octave: liboctave/numeric/randpoisson.cc annotate

annotate liboctave/numeric/randpoisson.cc @ 27919:1891570abac8

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2020.

author	John W. Eaton <jwe@octave.org>
date	Mon, 06 Jan 2020 22:29:51 -0500
parents	b442ec6dda5c
children	bd51beb6205e

rev	line source
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	1 /*
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	2
27919 1891570abac8 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27918 diff changeset	3 Copyright (C) 2006-2020 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27102 diff changeset	4
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27102 diff changeset	5 See the file COPYRIGHT.md in the top-level directory of this distribution
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27102 diff changeset	6 or <https://octave.org/COPYRIGHT.html/>.
b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27102 diff changeset	7
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	8
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	9 This file is part of Octave.
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	10
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23662 diff changeset	11 Octave is free software: you can redistribute it and/or modify it
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	12 under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23662 diff changeset	13 the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	14 (at your option) any later version.
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	15
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	16 Octave is distributed in the hope that it will be useful, but
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	17 WITHOUT ANY WARRANTY; without even the implied warranty of
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	18 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	19 GNU General Public License for more details.
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	20
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	21 You should have received a copy of the GNU General Public License
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	22 along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23662 diff changeset	23 <https://www.gnu.org/licenses/>.
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	24
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	25 */
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	26
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	27 /* Original version written by Paul Kienzle distributed as free
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	28 software in the in the public domain. */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	29
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	30 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21202 diff changeset	31 # include "config.h"
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	32 #endif
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	33
23662 bd77ab816e43 eliminate obsolete file lo-math.h John W. Eaton <jwe@octave.org> parents: 23649 diff changeset	34 #include <cmath>
23475 d691ed308237 maint: Clean up #includes in liboctave/numeric directory. Rik <rik@octave.org> parents: 23220 diff changeset	35 #include <cstddef>
d691ed308237 maint: Clean up #includes in liboctave/numeric directory. Rik <rik@octave.org> parents: 23220 diff changeset	36
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	37 #include "f77-fcn.h"
7231 2eb392d058bb [project @ 2007-11-30 18:53:29 by jwe] jwe parents: 7019 diff changeset	38 #include "lo-error.h"
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	39 #include "lo-ieee.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	40 #include "randmtzig.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	41 #include "randpoisson.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	42
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	43 namespace octave
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	44 {
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	45 static double xlgamma (double x)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	46 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	47 return std::lgamma (x);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	48 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	49
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	50 /* ---- pprsc.c from Stadloeber's winrand --- */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	51
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	52 /* flogfak(k) = ln(k!) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	53 static double flogfak (double k)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	54 {
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	55 #define C0 9.18938533204672742e-01
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	56 #define C1 8.33333333333333333e-02
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	57 #define C3 -2.77777777777777778e-03
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	58 #define C5 7.93650793650793651e-04
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	59 #define C7 -5.95238095238095238e-04
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	60
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	61 static double logfak[30L] =
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	62 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	63 0.00000000000000000, 0.00000000000000000, 0.69314718055994531,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	64 1.79175946922805500, 3.17805383034794562, 4.78749174278204599,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	65 6.57925121201010100, 8.52516136106541430, 10.60460290274525023,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	66 12.80182748008146961, 15.10441257307551530, 17.50230784587388584,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	67 19.98721449566188615, 22.55216385312342289, 25.19122118273868150,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	68 27.89927138384089157, 30.67186010608067280, 33.50507345013688888,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	69 36.39544520803305358, 39.33988418719949404, 42.33561646075348503,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	70 45.38013889847690803, 48.47118135183522388, 51.60667556776437357,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	71 54.78472939811231919, 58.00360522298051994, 61.26170176100200198,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	72 64.55753862700633106, 67.88974313718153498, 71.25703896716800901
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	73 };
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	74
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	75 double r, rr;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	76
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	77 if (k >= 30.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	78 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	79 r = 1.0 / k;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	80 rr = r * r;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	81 return ((k + 0.5)*std::log (k) - k + C0
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	82 + r(C1 + rr(C3 + rr(C5 + rrC7))));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	83 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	84 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	85 return (logfak[static_cast<int> (k)]);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	86 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	87
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	88 /******************************************************************
