Mercurial > octave
annotate liboctave/numeric/oct-rand.cc @ 26376:00f796120a6d stable
maint: Update copyright dates in all source files.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 02 Jan 2019 16:32:43 -0500 |
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children | fff643eb3514 0dcb3e515370 |
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4308 | 1 /* |
2 | |
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3 Copyright (C) 2003-2019 John W. Eaton |
4308 | 4 |
5 This file is part of Octave. | |
6 | |
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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 |
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9 the Free Software Foundation, either version 3 of the License, or |
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10 (at your option) any later version. |
4308 | 11 |
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12 Octave is distributed in the hope that it will be useful, but |
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13 WITHOUT ANY WARRANTY; without even the implied warranty of |
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14 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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15 GNU General Public License for more details. |
4308 | 16 |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
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19 <https://www.gnu.org/licenses/>. |
4308 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
4308 | 25 #endif |
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26 |
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27 #include <cassert> |
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28 #include <cstdint> |
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29 |
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30 #include <limits> |
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32 #include "lo-error.h" |
5730 | 33 #include "lo-ieee.h" |
34 #include "lo-mappers.h" | |
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35 #include "lo-ranlib-proto.h" |
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36 #include "mach-info.h" |
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37 #include "oct-locbuf.h" |
4308 | 38 #include "oct-rand.h" |
4415 | 39 #include "oct-time.h" |
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40 #include "quit.h" |
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41 #include "randgamma.h" |
5730 | 42 #include "randmtzig.h" |
43 #include "randpoisson.h" | |
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44 #include "singleton-cleanup.h" |
4308 | 45 |
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46 namespace octave |
4308 | 47 { |
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48 rand *rand::instance = nullptr; |
6435 | 49 |
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50 rand::rand (void) |
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51 : current_distribution (uniform_dist), use_old_generators (false), |
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52 rand_states () |
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53 { |
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54 initialize_ranlib_generators (); |
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55 |
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56 initialize_mersenne_twister (); |
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57 } |
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58 |
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59 bool rand::instance_ok (void) |
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60 { |
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61 bool retval = true; |
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63 if (! instance) |
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64 { |
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65 instance = new rand (); |
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66 |
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67 if (instance) |
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68 singleton_cleanup_list::add (cleanup_instance); |
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69 } |
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70 |
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71 if (! instance) |
7536 | 72 (*current_liboctave_error_handler) |
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73 ("unable to create rand object!"); |
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74 |
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75 return retval; |
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76 } |
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77 |
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78 double rand::do_seed (void) |
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79 { |
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80 union d2i { double d; int32_t i[2]; }; |
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81 union d2i u; |
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82 |
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83 mach_info::float_format ff = mach_info::native_float_format (); |
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84 |
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85 switch (ff) |
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86 { |
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87 case mach_info::flt_fmt_ieee_big_endian: |
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88 F77_FUNC (getsd, GETSD) (u.i[1], u.i[0]); |
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89 break; |
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91 default: |
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92 F77_FUNC (getsd, GETSD) (u.i[0], u.i[1]); |
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93 break; |
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94 } |
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95 |
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96 return u.d; |
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97 } |
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99 static int32_t |
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100 force_to_fit_range (int32_t i, int32_t lo, int32_t hi) |
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101 { |
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102 assert (hi > lo && lo >= 0 && hi > lo); |
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103 |
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104 i = (i > 0 ? i : -i); |
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105 |
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106 if (i < lo) |
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107 i = lo; |
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108 else if (i > hi) |
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109 i = i % hi; |
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110 |
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111 return i; |
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112 } |
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113 |
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114 void rand::do_seed (double s) |
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115 { |
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116 use_old_generators = true; |
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117 |
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118 int i0, i1; |
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119 union d2i { double d; int32_t i[2]; }; |
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120 union d2i u; |
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121 u.d = s; |
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122 |
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123 mach_info::float_format ff = mach_info::native_float_format (); |
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124 |
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125 switch (ff) |
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126 { |
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127 case mach_info::flt_fmt_ieee_big_endian: |
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128 i1 = force_to_fit_range (u.i[0], 1, 2147483563); |
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129 i0 = force_to_fit_range (u.i[1], 1, 2147483399); |
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130 break; |
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131 |
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132 default: |
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133 i0 = force_to_fit_range (u.i[0], 1, 2147483563); |
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134 i1 = force_to_fit_range (u.i[1], 1, 2147483399); |
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135 break; |
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136 } |
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137 |
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138 F77_FUNC (setsd, SETSD) (i0, i1); |
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139 } |
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140 |
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141 void rand::do_reset (void) |
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142 { |
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143 use_old_generators = true; |
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144 initialize_ranlib_generators (); |
