Mercurial > octave
annotate liboctave/numeric/randpoisson.cc @ 31607:aac27ad79be6 stable
maint: Re-indent code after switch to using namespace macros.
* build-env.h, build-env.in.cc, Cell.h, __betainc__.cc, __eigs__.cc,
__ftp__.cc, __ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __magick_read__.cc,
__pchip_deriv__.cc, amd.cc, base-text-renderer.cc, base-text-renderer.h,
besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.h, call-stack.cc,
call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, dasrt.cc, data.cc,
debug.cc, defaults.cc, defaults.h, det.cc, display.cc, display.h, dlmread.cc,
dynamic-ld.cc, dynamic-ld.h, ellipj.cc, environment.cc, environment.h,
error.cc, error.h, errwarn.h, event-manager.cc, event-manager.h,
event-queue.cc, event-queue.h, fcn-info.cc, fcn-info.h, fft.cc, fft2.cc,
file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, ft-text-renderer.h,
gcd.cc, gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h,
graphics-toolkit.cc, graphics-toolkit.h, graphics.cc, gsvd.cc, gtk-manager.cc,
gtk-manager.h, help.cc, help.h, hook-fcn.cc, hook-fcn.h, input.cc, input.h,
interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h,
inv.cc, jsondecode.cc, jsonencode.cc, latex-text-renderer.cc,
latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h,
lookup.cc, ls-hdf5.cc, ls-mat4.cc, ls-mat5.cc, lsode.cc, lu.cc, mappers.cc,
matrix_type.cc, max.cc, mex.cc, mexproto.h, mxarray.h, mxtypes.in.h,
oct-errno.in.cc, oct-hdf5-types.cc, oct-hist.cc, oct-hist.h, oct-map.cc,
oct-map.h, oct-opengl.h, oct-prcstrm.h, oct-process.cc, oct-process.h,
oct-stdstrm.h, oct-stream.cc, oct-stream.h, oct-strstrm.h,
octave-default-image.h, ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc,
pow2.cc, pr-output.cc, psi.cc, qr.cc, quadcc.cc, rand.cc, regexp.cc,
settings.cc, settings.h, sighandlers.cc, sighandlers.h, sparse-xpow.cc,
sqrtm.cc, stack-frame.cc, stack-frame.h, stream-euler.cc, strfns.cc, svd.cc,
syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h, symscope.cc, symscope.h,
symtab.cc, symtab.h, sysdep.cc, sysdep.h, text-engine.cc, text-engine.h,
text-renderer.cc, text-renderer.h, time.cc, toplev.cc, typecast.cc,
url-handle-manager.cc, url-handle-manager.h, urlwrite.cc, utils.cc, utils.h,
variables.cc, variables.h, xdiv.cc, __delaunayn__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audioread.cc, convhulln.cc,
gzip.cc, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc,
cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h,
cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h,
cdef-utils.cc, cdef-utils.h, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc,
ov-base-mat.h, ov-base-scalar.cc, ov-base.cc, ov-base.h, ov-bool-mat.cc,
ov-bool-mat.h, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.h, ov-cell.cc,
ov-ch-mat.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h,
ov-complex.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc,
ov-dld-fcn.h, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h, ov-float.cc,
ov-flt-complex.cc, ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-diag.cc,
ov-flt-re-mat.cc, ov-flt-re-mat.h, ov-intx.h, ov-java.cc, ov-lazy-idx.cc,
ov-legacy-range.cc, ov-magic-int.cc, ov-mex-fcn.cc, ov-mex-fcn.h,
ov-null-mat.cc, ov-perm.cc, ov-range.cc, ov-re-diag.cc, ov-re-mat.cc,
ov-re-mat.h, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc, ov-struct.cc,
ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, ovl.h,
octave.cc, octave.h, op-b-sbm.cc, op-bm-sbm.cc, op-cs-scm.cc, op-fm-fcm.cc,
op-fs-fcm.cc, op-s-scm.cc, op-scm-cs.cc, op-scm-s.cc, op-sm-cs.cc, ops.h,
anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h,
comment-list.cc, comment-list.h, filepos.h, lex.h, oct-lvalue.cc, oct-lvalue.h,
parse.h, profiler.cc, profiler.h, pt-anon-scopes.cc, pt-anon-scopes.h,
pt-arg-list.cc, pt-arg-list.h, pt-args-block.cc, pt-args-block.h,
pt-array-list.cc, pt-array-list.h, pt-assign.cc, pt-assign.h, pt-binop.cc,
pt-binop.h, pt-bp.cc, pt-bp.h, pt-cbinop.cc, pt-cbinop.h, pt-cell.cc,
pt-cell.h, pt-check.cc, pt-check.h, pt-classdef.cc, pt-classdef.h, pt-cmd.h,
pt-colon.cc, pt-colon.h, pt-const.cc, pt-const.h, pt-decl.cc, pt-decl.h,
pt-eval.cc, pt-eval.h, pt-except.cc, pt-except.h, pt-exp.cc, pt-exp.h,
pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc, pt-id.h, pt-idx.cc, pt-idx.h,
pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc, pt-mat.h, pt-misc.cc, pt-misc.h,
pt-pr-code.cc, pt-pr-code.h, pt-select.cc, pt-select.h, pt-spmd.cc, pt-spmd.h,
