annotate liboctave/numeric/oct-rand.h @ 24856:8bb0251fcfde

Use a uint32 state vector for random number generators (bug #50256). * oct-rand.h: Remove #include "dColVector.h" and replace with #include "uint32NDArray.h". Replace all instances of ColumnVector with uint32NDArray. * oct-rand.cc: Replace all instances of ColumnVector with uint32NDArray. * oct-rand.cc (get_internal_state): Remove use of OCTAVE_LOCAL_BUFFER. Use s.fortran_vec () to pass pointer to state vector data directly to oct_get_state(). * oct-rand.cc (set_internal_state): Remove use of OCTAVE_LOCAL_BUFFER. Use s.data () to pass const pointer to state vector data directly to oct_set_state(). * oct-rand.cc (double2uint32): Remove obsolete function. * randmtzig.h (oct_init_by_int): Change prototype to accept const value. * randmtzig.h (oct_init_by_array): Change prototype to accept const value. * randmtzig.h (oct_set_state): Change prototype to accept const value. * randmtzig.cc (oct_init_by_int, oct_init_by_array, oct_set_state): Change functions to match new prototypes. Declare temporary loop variable just-in-time. * randmtzig.cc (oct_get_state, oct_set_state): Use std::copy_n instead of for loop to simplify code. * rand.cc (Frand, Frandn, Frande, Frandg, Frandp): Change tolerances for BIST tests which use the new RNG to be much tighter. Use '_' in large numbers for readability. Change out-of-range seed testing to match new behavior.
author Rik <rik@octave.org>
date Fri, 09 Mar 2018 16:40:12 -0800
parents 194eb4bd202b
children 6652d3823428
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1 /*
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2
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3 Copyright (C) 2003-2017 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
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9 the Free Software Foundation, either version 3 of the License, or
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10 (at your option) any later version.
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12 Octave is distributed in the hope that it will be useful, but
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13 WITHOUT ANY WARRANTY; without even the implied warranty of
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14 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 GNU General Public License for more details.
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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 <https://www.gnu.org/licenses/>.
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21 */
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23 #if ! defined (octave_oct_rand_h)
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24 #define octave_oct_rand_h 1
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26 #include "octave-config.h"
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28 #include <map>
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29 #include <string>
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31 #include "Array.h"
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32 #include "dNDArray.h"
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33 #include "fNDArray.h"
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34 #include "lo-ieee.h"
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35 #include "uint32NDArray.h"
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37 //class dim_vector;
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39 class
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40 OCTAVE_API
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41 octave_rand
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42 {
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43 protected:
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44
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45 octave_rand (void);
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47 public:
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48
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49 ~octave_rand (void) = default;
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50
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51 static bool instance_ok (void);
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52
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53 // Return the current seed.
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54 static double seed (void)
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55 {
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56 return instance_ok () ? instance->do_seed ()
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57 : octave::numeric_limits<double>::NaN ();
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58 }
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60 // Set the seed.
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61 static void seed (double s)
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62 {
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63 if (instance_ok ())
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64 instance->do_seed (s);
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65 }
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67 // Reset the seed.
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68 static void reset (void)
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69 {
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70 if (instance_ok ())
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71 instance->do_reset ();
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72 }
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74 // Return the current state.
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75 static uint32NDArray state (const std::string& d = "")
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76 {
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77 return instance_ok () ? instance->do_state (d) : uint32NDArray ();
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78 }
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80 // Set the current state/
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81 static void state (const uint32NDArray& s,
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82 const std::string& d = "")
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83 {
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84 if (instance_ok ())
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85 instance->do_state (s, d);
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86 }
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87
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88 // Reset the current state/
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89 static void reset (const std::string& d)
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90 {
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91 if (instance_ok ())
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92 instance->do_reset (d);
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93 }
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94
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95 // Return the current distribution.
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96 static std::string distribution (void)
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97 {
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98 return instance_ok () ? instance->do_distribution () : "";
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99 }
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101 // Set the current distribution. May be either "uniform" (the
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102 // default), "normal", "exponential", "poisson", or "gamma".
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103 static void distribution (const std::string& d)
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104 {
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105 if (instance_ok ())
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106 instance->do_distribution (d);
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107 }
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108
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109 static void uniform_distribution (void)
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110 {
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111 if (instance_ok ())
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112 instance->do_uniform_distribution ();
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113 }
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115 static void normal_distribution (void)
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116 {
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117 if (instance_ok ())
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118 instance->do_normal_distribution ();
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119 }
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120
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121 static void exponential_distribution (void)
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122 {
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123 if (instance_ok ())
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124 instance->do_exponential_distribution ();
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125 }
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126
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127 static void poisson_distribution (void)
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128 {
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129 if (instance_ok ())
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130 instance->do_poisson_distribution ();
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131 }
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132
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133 static void gamma_distribution (void)
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134 {
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135 if (instance_ok ())
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136 instance->do_gamma_distribution ();
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137 }
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138
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139 // Return the next number from the sequence.
