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oct-rand.cc: fix typo
author John W. Eaton <jwe@octave.org>
date Tue, 26 Feb 2008 20:29:58 -0500
parents bda16af4fd2f
children a2950622f070 72830070a17b
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1 /*
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2
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3 Copyright (C) 2003, 2005, 2006, 2007 John W. Eaton
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4
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5 This file is part of Octave.
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6
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
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10 option) any later version.
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11
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include <map>
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28 #include <vector>
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29
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30 #include "f77-fcn.h"
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31 #include "lo-ieee.h"
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32 #include "lo-error.h"
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33 #include "lo-mappers.h"
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34 #include "oct-rand.h"
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35 #include "oct-time.h"
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36 #include "data-conv.h"
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37 #include "randmtzig.h"
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38 #include "randpoisson.h"
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39 #include "randgamma.h"
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40 #include "mach-info.h"
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41
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42 static const int unknown_dist = 0;
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43 static const int uniform_dist = 1;
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44 static const int normal_dist = 2;
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45 static const int expon_dist = 3;
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46 static const int poisson_dist = 4;
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47 static const int gamma_dist = 5;
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48
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49 // Current distribution of random numbers.
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50 static int current_distribution = uniform_dist;
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51
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52 // Has the seed/state been set yet?
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53 static bool old_initialized = false;
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54 static bool new_initialized = false;
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55 static bool use_old_generators = false;
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56
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57 std::map<int, ColumnVector> rand_states;
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58
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59 extern "C"
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60 {
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61 F77_RET_T
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62 F77_FUNC (dgennor, DGENNOR) (const double&, const double&, double&);
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63
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64 F77_RET_T
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65 F77_FUNC (dgenunf, DGENUNF) (const double&, const double&, double&);
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66
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67 F77_RET_T
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68 F77_FUNC (dgenexp, DGENEXP) (const double&, double&);
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69
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70 F77_RET_T
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71 F77_FUNC (dignpoi, DIGNPOI) (const double&, double&);
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72
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73 F77_RET_T
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74 F77_FUNC (dgengam, DGENGAM) (const double&, const double&, double&);
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75
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76 F77_RET_T
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77 F77_FUNC (setall, SETALL) (const octave_idx_type&, const octave_idx_type&);
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78
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79 F77_RET_T
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80 F77_FUNC (getsd, GETSD) (octave_idx_type&, octave_idx_type&);
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81
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82 F77_RET_T
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83 F77_FUNC (setsd, SETSD) (const octave_idx_type&, const octave_idx_type&);
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84
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85 F77_RET_T
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86 F77_FUNC (setcgn, SETCGN) (const octave_idx_type&);
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87 }
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88
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89 static octave_idx_type
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90 force_to_fit_range (octave_idx_type i, octave_idx_type lo, octave_idx_type hi)
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91 {
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92 assert (hi > lo && lo >= 0 && hi > lo);
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93
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94 i = i > 0 ? i : -i;
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95
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96 if (i < lo)
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97 i = lo;
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98 else if (i > hi)
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99 i = i % hi;
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100
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101 return i;
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102 }
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103
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104 // Make the random number generator give us a different sequence every
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105 // time we start octave unless we specifically set the seed. The
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106 // technique used below will cycle monthly, but it it does seem to
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107 // work ok to give fairly different seeds each time Octave starts.