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145 } |
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146 |
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147 uint32NDArray rand::do_state (const std::string& d) |
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148 { |
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149 return rand_states[d.empty () ? current_distribution : get_dist_id (d)]; |
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150 } |
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151 |
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152 void rand::do_state (const uint32NDArray& s, const std::string& d) |
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153 { |
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154 use_old_generators = false; |
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155 |
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156 int old_dist = current_distribution; |
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158 int new_dist = (d.empty () ? current_distribution : get_dist_id (d)); |
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159 |
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160 uint32NDArray saved_state; |
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161 |
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162 if (old_dist != new_dist) |
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163 saved_state = get_internal_state (); |
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164 |
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165 set_internal_state (s); |
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167 rand_states[new_dist] = get_internal_state (); |
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168 |
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169 if (old_dist != new_dist) |
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170 rand_states[old_dist] = saved_state; |
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171 } |
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172 |
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173 void rand::do_reset (const std::string& d) |
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174 { |
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175 use_old_generators = false; |
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177 int old_dist = current_distribution; |
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178 |
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179 int new_dist = (d.empty () ? current_distribution : get_dist_id (d)); |
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180 |
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181 uint32NDArray saved_state; |
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182 |
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183 if (old_dist != new_dist) |
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184 saved_state = get_internal_state (); |
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186 init_mersenne_twister (); |
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187 rand_states[new_dist] = get_internal_state (); |
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189 if (old_dist != new_dist) |
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190 rand_states[old_dist] = saved_state; |
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191 } |
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192 |
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193 std::string rand::do_distribution (void) |
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194 { |
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195 std::string retval; |
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197 switch (current_distribution) |
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198 { |
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199 case uniform_dist: |
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200 retval = "uniform"; |
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201 break; |
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202 |
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203 case normal_dist: |
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204 retval = "normal"; |
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205 break; |
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207 case expon_dist: |
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208 retval = "exponential"; |
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209 break; |
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211 case poisson_dist: |
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212 retval = "poisson"; |
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213 break; |
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214 |
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215 case gamma_dist: |
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216 retval = "gamma"; |
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217 break; |
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219 default: |
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220 (*current_liboctave_error_handler) |
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221 ("rand: invalid distribution ID = %d", current_distribution); |
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222 break; |
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223 } |
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224 |
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225 return retval; |
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226 } |
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227 |
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228 void rand::do_distribution (const std::string& d) |
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229 { |
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230 int id = get_dist_id (d); |
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232 switch (id) |
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233 { |
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234 case uniform_dist: |
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235 rand::uniform_distribution (); |
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236 break; |
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238 case normal_dist: |
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239 rand::normal_distribution (); |
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240 break; |
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241 |
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242 case expon_dist: |
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243 rand::exponential_distribution (); |
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244 break; |
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246 case poisson_dist: |
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247 rand::poisson_distribution (); |
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248 break; |
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249 |
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250 case gamma_dist: |
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251 rand::gamma_distribution (); |
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252 break; |
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253 |
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254 default: |
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255 (*current_liboctave_error_handler) |
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256 ("rand: invalid distribution ID = %d", id); |
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257 break; |
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258 } |
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259 } |
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260 |
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261 void rand::do_uniform_distribution (void) |
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262 { |
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263 switch_to_generator (uniform_dist); |
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265 F77_FUNC (setcgn, SETCGN) (uniform_dist); |
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266 } |
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267 |
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268 void rand::do_normal_distribution (void) |
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269 { |
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270 switch_to_generator (normal_dist); |
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271 |
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272 F77_FUNC (setcgn, SETCGN) (normal_dist); |
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273 } |
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275 void rand::do_exponential_distribution (void) |
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276 { |
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277 switch_to_generator (expon_dist); |
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278 |
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279 F77_FUNC (setcgn, SETCGN) (expon_dist); |
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280 } |
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281 |
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282 void rand::do_poisson_distribution (void) |
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283 { |
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284 switch_to_generator (poisson_dist); |