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140 static double scalar (double a = 1.0)
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141 {
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142 return instance_ok () ? instance->do_scalar (a)
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143 : octave::numeric_limits<double>::NaN ();
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144 }
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145
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146 // Return the next number from the sequence.
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147 static float float_scalar (float a = 1.0)
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148 {
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149 return instance_ok () ? instance->do_float_scalar (a)
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150 : octave::numeric_limits<float>::NaN ();
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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 // Return an array of numbers from the sequence.
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160 static Array<float> float_vector (octave_idx_type n, float a = 1.0)
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161 {
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162 return instance_ok () ? instance->do_float_vector (n, a) : Array<float> ();
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163 }
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164
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165 // Return an N-dimensional array of numbers from the sequence,
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166 // filled in column major order.
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167 static NDArray nd_array (const dim_vector& dims, double a = 1.0)
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168 {
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169 return instance_ok () ? instance->do_nd_array (dims, a) : NDArray ();
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170 }
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171
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172 // Return an N-dimensional array of numbers from the sequence,
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173 // filled in column major order.
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174 static FloatNDArray float_nd_array (const dim_vector& dims, float a = 1.0)
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175 {
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176 return instance_ok () ? instance->do_float_nd_array (dims, a)
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177 : FloatNDArray ();
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178 }
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179
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180 private:
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181
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182 static octave_rand *instance;
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183
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184 static void cleanup_instance (void) { delete instance; instance = nullptr; }
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185
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186 enum
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187 {
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188 unknown_dist,
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189 uniform_dist,
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190 normal_dist,
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191 expon_dist,
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192 poisson_dist,
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193 gamma_dist
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194 };
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195
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196 // Current distribution of random numbers.
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197 int current_distribution;
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198
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199 // If TRUE, use old RANLIB generators. Otherwise, use Mersenne
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200 // Twister generator.
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201 bool use_old_generators;
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202
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203 // Saved MT states.
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204 std::map<int, uint32NDArray> rand_states;
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205
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206 // Return the current seed.
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207 double do_seed (void);
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208
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209 // Set the seed.
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210 void do_seed (double s);
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211
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212 // Reset the seed.
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213 void do_reset ();
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214
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215 // Return the current state.
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216 uint32NDArray do_state (const std::string& d);
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217
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218 // Set the current state/
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219 void do_state (const uint32NDArray& s, const std::string& d);
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220
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221 // Reset the current state/
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222 void do_reset (const std::string& d);
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223
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224 // Return the current distribution.
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225 std::string do_distribution (void);
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226
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227 // Set the current distribution. May be either "uniform" (the
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228 // default), "normal", "exponential", "poisson", or "gamma".
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229 void do_distribution (const std::string& d);
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230
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231 void do_uniform_distribution (void);
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232
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233 void do_normal_distribution (void);
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234
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235 void do_exponential_distribution (void);
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236
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237 void do_poisson_distribution (void);
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238
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239 void do_gamma_distribution (void);
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240
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241 // Return the next number from the sequence.
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242 double do_scalar (double a = 1.);
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243
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244 // Return the next number from the sequence.
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245 float do_float_scalar (float a = 1.);
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246
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247 // Return an array of numbers from the sequence.
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248 Array<double> do_vector (octave_idx_type n, double a = 1.);
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249
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250 // Return an array of numbers from the sequence.
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251 Array<float> do_float_vector (octave_idx_type n, float a = 1.);
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252
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253 // Return an N-dimensional array of numbers from the sequence,
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254 // filled in column major order.
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255 NDArray do_nd_array (const dim_vector& dims, double a = 1.);
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256
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257 // Return an N-dimensional array of numbers from the sequence,
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258 // filled in column major order.
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259 FloatNDArray do_float_nd_array (const dim_vector& dims, float a = 1.);
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260
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261 // Some helper functions.
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262
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263 void initialize_ranlib_generators (void);
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264
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265 void initialize_mersenne_twister (void);
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266
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267 uint32NDArray get_internal_state (void);
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268
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269 void save_state (void);
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270
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271 int get_dist_id (const std::string& d);
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272
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273 void set_internal_state (const uint32NDArray& s);
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274
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275 void switch_to_generator (int dist);
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276
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277 void fill (octave_idx_type len, double *v, double a);
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278
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279 void fill (octave_idx_type len, float *v, float a);
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280 };
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281
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282 #endif