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108
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109 static void
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110 do_old_initialization (void)
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111 {
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112 octave_localtime tm;
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113 int stored_distribution = current_distribution;
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114 F77_FUNC (setcgn, SETCGN) (uniform_dist);
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115
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116 int hour = tm.hour() + 1;
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117 int minute = tm.min() + 1;
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118 int second = tm.sec() + 1;
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119
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120 octave_idx_type s0 = tm.mday() * hour * minute * second;
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121 octave_idx_type s1 = hour * minute * second;
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122
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123 s0 = force_to_fit_range (s0, 1, 2147483563);
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124 s1 = force_to_fit_range (s1, 1, 2147483399);
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125
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126 F77_FUNC (setall, SETALL) (s0, s1);
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127 F77_FUNC (setcgn, SETCGN) (stored_distribution);
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128
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129 old_initialized = true;
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130 }
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131
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132 static ColumnVector
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133 get_internal_state (void)
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134 {
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135 ColumnVector s (MT_N + 1);
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136
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137 OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1);
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138
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139 oct_get_state (tmp);
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140
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141 for (octave_idx_type i = 0; i <= MT_N; i++)
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142 s.elem (i) = static_cast<double> (tmp [i]);
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143
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144 return s;
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145 }
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146
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147 static inline void
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diff changeset
148 save_state (void)
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diff changeset
149 {
ff52243af934 save state separately for each MT random number generator
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diff changeset
150 rand_states[current_distribution] = get_internal_state ();;
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diff changeset
151 }
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152
ff52243af934 save state separately for each MT random number generator
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diff changeset
153 static void
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diff changeset
154 initialize_rand_states (void)
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155 {
ff52243af934 save state separately for each MT random number generator
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diff changeset
156 if (! new_initialized)
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diff changeset
157 {
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parents: 7017
diff changeset
158 oct_init_by_entropy ();
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diff changeset
159
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diff changeset
160 ColumnVector s = get_internal_state ();
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diff changeset
161
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diff changeset
162 rand_states[uniform_dist] = s;
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diff changeset
163 rand_states[normal_dist] = s;
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diff changeset
164 rand_states[expon_dist] = s;
ff52243af934 save state separately for each MT random number generator
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diff changeset
165 rand_states[poisson_dist] = s;
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diff changeset
166 rand_states[gamma_dist] = s;
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167
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diff changeset
168 new_initialized = true;
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169 }
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170 }
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171
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172 static inline void
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173 maybe_initialize (void)
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174 {
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175 if (use_old_generators)
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jwe
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176 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
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diff changeset
177 if (! old_initialized)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
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diff changeset
178 do_old_initialization ();
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
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179 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
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180 else
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181 {
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182 if (! new_initialized)
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diff changeset
183 initialize_rand_states ();
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184 }
ff52243af934 save state separately for each MT random number generator
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185 }
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186
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187 static int
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188 get_dist_id (const std::string& d)
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diff changeset
189 {
7535
bda16af4fd2f oct-rand.cc (get_dist_id): initialize retval
John W. Eaton <jwe@octave.org>
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diff changeset
190 int retval = unknown_dist;
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191
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diff changeset
192 if (d == "uniform" || d == "rand")
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diff changeset
193 retval = uniform_dist;
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194 else if (d == "normal" || d == "randn")
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195 retval = normal_dist;
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diff changeset
196 else if (d == "exponential" || d == "rande")
ff52243af934 save state separately for each MT random number generator
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diff changeset
197 retval = expon_dist;
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198 else if (d == "poisson" || d == "randp")
ff52243af934 save state separately for each MT random number generator
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diff changeset
199 retval = poisson_dist;
7536
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
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diff changeset
200 else if (d == "gamma" || d == "randg")
7533
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diff changeset
201 retval = gamma_dist;
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diff changeset
202 else
7536
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
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diff changeset
203 (*current_liboctave_error_handler)
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
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diff changeset
204 ("rand: invalid distribution `%s'", d.c_str ());
7533
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205
ff52243af934 save state separately for each MT random number generator
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diff changeset
206 return retval;
ff52243af934 save state separately for each MT random number generator
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diff changeset
207 }
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diff changeset
208
ff52243af934 save state separately for each MT random number generator
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diff changeset
209 static void
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
210 set_internal_state (const ColumnVector& s)
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John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
211 {
ff52243af934 save state separately for each MT random number generator
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diff changeset
212 octave_idx_type len = s.length ();
ff52243af934 save state separately for each MT random number generator
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diff changeset
