octave: liboctave/numeric/randmtzig.cc annotate

annotate liboctave/numeric/randmtzig.cc @ 31605:e88a07dec498 stable

maint: Use macros to begin/end C++ namespaces. * oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE, OCTAVE_END_NAMESPACE) that can be used to start/end a namespace. * mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc, auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h, besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h, call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc, defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc, display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc, 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, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc, graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc, help.h, hess.cc, hex2num.cc, 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, kron.cc, latex-text-renderer.cc, latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h, lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc, ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h, mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc, oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h, oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h, oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h, oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy, ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc, pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h, sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc, sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h, symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h, text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc, url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc, variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h, __delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh, mk-builtins.pl, 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.cc, ov-base.h, ov-bool-mat.cc, ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h, ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, op-b-b.cc, op-b-bm.cc, op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc, op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc, op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc, op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc, op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc, op-m-sm.cc, op-mi.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.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, lex.ll, oct-lvalue.cc, oct-lvalue.h, oct-parse.yy, 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-vm-eval.cc, 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 : Use new macros to begin/end C++ namespaces.

author	Rik <rik@octave.org>
date	Thu, 01 Dec 2022 14:23:45 -0800
parents	8245e773bb5b
children	aac27ad79be6

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: 30394 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 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6959 diff changeset	25
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	26 /*
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	27 A C-program for MT19937, with initialization improved 2002/2/10.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	28 Coded by Takuji Nishimura and Makoto Matsumoto.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	29 This is a faster version by taking Shawn Cokus's optimization,
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	30 Matthe Bellew's simplification, Isaku Wada's real version.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	31 David Bateman added normal and exponential distributions following
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	32 Marsaglia and Tang's Ziggurat algorithm.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	33
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	34 Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	35 Copyright (C) 2004, David Bateman
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	36 All rights reserved.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	37
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	38 Redistribution and use in source and binary forms, with or without
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	39 modification, are permitted provided that the following conditions
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	40 are met:
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	41
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	42 1. Redistributions of source code must retain the above copyright
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	43 notice, this list of conditions and the following disclaimer.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	44
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	45 2. Redistributions in binary form must reproduce the above copyright
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	46 notice, this list of conditions and the following disclaimer in the
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	47 documentation and/or other materials provided with the distribution.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	48
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	49 3. The names of its contributors may not be used to endorse or promote
12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	50 products derived from this software without specific prior written
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	51 permission.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	52
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	53 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	54 "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	55 LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	56 A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	57 OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	58 EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	59 PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	60 PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	61 LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	62 NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	63 SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	64
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	65
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	66 Any feedback is very welcome.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	67 http://www.math.keio.ac.jp/matumoto/emt.html
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	68 email: matumoto@math.keio.ac.jp
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	69
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	70 * 2004-01-19 Paul Kienzle
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	71 * * comment out main
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	72 * add init_by_entropy, get_state, set_state
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	73 * * converted to allow compiling by C++ compiler
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	74 *
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	75 * 2004-01-25 David Bateman
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	76 * * Add Marsaglia and Tsang Ziggurat code
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	77 *
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	78 * 2004-07-13 Paul Kienzle
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	79 * * make into an independent library with some docs.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	80 * * introduce new main and test code.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	81 *
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	82 * 2004-07-28 Paul Kienzle & David Bateman
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	83 * * add -DALLBITS flag for 32 vs. 53 bits of randomness in mantissa
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	84 * * make the naming scheme more uniform
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	85 * * add -DHAVE_X86 for faster support of 53 bit mantissa on x86 arch.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	86 *
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	87 * 2005-02-23 Paul Kienzle
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	88 * * fix -DHAVE_X86_32 flag and add -DUSE_X86_32=0\|1 for explicit control
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	89 *
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	90 * 2006-04-01 David Bateman
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	91 * * convert for use in octave, declaring static functions only used
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	92 * here and adding oct_ to functions visible externally
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	93 * * inverse sense of ALLBITS
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	94 *
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	95 * 2012-05-18 David Bateman
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	96 * * Remove randu64 and ALLBIT option
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	97 * * Add the single precision generators
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	98 */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	99
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	100 /*
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	101 === Build instructions ===
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	102
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	103 Compile with -DHAVE_GETTIMEOFDAY if the gettimeofday function is
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	104 available. This is not necessary if your architecture has
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	105 /dev/urandom defined.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	106
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	107 Uses implicit -Di386 or explicit -DHAVE_X86_32 to determine if CPU=x86.
21308 c53bfd6d8e08 maint: Use American spelling for "behavior". Rik <rik@octave.org> parents: 21301 diff changeset	108 You can force X86 behavior with -DUSE_X86_32=1, or suppress it with
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	109 -DUSE_X86_32=0. You should also consider -march=i686 or similar for
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	110 extra performance. Check whether -DUSE_X86_32=0 is faster on 64-bit
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	111 x86 architectures.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	112
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	113 If you want to replace the Mersenne Twister with another
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	114 generator then redefine randi32 appropriately.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	115
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	116 === Usage instructions ===
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	117 Before using any of the generators, initialize the state with one of
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	118 the init_mersenne_twister functions.