pt-stmt.cc, pt-stmt.h, pt-tm-const.cc, pt-tm-const.h, pt-unop.cc, pt-unop.h,
pt-walk.cc, pt-walk.h, pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h,
idx-vector.cc, idx-vector.h, range-fwd.h, CollocWt.cc, CollocWt.h,
aepbalance.cc, aepbalance.h, chol.cc, chol.h, gepbalance.cc, gepbalance.h,
gsvd.cc, gsvd.h, hess.cc, hess.h, lo-mappers.cc, lo-mappers.h, lo-specfun.cc,
lo-specfun.h, lu.cc, lu.h, oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h,
oct-norm.cc, oct-norm.h, oct-rand.cc, oct-rand.h, oct-spparms.cc,
oct-spparms.h, qr.cc, qr.h, qrp.cc, qrp.h, randgamma.cc, randgamma.h,
randmtzig.cc, randmtzig.h, randpoisson.cc, randpoisson.h, schur.cc, schur.h,
sparse-chol.cc, sparse-chol.h, sparse-lu.cc, sparse-lu.h, sparse-qr.cc,
sparse-qr.h, svd.cc, svd.h, child-list.cc, child-list.h, dir-ops.cc, dir-ops.h,
file-ops.cc, file-ops.h, file-stat.cc, file-stat.h, lo-sysdep.cc, lo-sysdep.h,
lo-sysinfo.cc, lo-sysinfo.h, mach-info.cc, mach-info.h, oct-env.cc, oct-env.h,
oct-group.cc, oct-group.h, oct-password.cc, oct-password.h, oct-syscalls.cc,
oct-syscalls.h, oct-time.cc, oct-time.h, oct-uname.cc, oct-uname.h,
action-container.cc, action-container.h, base-list.h, cmd-edit.cc, cmd-edit.h,
cmd-hist.cc, cmd-hist.h, f77-fcn.h, file-info.cc, file-info.h,
lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc, lo-hash.h, lo-ieee.h,
lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h, oct-base64.cc,
oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h, oct-mutex.cc,
oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h, oct-sparse.cc,
oct-sparse.h, oct-string.h, octave-preserve-stream-state.h, pathsearch.cc,
pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h, url-transfer.cc,
url-transfer.h:
Re-indent code after switch to using namespace macros.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 01 Dec 2022 18:02:15 -0800 |
parents | e88a07dec498 |
children | 597f3ee61a48 |
rev | line source |
---|---|
27923
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
1 //////////////////////////////////////////////////////////////////////// |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
2 // |
30564
796f54d4ddbf
update Octave Project Developers copyright for the new year
John W. Eaton <jwe@octave.org>
parents:
29655
diff
changeset
|
3 // Copyright (C) 2006-2022 The Octave Project Developers |
27923
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
4 // |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
5 // See the file COPYRIGHT.md in the top-level directory of this |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
6 // distribution or <https://octave.org/copyright/>. |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
7 // |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
8 // This file is part of Octave. |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
9 // |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
10 // Octave is free software: you can redistribute it and/or modify it |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
11 // under the terms of the GNU General Public License as published by |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
12 // the Free Software Foundation, either version 3 of the License, or |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
13 // (at your option) any later version. |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
14 // |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
15 // Octave is distributed in the hope that it will be useful, but |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
18 // GNU General Public License for more details. |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
19 // |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
20 // You should have received a copy of the GNU General Public License |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
21 // along with Octave; see the file COPYING. If not, see |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
22 // <https://www.gnu.org/licenses/>. |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
23 // |
bd51beb6205e
update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents:
27919
diff
changeset
|
24 //////////////////////////////////////////////////////////////////////// |
7019 | 25 |
26 /* Original version written by Paul Kienzle distributed as free | |
27 software in the in the public domain. */ | |
5742 | 28 |
29 #if defined (HAVE_CONFIG_H) | |
21301
40de9f8f23a6
Use '#include "config.h"' rather than <config.h>.