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	89 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	90 * Poisson Distribution - Patchwork Rejection/Inversion *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	91 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	92 ******************************************************************
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	93 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	94 * For parameter my < 10, Tabulated Inversion is applied. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	95 * For my >= 10, Patchwork Rejection is employed: *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	96 * The area below the histogram function f(x) is rearranged in *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	97 * its body by certain point reflections. Within a large center *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	98 * interval variates are sampled efficiently by rejection from *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	99 * uniform hats. Rectangular immediate acceptance regions speed *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	100 * up the generation. The remaining tails are covered by *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	101 * exponential functions. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	102 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	103 ******************************************************************
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	104 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	105 * FUNCTION : - pprsc samples a random number from the Poisson *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	106 * distribution with parameter my > 0. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	107 * REFERENCE : - H. Zechner (1994): Efficient sampling from *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	108 * continuous and discrete unimodal distributions, *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	109 * Doctoral Dissertation, 156 pp., Technical *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	110 * University Graz, Austria. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	111 * SUBPROGRAM : - drand(seed) ... (0,1)-Uniform generator with *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	112 * unsigned long integer seed.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	113 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	114 * Implemented by H. Zechner, January 1994 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	115 * Revised by F. Niederl, July 1994 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	116 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	117 ******************************************************************/
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	118
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	119 static double f (double k, double l_nu, double c_pm)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	120 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	121 return exp (k * l_nu - flogfak (k) - c_pm);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	122 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	123
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	124 static double pprsc (double my)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	125 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	126 static double my_last = -1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	127 static double m, k2, k4, k1, k5;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	128 static double dl, dr, r1, r2, r4, r5, ll, lr, l_my, c_pm,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	129 f1, f2, f4, f5, p1, p2, p3, p4, p5, p6;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	130 double Dk, X, Y;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	131 double Ds, U, V, W;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	132
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	133 if (my != my_last)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	134 { /* set-up */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	135 my_last = my;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	136 /* approximate deviation of reflection points k2, k4 from my - 1/2 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	137 Ds = std::sqrt (my + 0.25);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	138
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	139 /* mode m, reflection points k2 and k4, and points k1 and k5, */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	140 /* which delimit the centre region of h(x) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	141 m = std::floor (my);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	142 k2 = ceil (my - 0.5 - Ds);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	143 k4 = std::floor (my - 0.5 + Ds);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	144 k1 = k2 + k2 - m + 1L;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	145 k5 = k4 + k4 - m;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	146
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	147 /* range width of the critical left and right centre region */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	148 dl = (k2 - k1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	149 dr = (k5 - k4);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	150
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	151 /* recurrence constants r(k)=p(k)/p(k-1) at k = k1, k2, k4+1, k5+1 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	152 r1 = my / k1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	153 r2 = my / k2;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	154 r4 = my / (k4 + 1.0);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	155 r5 = my / (k5 + 1.0);
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	156
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	157 /* reciprocal values of the scale parameters of exp. tail envelope */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	158 ll = std::log (r1); /* expon. tail left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	159 lr = -std::log (r5); /* expon. tail right*/
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	160
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	161 /* Poisson constants, necessary for computing function values f(k) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	162 l_my = std::log (my);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	163 c_pm = m * l_my - flogfak (m);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	164
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	165 /* function values f(k) = p(k)/p(m) at k = k2, k4, k1, k5 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	166 f2 = f (k2, l_my, c_pm);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	167 f4 = f (k4, l_my, c_pm);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	168 f1 = f (k1, l_my, c_pm);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	169 f5 = f (k5, l_my, c_pm);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	170
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	171 /* area of the two centre and the two exponential tail regions */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	172 /* area of the two immediate acceptance regions between k2, k4 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	173 p1 = f2 * (dl + 1.0); /* immed. left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	174 p2 = f2 * dl + p1; /* centre left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	175 p3 = f4 * (dr + 1.0) + p2; /* immed. right */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	176 p4 = f4 * dr + p3; /* centre right */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	177 p5 = f1 / ll + p4; /* exp. tail left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	178 p6 = f5 / lr + p5; /* exp. tail right*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	179 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	180
