octave: liboctave/numeric/randpoisson.cc annotate

annotate liboctave/numeric/randpoisson.cc @ 25433:49e0447413ad

use templates and move rand functions inside octave namespace * oct-rand.h, oct-rand.cc (rand): Move class inside octave namespace and rename from octave_rand. Use templates to eliminate duplicate code. Change all uses. * randgamma.h, randgamma.cc, randmtzig.h, randmtzig.cc, randpoisson.h, randpoisson.cc: Move functions inside Octave namespace. Use templates to eliminate duplicate code. Change all uses.

author	John W. Eaton <jwe@octave.org>
date	Sat, 17 Mar 2018 07:02:30 -0500
parents	6652d3823428
children	859ad1f0b85e

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
25054 6652d3823428 maint: Update copyright dates in all source files. John W. Eaton <jwe@octave.org> parents: 24534 diff changeset	3 Copyright (C) 2006-2018 John W. Eaton
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	4
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	5 This file is part of Octave.
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	6
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23662 diff changeset	7 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	8 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	9 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	10 (at your option) any later version.
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	11
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	12 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	13 WITHOUT ANY WARRANTY; without even the implied warranty of
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	14 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22402 diff changeset	15 GNU General Public License for more details.
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	16
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	17 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	18 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	19 <https://www.gnu.org/licenses/>.
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 */
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	22
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	23 /* Original version written by Paul Kienzle distributed as free
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	24 software in the in the public domain. */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	25
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	26 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21202 diff changeset	27 # include "config.h"
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	28 #endif
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	29
23662 bd77ab816e43 eliminate obsolete file lo-math.h John W. Eaton <jwe@octave.org> parents: 23649 diff changeset	30 #include <cmath>
23475 d691ed308237 maint: Clean up #includes in liboctave/numeric directory. Rik <rik@octave.org> parents: 23220 diff changeset	31 #include <cstddef>
d691ed308237 maint: Clean up #includes in liboctave/numeric directory. Rik <rik@octave.org> parents: 23220 diff changeset	32
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	33 #include "f77-fcn.h"
7231 2eb392d058bb [project @ 2007-11-30 18:53:29 by jwe] jwe parents: 7019 diff changeset	34 #include "lo-error.h"
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	35 #include "lo-ieee.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	36 #include "randmtzig.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	37 #include "randpoisson.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	38
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	39 namespace octave
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	40 {
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	41 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	42 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	43 return std::lgamma (x);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	44 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	45
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	46 /* ---- 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	47
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	48 /* flogfak(k) = ln(k!) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	49 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	50 {
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	51 #define C0 9.18938533204672742e-01
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	52 #define C1 8.33333333333333333e-02
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	53 #define C3 -2.77777777777777778e-03
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	54 #define C5 7.93650793650793651e-04
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	55 #define C7 -5.95238095238095238e-04
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	56
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	57 static double logfak[30L] =
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	58 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	59 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	60 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	61 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	62 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	63 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	64 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	65 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	66 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	67 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	68 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	69 };
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	70
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	71 double r, rr;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	72
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	73 if (k >= 30.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	74 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	75 r = 1.0 / k;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	76 rr = r * r;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	77 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	78 + 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	79 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	80 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	81 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	82 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	83
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	84 /******************************************************************
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	85 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	86 * 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	87 * *
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 * 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	91 * 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	92 * 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	93 * 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	94 * 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	95 * 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	96 * 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	97 * exponential functions. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	98 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	99 ******************************************************************
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	100 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	101 * 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	102 * 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	103 * 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	104 * 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	105 * 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	106 * University Graz, Austria. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	107 * 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	108 * unsigned long integer seed.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	109 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	110 * 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	111 * 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	112 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	113 ******************************************************************/
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	114
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	115 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	116 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	117 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	118 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	119
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	120 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	121 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	122 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	123 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	124 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	125 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	126 double Dk, X, Y;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	127 double Ds, U, V, W;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	128
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	129 if (my != my_last)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	130 { /* set-up */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	131 my_last = my;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	132 /* 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	133 Ds = std::sqrt (my + 0.25);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	134
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	135 /* 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	136 /* 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	137 m = std::floor (my);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	138 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	139 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	140 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	141 k5 = k4 + k4 - m;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	142
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	143 /* 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	144 dl = (k2 - k1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	145 dr = (k5 - k4);
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 /* 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	148 r1 = my / k1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	149 r2 = my / k2;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	150 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	151 r5 = my / (k5 + 1.0);
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	152
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	153 /* 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	154 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	155 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	156
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	157 /* 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	158 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	159 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	160
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	161 /* 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	162 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	163 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	164 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	165 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	166
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	167 /* 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	168 /* 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	169 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	170 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	171 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	172 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	173 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	174 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	175 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	176
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	177 for (;;)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	178 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	179 /* 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	180 /* case distinction corresponding to U */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	181 if ((U = octave::rand_uniform<double> () * p6) < p2)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	182 { /* centre left */
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	183
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	184 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	185 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	186 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	187 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	188 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	189 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	190