Rik <rik@octave.org>
parents:
21202
diff
changeset
|
30 # include "config.h" |
5742 | 31 #endif |
32 | |
23662
bd77ab816e43
eliminate obsolete file lo-math.h
John W. Eaton <jwe@octave.org>
parents:
23649
diff
changeset
|
33 #include <cmath> |
23475
d691ed308237
maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents:
23220
diff
changeset
|
34 #include <cstddef> |
d691ed308237
maint: Clean up #includes in liboctave/numeric directory.
Rik <rik@octave.org>
parents:
23220
diff
changeset
|
35 |
5742 | 36 #include "f77-fcn.h" |
7231 | 37 #include "lo-error.h" |
5742 | 38 #include "lo-ieee.h" |
39 #include "randmtzig.h" | |
40 #include "randpoisson.h" | |
41 | |
31605
e88a07dec498
maint: Use macros to begin/end C++ namespaces.
Rik <rik@octave.org>
parents:
30564
diff
changeset
|
42 OCTAVE_BEGIN_NAMESPACE(octave) |
e88a07dec498
maint: Use macros to begin/end C++ namespaces.
Rik <rik@octave.org>
parents:
30564
diff
changeset
|
43 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
44 static double xlgamma (double x) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
45 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
46 return std::lgamma (x); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
47 } |
5742 | 48 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
49 /* ---- pprsc.c from Stadloeber's winrand --- */ |
25433
49e0447413ad
use templates and move rand functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
25054
diff
changeset
|
50 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
51 /* flogfak(k) = ln(k!) */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
52 static double flogfak (double k) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
53 { |
17769
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
54 #define C0 9.18938533204672742e-01 |
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
55 #define C1 8.33333333333333333e-02 |
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
56 #define C3 -2.77777777777777778e-03 |
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
57 #define C5 7.93650793650793651e-04 |
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
58 #define C7 -5.95238095238095238e-04 |
5742 | 59 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
60 static double logfak[30L] = |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
61 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
62 0.00000000000000000, 0.00000000000000000, 0.69314718055994531, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
63 1.79175946922805500, 3.17805383034794562, 4.78749174278204599, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
64 6.57925121201010100, 8.52516136106541430, 10.60460290274525023, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
65 12.80182748008146961, 15.10441257307551530, 17.50230784587388584, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
66 19.98721449566188615, 22.55216385312342289, 25.19122118273868150, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
67 27.89927138384089157, 30.67186010608067280, 33.50507345013688888, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
68 36.39544520803305358, 39.33988418719949404, 42.33561646075348503, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
69 45.38013889847690803, 48.47118135183522388, 51.60667556776437357, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
70 54.78472939811231919, 58.00360522298051994, 61.26170176100200198, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
71 64.55753862700633106, 67.88974313718153498, 71.25703896716800901 |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
72 }; |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
73 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
74 double r, rr; |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
75 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
76 if (k >= 30.0) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
77 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
78 r = 1.0 / k; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
79 rr = r * r; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
80 return ((k + 0.5)*std::log (k) - k + C0 |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
81 + r*(C1 + rr*(C3 + rr*(C5 + rr*C7)))); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
82 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
83 else |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
84 return (logfak[static_cast<int> (k)]); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
85 } |
5742 | 86 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
87 /****************************************************************** |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
88 * * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
89 * Poisson Distribution - Patchwork Rejection/Inversion * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
90 * * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
91 ****************************************************************** |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
92 * * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
93 * For parameter my < 10, Tabulated Inversion is applied. * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
94 * For my >= 10, Patchwork Rejection is employed: * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
95 * The area below the histogram function f(x) is rearranged in * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
96 * its body by certain point reflections. Within a large center * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
97 * interval variates are sampled efficiently by rejection from * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
98 * uniform hats. Rectangular immediate acceptance regions speed * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
99 * up the generation. The remaining tails are covered by * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
100 * exponential functions. * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
101 * * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
102 ****************************************************************** |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
103 * * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
104 * FUNCTION : - pprsc samples a random number from the Poisson * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
105 * distribution with parameter my > 0. * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
106 * REFERENCE : - H. Zechner (1994): Efficient sampling from * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
107 * continuous and discrete unimodal distributions, * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
108 * Doctoral Dissertation, 156 pp., Technical * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
109 * University Graz, Austria. * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
110 * SUBPROGRAM : - drand(seed) ... (0,1)-Uniform generator with * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
111 * unsigned long integer *seed. * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
112 * * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
113 * Implemented by H. Zechner, January 1994 * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
114 * Revised by F. Niederl, July 1994 * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
115 * * |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
116 ******************************************************************/ |
5742 | 117 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