213 octave_idx_type n = len < MT_N + 1 ? len : MT_N + 1;
ff52243af934 save state separately for each MT random number generator
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diff changeset
214
ff52243af934 save state separately for each MT random number generator
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diff changeset
215 OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1);
ff52243af934 save state separately for each MT random number generator
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diff changeset
216
ff52243af934 save state separately for each MT random number generator
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diff changeset
217 for (octave_idx_type i = 0; i < n; i++)
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
218 tmp[i] = static_cast<uint32_t> (s.elem(i));
ff52243af934 save state separately for each MT random number generator
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diff changeset
219
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
220 if (len == MT_N + 1 && tmp[MT_N] <= MT_N && tmp[MT_N] > 0)
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
221 oct_set_state (tmp);
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
222 else
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
223 oct_init_by_array (tmp, len);
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
224 }
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
225
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
226 static inline void
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
227 switch_to_generator (int dist)
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
228 {
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
229 if (dist != current_distribution)
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
230 {
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
231 current_distribution = dist;
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
232
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
233 set_internal_state (rand_states[dist]);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
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diff changeset
234 }
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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parents:
diff changeset
235 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
236
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
237 double
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
238 octave_rand::seed (void)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
239 {
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
240 if (! old_initialized)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
241 do_old_initialization ();
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
242
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
jwe
parents: 4552
diff changeset
243 union d2i { double d; octave_idx_type i[2]; };
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
244 union d2i u;
6435
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
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diff changeset
245
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
246 oct_mach_info::float_format ff = oct_mach_info::native_float_format ();
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
247
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
248 switch (ff)
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
249 {
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
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diff changeset
250 case oct_mach_info::flt_fmt_ieee_big_endian:
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
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diff changeset
251 F77_FUNC (getsd, GETSD) (u.i[1], u.i[0]);
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
252 break;
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
253 default:
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
254 F77_FUNC (getsd, GETSD) (u.i[0], u.i[1]);
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
255 break;
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
256 }
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
257
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
258 return u.d;
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
259 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
260
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
261 void
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
262 octave_rand::seed (double s)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
263 {
5730
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diff changeset
264 use_old_generators = true;
7533
ff52243af934 save state separately for each MT random number generator
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diff changeset
265
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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diff changeset
266 maybe_initialize ();
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
267
6435
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diff changeset
268 int i0, i1;
5275
23b37da9fd5b [project @ 2005-04-08 16:07:35 by jwe]
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parents: 4552
diff changeset
269 union d2i { double d; octave_idx_type i[2]; };
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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parents:
diff changeset
270 union d2i u;
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
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diff changeset
271 u.d = s;
6435
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diff changeset
272
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
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diff changeset
273 oct_mach_info::float_format ff = oct_mach_info::native_float_format ();
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
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diff changeset
274
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
275 switch (ff)
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
276 {
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
277 case oct_mach_info::flt_fmt_ieee_big_endian:
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
278 i1 = force_to_fit_range (u.i[0], 1, 2147483563);
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
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diff changeset
279 i0 = force_to_fit_range (u.i[1], 1, 2147483399);
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
280 break;
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
281 default:
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
282 i0 = force_to_fit_range (u.i[0], 1, 2147483563);
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
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diff changeset
283 i1 = force_to_fit_range (u.i[1], 1, 2147483399);
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
284 break;
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
285 }
71888a0ab040 [project @ 2007-03-23 14:17:02 by dbateman]
dbateman
parents: 6326
diff changeset
286
4308
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diff changeset
287 F77_FUNC (setsd, SETSD) (i0, i1);
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
288 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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parents:
diff changeset
289
5730
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diff changeset
290 ColumnVector
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
291 octave_rand::state (const std::string& d)
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
292 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
293 if (! new_initialized)
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
294 initialize_rand_states ();
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
295
7533
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
296 return rand_states[d.empty () ? current_distribution : get_dist_id (d)];
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
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parents: 5307
diff changeset
297 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
298
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
299 void
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
300 octave_rand::state (const ColumnVector& s, const std::string& d)
5730
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diff changeset
301 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
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diff changeset
302 use_old_generators = false;
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diff changeset
303
5730
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diff changeset
304 maybe_initialize ();
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diff changeset
305
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diff changeset
306 int old_dist = current_distribution;
ff52243af934 save state separately for each MT random number generator
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diff changeset
307
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
308 int new_dist = d.empty () ? current_distribution : get_dist_id (d);
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diff changeset
309
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
310 ColumnVector saved_state;
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diff changeset
311
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diff changeset
312 if (old_dist != new_dist)
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diff changeset
313 saved_state = get_internal_state ();
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diff changeset
314
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diff changeset
315 set_internal_state (s);
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diff changeset
316
ff52243af934 save state separately for each MT random number generator
