annotate liboctave/oct-rand.h @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
parents 7dd7cccf0757
children 43db83eff9db
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1 /*
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2
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3 Copyright (C) 2003-2012 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
b738d1a02adb [project @ 2003-01-24 19:37:12 by jwe]
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23 #if !defined (octave_rand_h)
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24 #define octave_rand_h 1
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25
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26 #include <map>
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27 #include <string>
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28
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29 #include "dColVector.h"
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30 #include "dMatrix.h"
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31 #include "dNDArray.h"
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32 #include "lo-ieee.h"
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33
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34 class
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35 OCTAVE_API
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36 octave_rand
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37 {
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38 protected:
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39
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40 octave_rand (void);
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41
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42 public:
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43
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44 ~octave_rand (void) { }
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45
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46 static bool instance_ok (void);
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47
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48 // Return the current seed.
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49 static double seed (void)
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50 {
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51 return instance_ok () ? instance->do_seed () : octave_NaN;
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52 }
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53
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54 // Set the seed.
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55 static void seed (double s)
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56 {
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57 if (instance_ok ())
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58 instance->do_seed (s);
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59 }
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60
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61 // Reset the seed.
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62 static void reset (void)
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63 {
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64 if (instance_ok ())
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65 instance->do_reset ();
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66 }
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67
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68 // Return the current state.
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69 static ColumnVector state (const std::string& d = std::string ())
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70 {
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71 return instance_ok () ? instance->do_state (d) : ColumnVector ();
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72 }
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73
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74 // Set the current state/
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75 static void state (const ColumnVector &s,
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76 const std::string& d = std::string ())
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77 {
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78 if (instance_ok ())
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79 instance->do_state (s, d);
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80 }
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81
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82 // Reset the current state/
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83 static void reset (const std::string& d)
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84 {
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85 if (instance_ok ())
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86 instance->do_reset (d);
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87 }
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88
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89 // Return the current distribution.
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90 static std::string distribution (void)
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91 {
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92 return instance_ok () ? instance->do_distribution () : std::string ();
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93 }
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94
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95 // Set the current distribution. May be either "uniform" (the
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96 // default), "normal", "exponential", "poisson", or "gamma".
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97 static void distribution (const std::string& d)
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98 {
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99 if (instance_ok ())
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100 instance->do_distribution (d);
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101 }
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102
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103 static void uniform_distribution (void)
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104 {
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105 if (instance_ok ())
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106 instance->do_uniform_distribution ();
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107 }
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108
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109 static void normal_distribution (void)
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110 {
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111 if (instance_ok ())
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112 instance->do_normal_distribution ();
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113 }
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114
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115 static void exponential_distribution (void)
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116 {
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117 if (instance_ok ())
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118 instance->do_exponential_distribution ();
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119 }
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120
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121 static void poisson_distribution (void)
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122 {
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123 if (instance_ok ())
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124 instance->do_poisson_distribution ();
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125 }
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126
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127 static void gamma_distribution (void)
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128 {
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129 if (instance_ok ())
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130 instance->do_gamma_distribution ();
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131 }
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132
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133 // Return the next number from the sequence.
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134 static double scalar (double a = 1.0)
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135 {
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136 return instance_ok () ? instance->do_scalar (a) : octave_NaN;
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137 }
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138
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139 // Return a matrix of numbers from the sequence, filled in column
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140 // major order.
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141 static Matrix matrix (octave_idx_type r, octave_idx_type c, double a = 1.0)
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142 {
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143 return instance_ok () ? instance->do_matrix (r, c, a) : Matrix ();
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144 }
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145
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146 // Return an N-dimensional array of numbers from the sequence,
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147 // filled in column major order.
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148 static NDArray nd_array (const dim_vector& dims, double a = 1.0)
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149 {
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150 return instance_ok () ? instance->do_nd_array (dims, a) : NDArray ();
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151 }
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152
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153 // Return an array of numbers from the sequence.
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154 static Array<double> vector (octave_idx_type n, double a = 1.0)
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155 {
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156 return instance_ok () ? instance->do_vector (n, a) : Array<double> ();
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157 }
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158
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159 private:
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160
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161 static octave_rand *instance;
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162
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163 static void cleanup_instance (void) { delete instance; instance = 0; }
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164
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165 enum
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166 {
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167 unknown_dist,
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168 uniform_dist,
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169 normal_dist,
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170 expon_dist,
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171 poisson_dist,
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172 gamma_dist
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173 };
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174
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175 // Current distribution of random numbers.
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176 int current_distribution;
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177
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178 // If TRUE, use old RANLIB generators. Otherwise, use Mersenne
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179 // Twister generator.
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180 bool use_old_generators;
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181
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182 // Saved MT states.
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183 std::map<int, ColumnVector> rand_states;
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184
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185 // Return the current seed.
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186 double do_seed (void);
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187
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188 // Set the seed.
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189 void do_seed (double s);
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190
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191 // Reset the seed.
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192 void do_reset ();
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193
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194 // Return the current state.
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195 ColumnVector do_state (const std::string& d);
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196
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197 // Set the current state/
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198 void do_state (const ColumnVector &s, const std::string& d);
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199
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200 // Reset the current state/
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201 void do_reset (const std::string& d);
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202
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203 // Return the current distribution.
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204 std::string do_distribution (void);
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205
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206 // Set the current distribution. May be either "uniform" (the
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207 // default), "normal", "exponential", "poisson", or "gamma".
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208 void do_distribution (const std::string& d);
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209
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210 void do_uniform_distribution (void);
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211
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212 void do_normal_distribution (void);
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213
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214 void do_exponential_distribution (void);
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215
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216 void do_poisson_distribution (void);
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217
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218 void do_gamma_distribution (void);
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219
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220 // Return the next number from the sequence.
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221 double do_scalar (double a = 1.);
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222
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223 // Return a matrix of numbers from the sequence, filled in column
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224 // major order.
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225 Matrix do_matrix (octave_idx_type r, octave_idx_type c, double a = 1.);
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226
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227 // Return an N-dimensional array of numbers from the sequence,
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228 // filled in column major order.
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229 NDArray do_nd_array (const dim_vector& dims, double a = 1.);
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230
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231 // Return an array of numbers from the sequence.
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232 Array<double> do_vector (octave_idx_type n, double a = 1.);
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233
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234 // Some helper functions.
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235
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236 void initialize_ranlib_generators (void);
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237
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238 void initialize_mersenne_twister (void);
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239
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240 ColumnVector get_internal_state (void);
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241
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242 void save_state (void);
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243
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244 int get_dist_id (const std::string& d);
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245
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246 void set_internal_state (const ColumnVector& s);
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247
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248 void switch_to_generator (int dist);
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249
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250 void fill (octave_idx_type len, double *v, double a);
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251 };
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252
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253 #endif