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	119
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	120 All generators share the same state vector.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	121
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	122 === Mersenne Twister ===
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	123 random initial state:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	124 void init_mersenne_twister (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	125
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	126 // 32-bit initial state:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	127 void init_mersenne_twister (uint32_t s)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	128
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	129 // m*32-bit initial state:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	130 void init_mersenne_twister (uint32_t k[],int m)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	131
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	132 // saves state in array:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	133 void get_mersenne_twister_state (uint32_t save[MT_N+1])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	134
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	135 // restores state from array
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	136 void set_mersenne_twister_state (uint32_t save[MT_N+1])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	137
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	138 static uint32_t randmt (void) returns 32-bit unsigned int
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	139
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	140 === inline generators ===
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	141 static uint32_t randi32 (void) returns 32-bit unsigned int
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	142 static uint64_t randi53 (void) returns 53-bit unsigned int
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	143 static uint64_t randi54 (void) returns 54-bit unsigned int
27855 9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	144 static float randu24 (void) returns 24-bit uniform in (0,1)
15018 3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/. Rik <rik@octave.org> parents: 14846 diff changeset	145 static double randu53 (void) returns 53-bit uniform in (0,1)
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	146
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	147 double rand_uniform (void) returns M-bit uniform in (0,1)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	148 double rand_normal (void) returns M-bit standard normal
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	149 double rand_exponential (void) returns N-bit standard exponential
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	150
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	151 === Array generators ===
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	152 void rand_uniform (octave_idx_type, double [])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	153 void rand_normal (octave_idx_type, double [])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	154 void rand_exponential (octave_idx_type, double [])
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	155 */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	156
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	157 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21213 diff changeset	158 # include "config.h"
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	159 #endif
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	160
23662 bd77ab816e43 eliminate obsolete file lo-math.h John W. Eaton <jwe@octave.org> parents: 23649 diff changeset	161 #include <cmath>
21720 b28c26ae737c use C++ for random number generator sources John W. Eaton <jwe@octave.org> parents: 21661 diff changeset	162 #include <cstdio>
31142 8245e773bb5b randmtzig.cc: Add missing include <ctime> (bug #62750). Stefan Brüns <stefan.bruens@rwth-aachen.de> parents: 30564 diff changeset	163 #include <ctime>
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	164
24856 8bb0251fcfde Use a uint32 state vector for random number generators (bug #50256). Rik <rik@octave.org> parents: 24534 diff changeset	165 #include <algorithm>
28597 a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	166 #include <random>
24856 8bb0251fcfde Use a uint32 state vector for random number generators (bug #50256). Rik <rik@octave.org> parents: 24534 diff changeset	167
28597 a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	168 #include "oct-syscalls.h"
21928 315f4ba604c8 * randmtzig.cc: Use octave::sys::time. John W. Eaton <jwe@octave.org> parents: 21746 diff changeset	169 #include "oct-time.h"
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	170 #include "randmtzig.h"
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	171
21066 258c787cd9ce maint: Use "FIXME:" consistently in code base. Rik <rik@octave.org> parents: 20955 diff changeset	172 /* FIXME: may want to suppress X86 if sizeof(long) > 4 */
20791 f7084eae3318 maint: Use Octave coding conventions for #if statements. Rik <rik@octave.org> parents: 19697 diff changeset	173 #if ! defined (USE_X86_32)
21202 f7121e111991 maint: indent #ifdef blocks in liboctave and src directories. Rik <rik@octave.org> parents: 21066 diff changeset	174 # if defined (i386) \|\| defined (HAVE_X86_32)
f7121e111991 maint: indent #ifdef blocks in liboctave and src directories. Rik <rik@octave.org> parents: 21066 diff changeset	175 # define USE_X86_32 1
f7121e111991 maint: indent #ifdef blocks in liboctave and src directories. Rik <rik@octave.org> parents: 21066 diff changeset	176 # else
f7121e111991 maint: indent #ifdef blocks in liboctave and src directories. Rik <rik@octave.org> parents: 21066 diff changeset	177 # define USE_X86_32 0
f7121e111991 maint: indent #ifdef blocks in liboctave and src directories. Rik <rik@octave.org> parents: 21066 diff changeset	178 # endif
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	179 #endif
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	180
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 31142 diff changeset	181 OCTAVE_BEGIN_NAMESPACE(octave)
e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 31142 diff changeset	182
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	183 /* ===== Mersenne Twister 32-bit generator ===== */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	184
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	185 #define MT_M 397
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	186 #define MATRIX_A 0x9908b0dfUL /* constant vector a */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	187 #define UMASK 0x80000000UL /* most significant w-r bits */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	188 #define LMASK 0x7fffffffUL /* least significant r bits */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	189 #define MIXBITS(u,v) ( ((u) & UMASK) \| ((v) & LMASK) )
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	190 #define TWIST(u,v) ((MIXBITS(u,v) >> 1) ^ ((v)&1UL ? MATRIX_A : 0UL))
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	191
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	192 static uint32_t *next;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	193 static uint32_t state[MT_N]; /* the array for the state vector */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	194 static int left = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	195 static int initf = 0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	196 static int initt = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	197 static int inittf = 1;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	198
