg@gmail.com>
parents: 10331
diff changeset
462 retval.clear (n, 1);
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
463
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
464 fill (retval.capacity (), retval.fortran_vec (), a);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
465 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
466 else if (n < 0)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
467 (*current_liboctave_error_handler) ("rand: invalid negative argument");
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
468
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
469 return retval;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
470 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
471
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
472 // Make the random number generator give us a different sequence every
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
473 // time we start octave unless we specifically set the seed. The
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
474 // technique used below will cycle monthly, but it it does seem to
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
475 // work ok to give fairly different seeds each time Octave starts.
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
476
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
477 void
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
478 octave_rand::initialize_ranlib_generators (void)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
479 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
480 octave_localtime tm;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
481 int stored_distribution = current_distribution;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
482 F77_FUNC (setcgn, SETCGN) (uniform_dist);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
483
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
484 int hour = tm.hour() + 1;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
485 int minute = tm.min() + 1;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
486 int second = tm.sec() + 1;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
487
10331
6a50aa2cdf00 never compile ranlib with 8-byte integers
John W. Eaton <jwe@octave.org>
parents: 10314
diff changeset
488 int32_t s0 = tm.mday() * hour * minute * second;
6a50aa2cdf00 never compile ranlib with 8-byte integers
John W. Eaton <jwe@octave.org>
parents: 10314
diff changeset
489 int32_t s1 = hour * minute * second;
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
490
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
491 s0 = force_to_fit_range (s0, 1, 2147483563);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
492 s1 = force_to_fit_range (s1, 1, 2147483399);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
493
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
494 F77_FUNC (setall, SETALL) (s0, s1);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
495 F77_FUNC (setcgn, SETCGN) (stored_distribution);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
496 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
497
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
498 void
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
499 octave_rand::initialize_mersenne_twister (void)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
500 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
501 oct_init_by_entropy ();
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
502
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
503 ColumnVector s = get_internal_state ();
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
504
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
505 rand_states[uniform_dist] = s;
8124
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
506
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
507 oct_init_by_entropy ();
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
508 s = get_internal_state ();
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
509 rand_states[normal_dist] = s;
8124
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
510
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
511 oct_init_by_entropy ();
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
512 s = get_internal_state ();
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
513 rand_states[expon_dist] = s;
8124
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
514
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
515 oct_init_by_entropy ();
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
516 s = get_internal_state ();
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
517 rand_states[poisson_dist] = s;
8124
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
518
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
519 oct_init_by_entropy ();
d227d096d49e oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents: 7537
diff changeset
520 s = get_internal_state ();
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
521 rand_states[gamma_dist] = s;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
522 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
523
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
524 ColumnVector
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
525 octave_rand::get_internal_state (void)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
526 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
527 ColumnVector s (MT_N + 1);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
528
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
529 OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
530
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
531 oct_get_state (tmp);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
532
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
533 for (octave_idx_type i = 0; i <= MT_N; i++)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
534 s.elem (i) = static_cast<double> (tmp [i]);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
535
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
536 return s;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
537 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
538
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
539 void
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
540 octave_rand::save_state (void)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
541 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
542 rand_states[current_distribution] = get_internal_state ();;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
543 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
544
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
545 int
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
546 octave_rand::get_dist_id (const std::string& d)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
547 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
548 int retval = unknown_dist;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
549
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
550 if (d == "uniform" || d == "rand")
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
551 retval = uniform_dist;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
552 else if (d == "normal" || d == "randn")
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
553 retval = normal_dist;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
554 else if (d == "exponential" || d == "rande")
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
555 retval = expon_dist;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
556 else if (d == "poisson" || d == "randp")
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
557 retval = poisson_dist;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
558 else if (d == "gamma" || d == "randg")
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
559 retval = gamma_dist;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
560 else
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
561 (*current_liboctave_error_handler)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
562 ("rand: invalid distribution `%s'", d.c_str ());
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
563
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
564 return retval;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
565 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
566
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
567 void
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
568 octave_rand::set_internal_state (const ColumnVector& s)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
569 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
570 octave_idx_type len = s.length ();
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
571 octave_idx_type n = len < MT_N + 1 ? len : MT_N + 1;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
572
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
573 OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