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285 |
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286 F77_FUNC (setcgn, SETCGN) (poisson_dist); |
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287 } |
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289 void rand::do_gamma_distribution (void) |
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290 { |
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291 switch_to_generator (gamma_dist); |
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292 |
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293 F77_FUNC (setcgn, SETCGN) (gamma_dist); |
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294 } |
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295 |
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296 template <> |
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297 double rand::uniform<double> (void) |
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298 { |
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299 double retval; |
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300 |
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301 if (use_old_generators) |
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302 F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, retval); |
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303 else |
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304 retval = octave::rand_uniform<double> (); |
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305 |
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306 return retval; |
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307 } |
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309 template <> |
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310 double rand::normal<double> (void) |
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311 { |
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312 double retval; |
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313 |
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314 if (use_old_generators) |
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315 F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, retval); |
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316 else |
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317 retval = octave::rand_normal<double> (); |
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319 return retval; |
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320 } |
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321 |
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322 template <> |
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323 double rand::exponential<double> (void) |
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324 { |
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325 double retval; |
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326 |
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327 if (use_old_generators) |
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328 F77_FUNC (dgenexp, DGENEXP) (1.0, retval); |
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329 else |
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330 retval = octave::rand_exponential<double> (); |
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332 return retval; |
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333 } |
5730 | 334 |
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335 template <> |
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336 double rand::poisson<double> (double a) |
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337 { |
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338 double retval; |
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340 if (use_old_generators) |
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341 { |
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342 if (a < 0.0 || ! math::isfinite (a)) |
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343 retval = numeric_limits<double>::NaN (); |
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344 else |
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345 { |
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346 // workaround bug in ignpoi, by calling with different Mu |
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347 F77_FUNC (dignpoi, DIGNPOI) (a + 1, retval); |
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348 F77_FUNC (dignpoi, DIGNPOI) (a, retval); |
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349 } |
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350 } |
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351 else |
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352 retval = octave::rand_poisson<double> (a); |
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353 |
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354 return retval; |
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355 } |
5730 | 356 |
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357 template <> |
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358 double rand::gamma<double> (double a) |
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359 { |
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360 double retval; |
4543 | 361 |
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362 if (use_old_generators) |
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363 { |
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364 if (a <= 0.0 || ! math::isfinite (a)) |
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365 retval = numeric_limits<double>::NaN (); |
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366 else |
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367 F77_FUNC (dgengam, DGENGAM) (1.0, a, retval); |
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368 } |
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369 else |
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370 retval = octave::rand_gamma<double> (a); |
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371 |
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372 return retval; |
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373 } |
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374 |
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375 template <> |
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376 float rand::uniform<float> (void) |
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377 { |
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378 float retval; |
4543 | 379 |
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380 if (use_old_generators) |
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381 F77_FUNC (fgenunf, FGENUNF) (0.0f, 1.0f, retval); |
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382 else |
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383 retval = octave::rand_uniform<float> (); |
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385 return retval; |
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386 } |
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387 |
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388 template <> |
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389 float rand::normal<float> (void) |
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390 { |
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391 float retval; |
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392 |
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393 if (use_old_generators) |
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394 F77_FUNC (fgennor, FGENNOR) (0.0f, 1.0f, retval); |
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395 else |
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396 retval = octave::rand_normal<float> (); |
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397 |
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398 return retval; |
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399 } |
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400 |
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401 template <> |
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402 float rand::exponential<float> (void) |
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403 { |
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404 float retval; |
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405 |
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406 if (use_old_generators) |
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407 F77_FUNC (fgenexp, FGENEXP) (1.0f, retval); |
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408 else |
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409 retval = octave::rand_exponential<float> (); |
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410 |
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411 return retval; |
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412 } |
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413 |
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414 template <> |
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415 float rand::poisson<float> (float a) |
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416 { |
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417 float retval; |
7537
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418 |
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419 if (use_old_generators) |
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420 { |
