Mercurial > octave
annotate liboctave/numeric/oct-rand.cc @ 29359:7854d5752dd2
maint: merge stable to default.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 10 Feb 2021 10:10:40 -0500 |
parents | 5c14f81e0937 0a5b15007766 |
children | cc7ca74e883d |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 2003-2021 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
4308 | 28 #endif |
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29 |
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30 #include <cassert> |
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31 #include <cstdint> |
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32 |
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33 #include <limits> |
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35 #include "lo-error.h" |
5730 | 36 #include "lo-ieee.h" |
37 #include "lo-mappers.h" | |
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38 #include "lo-ranlib-proto.h" |
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39 #include "mach-info.h" |
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40 #include "oct-locbuf.h" |
4308 | 41 #include "oct-rand.h" |
4415 | 42 #include "oct-time.h" |
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43 #include "quit.h" |
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44 #include "randgamma.h" |
5730 | 45 #include "randmtzig.h" |
46 #include "randpoisson.h" | |
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47 #include "singleton-cleanup.h" |
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49 namespace octave |
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51 rand *rand::instance = nullptr; |
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53 rand::rand (void) |
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54 : current_distribution (uniform_dist), use_old_generators (false), |
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55 rand_states () |
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56 { |
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57 initialize_ranlib_generators (); |
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58 |
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59 initialize_mersenne_twister (); |
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60 } |
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61 |
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62 bool rand::instance_ok (void) |
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63 { |
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64 bool retval = true; |
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66 if (! instance) |
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67 { |
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68 instance = new rand (); |
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69 singleton_cleanup_list::add (cleanup_instance); |
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70 } |
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71 |
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72 return retval; |
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73 } |
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74 |
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75 double rand::do_seed (void) |
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76 { |
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77 union d2i { double d; int32_t i[2]; }; |
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78 union d2i u; |
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79 |
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80 mach_info::float_format ff = mach_info::native_float_format (); |
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81 |
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82 switch (ff) |
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83 { |
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84 case mach_info::flt_fmt_ieee_big_endian: |
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85 F77_FUNC (getsd, GETSD) (u.i[1], u.i[0]); |
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86 break; |
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88 default: |
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89 F77_FUNC (getsd, GETSD) (u.i[0], u.i[1]); |
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90 break; |
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91 } |
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92 |
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93 return u.d; |
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94 } |
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96 static int32_t |
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97 force_to_fit_range (int32_t i, int32_t lo, int32_t hi) |
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98 { |
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99 assert (hi > lo && lo >= 0); |
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100 |
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101 i = (i > 0 ? i : -i); |
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102 |
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103 if (i < lo) |
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104 i = lo; |
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105 else if (i > hi) |
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106 i = i % hi; |
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107 |
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108 return i; |
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109 } |
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110 |
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111 void rand::do_seed (double s) |
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112 { |
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113 use_old_generators = true; |
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114 |
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115 int i0, i1; |
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116 union d2i { double d; int32_t i[2]; }; |
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117 union d2i u; |
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118 u.d = s; |
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119 |
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120 mach_info::float_format ff = mach_info::native_float_format (); |
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121 |
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122 switch (ff) |
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123 { |
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124 case mach_info::flt_fmt_ieee_big_endian: |
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125 i1 = force_to_fit_range (u.i[0], 1, 2147483563); |
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126 i0 = force_to_fit_range (u.i[1], 1, 2147483399); |
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127 break; |
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128 |
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129 default: |
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130 i0 = force_to_fit_range (u.i[0], 1, 2147483563); |
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131 i1 = force_to_fit_range (u.i[1], 1, 2147483399); |
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132 break; |
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133 } |
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134 |
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135 F77_FUNC (setsd, SETSD) (i0, i1); |
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136 } |
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137 |
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138 void rand::do_reset (void) |
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139 { |
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140 use_old_generators = true; |
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141 initialize_ranlib_generators (); |
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142 } |
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143 |
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144 uint32NDArray rand::do_state (const std::string& d) |
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145 { |
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146 return rand_states[d.empty () ? current_distribution : get_dist_id (d)]; |
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147 } |
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148 |
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149 void rand::do_state (const uint32NDArray& s, const std::string& d) |
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150 { |
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151 use_old_generators = false; |
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152 |
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153 int old_dist = current_distribution; |
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155 int new_dist = (d.empty () ? current_distribution : get_dist_id (d)); |
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156 |
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157 uint32NDArray saved_state; |
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158 |
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159 if (old_dist != new_dist) |
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160 saved_state = get_internal_state (); |