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	199 /* initializes state[MT_N] with a seed */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	200 void init_mersenne_twister (const uint32_t s)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	201 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	202 int j;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	203 state[0] = s & 0xffffffffUL;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	204 for (j = 1; j < MT_N; j++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	205 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	206 state[j] = (1812433253UL * (state[j-1] ^ (state[j-1] >> 30)) + j);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	207 /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	208 /* In the previous versions, MSBs of the seed affect */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	209 /* only MSBs of the array state[]. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	210 /* 2002/01/09 modified by Makoto Matsumoto */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	211 state[j] &= 0xffffffffUL; /* for >32 bit machines */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	212 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	213 left = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	214 initf = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	215 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	216
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	217 /* initialize by an array with array-length */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	218 /* init_key is the array for initializing keys */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	219 /* key_length is its length */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	220 void init_mersenne_twister (const uint32_t *init_key, const int key_length)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	221 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	222 int i, j, k;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	223 init_mersenne_twister (19650218UL);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	224 i = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	225 j = 0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	226 k = (MT_N > key_length ? MT_N : key_length);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	227 for (; k; k--)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	228 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	229 state[i] = (state[i] ^ ((state[i-1] ^ (state[i-1] >> 30)) * 1664525UL))
27933 863ae57eee69 maint: Use Octave coding conventions in liboctave/ Rik <rik@octave.org> parents: 27923 diff changeset	230 + init_key[j] + j; /* non linear */
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	231 state[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	232 i++;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	233 j++;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	234 if (i >= MT_N)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	235 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	236 state[0] = state[MT_N-1];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	237 i = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	238 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	239 if (j >= key_length)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	240 j = 0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	241 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	242 for (k = MT_N - 1; k; k--)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	243 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	244 state[i] = (state[i] ^ ((state[i-1] ^ (state[i-1] >> 30)) * 1566083941UL))
27933 863ae57eee69 maint: Use Octave coding conventions in liboctave/ Rik <rik@octave.org> parents: 27923 diff changeset	245 - i; /* non linear */
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	246 state[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	247 i++;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	248 if (i >= MT_N)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	249 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	250 state[0] = state[MT_N-1];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	251 i = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	252 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	253 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	254
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	255 state[0] = 0x80000000UL; /* MSB is 1; assuring nonzero initial array */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	256 left = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	257 initf = 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	258 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	259
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	260 void init_mersenne_twister (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	261 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	262 uint32_t entropy[MT_N];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	263 int n = 0;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	264
28597 a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	265 // Gather some entropy from various sources
21928 315f4ba604c8 * randmtzig.cc: Use octave::sys::time. John W. Eaton <jwe@octave.org> parents: 21746 diff changeset	266
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	267 sys::time now;
21928 315f4ba604c8 * randmtzig.cc: Use octave::sys::time. John W. Eaton <jwe@octave.org> parents: 21746 diff changeset	268
28597 a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	269 // Current time in seconds
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	270 if (n < MT_N)
28597 a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	271 entropy[n++] = now.unix_time ();
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	272
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	273 // CPU time used (usec)
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	274 if (n < MT_N)
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	275 entropy[n++] = clock ();
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	276
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	277 // Fractional part of current time
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	278 if (n < MT_N)
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	279 entropy[n++] = now.usec ();
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	280
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	281 // Include the PID to make sure that several processes reaching here at the
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	282 // same time use different random numbers.
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	283 if (n < MT_N)
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	284 entropy[n++] = sys::getpid ();
21928 315f4ba604c8 * randmtzig.cc: Use octave::sys::time. John W. Eaton <jwe@octave.org> parents: 21746 diff changeset	285
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	286 if (n < MT_N)
28597 a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	287 {
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	288 try
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	289 {
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	290 // The standard doesn't guarantee that random_device provides
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	291 // non-deterministic random numbers. So add entropy from this
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	292 // source last to make sure we gathered at least some entropy from
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	293 // the earlier sources.
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	294 std::random_device rd;
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	295 std::uniform_int_distribution<uint32_t> dist;
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	296 // Add 1024 bit of "true" entropy
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	297 int n_max = std::min (n + 32, MT_N);
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	298 while (n < n_max)
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	299 entropy[n++] = dist (rd);
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	300 }
29163 8f67ad8b3103 maint: Updating naming conventions for exceptions and use const where possible. Rik <rik@octave.org> parents: 28597 diff changeset	301 catch (const std::exception&)
28597 a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	302 {
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	303 // Just ignore any exception and skip that source of entropy.