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	191 /* 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	192 /* either squeeze-acceptance of X or acceptance-rejection of Y */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	193 Dk = std::floor (dl * octave::rand_uniform<double> ()) + 1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	194 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	195 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	196 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	197 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	198 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	199 { /* quick reject of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	200 Y = k2 + Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	201 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	202 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	203 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	204 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	205 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	206 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	207 X = 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 else if (U < p4)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	210 { /* centre right */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	211 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	212 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	213 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	214 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	215 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	216 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	217
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	218 /* 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	219 /* either squeeze-acceptance of X or acceptance-rejection of Y */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	220 Dk = std::floor (dr * octave::rand_uniform<double> ()) + 1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	221 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	222 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	223 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	224 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	225 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	226 { /* quick reject of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	227 Y = k4 - Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	228 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	229 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	230 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	231 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	232 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	233 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	234 X = 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 else
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 W = octave::rand_uniform<double> ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	239 if (U < p5)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	240 { /* expon. tail left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	241 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	242 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	243 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	244 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	245 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	246 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	247 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	248 { /* expon. tail right*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	249 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	250 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	251 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	252 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	253 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	254 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	255 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	256
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	257 /* 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	258 /* 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	259 /* 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	260 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	261 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	262 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	263 /* ---- pprsc.c end ------ */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	264
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	265 /* The remainder of the file is by Paul Kienzle */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	266
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	267 /* Given uniform u, find x such that CDF(L,x)==u. Return x. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	268 static void poisson_cdf_lookup (double lambda, double *p, size_t n)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	269 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	270 /* Table size is predicated on the maximum value of lambda
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	271 * we want to store in the table, and the maximum value of
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	272 * returned by the uniform random number generator on [0,1).
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	273 * With lambda==10 and u_max = 1 - 1/(2^32+1), we
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	274 * have poisson_pdf(lambda,36) < 1-u_max. If instead our
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	275 * generator uses more bits of mantissa or returns a value
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	276 * in the range [0,1], then for lambda==10 we need a table
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	277 * size of 46 instead. For long doubles, the table size
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	278 * will need to be longer still. */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	279 #define TABLESIZE 46
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	280 double t[TABLESIZE];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 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 /* 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	283 * 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	284 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	285 double P;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	286 int tableidx;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	287 size_t i = n;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	288
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	289 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	290 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	291 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	292 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	293 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	294 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	295
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	296 while (i-- > 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	297 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	298 double u = octave::rand_uniform<double> ();
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	299
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	300 /* 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	301 * 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	302 * 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	303 * 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	304 * problem. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	305 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	306
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	307 /* 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	308 * 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	309 * 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	310 * the inner loop. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	311 nextk:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	312 if (u <= t[k])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	313 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	314 p[i] = static_cast<double> (k);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	315 continue;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	316 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	317 if (++k < tableidx)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	318 goto nextk;
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	319
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	320 /* 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	321 * 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	322 while (tableidx < TABLESIZE)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	323 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	324 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	325 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	326 /* 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	327 * 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	328 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	329 tableidx++;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	330 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	331 }
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	332
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	333 /* 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	334 * 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	335 * the range [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 p[i] = static_cast<double> (tableidx-1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	337 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	338 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	339
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	340 static void poisson_cdf_lookup_float (double lambda, float *p, size_t n)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	341 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	342 double t[TABLESIZE];
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	343
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	344 /* 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	345 * 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	346 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	347 double P;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	348 int tableidx;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	349 size_t i = n;
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	350
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	351 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	352 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	353 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	354 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	355 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	356 }
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 while (i-- > 0)
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 u = octave::rand_uniform<double> ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	361 int k = (u > 0.458 ? intlambda : 0);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	362 nextk:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	363 if (u <= t[k])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	364 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	365 p[i] = static_cast<float> (k);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	366 continue;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	367 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	368 if (++k < tableidx)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	369 goto nextk;
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	370
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	371 while (tableidx < TABLESIZE)
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 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	374 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	375 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	376 tableidx++;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	377 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	378 }
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	379
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	380 p[i] = static_cast<float> (tableidx-1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	381 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	382 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	383
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	384 /* 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	385 static void poisson_rejection (double lambda, double *p, size_t n)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	386 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	387 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	388 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	389 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	390 size_t i;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	391