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161 |
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162 set_internal_state (s); |
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164 rand_states[new_dist] = get_internal_state (); |
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165 |
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166 if (old_dist != new_dist) |
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167 rand_states[old_dist] = saved_state; |
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168 } |
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169 |
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170 void rand::do_reset (const std::string& d) |
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171 { |
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172 use_old_generators = false; |
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174 int old_dist = current_distribution; |
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175 |
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176 int new_dist = (d.empty () ? current_distribution : get_dist_id (d)); |
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177 |
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178 uint32NDArray saved_state; |
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179 |
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180 if (old_dist != new_dist) |
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181 saved_state = get_internal_state (); |
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183 init_mersenne_twister (); |
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184 rand_states[new_dist] = get_internal_state (); |
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186 if (old_dist != new_dist) |
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187 rand_states[old_dist] = saved_state; |
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188 } |
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189 |
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190 std::string rand::do_distribution (void) |
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191 { |
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192 std::string retval; |
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194 switch (current_distribution) |
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195 { |
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196 case uniform_dist: |
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197 retval = "uniform"; |
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198 break; |
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199 |
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200 case normal_dist: |
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201 retval = "normal"; |
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202 break; |
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204 case expon_dist: |
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205 retval = "exponential"; |
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206 break; |
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208 case poisson_dist: |
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209 retval = "poisson"; |
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210 break; |
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211 |
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212 case gamma_dist: |
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213 retval = "gamma"; |
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214 break; |
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216 default: |
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217 (*current_liboctave_error_handler) |
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218 ("rand: invalid distribution ID = %d", current_distribution); |
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219 break; |
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220 } |
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221 |
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222 return retval; |
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223 } |
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224 |
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225 void rand::do_distribution (const std::string& d) |
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226 { |
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227 int id = get_dist_id (d); |
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229 switch (id) |
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230 { |
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231 case uniform_dist: |
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232 rand::uniform_distribution (); |
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233 break; |
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235 case normal_dist: |
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236 rand::normal_distribution (); |
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237 break; |
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238 |
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239 case expon_dist: |
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240 rand::exponential_distribution (); |
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241 break; |
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243 case poisson_dist: |
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244 rand::poisson_distribution (); |
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245 break; |
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246 |
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247 case gamma_dist: |
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248 rand::gamma_distribution (); |
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249 break; |
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250 |
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251 default: |
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252 (*current_liboctave_error_handler) |
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253 ("rand: invalid distribution ID = %d", id); |
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254 break; |
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255 } |
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256 } |
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257 |
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258 void rand::do_uniform_distribution (void) |
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259 { |
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260 switch_to_generator (uniform_dist); |
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262 F77_FUNC (setcgn, SETCGN) (uniform_dist); |
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263 } |
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264 |
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265 void rand::do_normal_distribution (void) |
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266 { |
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267 switch_to_generator (normal_dist); |
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268 |
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269 F77_FUNC (setcgn, SETCGN) (normal_dist); |
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270 } |
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272 void rand::do_exponential_distribution (void) |
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273 { |
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274 switch_to_generator (expon_dist); |
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275 |
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276 F77_FUNC (setcgn, SETCGN) (expon_dist); |
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277 } |
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278 |
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279 void rand::do_poisson_distribution (void) |
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280 { |
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281 switch_to_generator (poisson_dist); |
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282 |
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283 F77_FUNC (setcgn, SETCGN) (poisson_dist); |
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284 } |
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286 void rand::do_gamma_distribution (void) |
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287 { |
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288 switch_to_generator (gamma_dist); |
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289 |
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290 F77_FUNC (setcgn, SETCGN) (gamma_dist); |
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291 } |
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292 |
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293 template <> |
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294 OCTAVE_API double rand::uniform<double> (void) |
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295 { |
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296 double retval; |
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297 |
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298 if (use_old_generators) |
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299 F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, retval); |