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diff changeset
317 rand_states[new_dist] = get_internal_state ();
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diff changeset
318
ff52243af934 save state separately for each MT random number generator
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diff changeset
319 if (old_dist != new_dist)
ff52243af934 save state separately for each MT random number generator
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diff changeset
320 rand_states[old_dist] = saved_state;
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diff changeset
321 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
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diff changeset
322
4308
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diff changeset
323 std::string
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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parents:
diff changeset
324 octave_rand::distribution (void)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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parents:
diff changeset
325 {
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diff changeset
326 std::string retval;
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diff changeset
327
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328 maybe_initialize ();
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diff changeset
329
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diff changeset
330 switch (current_distribution)
4308
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parents:
diff changeset
331 {
7533
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parents: 7017
diff changeset
332 case uniform_dist:
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diff changeset
333 retval = "uniform";
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diff changeset
334 break;
ff52243af934 save state separately for each MT random number generator
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diff changeset
335
ff52243af934 save state separately for each MT random number generator
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diff changeset
336 case normal_dist:
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diff changeset
337 retval = "normal";
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diff changeset
338 break;
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diff changeset
339
ff52243af934 save state separately for each MT random number generator
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diff changeset
340 case expon_dist:
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diff changeset
341 retval = "exponential";
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diff changeset
342 break;
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diff changeset
343
ff52243af934 save state separately for each MT random number generator
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diff changeset
344 case poisson_dist:
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diff changeset
345 retval = "poisson";
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346 break;
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347
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diff changeset
348 case gamma_dist:
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diff changeset
349 retval = "gamma";
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diff changeset
350 break;
ff52243af934 save state separately for each MT random number generator
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diff changeset
351
ff52243af934 save state separately for each MT random number generator
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diff changeset
352 default:
7536
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John W. Eaton <jwe@octave.org>
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diff changeset
353 (*current_liboctave_error_handler)
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
354 ("rand: invalid distribution ID = %d", current_distribution);
7533
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diff changeset
355 break;
4308
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diff changeset
356 }
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diff changeset
357
ff52243af934 save state separately for each MT random number generator
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diff changeset
358 return retval;
4308
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diff changeset
359 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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parents:
diff changeset
360
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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diff changeset
361 void
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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parents:
diff changeset
362 octave_rand::distribution (const std::string& d)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
363 {
7536
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John W. Eaton <jwe@octave.org>
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diff changeset
364 int id = get_dist_id (d);
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
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diff changeset
365
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
366 switch (id)
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
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diff changeset
367 {
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
368 case uniform_dist:
ff52243af934 save state separately for each MT random number generator
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diff changeset
369 octave_rand::uniform_distribution ();
ff52243af934 save state separately for each MT random number generator
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diff changeset
370 break;
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John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
371
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
372 case normal_dist:
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diff changeset
373 octave_rand::normal_distribution ();
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
374 break;
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diff changeset
375
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
376 case expon_dist:
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diff changeset
377 octave_rand::exponential_distribution ();
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parents: 7017
diff changeset
378 break;
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diff changeset
379
ff52243af934 save state separately for each MT random number generator
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diff changeset
380 case poisson_dist:
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diff changeset
381 octave_rand::poisson_distribution ();
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
382 break;
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parents: 7017
diff changeset
383
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
384 case gamma_dist:
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parents: 7017
diff changeset
385 octave_rand::gamma_distribution ();
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
386 break;
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John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
387
ff52243af934 save state separately for each MT random number generator
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diff changeset
388 default:
7536
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diff changeset
389 (*current_liboctave_error_handler)
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
390 ("rand: invalid distribution ID = %d", id);
7533
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parents: 7017
diff changeset
391 break;
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
392 }
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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parents:
diff changeset
393 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
394
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
395 void
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
396 octave_rand::uniform_distribution (void)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
397 {
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
398 maybe_initialize ();
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
399
7533
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
400 switch_to_generator (uniform_dist);
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
401
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
402 F77_FUNC (setcgn, SETCGN) (uniform_dist);
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
403 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
404
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
405 void
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
406 octave_rand::normal_distribution (void)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
407 {
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
408 maybe_initialize ();
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
409
7533
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
410 switch_to_generator (normal_dist);
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
411
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
412 F77_FUNC (setcgn, SETCGN) (normal_dist);
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
413 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
414
5730
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jwe
parents: 5307
diff changeset
415 void
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
416 octave_rand::exponential_distribution (void)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