25433 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++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	393 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	394 double y, em, t;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	395 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	396 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	397 do
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 y = tan (M_PI*octave::rand_uniform<double> ());
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	400 em = sq * y + lambda;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	401 } while (em < 0.0);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	402 em = std::floor (em);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	403 t = 0.9(1.0+yy)exp (emalxm-flogfak (em)-g);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	404 } while (octave::rand_uniform<double> () > t);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	405 p[i] = em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	406 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	407 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	408
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	409 /* 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	410 static void poisson_rejection_float (double lambda, float *p, size_t n)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	411 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	412 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	413 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	414 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	415 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	416
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	417 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	418 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	419 double y, em, t;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	420 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	421 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	422 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	423 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	424 y = tan (M_PI*octave::rand_uniform<double> ());
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	425 em = sq * y + lambda;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	426 } while (em < 0.0);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	427 em = std::floor (em);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	428 t = 0.9(1.0+yy)exp (emalxm-flogfak (em)-g);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	429 } while (octave::rand_uniform<double> () > t);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	430 p[i] = em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	431 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	432 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	433
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	434 /* 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	435 * 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	436 * > 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	437 * > 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	438 * ans = 1.1376e-28
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	439 * 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	440 * 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	441 * 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	442 * and large enough. */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	443
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	444 /* Generate a set of poisson numbers with the same distribution */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	445 template <> void rand_poisson<double> (double L, octave_idx_type n, double *p)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	446 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	447 octave_idx_type i;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	448 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	449 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	450 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	451 p[i] = numeric_limits<double>::NaN ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	452 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	453 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	454 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	455 poisson_cdf_lookup (L, p, n);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	456 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	457 else if (L <= 1e8)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	458 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	459 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	460 p[i] = pprsc (L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	461 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	462 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	463 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	464 /* 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	465 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	466 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	467 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	468 p[i] = std::floor (rand_normal<double> () * sqrtL + L + 0.5);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	469 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	470 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	471 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	472 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	473 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	474
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	475 /* Generate one poisson variate */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	476 template <> double rand_poisson<double> (double L)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	477 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	478 double ret;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	479 if (L < 0.0) ret = numeric_limits<double>::NaN ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	480 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	481 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	482 /* 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	483 double g = exp (-L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	484 int em = -1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	485 double t = 1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	486 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	487 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	488 ++em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	489 t *= rand_uniform<double> ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	490 } while (t > g);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	491 ret = em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	492 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	493 else if (L <= 1e8)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	494 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	495 /* numerical recipes */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	496 poisson_rejection (L, &ret, 1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	497 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	498 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	499 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	500 /* 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	501 * limit should be Inf. Which is correct? */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	502 ret = numeric_limits<double>::NaN ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	503 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	504 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	505 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	506 /* 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	507 ret = std::floor (rand_normal<double> () * std::sqrt (L) + L + 0.5);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	508 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	509 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	510 return ret;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	511 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	512
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	513 /* Generate a set of poisson numbers with the same distribution */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	514 template <> void rand_poisson<float> (float FL, octave_idx_type n, float *p)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	515 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	516 double L = FL;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	517 octave_idx_type i;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	518 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	519 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	520 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	521 p[i] = numeric_limits<double>::NaN ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	522 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	523 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	524 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	525 poisson_cdf_lookup_float (L, p, n);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	526 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	527 else if (L <= 1e8)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	528 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	529 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	530 p[i] = pprsc (L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	531 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	532 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	533 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	534 /* 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	535 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	536 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	537 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	538 p[i] = std::floor (rand_normal<float> () * sqrtL + L + 0.5);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	539 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	540 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	541 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	542 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	543 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	544
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	545 /* Generate one poisson variate */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	546 template <> float rand_poisson<float> (float FL)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	547 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	548 double L = FL;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	549 float ret;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	550 if (L < 0.0) ret = numeric_limits<float>::NaN ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	551 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	552 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	553 /* 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	554 double g = exp (-L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	555 int em = -1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	556 double t = 1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	557 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	558 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	559 ++em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	560 t *= rand_uniform<float> ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	561 } while (t > g);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	562 ret = em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	563 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	564 else if (L <= 1e8)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	565 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	566 /* numerical recipes */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	567 poisson_rejection_float (L, &ret, 1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	568 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	569 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	570 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	571 /* 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	572 * limit should be Inf. Which is correct? */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	573 ret = numeric_limits<float>::NaN ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	574 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	575 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	576 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	577 /* 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	578 ret = std::floor (rand_normal<float> () * std::sqrt (L) + L + 0.5);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	579 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	580 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	581 return ret;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	582 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	583 }

Mercurial > octave

annotate liboctave/numeric/randpoisson.cc @ 25433:49e0447413ad