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300 else |
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301 retval = rand_uniform<double> (); |
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302 |
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303 return retval; |
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304 } |
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306 template <> |
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307 OCTAVE_API double rand::normal<double> (void) |
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308 { |
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309 double retval; |
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310 |
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311 if (use_old_generators) |
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312 F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, retval); |
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313 else |
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314 retval = rand_normal<double> (); |
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316 return retval; |
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317 } |
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318 |
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319 template <> |
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320 OCTAVE_API double rand::exponential<double> (void) |
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321 { |
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322 double retval; |
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323 |
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324 if (use_old_generators) |
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325 F77_FUNC (dgenexp, DGENEXP) (1.0, retval); |
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326 else |
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327 retval = rand_exponential<double> (); |
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329 return retval; |
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330 } |
5730 | 331 |
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332 template <> |
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333 OCTAVE_API double rand::poisson<double> (double a) |
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334 { |
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335 double retval; |
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337 if (use_old_generators) |
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338 { |
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339 if (a < 0.0 || ! math::isfinite (a)) |
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340 retval = numeric_limits<double>::NaN (); |
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341 else |
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342 { |
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343 // workaround bug in ignpoi, by calling with different Mu |
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344 F77_FUNC (dignpoi, DIGNPOI) (a + 1, retval); |
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345 F77_FUNC (dignpoi, DIGNPOI) (a, retval); |
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346 } |
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347 } |
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348 else |
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349 retval = rand_poisson<double> (a); |
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350 |
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351 return retval; |
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352 } |
5730 | 353 |
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354 template <> |
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355 OCTAVE_API double rand::gamma<double> (double a) |
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356 { |
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357 double retval; |
4543 | 358 |
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359 if (use_old_generators) |
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360 { |
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361 if (a <= 0.0 || ! math::isfinite (a)) |
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362 retval = numeric_limits<double>::NaN (); |
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363 else |
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364 F77_FUNC (dgengam, DGENGAM) (1.0, a, retval); |
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365 } |
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366 else |
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367 retval = rand_gamma<double> (a); |
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368 |
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369 return retval; |
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370 } |
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371 |
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372 template <> |
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373 OCTAVE_API float rand::uniform<float> (void) |
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374 { |
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375 float retval; |
4543 | 376 |
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377 if (use_old_generators) |
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378 F77_FUNC (fgenunf, FGENUNF) (0.0f, 1.0f, retval); |
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379 else |
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380 retval = rand_uniform<float> (); |
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382 return retval; |
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383 } |
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384 |
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385 template <> |
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386 OCTAVE_API float rand::normal<float> (void) |
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387 { |
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388 float retval; |
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389 |
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390 if (use_old_generators) |
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391 F77_FUNC (fgennor, FGENNOR) (0.0f, 1.0f, retval); |
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392 else |
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393 retval = rand_normal<float> (); |
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394 |
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395 return retval; |
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396 } |
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397 |
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398 template <> |
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399 OCTAVE_API float rand::exponential<float> (void) |
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400 { |
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401 float retval; |
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402 |
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403 if (use_old_generators) |
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404 F77_FUNC (fgenexp, FGENEXP) (1.0f, retval); |
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405 else |
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406 retval = rand_exponential<float> (); |
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407 |
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408 return retval; |
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409 } |
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410 |
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411 template <> |
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412 OCTAVE_API float rand::poisson<float> (float a) |
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413 { |
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414 float retval; |
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415 |
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416 if (use_old_generators) |
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417 { |
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418 if (a < 0.0f || ! math::isfinite (a)) |
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419 retval = numeric_limits<float>::NaN (); |
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420 else |
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421 { |
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422 // workaround bug in ignpoi, by calling with different Mu |
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423 F77_FUNC (fignpoi, FIGNPOI) (a + 1, retval); |
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424 F77_FUNC (fignpoi, FIGNPOI) (a, retval); |
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425 } |
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426 } |
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427 else |
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428 { |
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429 // Keep poisson distribution in double precision for accuracy |
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430 retval = rand_poisson<double> (a); |
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431 } |
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432 |
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433 return retval; |