417 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
418 maybe_initialize ();
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
419
7533
ff52243af934 save state separately for each MT random number generator
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parents: 7017
diff changeset
420 switch_to_generator (expon_dist);
5730
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jwe
parents: 5307
diff changeset
421
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
422 F77_FUNC (setcgn, SETCGN) (expon_dist);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
423 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
424
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
425 void
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
426 octave_rand::poisson_distribution (void)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
427 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
428 maybe_initialize ();
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
429
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
430 switch_to_generator (poisson_dist);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
431
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
432 F77_FUNC (setcgn, SETCGN) (poisson_dist);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
433 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
434
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
435 void
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
436 octave_rand::gamma_distribution (void)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
437 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
438 maybe_initialize ();
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
439
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
440 switch_to_generator (gamma_dist);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
441
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
442 F77_FUNC (setcgn, SETCGN) (gamma_dist);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
443 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
444
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
445
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
446 double
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
447 octave_rand::scalar (double a)
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
448 {
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
449 maybe_initialize ();
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
450
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
451 double retval = 0.0;
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
452
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
453 if (use_old_generators)
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
454 {
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
455 switch (current_distribution)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
456 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
457 case uniform_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
458 F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, retval);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
459 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
460
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
461 case normal_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
462 F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, retval);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
463 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
464
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
465 case expon_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
466 F77_FUNC (dgenexp, DGENEXP) (1.0, retval);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
467 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
468
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
469 case poisson_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
470 if (a < 0.0 || xisnan(a) || xisinf(a))
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
471 retval = octave_NaN;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
472 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
473 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
474 // workaround bug in ignpoi, by calling with different Mu
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
475 F77_FUNC (dignpoi, DIGNPOI) (a + 1, retval);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
476 F77_FUNC (dignpoi, DIGNPOI) (a, retval);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
477 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
478 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
479
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
480 case gamma_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
481 if (a <= 0.0 || xisnan(a) || xisinf(a))
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
482 retval = octave_NaN;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
483 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
484 F77_FUNC (dgengam, DGENGAM) (1.0, a, retval);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
485 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
486
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
487 default:
7536
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
488 (*current_liboctave_error_handler)
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
489 ("rand: invalid distribution ID = %d", current_distribution);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
490 break;
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
491 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
492 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
493 else
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
494 {
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
495 switch (current_distribution)
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
496 {
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
497 case uniform_dist:
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
498 retval = oct_randu ();
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
499 break;
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
500
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
501 case normal_dist:
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
502 retval = oct_randn ();
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
503 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
504
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
505 case expon_dist:
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
506 retval = oct_rande ();
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
507 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
508
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
509 case poisson_dist:
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
510 retval = oct_randp (a);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
511 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
512
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
513 case gamma_dist:
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
514 retval = oct_randg (a);
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
515 break;
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
516
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
517 default:
7536
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
518 (*current_liboctave_error_handler)
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
519 ("rand: invalid distribution ID = %d", current_distribution);
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
520 break;
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
521 }
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
522
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
523 save_state ();
4543
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
524 }
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
525
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
526 return retval;
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
527 }
79df15d4470c [project @ 2003-10-18 03:53:52 by jwe]
jwe
parents: 4415
diff changeset
528
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
529 #define MAKE_RAND(len) \
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
530 do \
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
531 { \
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
532 double val; \
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
533 for (volatile octave_idx_type i = 0; i < len; i++) \
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
534 { \
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
535 OCTAVE_QUIT; \
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
536 RAND_FUNC (val); \
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
537 v[i] = val; \
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
538 } \
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
539 } \
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
540 while (0)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
541
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
542 static void
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
543 fill_rand (octave_idx_type len, double *v, double a)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
544 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
545 maybe_initialize ();
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
546
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
547 if (len < 1)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
548 return;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
549
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
550 switch (current_distribution)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
551 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
552 case uniform_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
553 if (use_old_generators)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
554 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