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	181 for (;;)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	182 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	183 /* generate uniform number U -- U(0, p6) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	184 /* case distinction corresponding to U */
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	185 if ((U = rand_uniform<double> () * p6) < p2)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	186 { /* centre left */
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	187
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	188 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	189 R2 = [k2, m) [0, f2), X = k2, ... m -1 /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	190 if ((V = U - p1) < 0.0) return (k2 + std::floor (U/f2));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	191 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	192 R1 = [k1, k2)[0, f1), X = k1, ... k2-1 /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	193 if ((W = V / dl) < f1 ) return (k1 + std::floor (V/f1));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	194
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	195 /* computation of candidate X < k2, and its counterpart Y > k2 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	196 /* either squeeze-acceptance of X or acceptance-rejection of Y */
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	197 Dk = std::floor (dl * rand_uniform<double> ()) + 1.0;
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	198 if (W <= f2 - Dk * (f2 - f2/r2))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	199 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	200 return (k2 - Dk); /* X = k2 - Dk */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	201 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	202 if ((V = f2 + f2 - W) < 1.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	203 { /* quick reject of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	204 Y = k2 + Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	205 if (V <= f2 + Dk * (1.0 - f2)/(dl + 1.0))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	206 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	207 return (Y); /* Y = k2 + Dk */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	208 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	209 if (V <= f (Y, l_my, c_pm)) return (Y); /* final accept of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	210 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	211 X = k2 - Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	212 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	213 else if (U < p4)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	214 { /* centre right */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	215 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	216 R3 = [m, k4+1)[0, f4), X = m, ... k4 /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	217 if ((V = U - p3) < 0.0) return (k4 - std::floor ((U - p2)/f4));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	218 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	219 R4 = [k4+1, k5+1)[0, f5) /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	220 if ((W = V / dr) < f5 ) return (k5 - std::floor (V/f5));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	221
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	222 /* computation of candidate X > k4, and its counterpart Y < k4 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	223 /* either squeeze-acceptance of X or acceptance-rejection of Y */
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	224 Dk = std::floor (dr * rand_uniform<double> ()) + 1.0;
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	225 if (W <= f4 - Dk * (f4 - f4*r4))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	226 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	227 return (k4 + Dk); /* X = k4 + Dk */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	228 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	229 if ((V = f4 + f4 - W) < 1.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	230 { /* quick reject of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	231 Y = k4 - Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	232 if (V <= f4 + Dk * (1.0 - f4)/ dr)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	233 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	234 return (Y); /* Y = k4 - Dk */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	235 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	236 if (V <= f (Y, l_my, c_pm)) return (Y); /* final accept of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	237 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	238 X = k4 + Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	239 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	240 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	241 {
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	242 W = rand_uniform<double> ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	243 if (U < p5)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	244 { /* expon. tail left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	245 Dk = std::floor (1.0 - std::log (W)/ll);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	246 if ((X = k1 - Dk) < 0L) continue; /* 0 <= X <= k1 - 1 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	247 W = (U - p4) ll; /* W -- U(0, h(x)) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	248 if (W <= f1 - Dk * (f1 - f1/r1))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	249 return (X); /* quick accept of X*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	250 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	251 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	252 { /* expon. tail right*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	253 Dk = std::floor (1.0 - std::log (W)/lr);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	254 X = k5 + Dk; /* X >= k5 + 1 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	255 W = (U - p5) lr; /* W -- U(0, h(x)) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	256 if (W <= f5 - Dk * (f5 - f5*r5))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	257 return (X); /* quick accept of X*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	258 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	259 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	260
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	261 /* acceptance-rejection test of candidate X from the original area */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	262 /* test, whether W <= f(k), with W = Uh(x) and U -- U(0, 1)/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	263 /* log f(X) = (X - m)log(my) - log X! + log m! /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	264 if (std::log (W) <= X * l_my - flogfak (X) - c_pm) return (X);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	265 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	266 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	267 /* ---- pprsc.c end ------ */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	268
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	269 /* The remainder of the file is by Paul Kienzle */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	270
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	271 /* Table size is predicated on the maximum value of lambda
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	272 * we want to store in the table, and the maximum value of
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	273 * returned by the uniform random number generator on [0,1).