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434 } |
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435 |
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436 template <> |
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437 OCTAVE_API float rand::gamma<float> (float a) |
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438 { |
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439 float retval; |
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440 |
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441 if (use_old_generators) |
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442 { |
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443 if (a <= 0.0f || ! math::isfinite (a)) |
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444 retval = numeric_limits<float>::NaN (); |
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445 else |
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446 F77_FUNC (fgengam, FGENGAM) (1.0f, a, retval); |
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447 } |
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448 else |
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449 retval = rand_gamma<float> (a); |
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450 |
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451 return retval; |
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452 } |
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453 |
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454 template <typename T> |
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455 T rand::do_scalar (T a) |
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456 { |
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457 T retval = 0; |
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458 |
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459 switch (current_distribution) |
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460 { |
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461 case uniform_dist: |
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462 retval = uniform<T> (); |
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463 break; |
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464 |
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465 case normal_dist: |
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466 retval = normal<T> (); |
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467 break; |
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468 |
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469 case expon_dist: |
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470 retval = exponential<T> (); |
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471 break; |
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472 |
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473 case poisson_dist: |
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474 retval = poisson<T> (a); |
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475 break; |
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476 |
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477 case gamma_dist: |
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478 retval = gamma<T> (a); |
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479 break; |
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480 |
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481 default: |
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482 (*current_liboctave_error_handler) |
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483 ("rand: invalid distribution ID = %d", current_distribution); |
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484 break; |
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485 } |
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486 |
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487 if (! use_old_generators) |
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488 save_state (); |
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489 |
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490 return retval; |
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491 } |
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492 |
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493 template OCTAVE_API double rand::do_scalar<double> (double); |
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494 template OCTAVE_API float rand::do_scalar<float> (float); |
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495 |
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496 template <typename T> |
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497 Array<T> |
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498 rand::do_vector (octave_idx_type n, T a) |
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499 { |
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500 Array<T> retval; |
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501 |
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502 if (n > 0) |
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503 { |
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504 retval.clear (n, 1); |
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505 |
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506 fill (retval.numel (), retval.fortran_vec (), a); |
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507 } |
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508 else if (n < 0) |
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509 (*current_liboctave_error_handler) ("rand: invalid negative argument"); |
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510 |
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511 return retval; |
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512 } |
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513 |
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514 template OCTAVE_API Array<double> |
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515 rand::do_vector<double> (octave_idx_type, double); |
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516 template OCTAVE_API Array<float> |
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517 rand::do_vector<float> (octave_idx_type, float); |
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518 |
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519 NDArray rand::do_nd_array (const dim_vector& dims, double a) |
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520 { |
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521 NDArray retval; |
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522 |
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523 if (! dims.all_zero ()) |
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524 { |
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525 retval.clear (dims); |
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526 |
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527 fill (retval.numel (), retval.fortran_vec (), a); |
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528 } |
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529 |
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530 return retval; |
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531 } |
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532 |
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533 FloatNDArray rand::do_float_nd_array (const dim_vector& dims, float a) |
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534 { |
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535 FloatNDArray retval; |
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536 |
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537 if (! dims.all_zero ()) |
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538 { |
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539 retval.clear (dims); |
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540 |
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541 fill (retval.numel (), retval.fortran_vec (), a); |
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542 } |
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543 |
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544 return retval; |
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545 } |
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546 |
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547 // Make the random number generator give us a different sequence every |
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548 // time we start octave unless we specifically set the seed. The |
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549 // technique used below will cycle monthly, but it does seem to |
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550 // work ok to give fairly different seeds each time Octave starts. |
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551 |
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552 void rand::initialize_ranlib_generators (void) |
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553 { |
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554 sys::localtime tm; |
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555 int stored_distribution = current_distribution; |
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556 F77_FUNC (setcgn, SETCGN) (uniform_dist); |
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557 |
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558 int hour = tm.hour () + 1; |