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421 if (a < 0.0f || ! math::isfinite (a)) |
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422 retval = numeric_limits<float>::NaN (); |
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423 else |
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424 { |
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425 // workaround bug in ignpoi, by calling with different Mu |
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426 F77_FUNC (fignpoi, FIGNPOI) (a + 1, retval); |
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427 F77_FUNC (fignpoi, FIGNPOI) (a, retval); |
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428 } |
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429 } |
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430 else |
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431 { |
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432 // Keep poisson distribution in double precision for accuracy |
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433 retval = octave::rand_poisson<double> (a); |
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434 } |
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435 |
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436 return retval; |
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437 } |
7537
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438 |
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439 template <> |
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440 float rand::gamma<float> (float a) |
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441 { |
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442 float retval; |
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443 |
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444 if (use_old_generators) |
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445 { |
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446 if (a <= 0.0f || ! math::isfinite (a)) |
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447 retval = numeric_limits<float>::NaN (); |
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448 else |
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449 F77_FUNC (fgengam, FGENGAM) (1.0f, a, retval); |
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450 } |
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451 else |
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452 retval = octave::rand_gamma<float> (a); |
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453 |
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454 return retval; |
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455 } |
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456 |
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457 template <typename T> |
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458 T rand::do_scalar (T a) |
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459 { |
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460 T retval = 0; |
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461 |
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462 switch (current_distribution) |
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463 { |
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464 case uniform_dist: |
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465 retval = uniform<T> (); |
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466 break; |
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467 |
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468 case normal_dist: |
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469 retval = normal<T> (); |
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470 break; |
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471 |
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472 case expon_dist: |
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473 retval = exponential<T> (); |
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474 break; |
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475 |
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476 case poisson_dist: |
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477 retval = poisson<T> (a); |
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478 break; |
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479 |
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480 case gamma_dist: |
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481 retval = gamma<T> (a); |
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482 break; |
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483 |
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484 default: |
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485 (*current_liboctave_error_handler) |
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486 ("rand: invalid distribution ID = %d", current_distribution); |
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487 break; |
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488 } |
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489 |
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490 if (! use_old_generators) |
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491 save_state (); |
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492 |
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493 return retval; |
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494 } |
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495 |
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496 template double rand::do_scalar<double> (double); |
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497 template float rand::do_scalar<float> (float); |
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498 |
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499 template <typename T> |
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500 Array<T> |
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501 rand::do_vector (octave_idx_type n, T a) |
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502 { |
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503 Array<T> retval; |
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504 |
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505 if (n > 0) |
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506 { |
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507 retval.clear (n, 1); |
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508 |
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509 fill (retval.numel (), retval.fortran_vec (), a); |
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510 } |
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511 else if (n < 0) |
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512 (*current_liboctave_error_handler) ("rand: invalid negative argument"); |
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513 |
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514 return retval; |
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515 } |
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516 |
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517 template Array<double> rand::do_vector<double> (octave_idx_type, double); |
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518 template Array<float> rand::do_vector<float> (octave_idx_type, float); |
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519 |
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520 NDArray rand::do_nd_array (const dim_vector& dims, double a) |
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521 { |
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522 NDArray retval; |
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523 |
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524 if (! dims.all_zero ()) |
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525 { |
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526 retval.clear (dims); |
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527 |
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528 fill (retval.numel (), retval.fortran_vec (), a); |
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529 } |
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530 |
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531 return retval; |
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532 } |
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533 |
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534 FloatNDArray rand::do_float_nd_array (const dim_vector& dims, float a) |
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535 { |
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|
536 FloatNDArray retval; |
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537 |
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538 if (! dims.all_zero ()) |
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|
539 { |
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|
540 retval.clear (dims); |
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541 |
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542 fill (retval.numel (), retval.fortran_vec (), a); |
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543 } |
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544 |
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545 return retval; |
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546 } |
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547 |
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548 // Make the random number generator give us a different sequence every |
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549 // time we start octave unless we specifically set the seed. The |