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	274 * With lambda==10 and u_max = 1 - 1/(2^32+1), we
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	275 * have poisson_pdf(lambda,36) < 1-u_max. If instead our
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	276 * generator uses more bits of mantissa or returns a value
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	277 * in the range [0,1], then for lambda==10 we need a table
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	278 * size of 46 instead. For long doubles, the table size
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	279 * will need to be longer still. */
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	280 #define TABLESIZE 46
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	281
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	282 /* Given uniform u, find x such that CDF(L,x)==u. Return x. */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	283
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	284 template <typename T>
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	285 static void
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	286 poisson_cdf_lookup (double lambda, T *p, size_t n)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	287 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	288 double t[TABLESIZE];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	289
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	290 /* Precompute the table for the u up to and including 0.458.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	291 * We will almost certainly need it. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	292 int intlambda = static_cast<int> (std::floor (lambda));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	293 double P;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	294 int tableidx;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	295 size_t i = n;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	296
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	297 t[0] = P = exp (-lambda);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	298 for (tableidx = 1; tableidx <= intlambda; tableidx++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	299 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	300 P = P*lambda/static_cast<double> (tableidx);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	301 t[tableidx] = t[tableidx-1] + P;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	302 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	303
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	304 while (i-- > 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	305 {
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	306 double u = rand_uniform<double> ();
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	307
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	308 /* If u > 0.458 we know we can jump to floor(lambda) before
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	309 * comparing (this observation is based on Stadlober's winrand
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	310 * code). For lambda >= 1, this will be a win. Lambda < 1
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	311 * is already fast, so adding an extra comparison is not a
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	312 * problem. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	313 int k = (u > 0.458 ? intlambda : 0);
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	314
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	315 /* We aren't using a for loop here because when we find the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	316 * right k we want to jump to the next iteration of the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	317 * outer loop, and the continue statement will only work for
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	318 * the inner loop. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	319 nextk:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	320 if (u <= t[k])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	321 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	322 p[i] = static_cast<T> (k);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	323 continue;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	324 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	325 if (++k < tableidx)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	326 goto nextk;
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	327
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	328 /* We only need high values of the table very rarely so we
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	329 * don't automatically compute the entire table. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	330 while (tableidx < TABLESIZE)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	331 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	332 P = P*lambda/static_cast<double> (tableidx);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	333 t[tableidx] = t[tableidx-1] + P;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	334 /* Make sure we converge to 1.0 just in case u is uniform
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	335 * on [0,1] rather than [0,1). */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	336 if (t[tableidx] == t[tableidx-1]) t[tableidx] = 1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	337 tableidx++;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	338 if (u <= t[tableidx-1]) break;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	339 }
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	340
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	341 /* We are assuming that the table size is big enough here.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	342 * This should be true even if rand_uniform is returning values in
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	343 * the range [0,1] rather than [0,1). */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	344 p[i] = static_cast<T> (tableidx-1);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	345 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	346 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	347
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	348 /* From Press, et al., Numerical Recipes */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	349 template <typename T>
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	350 static void
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	351 poisson_rejection (double lambda, T *p, size_t n)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	352 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	353 double sq = std::sqrt (2.0*lambda);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	354 double alxm = std::log (lambda);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	355 double g = lambda*alxm - xlgamma (lambda+1.0);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	356 size_t i;
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	357
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	358 for (i = 0; i < n; i++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	359 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	360 double y, em, t;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	361 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	362 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	363 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	364 {
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	365 y = tan (M_PI*rand_uniform<double> ());