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	304 }
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	305 }
21928 315f4ba604c8 * randmtzig.cc: Use octave::sys::time. John W. Eaton <jwe@octave.org> parents: 21746 diff changeset	306
28597 a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	307 // Send all the entropy into the initial state vector
a61b651914d6 Use C++11 functions to gather entropy from system (bug #58800). Markus Mützel <markus.muetzel@gmx.de> parents: 27933 diff changeset	308 init_mersenne_twister (entropy, n);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	309 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	310
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	311 void set_mersenne_twister_state (const uint32_t *save)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	312 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	313 std::copy_n (save, MT_N, state);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	314 left = save[MT_N];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	315 next = state + (MT_N - left + 1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	316 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	317
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	318 void get_mersenne_twister_state (uint32_t *save)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	319 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	320 std::copy_n (state, MT_N, save);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	321 save[MT_N] = left;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	322 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	323
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	324 static void next_state (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	325 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	326 uint32_t *p = state;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	327 int j;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	328
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	329 /* if init_by_int() has not been called, */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	330 /* a default initial seed is used */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	331 /* if (initf==0) init_by_int(5489UL); */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	332 /* Or better yet, a random seed! */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	333 if (initf == 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	334 init_mersenne_twister ();
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	335
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	336 left = MT_N;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	337 next = state;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	338
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	339 for (j = MT_N - MT_M + 1; --j; p++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	340 *p = p[MT_M] ^ TWIST(p[0], p[1]);
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	341
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	342 for (j = MT_M; --j; p++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	343 *p = p[MT_M-MT_N] ^ TWIST(p[0], p[1]);
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	344
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	345 *p = p[MT_M-MT_N] ^ TWIST(p[0], state[0]);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	346 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	347
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	348 /* generates a random number on [0,0xffffffff]-interval */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	349 static uint32_t randmt (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	350 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	351 uint32_t y;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	352
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	353 if (--left == 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	354 next_state ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	355 y = *next++;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	356
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	357 /* Tempering */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	358 y ^= (y >> 11);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	359 y ^= (y << 7) & 0x9d2c5680UL;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	360 y ^= (y << 15) & 0xefc60000UL;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	361 return (y ^ (y >> 18));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	362 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	363
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	364 /* ===== Uniform generators ===== */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	365
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	366 /* Select which 32 bit generator to use */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	367 #define randi32 randmt
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	368
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	369 static uint64_t randi53 (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	370 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	371 const uint32_t lo = randi32 ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	372 const uint32_t hi = randi32 () & 0x1FFFFF;
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21720 diff changeset	373 #if defined (HAVE_X86_32)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	374 uint64_t u;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	375 uint32_t p = (uint32_t )&u;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	376 p[0] = lo;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	377 p[1] = hi;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	378 return u;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	379 #else
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	380 return ((static_cast<uint64_t> (hi) << 32) \| lo);
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	381 #endif
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	382 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	383
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	384 static uint64_t randi54 (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	385 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	386 const uint32_t lo = randi32 ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	387 const uint32_t hi = randi32 () & 0x3FFFFF;
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21720 diff changeset	388 #if defined (HAVE_X86_32)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	389 uint64_t u;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	390 uint32_t p = static_cast<uint32_t > (&u);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	391 p[0] = lo;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	392 p[1] = hi;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	393 return u;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	394 #else
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	395 return ((static_cast<uint64_t> (hi) << 32) \| lo);
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	396 #endif
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	397 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	398
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	399 /* generates a random number on (0,1)-real-interval */
27855 9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	400 static float randu24 (void)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	401 {
27855 9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	402 uint32_t i;
9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	403
9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	404 do
9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	405 {
9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	406 i = randi32 () & static_cast<uint32_t> (0xFFFFFF);
9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	407 }
9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	408 while (i == 0);
9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	409
9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	410 return i * (1.0f / 16777216.0f);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	411 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	412
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	413 /* generates a random number on (0,1) with 53-bit resolution */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	414 static double randu53 (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	415 {
27858 797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	416 int32_t a, b;
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	417
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	418 do
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	419 {
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	420 a = randi32 () >> 5;
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	421 b = randi32 () >> 6;
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	422 }
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	423 while (a == 0 && b == 0);
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	424
797be8d10c22 Create equally-spaced floating point values for rand ("double"). Rik <rik@octave.org> parents: 27857 diff changeset	425 return (a67108864.0 + b) (1.0/9007199254740992.0);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	426 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	427
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	428 /* Determine mantissa for uniform doubles */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	429 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	430 OCTAVE_API double
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	431 rand_uniform<double> (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	432 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	433 return randu53 ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	434 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	435
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	436 /* Determine mantissa for uniform floats */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	437 template <>
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	438 OCTAVE_API float
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	439 rand_uniform<float> (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	440 {
27855 9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	441 return randu24 ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	442 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	443
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	444 /* ===== Ziggurat normal and exponential generators ===== */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	445
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	446 #define ZIGGURAT_TABLE_SIZE 256
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	447
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	448 #define ZIGGURAT_NOR_R 3.6541528853610088
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	449 #define ZIGGURAT_NOR_INV_R 0.27366123732975828
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	450 #define NOR_SECTION_AREA 0.00492867323399
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	451
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	452 #define ZIGGURAT_EXP_R 7.69711747013104972
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	453 #define ZIGGURAT_EXP_INV_R 0.129918765548341586
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	454 #define EXP_SECTION_AREA 0.0039496598225815571993
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	455
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	456 #define ZIGINT uint64_t
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	457 #define EMANTISSA 9007199254740992.0 /* 53 bit mantissa */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	458 #define ERANDI randi53() /* 53 bits for mantissa */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	459 #define NMANTISSA EMANTISSA
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	460 #define NRANDI randi54() /* 53 bits for mantissa + 1 bit sign */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	461 #define RANDU randu53()
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	462
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	463 static ZIGINT ki[ZIGGURAT_TABLE_SIZE];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	464 static double wi[ZIGGURAT_TABLE_SIZE], fi[ZIGGURAT_TABLE_SIZE];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	465 static ZIGINT ke[ZIGGURAT_TABLE_SIZE];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	466 static double we[ZIGGURAT_TABLE_SIZE], fe[ZIGGURAT_TABLE_SIZE];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	467
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	468 /*
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	469 This code is based on the paper Marsaglia and Tsang, "The ziggurat method
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	470 for generating random variables", Journ. Statistical Software. Code was
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	471 presented in this paper for a Ziggurat of 127 levels and using a 32 bit
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	472 integer random number generator. This version of the code, uses the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	473 Mersenne Twister as the integer generator and uses 256 levels in the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	474 Ziggurat. This has several advantages.