555 #define RAND_FUNC(x) F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, x)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
556 MAKE_RAND (len);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
557 #undef RAND_FUNC
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
558 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
559 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
560 oct_fill_randu (len, v);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
561 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
562
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
563 case normal_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
564 if (use_old_generators)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
565 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
566 #define RAND_FUNC(x) F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, x)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
567 MAKE_RAND (len);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
568 #undef RAND_FUNC
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
569 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
570 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
571 oct_fill_randn (len, v);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
572 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
573
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
574 case expon_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
575 if (use_old_generators)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
576 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
577 #define RAND_FUNC(x) F77_FUNC (dgenexp, DGENEXP) (1.0, x)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
578 MAKE_RAND (len);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
579 #undef RAND_FUNC
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
580 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
581 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
582 oct_fill_rande (len, v);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
583 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
584
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
585 case poisson_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
586 if (use_old_generators)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
587 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
588 if (a < 0.0 || xisnan(a) || xisinf(a))
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
589 #define RAND_FUNC(x) x = octave_NaN;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
590 MAKE_RAND (len);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
591 #undef RAND_FUNC
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
592 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
593 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
594 // workaround bug in ignpoi, by calling with different Mu
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
595 double tmp;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
596 F77_FUNC (dignpoi, DIGNPOI) (a + 1, tmp);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
597 #define RAND_FUNC(x) F77_FUNC (dignpoi, DIGNPOI) (a, x)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
598 MAKE_RAND (len);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
599 #undef RAND_FUNC
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
600 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
601 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
602 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
603 oct_fill_randp (a, len, v);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
604 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
605
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
606 case gamma_dist:
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
607 if (use_old_generators)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
608 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
609 if (a <= 0.0 || xisnan(a) || xisinf(a))
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
610 #define RAND_FUNC(x) x = octave_NaN;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
611 MAKE_RAND (len);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
612 #undef RAND_FUNC
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
613 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
614 #define RAND_FUNC(x) F77_FUNC (dgengam, DGENGAM) (1.0, a, x)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
615 MAKE_RAND (len);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
616 #undef RAND_FUNC
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
617 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
618 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
619 oct_fill_randg (a, len, v);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
620 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
621
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
622 default:
7536
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
623 (*current_liboctave_error_handler)
4dda6fbc8ba6 oct-rand.cc: fix typo
John W. Eaton <jwe@octave.org>
parents: 7535
diff changeset
624 ("rand: invalid distribution ID = %d", current_distribution);
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
625 break;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
626 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
627
7533
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
628 save_state ();
ff52243af934 save state separately for each MT random number generator
John W. Eaton <jwe@octave.org>
parents: 7017
diff changeset
629
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
630 return;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
631 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
632
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
633 Matrix
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
634 octave_rand::matrix (octave_idx_type n, octave_idx_type m, double a)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
635 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
636 Matrix retval;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
637
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
638 if (n >= 0 && m >= 0)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
639 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
640 retval.resize (n, m);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
641
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
642 if (n > 0 && m > 0)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
643 fill_rand (retval.capacity(), retval.fortran_vec(), a);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
644 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
645 else
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
646 (*current_liboctave_error_handler) ("rand: invalid negative argument");
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
647
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
648 return retval;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
649 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
650
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
651 NDArray
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
652 octave_rand::nd_array (const dim_vector& dims, double a)
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
653 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
654 NDArray retval;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
655
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
656 if (! dims.all_zero ())
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
657 {
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
658 retval.resize (dims);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
659
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
660 fill_rand (retval.capacity(), retval.fortran_vec(), a);
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
661 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
662
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
663 return retval;
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
664 }
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
665
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
666 Array<double>
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
667 octave_rand::vector (octave_idx_type n, double a)
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
668 {
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
669 maybe_initialize ();
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
670
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
671 Array<double> retval;
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
672
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
673 if (n > 0)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
674 {
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
675 retval.resize (n);
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
676
5730
109fdf7b3dcb [project @ 2006-04-03 19:18:26 by jwe]
jwe
parents: 5307
diff changeset
677 fill_rand (retval.capacity(), retval.fortran_vec(), a);
4308
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
678 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
679 else if (n < 0)
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
680 (*current_liboctave_error_handler) ("rand: invalid negative argument");
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
681
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
682 return retval;
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
683 }
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
684
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
685 /*
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
686 ;;; Local Variables: ***
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
687 ;;; mode: C++ ***
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
688 ;;; End: ***
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
jwe
parents:
diff changeset
689 */