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	366 em = sq * y + lambda;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	367 } while (em < 0.0);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	368 em = std::floor (em);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	369 t = 0.9(1.0+yy)exp (emalxm-flogfak (em)-g);
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	370 } while (rand_uniform<double> () > t);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	371 p[i] = em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	372 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	373 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	374
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	375 /* The cutoff of L <= 1e8 in the following two functions before using
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	376 * the normal approximation is based on:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	377 * > L=1e8; x=floor(linspace(0,2*L,1000));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	378 * > max(abs(normal_pdf(x,L,L)-poisson_pdf(x,L)))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	379 * ans = 1.1376e-28
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	380 * For L=1e7, the max is around 1e-9, which is within the step size of
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	381 * rand_uniform. For L>1e10 the pprsc function breaks down, as I saw
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	382 * from the histogram of a large sample, so 1e8 is both small enough
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	383 * and large enough. */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	384
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	385 /* Generate a set of poisson numbers with the same distribution */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	386 template <typename T> void rand_poisson (T L_arg, octave_idx_type n, T *p)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	387 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	388 double L = L_arg;
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	389 octave_idx_type i;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	390 if (L < 0.0 \|\| lo_ieee_isinf (L))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	391 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	392 for (i=0; i<n; i++)
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	393 p[i] = numeric_limits<T>::NaN ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	394 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	395 else if (L <= 10.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	396 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	397 poisson_cdf_lookup<T> (L, p, n);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	398 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	399 else if (L <= 1e8)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	400 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	401 for (i=0; i<n; i++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	402 p[i] = pprsc (L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	403 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	404 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	405 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	406 /* normal approximation: from Phys. Rev. D (1994) v50 p1284 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	407 const double sqrtL = std::sqrt (L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	408 for (i = 0; i < n; i++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	409 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	410 p[i] = std::floor (rand_normal<T> () * sqrtL + L + 0.5);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	411 if (p[i] < 0.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	412 p[i] = 0.0; /* will probably never happen */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	413 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	414 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	415 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	416
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	417 template void rand_poisson<double> (double, octave_idx_type, double *);
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	418 template void rand_poisson<float> (float, octave_idx_type, float *);
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	419
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	420 /* Generate one poisson variate */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	421 template <typename T> T rand_poisson (T L_arg)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	422 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	423 double L = L_arg;
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	424 T ret;
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	425 if (L < 0.0) ret = numeric_limits<T>::NaN ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	426 else if (L <= 12.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	427 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	428 /* From Press, et al. Numerical recipes */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	429 double g = exp (-L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	430 int em = -1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	431 double t = 1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	432 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	433 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	434 ++em;
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	435 t *= rand_uniform<T> ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	436 } while (t > g);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	437 ret = em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	438 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	439 else if (L <= 1e8)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	440 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	441 /* numerical recipes */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	442 poisson_rejection<T> (L, &ret, 1);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	443 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	444 else if (lo_ieee_isinf (L))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	445 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	446 /* FIXME: R uses NaN, but the normal approximation suggests that
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	447 * limit should be Inf. Which is correct? */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	448 ret = numeric_limits<T>::NaN ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	449 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	450 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	451 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	452 /* normal approximation: from Phys. Rev. D (1994) v50 p1284 */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	453 ret = std::floor (rand_normal<T> () * std::sqrt (L) + L + 0.5);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	454 if (ret < 0.0) ret = 0.0; /* will probably never happen */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	455 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	456 return ret;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	457 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	458
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	459 template double rand_poisson<double> (double);
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	460 template float rand_poisson<float> (float);
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	461 }

Mercurial > octave

annotate liboctave/numeric/randpoisson.cc @ 27919:1891570abac8