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	475
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	476 1) As Marsaglia and Tsang themselves states, the more levels the few
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	477 times the expensive tail algorithm must be called
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	478 2) The cycle time of the generator is determined by the integer
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	479 generator, thus the use of a Mersenne Twister for the core random
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	480 generator makes this cycle extremely long.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	481 3) The license on the original code was unclear, thus rewriting the code
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	482 from the article means we are free of copyright issues.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	483 4) Compile flag for full 53-bit random mantissa.
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	484
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	485 It should be stated that the authors made my life easier, by the fact that
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	486 the algorithm developed in the text of the article is for a 256 level
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	487 ziggurat, even if the code itself isn't...
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	488
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	489 One modification to the algorithm developed in the article, is that it is
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	490 assumed that 0 <= x < Inf, and "unsigned long"s are used, thus resulting in
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	491 terms like 2^32 in the code. As the normal distribution is defined between
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	492 -Inf < x < Inf, we effectively only have 31 bit integers plus a sign. Thus
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	493 in Marsaglia and Tsang, terms like 2^32 become 2^31. We use NMANTISSA for
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	494 this term. The exponential distribution is one sided so we use the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	495 full 32 bits. We use EMANTISSA for this term.
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	496
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	497 It appears that I'm slightly slower than the code in the article, this
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	498 is partially due to a better generator of random integers than they
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	499 use. But might also be that the case of rapid return was optimized by
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	500 inlining the relevant code with a #define. As the basic Mersenne
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	501 Twister is only 25% faster than this code I suspect that the main
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	502 reason is just the use of the Mersenne Twister and not the inlining,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	503 so I'm not going to try and optimize further.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	504 */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	505
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	506 void create_ziggurat_tables (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	507 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	508 int i;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	509 double x, x1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	510
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	511 /* Ziggurat tables for the normal distribution */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	512 x1 = ZIGGURAT_NOR_R;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	513 wi[255] = x1 / NMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	514 fi[255] = exp (-0.5 * x1 * x1);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	515
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	516 /* Index zero is special for tail strip, where Marsaglia and Tsang
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	517 * defines this as
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	518 * k_0 = 2^31 * r * f(r) / v, w_0 = 0.5^31 * v / f(r), f_0 = 1,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	519 * where v is the area of each strip of the ziggurat.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	520 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	521 ki[0] = static_cast<ZIGINT> (x1 * fi[255] / NOR_SECTION_AREA * NMANTISSA);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	522 wi[0] = NOR_SECTION_AREA / fi[255] / NMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	523 fi[0] = 1.;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	524
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	525 for (i = 254; i > 0; i--)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	526 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	527 /* New x is given by x = f^{-1}(v/x_{i+1} + f(x_{i+1})), thus
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	528 * need inverse operator of y = exp(-0.5xx) -> x = sqrt(-2*ln(y))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	529 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	530 x = std::sqrt (-2. * std::log (NOR_SECTION_AREA / x1 + fi[i+1]));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	531 ki[i+1] = static_cast<ZIGINT> (x / x1 * NMANTISSA);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	532 wi[i] = x / NMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	533 fi[i] = exp (-0.5 * x * x);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	534 x1 = x;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	535 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	536
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	537 ki[1] = 0;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	538
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	539 /* Zigurrat tables for the exponential distribution */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	540 x1 = ZIGGURAT_EXP_R;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	541 we[255] = x1 / EMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	542 fe[255] = exp (-x1);
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	543
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	544 /* Index zero is special for tail strip, where Marsaglia and Tsang
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	545 * defines this as
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	546 * k_0 = 2^32 * r * f(r) / v, w_0 = 0.5^32 * v / f(r), f_0 = 1,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	547 * where v is the area of each strip of the ziggurat.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	548 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	549 ke[0] = static_cast<ZIGINT> (x1 * fe[255] / EXP_SECTION_AREA * EMANTISSA);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	550 we[0] = EXP_SECTION_AREA / fe[255] / EMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	551 fe[0] = 1.;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	552