118 static double f (double k, double l_nu, double c_pm) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
119 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
120 return exp (k * l_nu - flogfak (k) - c_pm); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
121 } |
5742 | 122 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
123 static double pprsc (double my) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
124 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
125 static double my_last = -1.0; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
126 static double m, k2, k4, k1, k5; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
127 static double dl, dr, r1, r2, r4, r5, ll, lr, l_my, c_pm, |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
128 f1, f2, f4, f5, p1, p2, p3, p4, p5, p6; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
129 double Dk, X, Y; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
130 double Ds, U, V, W; |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
131 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
132 if (my != my_last) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
133 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
134 /* set-up */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
135 my_last = my; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
136 /* approximate deviation of reflection points k2, k4 from my - 1/2 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
137 Ds = std::sqrt (my + 0.25); |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
138 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
139 /* mode m, reflection points k2 and k4, and points k1 and k5, */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
140 /* which delimit the centre region of h(x) */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
141 m = std::floor (my); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
142 k2 = ceil (my - 0.5 - Ds); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
143 k4 = std::floor (my - 0.5 + Ds); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
144 k1 = k2 + k2 - m + 1L; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
145 k5 = k4 + k4 - m; |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
146 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
147 /* range width of the critical left and right centre region */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
148 dl = (k2 - k1); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
149 dr = (k5 - k4); |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
150 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
151 /* recurrence constants r(k)=p(k)/p(k-1) at k = k1, k2, k4+1, k5+1 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
152 r1 = my / k1; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
153 r2 = my / k2; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
154 r4 = my / (k4 + 1.0); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
155 r5 = my / (k5 + 1.0); |
5742 | 156 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
157 /* reciprocal values of the scale parameters of exp. tail envelope */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
158 ll = std::log (r1); /* expon. tail left */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
159 lr = -std::log (r5); /* expon. tail right*/ |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
160 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
161 /* Poisson constants, necessary for computing function values f(k) */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
162 l_my = std::log (my); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
163 c_pm = m * l_my - flogfak (m); |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
164 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
165 /* function values f(k) = p(k)/p(m) at k = k2, k4, k1, k5 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
166 f2 = f (k2, l_my, c_pm); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
167 f4 = f (k4, l_my, c_pm); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
168 f1 = f (k1, l_my, c_pm); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
169 f5 = f (k5, l_my, c_pm); |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
170 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
171 /* area of the two centre and the two exponential tail regions */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
172 /* area of the two immediate acceptance regions between k2, k4 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
173 p1 = f2 * (dl + 1.0); /* immed. left */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
174 p2 = f2 * dl + p1; /* centre left */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
175 p3 = f4 * (dr + 1.0) + p2; /* immed. right */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
176 p4 = f4 * dr + p3; /* centre right */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
177 p5 = f1 / ll + p4; /* exp. tail left */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
178 p6 = f5 / lr + p5; /* exp. tail right*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
179 } |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
180 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
181 for (;;) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
182 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
183 /* generate uniform number U -- U(0, p6) */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
184 /* case distinction corresponding to U */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
185 if ((U = rand_uniform<double> () * p6) < p2) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
186 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
187 /* centre left */ |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
188 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
189 /* immediate acceptance region |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
190 R2 = [k2, m) *[0, f2), X = k2, ... m -1 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
191 if ((V = U - p1) < 0.0) return (k2 + std::floor (U/f2)); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
192 /* immediate acceptance region |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
193 R1 = [k1, k2)*[0, f1), X = k1, ... k2-1 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
194 if ((W = V / dl) < f1 ) return (k1 + std::floor (V/f1)); |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
195 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
196 /* computation of candidate X < k2, and its counterpart Y > k2 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
197 /* either squeeze-acceptance of X or acceptance-rejection of Y */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
198 Dk = std::floor (dl * rand_uniform<double> ()) + 1.0; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
199 if (W <= f2 - Dk * (f2 - f2/r2)) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
200 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
201 /* quick accept of */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
202 return (k2 - Dk); /* X = k2 - Dk */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
203 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
204 if ((V = f2 + f2 - W) < 1.0) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
205 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
206 /* quick reject of Y*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
207 Y = k2 + Dk; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