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550 // technique used below will cycle monthly, but it does seem to |
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551 // work ok to give fairly different seeds each time Octave starts. |
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552 |
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553 void rand::initialize_ranlib_generators (void) |
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554 { |
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555 sys::localtime tm; |
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556 int stored_distribution = current_distribution; |
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557 F77_FUNC (setcgn, SETCGN) (uniform_dist); |
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558 |
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559 int hour = tm.hour () + 1; |
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560 int minute = tm.min () + 1; |
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561 int second = tm.sec () + 1; |
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562 |
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563 int32_t s0 = tm.mday () * hour * minute * second; |
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564 int32_t s1 = hour * minute * second; |
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565 |
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566 s0 = force_to_fit_range (s0, 1, 2147483563); |
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567 s1 = force_to_fit_range (s1, 1, 2147483399); |
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568 |
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569 F77_FUNC (setall, SETALL) (s0, s1); |
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570 F77_FUNC (setcgn, SETCGN) (stored_distribution); |
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571 } |
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572 |
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573 void rand::initialize_mersenne_twister (void) |
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574 { |
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575 uint32NDArray s; |
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576 |
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577 init_mersenne_twister (); |
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578 s = get_internal_state (); |
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579 rand_states[uniform_dist] = s; |
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580 |
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581 init_mersenne_twister (); |
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582 s = get_internal_state (); |
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583 rand_states[normal_dist] = s; |
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584 |
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585 init_mersenne_twister (); |
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586 s = get_internal_state (); |
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587 rand_states[expon_dist] = s; |
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588 |
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589 init_mersenne_twister (); |
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590 s = get_internal_state (); |
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591 rand_states[poisson_dist] = s; |
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592 |
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593 init_mersenne_twister (); |
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594 s = get_internal_state (); |
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595 rand_states[gamma_dist] = s; |
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596 |
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597 // All of the initializations above have messed with the internal state. |
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598 // Restore the state of the currently selected distribution. |
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599 set_internal_state (rand_states[current_distribution]); |
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600 } |
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601 |
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602 uint32NDArray rand::get_internal_state (void) |
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603 { |
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604 uint32NDArray s (dim_vector (MT_N + 1, 1)); |
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605 |
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606 get_mersenne_twister_state (reinterpret_cast<uint32_t *> (s.fortran_vec ())); |
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607 |
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608 return s; |
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609 } |
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610 |
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611 void rand::save_state (void) |
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612 { |
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613 rand_states[current_distribution] = get_internal_state ();; |
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614 } |
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615 |
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616 int rand::get_dist_id (const std::string& d) |
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617 { |
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618 int retval = unknown_dist; |
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619 |
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620 if (d == "uniform" || d == "rand") |
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621 retval = uniform_dist; |
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622 else if (d == "normal" || d == "randn") |
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623 retval = normal_dist; |
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624 else if (d == "exponential" || d == "rande") |
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625 retval = expon_dist; |
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626 else if (d == "poisson" || d == "randp") |
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627 retval = poisson_dist; |
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628 else if (d == "gamma" || d == "randg") |
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629 retval = gamma_dist; |
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630 else |
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631 (*current_liboctave_error_handler) |
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632 ("rand: invalid distribution '%s'", d.c_str ()); |
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633 |
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634 return retval; |
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635 } |
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636 |
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637 void rand::set_internal_state (const uint32NDArray& s) |
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638 { |
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639 octave_idx_type len = s.numel (); |
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640 |
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641 const uint32_t *sdata = reinterpret_cast <const uint32_t *> (s.data ()); |
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642 |
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643 if (len == MT_N + 1 && sdata[MT_N] <= MT_N && sdata[MT_N] > 0) |
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644 set_mersenne_twister_state (sdata); |
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645 else |
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646 init_mersenne_twister (sdata, len); |
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647 } |
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648 |
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649 void rand::switch_to_generator (int dist) |
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650 { |
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651 if (dist != current_distribution) |
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652 { |
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653 current_distribution = dist; |
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654 |
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655 set_internal_state (rand_states[dist]); |
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656 } |
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657 } |
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658 |
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659 void rand::fill (octave_idx_type len, double *v, double a) |
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660 { |
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661 if (len < 1) |
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662 return; |
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663 |
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664 switch (current_distribution) |
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parents:
25054
diff
changeset
|
665 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
666 case uniform_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
667 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