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	553 for (i = 254; i > 0; i--)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	554 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	555 /* New x is given by x = f^{-1}(v/x_{i+1} + f(x_{i+1})), thus
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	556 * need inverse operator of y = exp(-x) -> x = -ln(y)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	557 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	558 x = - std::log (EXP_SECTION_AREA / x1 + fe[i+1]);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	559 ke[i+1] = static_cast<ZIGINT> (x / x1 * EMANTISSA);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	560 we[i] = x / EMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	561 fe[i] = exp (-x);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	562 x1 = x;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	563 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	564 ke[1] = 0;
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	565
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	566 initt = 0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	567 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	568
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	569 /*
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	570 * Here is the guts of the algorithm. As Marsaglia and Tsang state the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	571 * algorithm in their paper
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	572 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	573 * 1) Calculate a random signed integer j and let i be the index
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	574 * provided by the rightmost 8-bits of j
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	575 * 2) Set x = j * w_i. If j < k_i return x
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	576 * 3) If i = 0, then return x from the tail
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	577 * 4) If [f(x_{i-1}) - f(x_i)] * U < f(x) - f(x_i), return x
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	578 * 5) goto step 1
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	579 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	580 * Where f is the functional form of the distribution, which for a normal
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	581 * distribution is exp(-0.5xx)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	582 */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	583
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	584
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	585 template <> OCTAVE_API double rand_normal<double> (void)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	586 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	587 if (initt)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	588 create_ziggurat_tables ();
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	589
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	590 while (1)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	591 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	592 /* The following code is specialized for 32-bit mantissa.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	593 * Compared to the arbitrary mantissa code, there is a performance
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	594 * gain for 32-bits: PPC: 2%, MIPS: 8%, x86: 40%
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	595 * There is a bigger performance gain compared to using a full
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	596 * 53-bit mantissa: PPC: 60%, MIPS: 65%, x86: 240%
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	597 * Of course, different compilers and operating systems may
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	598 * have something to do with this.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	599 */
21724 aba2e6293dd8 use "#if ..." consistently instead of "#ifdef" and "#ifndef" John W. Eaton <jwe@octave.org> parents: 21720 diff changeset	600 # if defined (HAVE_X86_32)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	601 /* 53-bit mantissa, 1-bit sign, x86 32-bit architecture */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	602 double x;
30394 f3f3e3793fb5 maint: style check C++ files in liboctave/ ahead of 7.1 release. Rik <rik@octave.org> parents: 29359 diff changeset	603 int si, idx;
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	604 uint32_t lo, hi;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	605 int64_t rabs;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	606 uint32_t p = (uint32_t )&rabs;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	607 lo = randi32 ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	608 idx = lo & 0xFF;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	609 hi = randi32 ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	610 si = hi & UMASK;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	611 p[0] = lo;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	612 p[1] = hi & 0x1FFFFF;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	613 x = ( si ? -rabs : rabs ) * wi[idx];
22188 1344509a480c style fixes John W. Eaton <jwe@octave.org> parents: 22022 diff changeset	614 # else
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	615 /* arbitrary mantissa (selected by NRANDI, with 1 bit for sign) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	616 const uint64_t r = NRANDI;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	617 const int64_t rabs = r >> 1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	618 const int idx = static_cast<int> (rabs & 0xFF);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	619 const double x = ( (r & 1) ? -rabs : rabs) * wi[idx];
22188 1344509a480c style fixes John W. Eaton <jwe@octave.org> parents: 22022 diff changeset	620 # endif
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	621 if (rabs < static_cast<int64_t> (ki[idx]))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	622 return x; /* 99.3% of the time we return here 1st try */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	623 else if (idx == 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	624 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	625 /* As stated in Marsaglia and Tsang
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	626 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	627 * For the normal tail, the method of Marsaglia[5] provides:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	628 * generate x = -ln(U_1)/r, y = -ln(U_2), until y+y > x*x,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	629 * then return r+x. Except that r+x is always in the positive
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	630 * tail!!!! Any thing random might be used to determine the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	631 * sign, but as we already have r we might as well use it
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	632 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	633 * [PAK] but not the bottom 8 bits, since they are all 0 here!