208 if (V <= f2 + Dk * (1.0 - f2)/(dl + 1.0)) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
209 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
210 /* quick accept of */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
211 return (Y); /* Y = k2 + Dk */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
212 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
213 if (V <= f (Y, l_my, c_pm)) return (Y); /* final accept of Y*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
214 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
215 X = k2 - Dk; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
216 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
217 else if (U < p4) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
218 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
219 /* centre right */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
220 /* immediate acceptance region |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
221 R3 = [m, k4+1)*[0, f4), X = m, ... k4 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
222 if ((V = U - p3) < 0.0) return (k4 - std::floor ((U - p2)/f4)); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
223 /* immediate acceptance region |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
224 R4 = [k4+1, k5+1)*[0, f5) */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
225 if ((W = V / dr) < f5 ) return (k5 - std::floor (V/f5)); |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
226 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
227 /* computation of candidate X > k4, and its counterpart Y < k4 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
228 /* either squeeze-acceptance of X or acceptance-rejection of Y */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
229 Dk = std::floor (dr * rand_uniform<double> ()) + 1.0; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
230 if (W <= f4 - Dk * (f4 - f4*r4)) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
231 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
232 /* quick accept of */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
233 return (k4 + Dk); /* X = k4 + Dk */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
234 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
235 if ((V = f4 + f4 - W) < 1.0) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
236 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
237 /* quick reject of Y*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
238 Y = k4 - Dk; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
239 if (V <= f4 + Dk * (1.0 - f4)/ dr) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
240 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
241 /* quick accept of */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
242 return (Y); /* Y = k4 - Dk */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
243 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
244 if (V <= f (Y, l_my, c_pm)) return (Y); /* final accept of Y*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
245 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
246 X = k4 + Dk; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
247 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
248 else |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
249 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
250 W = rand_uniform<double> (); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
251 if (U < p5) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
252 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
253 /* expon. tail left */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
254 Dk = std::floor (1.0 - std::log (W)/ll); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
255 if ((X = k1 - Dk) < 0L) continue; /* 0 <= X <= k1 - 1 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
256 W *= (U - p4) * ll; /* W -- U(0, h(x)) */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
257 if (W <= f1 - Dk * (f1 - f1/r1)) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
258 return (X); /* quick accept of X*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
259 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
260 else |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
261 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
262 /* expon. tail right*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
263 Dk = std::floor (1.0 - std::log (W)/lr); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
264 X = k5 + Dk; /* X >= k5 + 1 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
265 W *= (U - p5) * lr; /* W -- U(0, h(x)) */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
266 if (W <= f5 - Dk * (f5 - f5*r5)) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
267 return (X); /* quick accept of X*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
268 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
269 } |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
270 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
271 /* acceptance-rejection test of candidate X from the original area */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
272 /* test, whether W <= f(k), with W = U*h(x) and U -- U(0, 1)*/ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
273 /* log f(X) = (X - m)*log(my) - log X! + log m! */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
274 if (std::log (W) <= X * l_my - flogfak (X) - c_pm) return (X); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
275 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
276 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
277 /* ---- pprsc.c end ------ */ |
5742 | 278 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
279 /* The remainder of the file is by Paul Kienzle */ |
5742 | 280 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
281 /* Table size is predicated on the maximum value of lambda |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
282 * we want to store in the table, and the maximum value of |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
283 * returned by the uniform random number generator on [0,1). |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
284 * With lambda==10 and u_max = 1 - 1/(2^32+1), we |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
285 * have poisson_pdf(lambda,36) < 1-u_max. If instead our |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
286 * generator uses more bits of mantissa or returns a value |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
287 * in the range [0,1], then for lambda==10 we need a table |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
288 * size of 46 instead. For long doubles, the table size |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
289 * will need to be longer still. */ |
25434
859ad1f0b85e
use templates to eliminate duplicate code in random number generators
John W. Eaton <jwe@octave.org>
parents:
25433
diff
changeset
|
290 #define TABLESIZE 46 |
859ad1f0b85e
use templates to eliminate duplicate code in random number generators
John W. Eaton <jwe@octave.org>
parents:
25433
diff
changeset
|
291 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
292 /* Given uniform u, find x such that CDF(L,x)==u. Return x. */ |
25434
859ad1f0b85e
use templates to eliminate duplicate code in random number generators
John W. Eaton <jwe@octave.org>
parents:
25433
diff
changeset
|
293 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
294 template <typename T> |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