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559 int minute = tm.min () + 1; |
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560 int second = tm.sec () + 1; |
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561 |
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562 int32_t s0 = tm.mday () * hour * minute * second; |
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563 int32_t s1 = hour * minute * second; |
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564 |
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565 s0 = force_to_fit_range (s0, 1, 2147483563); |
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566 s1 = force_to_fit_range (s1, 1, 2147483399); |
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567 |
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568 F77_FUNC (setall, SETALL) (s0, s1); |
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569 F77_FUNC (setcgn, SETCGN) (stored_distribution); |
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570 } |
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571 |
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572 void rand::initialize_mersenne_twister (void) |
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573 { |
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574 uint32NDArray s; |
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575 |
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576 init_mersenne_twister (); |
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577 s = get_internal_state (); |
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578 rand_states[uniform_dist] = s; |
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579 |
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580 init_mersenne_twister (); |
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581 s = get_internal_state (); |
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582 rand_states[normal_dist] = s; |
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583 |
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584 init_mersenne_twister (); |
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585 s = get_internal_state (); |
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586 rand_states[expon_dist] = s; |
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587 |
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588 init_mersenne_twister (); |
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589 s = get_internal_state (); |
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590 rand_states[poisson_dist] = s; |
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591 |
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592 init_mersenne_twister (); |
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593 s = get_internal_state (); |
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594 rand_states[gamma_dist] = s; |
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595 |
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596 // All of the initializations above have messed with the internal state. |
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597 // Restore the state of the currently selected distribution. |
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598 set_internal_state (rand_states[current_distribution]); |
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599 } |
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600 |
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601 uint32NDArray rand::get_internal_state (void) |
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602 { |
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603 uint32NDArray s (dim_vector (MT_N + 1, 1)); |
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604 |
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605 get_mersenne_twister_state (reinterpret_cast<uint32_t *> (s.fortran_vec ())); |
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606 |
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607 return s; |
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608 } |
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609 |
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610 void rand::save_state (void) |
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611 { |
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612 rand_states[current_distribution] = get_internal_state ();; |
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613 } |
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614 |
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615 int rand::get_dist_id (const std::string& d) |
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616 { |
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617 int retval = unknown_dist; |
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618 |
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619 if (d == "uniform" || d == "rand") |
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620 retval = uniform_dist; |
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621 else if (d == "normal" || d == "randn") |
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622 retval = normal_dist; |
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623 else if (d == "exponential" || d == "rande") |
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624 retval = expon_dist; |
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625 else if (d == "poisson" || d == "randp") |
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626 retval = poisson_dist; |
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627 else if (d == "gamma" || d == "randg") |
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628 retval = gamma_dist; |
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629 else |
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630 (*current_liboctave_error_handler) |
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631 ("rand: invalid distribution '%s'", d.c_str ()); |
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632 |
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633 return retval; |
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634 } |
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635 |
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636 void rand::set_internal_state (const uint32NDArray& s) |
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637 { |
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638 octave_idx_type len = s.numel (); |
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639 |
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640 const uint32_t *sdata = reinterpret_cast <const uint32_t *> (s.data ()); |
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641 |
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642 if (len == MT_N + 1 && sdata[MT_N] <= MT_N && sdata[MT_N] > 0) |
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643 set_mersenne_twister_state (sdata); |
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644 else |
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645 init_mersenne_twister (sdata, len); |
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646 } |
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647 |
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648 void rand::switch_to_generator (int dist) |
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John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
649 { |
49e0447413ad
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John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
650 if (dist != current_distribution) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
651 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
652 current_distribution = dist; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
653 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
654 set_internal_state (rand_states[dist]); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
655 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
656 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
657 |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
658 void rand::fill (octave_idx_type len, double *v, double a) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
659 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
660 if (len < 1) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
661 return; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
662 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
663 switch (current_distribution) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
664 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
665 case uniform_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
666 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
667 std::generate_n (v, len, [](void) { double x; F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
668 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
669 rand_uniform<double> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
670 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
671 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
672 case normal_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
673 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
674 std::generate_n (v, len, [](void) { double x; F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
675 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
676 rand_normal<double> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
677 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