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	634 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	635 double xx, yy;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	636 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	637 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	638 xx = - ZIGGURAT_NOR_INV_R * std::log (RANDU);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	639 yy = - std::log (RANDU);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	640 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	641 while ( yy+yy <= xx*xx);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	642 return ((rabs & 0x100) ? -ZIGGURAT_NOR_R-xx : ZIGGURAT_NOR_R+xx);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	643 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	644 else if ((fi[idx-1] - fi[idx]) * RANDU + fi[idx] < exp (-0.5xx))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	645 return x;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	646 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	647 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	648
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	649 template <> OCTAVE_API double rand_exponential<double> (void)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	650 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	651 if (initt)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	652 create_ziggurat_tables ();
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	653
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	654 while (1)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	655 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	656 ZIGINT ri = ERANDI;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	657 const int idx = static_cast<int> (ri & 0xFF);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	658 const double x = ri * we[idx];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	659 if (ri < ke[idx])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	660 return x; /* 98.9% of the time we return here 1st try */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	661 else if (idx == 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	662 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	663 /* As stated in Marsaglia and Tsang
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	664 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	665 * For the exponential tail, the method of Marsaglia[5] provides:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	666 * x = r - ln(U);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	667 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	668 return ZIGGURAT_EXP_R - std::log (RANDU);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	669 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	670 else if ((fe[idx-1] - fe[idx]) * RANDU + fe[idx] < exp (-x))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	671 return x;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	672 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	673 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	674
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	675 template <> OCTAVE_API void rand_uniform<double> (octave_idx_type n, double *p)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	676 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	677 std::generate_n (p, n, [](void) { return rand_uniform<double> (); });
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	678 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	679
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	680 template <> OCTAVE_API void rand_normal (octave_idx_type n, double *p)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	681 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	682 std::generate_n (p, n, [](void) { return rand_normal<double> (); });
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	683 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	684
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	685 template <> OCTAVE_API void rand_exponential (octave_idx_type n, double *p)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	686 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	687 std::generate_n (p, n, [](void) { return rand_exponential<double> (); });
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	688 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	689
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	690 #undef ZIGINT
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	691 #undef EMANTISSA
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	692 #undef ERANDI
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	693 #undef NMANTISSA
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	694 #undef NRANDI
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	695 #undef RANDU
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	696
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	697 #define ZIGINT uint32_t
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	698 #define EMANTISSA 4294967296.0 /* 32 bit mantissa */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	699 #define ERANDI randi32() /* 32 bits for mantissa */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	700 #define NMANTISSA 2147483648.0 /* 31 bit mantissa */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	701 #define NRANDI randi32() /* 31 bits for mantissa + 1 bit sign */
27855 9405e2be91d0 Restrict rand ("single") to range (0, 1) (bug #41742). Rik <rik@octave.org> parents: 27102 diff changeset	702 #define RANDU randu24()
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	703
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	704 static ZIGINT fki[ZIGGURAT_TABLE_SIZE];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	705 static float fwi[ZIGGURAT_TABLE_SIZE], ffi[ZIGGURAT_TABLE_SIZE];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	706 static ZIGINT fke[ZIGGURAT_TABLE_SIZE];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	707 static float fwe[ZIGGURAT_TABLE_SIZE], ffe[ZIGGURAT_TABLE_SIZE];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	708
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	709 static void create_ziggurat_float_tables (void)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	710 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	711 int i;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	712 float x, x1;
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	713
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	714 /* Ziggurat tables for the normal distribution */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	715 x1 = ZIGGURAT_NOR_R;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	716 fwi[255] = x1 / NMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	717 ffi[255] = exp (-0.5 * x1 * x1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	718
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	719 /* Index zero is special for tail strip, where Marsaglia and Tsang
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	720 * defines this as
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	721 * k_0 = 2^31 * r * f(r) / v, w_0 = 0.5^31 * v / f(r), f_0 = 1,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	722 * where v is the area of each strip of the ziggurat.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	723 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	724 fki[0] = static_cast<ZIGINT> (x1 * ffi[255] / NOR_SECTION_AREA * NMANTISSA);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	725 fwi[0] = NOR_SECTION_AREA / ffi[255] / NMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	726 ffi[0] = 1.;
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	727
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	728 for (i = 254; i > 0; i--)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	729 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	730 /* New x is given by x = f^{-1}(v/x_{i+1} + f(x_{i+1})), thus
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	731 * need inverse operator of y = exp(-0.5xx) -> x = sqrt(-2*ln(y))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	732 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	733 x = std::sqrt (-2. * std::log (NOR_SECTION_AREA / x1 + ffi[i+1]));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	734 fki[i+1] = static_cast<ZIGINT> (x / x1 * NMANTISSA);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	735 fwi[i] = x / NMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	736 ffi[i] = exp (-0.5 * x * x);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	737 x1 = x;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	738 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	739
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	740 fki[1] = 0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	741
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	742 /* Zigurrat tables for the exponential distribution */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	743 x1 = ZIGGURAT_EXP_R;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	744 fwe[255] = x1 / EMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	745 ffe[255] = exp (-x1);
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	746
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	747 /* Index zero is special for tail strip, where Marsaglia and Tsang
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	748 * defines this as