574
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
575 for (octave_idx_type i = 0; i < n; i++)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
576 tmp[i] = static_cast<uint32_t> (s.elem(i));
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
577
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
578 if (len == MT_N + 1 && tmp[MT_N] <= MT_N && tmp[MT_N] > 0)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
579 oct_set_state (tmp);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
580 else
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
581 oct_init_by_array (tmp, len);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
582 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
583
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
584 void
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
585 octave_rand::switch_to_generator (int dist)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
586 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
587 if (dist != current_distribution)
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
588 {
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
589 current_distribution = dist;
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
590
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
591 set_internal_state (rand_states[dist]);
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
592 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
593 }
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
594
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
595 #define MAKE_RAND(len) \
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
596 do \
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
597 { \
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
598 double val; \
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
599 for (volatile octave_idx_type i = 0; i < len; i++) \
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
600 { \
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
601 octave_quit (); \
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
602 RAND_FUNC (val); \
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
603 v[i] = val; \
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
604 } \
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
605 } \
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
606 while (0)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
607
7537
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
608 void
a2950622f070 make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents: 7536
diff changeset
609 octave_rand::fill (octave_idx_type len, double *v, double a)
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
610 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
611 if (len < 1)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
612 return;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
613
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
614 switch (current_distribution)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
615 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
616 case uniform_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
617 if (use_old_generators)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
618 {
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
619 #define RAND_FUNC(x) F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, x)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
620 MAKE_RAND (len);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
621 #undef RAND_FUNC
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
622 }
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
623 else
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
624 oct_fill_randu (len, v);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
625 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
626
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
627 case normal_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
628 if (use_old_generators)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
629 {
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
630 #define RAND_FUNC(x) F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, x)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
631 MAKE_RAND (len);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
632 #undef RAND_FUNC
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
633 }
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
634 else
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
635 oct_fill_randn (len, v);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
636 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
637
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
638 case expon_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
639 if (use_old_generators)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
640 {
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
641 #define RAND_FUNC(x) F77_FUNC (dgenexp, DGENEXP) (1.0, x)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
642 MAKE_RAND (len);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
643 #undef RAND_FUNC
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
644 }
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
645 else
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
646 oct_fill_rande (len, v);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
647 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
648
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
649 case poisson_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
650 if (use_old_generators)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
651 {
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
652 if (a < 0.0 || xisnan(a) || xisinf(a))
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
653 #define RAND_FUNC(x) x = octave_NaN;
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
654 MAKE_RAND (len);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
655 #undef RAND_FUNC
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
656 else
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
657 {
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
658 // workaround bug in ignpoi, by calling with different Mu
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
659 double tmp;
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
660 F77_FUNC (dignpoi, DIGNPOI) (a + 1, tmp);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
661 #define RAND_FUNC(x) F77_FUNC (dignpoi, DIGNPOI) (a, x)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
662 MAKE_RAND (len);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
663 #undef RAND_FUNC
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
664 }
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
665 }
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
666 else
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
667 oct_fill_randp (a, len, v);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
668 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
669
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
670 case gamma_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
671 if (use_old_generators)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
672 {
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
673 if (a <= 0.0 || xisnan(a) || xisinf(a))
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
674 #define RAND_FUNC(x) x = octave_NaN;
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
675 MAKE_RAND (len);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
676 #undef RAND_FUNC
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
677 else
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
678 #define RAND_FUNC(x) F77_FUNC (dgengam, DGENGAM) (1.0, a, x)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
679 MAKE_RAND (len);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
680 #undef RAND_FUNC
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
681 }
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
682 else
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
683 oct_fill_randg (a, len, v);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
684 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
685
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
686 default:
7536
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
687 (*current_liboctave_error_handler)
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
688 ("rand: invalid distribution ID = %d", current_distribution);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
689 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
690 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
691
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
692 save_state ();
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
693
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
694 return;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
695 }