678 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
679 case expon_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
680 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
681 std::generate_n (v, len, [](void) { double x; F77_FUNC (dgenexp, DGENEXP) (1.0, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
682 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
683 rand_exponential<double> (len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
684 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
685 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
686 case poisson_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
687 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
688 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
689 if (a < 0.0 || ! math::isfinite (a)) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
690 std::fill_n (v, len, numeric_limits<double>::NaN ()); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
691 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
692 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
693 // workaround bug in ignpoi, by calling with different Mu |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
694 double tmp; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
695 F77_FUNC (dignpoi, DIGNPOI) (a + 1, tmp); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
696 std::generate_n (v, len, [a](void) { double x; F77_FUNC (dignpoi, DIGNPOI) (a, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
697 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
698 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
699 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
700 rand_poisson<double> (a, len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
701 break; |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
702 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
703 case gamma_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
704 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
705 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
706 if (a <= 0.0 || ! math::isfinite (a)) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
707 std::fill_n (v, len, numeric_limits<double>::NaN ()); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
708 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
709 std::generate_n (v, len, [a](void) { double x; F77_FUNC (dgengam, DGENGAM) (1.0, a, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
710 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
711 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
712 rand_gamma<double> (a, len, v); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
713 break; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
714 |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
715 default: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
716 (*current_liboctave_error_handler) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
717 ("rand: invalid distribution ID = %d", current_distribution); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
718 break; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
719 } |
7537
a2950622f070
make octave_rand a proper singleton class
John W. Eaton <jwe@octave.org>
parents:
7536
diff
changeset
|
720 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
721 save_state (); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
722 |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
723 return; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
724 } |
8124
d227d096d49e
oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents:
7537
diff
changeset
|
725 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
726 void rand::fill (octave_idx_type len, float *v, float a) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
727 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
728 if (len < 1) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
729 return; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
730 |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
731 switch (current_distribution) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
732 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
733 case uniform_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
734 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
735 std::generate_n (v, len, [](void) { float x; F77_FUNC (fgenunf, FGENUNF) (0.0f, 1.0f, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
736 else |
27102
84ff9953faa1
where possible, eliminate octave:: namespace qualifier inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
26446
diff
changeset
|
737 rand_uniform<float> (len, v); |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
738 break; |
8124
d227d096d49e
oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents:
7537
diff
changeset
|
739 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
740 case normal_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
741 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
742 std::generate_n (v, len, [](void) { float x; F77_FUNC (fgennor, FGENNOR) (0.0f, 1.0f, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
743 else |
27102
84ff9953faa1
where possible, eliminate octave:: namespace qualifier inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
26446
diff
changeset
|
744 rand_normal<float> (len, v); |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
745 break; |
8124
d227d096d49e
oct-rand.cc (initialize_mersenne_twister): use separate initializations for each generator
Brian Gough
parents:
7537
diff
changeset
|
746 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
747 case expon_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
748 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
749 std::generate_n (v, len, [](void) { float x; F77_FUNC (fgenexp, FGENEXP) (1.0f, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
750 else |
27102
84ff9953faa1
where possible, eliminate octave:: namespace qualifier inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
26446
diff
changeset
|
751 rand_exponential<float> (len, v); |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
752 break; |
24852
53db3b152397
Correctly set rand state at startup (bug #53300).
Rik <rik@octave.org>
parents:
24534
diff
changeset
|
753 |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
754 case poisson_dist: |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
755 if (use_old_generators) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
756 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
757 if (a < 0.0f || ! math::isfinite (a)) |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
758 std::fill_n (v, len, numeric_limits<float>::NaN ()); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
759 else |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
760 { |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
761 // workaround bug in ignpoi, by calling with different Mu |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
762 float tmp; |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
763 F77_FUNC (fignpoi, FIGNPOI) (a + 1, tmp); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
764 std::generate_n (v, len, [a](void) { float x; F77_FUNC (fignpoi, FIGNPOI) (a, x); return x; }); |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
765 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
766 } |
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
767 else |
27102
84ff9953faa1
where possible, eliminate octave:: namespace qualifier inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
26446
diff
changeset
|
768 rand_poisson<float> (a, len, v); |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
769 break; |
7537
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770 |
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771 case gamma_dist: |
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772 if (use_old_generators) |
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773 { |
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774 if (a <= 0.0f || ! math::isfinite (a)) |
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775 std::fill_n (v, len, numeric_limits<float>::NaN ()); |
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776 else |
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777 std::generate_n (v, len, [a](void) { float x; F77_FUNC (fgengam, FGENGAM) (1.0f, a, x); return x; }); |
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778 } |
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779 else |
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780 rand_gamma<float> (a, len, v); |
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781 break; |
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782 |
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783 default: |
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784 (*current_liboctave_error_handler) |
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785 ("rand: invalid distribution ID = %d", current_distribution); |
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786 break; |
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787 } |
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788 |
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789 save_state (); |
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changeset
|
790 |
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|
791 return; |
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792 } |
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793 } |