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	749 * k_0 = 2^32 * r * f(r) / v, w_0 = 0.5^32 * v / f(r), f_0 = 1,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	750 * where v is the area of each strip of the ziggurat.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	751 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	752 fke[0] = static_cast<ZIGINT> (x1 * ffe[255] / EXP_SECTION_AREA * EMANTISSA);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	753 fwe[0] = EXP_SECTION_AREA / ffe[255] / EMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	754 ffe[0] = 1.;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	755
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	756 for (i = 254; i > 0; i--)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	757 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	758 /* New x is given by x = f^{-1}(v/x_{i+1} + f(x_{i+1})), thus
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	759 * need inverse operator of y = exp(-x) -> x = -ln(y)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	760 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	761 x = - std::log (EXP_SECTION_AREA / x1 + ffe[i+1]);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	762 fke[i+1] = static_cast<ZIGINT> (x / x1 * EMANTISSA);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	763 fwe[i] = x / EMANTISSA;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	764 ffe[i] = exp (-x);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	765 x1 = x;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	766 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	767 fke[1] = 0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	768
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	769 inittf = 0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	770 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	771
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	772 /*
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	773 * Here is the guts of the algorithm. As Marsaglia and Tsang state the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	774 * algorithm in their paper
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	775 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	776 * 1) Calculate a random signed integer j and let i be the index
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	777 * provided by the rightmost 8-bits of j
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	778 * 2) Set x = j * w_i. If j < k_i return x
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	779 * 3) If i = 0, then return x from the tail
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	780 * 4) If [f(x_{i-1}) - f(x_i)] * U < f(x) - f(x_i), return x
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	781 * 5) goto step 1
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	782 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	783 * Where f is the functional form of the distribution, which for a normal
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	784 * distribution is exp(-0.5xx)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	785 */
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	786
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	787 template <> OCTAVE_API float rand_normal<float> (void)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	788 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	789 if (inittf)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	790 create_ziggurat_float_tables ();
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	791
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	792 while (1)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	793 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	794 /* 32-bit mantissa */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	795 const uint32_t r = randi32 ();
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	796 const uint32_t rabs = r & LMASK;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	797 const int idx = static_cast<int> (r & 0xFF);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	798 const float x = static_cast<int32_t> (r) * fwi[idx];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	799 if (rabs < fki[idx])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	800 return x; /* 99.3% of the time we return here 1st try */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	801 else if (idx == 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	802 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	803 /* As stated in Marsaglia and Tsang
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	804 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	805 * For the normal tail, the method of Marsaglia[5] provides:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	806 * generate x = -ln(U_1)/r, y = -ln(U_2), until y+y > x*x,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	807 * then return r+x. Except that r+x is always in the positive
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	808 * tail!!!! Any thing random might be used to determine the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	809 * sign, but as we already have r we might as well use it
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	810 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	811 * [PAK] but not the bottom 8 bits, since they are all 0 here!
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	812 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	813 float xx, yy;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	814 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	815 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	816 xx = - ZIGGURAT_NOR_INV_R * std::log (RANDU);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	817 yy = - std::log (RANDU);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	818 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	819 while ( yy+yy <= xx*xx);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	820 return ((rabs & 0x100) ? -ZIGGURAT_NOR_R-xx : ZIGGURAT_NOR_R+xx);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	821 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	822 else if ((ffi[idx-1] - ffi[idx]) * RANDU + ffi[idx] < exp (-0.5xx))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	823 return x;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	824 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	825 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	826
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	827 template <> OCTAVE_API float rand_exponential<float> (void)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	828 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	829 if (inittf)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	830 create_ziggurat_float_tables ();
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	831
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	832 while (1)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	833 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	834 ZIGINT ri = ERANDI;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	835 const int idx = static_cast<int> (ri & 0xFF);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	836 const float x = ri * fwe[idx];
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	837 if (ri < fke[idx])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	838 return x; /* 98.9% of the time we return here 1st try */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	839 else if (idx == 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	840 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	841 /* As stated in Marsaglia and Tsang
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	842 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	843 * For the exponential tail, the method of Marsaglia[5] provides:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	844 * x = r - ln(U);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	845 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	846 return ZIGGURAT_EXP_R - std::log (RANDU);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	847 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	848 else if ((ffe[idx-1] - ffe[idx]) * RANDU + ffe[idx] < exp (-x))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	849 return x;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	850 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	851 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	852
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	853 template <> OCTAVE_API void rand_uniform (octave_idx_type n, float *p)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	854 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	855 std::generate_n (p, n, [](void) { return rand_uniform<float> (); });
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	856 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	857
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	858 template <> OCTAVE_API void rand_normal (octave_idx_type n, float *p)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	859 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	860 std::generate_n (p, n, [](void) { return rand_normal<float> (); });
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	861 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	862
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 29163 diff changeset	863 template <> OCTAVE_API void rand_exponential (octave_idx_type n, float *p)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	864 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	865 std::generate_n (p, n, [](void) { return rand_exponential<float> (); });
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	866 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	867
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 31142 diff changeset	868 OCTAVE_END_NAMESPACE(octave)
e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 31142 diff changeset	869

Mercurial > octave

annotate liboctave/numeric/randmtzig.cc @ 31605:e88a07dec498 stable