668 std::generate_n (v, len, [](void) { double x; F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
669 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
670 rand_uniform<double> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
671 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
672 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
673 case normal_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
674 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
675 std::generate_n (v, len, [](void) { double x; F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
676 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
677 rand_normal<double> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
678 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
679 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
680 case expon_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
681 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
682 std::generate_n (v, len, [](void) { double x; F77_FUNC (dgenexp, DGENEXP) (1.0, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
683 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
684 rand_exponential<double> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
685 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
686 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
687 case poisson_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
688 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
689 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
690 if (a < 0.0 || ! math::isfinite (a)) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
691 std::fill_n (v, len, numeric_limits<double>::NaN ()); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
692 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
693 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
694 // workaround bug in ignpoi, by calling with different Mu |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
695 double tmp; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
696 F77_FUNC (dignpoi, DIGNPOI) (a + 1, tmp); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
697 std::generate_n (v, len, [a](void) { double x; F77_FUNC (dignpoi, DIGNPOI) (a, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
698 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
699 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
700 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
701 rand_poisson<double> (a, len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
702 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
703 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
704 case gamma_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
705 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
706 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
707 if (a <= 0.0 || ! math::isfinite (a)) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
708 std::fill_n (v, len, numeric_limits<double>::NaN ()); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
709 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
710 std::generate_n (v, len, [a](void) { double x; F77_FUNC (dgengam, DGENGAM) (1.0, a, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
711 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
712 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
713 rand_gamma<double> (a, len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
714 break; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
715 |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
716 default: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
717 (*current_liboctave_error_handler) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
718 ("rand: invalid distribution ID = %d", current_distribution); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
719 break; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
720 } |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
721 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
722 save_state (); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
723 |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
724 return; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
725 } |
8124
d227d096d49e
oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents:
7537
diff
changeset
|
726 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
727 void rand::fill (octave_idx_type len, float *v, float a) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
728 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
729 if (len < 1) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
730 return; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
731 |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
732 switch (current_distribution) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
733 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
734 case uniform_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
735 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
736 std::generate_n (v, len, [](void) { float x; F77_FUNC (fgenunf, FGENUNF) (0.0f, 1.0f, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
737 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
738 octave::rand_uniform<float> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
739 break; |
8124
d227d096d49e
oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents:
7537
diff
changeset
|
740 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
741 case normal_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
742 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
743 std::generate_n (v, len, [](void) { float x; F77_FUNC (fgennor, FGENNOR) (0.0f, 1.0f, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
744 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
745 octave::rand_normal<float> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
746 break; |
8124
d227d096d49e
oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents:
7537
diff
changeset
|
747 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
748 case expon_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
749 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
750 std::generate_n (v, len, [](void) { float x; F77_FUNC (fgenexp, FGENEXP) (1.0f, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
751 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
752 octave::rand_exponential<float> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
753 break; |
24852
53db3b152397
Correctly set rand state at startup (bug #53300).
Rik <rik@octave.org>
parents:
24534
diff
changeset
|
754 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
755 case poisson_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
756 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
757 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
758 if (a < 0.0f || ! math::isfinite (a)) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
759 std::fill_n (v, len, numeric_limits<float>::NaN ()); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
760 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
761 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
762 // workaround bug in ignpoi, by calling with different Mu |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
763 float tmp; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
764 F77_FUNC (fignpoi, FIGNPOI) (a + 1, tmp); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
765 std::generate_n (v, len, [a](void) { float x; F77_FUNC (fignpoi, FIGNPOI) (a, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
766 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
767 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
768 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
769 octave::rand_poisson<float> (a, len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
770 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
771 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
772 case gamma_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
773 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
774 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
775 if (a <= 0.0f || ! math::isfinite (a)) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
776 std::fill_n (v, len, numeric_limits<float>::NaN ()); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
777 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
778 std::generate_n (v, len, [a](void) { float x; F77_FUNC (fgengam, FGENGAM) (1.0f, a, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
779 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
780 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
781 octave::rand_gamma<float> (a, len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
782 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
783 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
784 default: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
785 (*current_liboctave_error_handler) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
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786 ("rand: invalid distribution ID = %d", current_distribution); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
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787 break; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
788 } |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
789 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
790 save_state (); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
791 |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
792 return; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
793 } |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
794 } |