295 static void |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
296 poisson_cdf_lookup (double lambda, T *p, std::size_t n) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
297 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
298 double t[TABLESIZE]; |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
299 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
300 /* Precompute the table for the u up to and including 0.458. |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
301 * We will almost certainly need it. */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
302 int intlambda = static_cast<int> (std::floor (lambda)); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
303 double P; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
304 int tableidx; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
305 std::size_t i = n; |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
306 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
307 t[0] = P = exp (-lambda); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
308 for (tableidx = 1; tableidx <= intlambda; tableidx++) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
309 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
310 P = P*lambda/static_cast<double> (tableidx); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
311 t[tableidx] = t[tableidx-1] + P; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
312 } |
11586
12df7854fa7c
strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
313 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
314 while (i-- > 0) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
315 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
316 double u = rand_uniform<double> (); |
17769
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
317 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
318 /* If u > 0.458 we know we can jump to floor(lambda) before |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
319 * comparing (this observation is based on Stadlober's winrand |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
320 * code). For lambda >= 1, this will be a win. Lambda < 1 |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
321 * is already fast, so adding an extra comparison is not a |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
322 * problem. */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
323 int k = (u > 0.458 ? intlambda : 0); |
17769
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
324 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
325 /* We aren't using a for loop here because when we find the |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
326 * right k we want to jump to the next iteration of the |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
327 * outer loop, and the continue statement will only work for |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
328 * the inner loop. */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
329 nextk: |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
330 if (u <= t[k]) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
331 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
332 p[i] = static_cast<T> (k); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
333 continue; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
334 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
335 if (++k < tableidx) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
336 goto nextk; |
17769
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
337 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
338 /* We only need high values of the table very rarely so we |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
339 * don't automatically compute the entire table. */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
340 while (tableidx < TABLESIZE) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
341 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
342 P = P*lambda/static_cast<double> (tableidx); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
343 t[tableidx] = t[tableidx-1] + P; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
344 /* Make sure we converge to 1.0 just in case u is uniform |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
345 * on [0,1] rather than [0,1). */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
346 if (t[tableidx] == t[tableidx-1]) t[tableidx] = 1.0; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
347 tableidx++; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
348 if (u <= t[tableidx-1]) break; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
349 } |
17769
49a5a4be04a1
maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
350 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
351 /* We are assuming that the table size is big enough here. |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
352 * This should be true even if rand_uniform is returning values in |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
353 * the range [0,1] rather than [0,1). */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
354 p[i] = static_cast<T> (tableidx-1); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
355 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
356 } |
14655
43db83eff9db
Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents:
14138
diff
changeset
|
357 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
358 /* From Press, et al., Numerical Recipes */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
359 template <typename T> |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
360 static void |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
361 poisson_rejection (double lambda, T *p, std::size_t n) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
362 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
363 double sq = std::sqrt (2.0*lambda); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
364 double alxm = std::log (lambda); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
365 double g = lambda*alxm - xlgamma (lambda+1.0); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
366 std::size_t i; |
14655
43db83eff9db
Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents:
14138
diff
changeset
|
367 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
368 for (i = 0; i < n; i++) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
369 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
370 double y, em, t; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
371 do |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
372 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
373 do |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
374 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
375 y = tan (M_PI*rand_uniform<double> ()); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
376 em = sq * y + lambda; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
377 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
378 while (em < 0.0); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
379 em = std::floor (em); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
380 t = 0.9*(1.0+y*y)* exp (em*alxm-flogfak (em)-g); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
381 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
382 while (rand_uniform<double> () > t); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
383 p[i] = em; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
384 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
385 } |
14655
43db83eff9db
Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents:
14138
diff
changeset
|
386 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
387 /* The cutoff of L <= 1e8 in the following two functions before using |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
388 * the normal approximation is based on: |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
389 * > L=1e8; x=floor(linspace(0,2*L,1000)); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
390 * > max(abs(normal_pdf(x,L,L)-poisson_pdf(x,L))) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
391 * ans = 1.1376e-28 |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
392 * For L=1e7, the max is around 1e-9, which is within the step size of |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
393 * rand_uniform. For L>1e10 the pprsc function breaks down, as I saw |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
394 * from the histogram of a large sample, so 1e8 is both small enough |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
395 * and large enough. */ |
5742 | 396 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
397 /* Generate a set of poisson numbers with the same distribution */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
398 template <typename T> void rand_poisson (T L_arg, octave_idx_type n, T *p) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
399 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
400 double L = L_arg; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
401 octave_idx_type i; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
402 if (L < 0.0 || lo_ieee_isinf (L)) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
403 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
404 for (i=0; i<n; i++) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
405 p[i] = numeric_limits<T>::NaN (); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
406 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
407 else if (L <= 10.0) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
408 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
409 poisson_cdf_lookup<T> (L, p, n); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
410 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
411 else if (L <= 1e8) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
412 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
413 for (i=0; i<n; i++) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
414 p[i] = pprsc (L); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
415 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
416 else |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
417 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
418 /* normal approximation: from Phys. Rev. D (1994) v50 p1284 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
419 const double sqrtL = std::sqrt (L); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
420 for (i = 0; i < n; i++) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
421 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
422 p[i] = std::floor (rand_normal<T> () * sqrtL + L + 0.5); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
423 if (p[i] < 0.0) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
424 p[i] = 0.0; /* will probably never happen */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
425 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
426 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
427 } |
5742 | 428 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
429 template void rand_poisson<double> (double, octave_idx_type, double *); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
430 template void rand_poisson<float> (float, octave_idx_type, float *); |
25434
859ad1f0b85e
use templates to eliminate duplicate code in random number generators
John W. Eaton <jwe@octave.org>
parents:
25433
diff
changeset
|
431 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
432 /* Generate one poisson variate */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
433 template <typename T> T rand_poisson (T L_arg) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
434 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
435 double L = L_arg; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
436 T ret; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
437 if (L < 0.0) ret = numeric_limits<T>::NaN (); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
438 else if (L <= 12.0) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
439 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
440 /* From Press, et al. Numerical recipes */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
441 double g = exp (-L); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
442 int em = -1; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
443 double t = 1.0; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
444 do |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
445 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
446 ++em; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
447 t *= rand_uniform<T> (); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
448 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
449 while (t > g); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
450 ret = em; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
451 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
452 else if (L <= 1e8) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
453 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
454 /* numerical recipes */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
455 poisson_rejection<T> (L, &ret, 1); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
456 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
457 else if (lo_ieee_isinf (L)) |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
458 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
459 /* FIXME: R uses NaN, but the normal approximation suggests that |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
460 * limit should be Inf. Which is correct? */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
461 ret = numeric_limits<T>::NaN (); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
462 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
463 else |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
464 { |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
465 /* normal approximation: from Phys. Rev. D (1994) v50 p1284 */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
466 ret = std::floor (rand_normal<T> () * std::sqrt (L) + L + 0.5); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
467 if (ret < 0.0) ret = 0.0; /* will probably never happen */ |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
468 } |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
469 return ret; |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
470 } |
14655
43db83eff9db
Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents:
14138
diff
changeset
|
471 |
31607
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
472 template OCTAVE_API double rand_poisson<double> (double); |
aac27ad79be6
maint: Re-indent code after switch to using namespace macros.
Rik <rik@octave.org>
parents:
31605
diff
changeset
|
473 template OCTAVE_API float rand_poisson<float> (float); |
31605
e88a07dec498
maint: Use macros to begin/end C++ namespaces.
Rik <rik@octave.org>
parents:
30564
diff
changeset
|
474 |
e88a07dec498
maint: Use macros to begin/end C++ namespaces.
Rik <rik@octave.org>
parents:
30564
diff
changeset
|
475 OCTAVE_END_NAMESPACE(octave) |