octave: liboctave/numeric/randpoisson.cc annotate

annotate liboctave/numeric/randpoisson.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	796f54d4ddbf
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: 29655 diff changeset	3 // Copyright (C) 2006-2022 The Octave Project Developers
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	4 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 // See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 // distribution or <https://octave.org/copyright/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	7 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	8 // This file is part of Octave.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	9 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	10 // Octave is free software: you can redistribute it and/or modify it
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	11 // under the terms of the GNU General Public License as published by
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	12 // the Free Software Foundation, either version 3 of the License, or
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	13 // (at your option) any later version.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	14 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	15 // Octave is distributed in the hope that it will be useful, but
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	16 // WITHOUT ANY WARRANTY; without even the implied warranty of
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	18 // GNU General Public License for more details.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	19 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	20 // You should have received a copy of the GNU General Public License
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	21 // along with Octave; see the file COPYING. If not, see
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	22 // <https://www.gnu.org/licenses/>.
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 //
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ////////////////////////////////////////////////////////////////////////
7019 4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	25
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	26 /* Original version written by Paul Kienzle distributed as free
4270ded9ddc6 [project @ 2007-10-13 01:42:20 by jwe] jwe parents: 6198 diff changeset	27 software in the in the public domain. */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	28
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	29 #if defined (HAVE_CONFIG_H)
21301 40de9f8f23a6 Use '#include "config.h"' rather than <config.h>. Rik <rik@octave.org> parents: 21202 diff changeset	30 # include "config.h"
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	31 #endif
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	32
23662 bd77ab816e43 eliminate obsolete file lo-math.h John W. Eaton <jwe@octave.org> parents: 23649 diff changeset	33 #include <cmath>
23475 d691ed308237 maint: Clean up #includes in liboctave/numeric directory. Rik <rik@octave.org> parents: 23220 diff changeset	34 #include <cstddef>
d691ed308237 maint: Clean up #includes in liboctave/numeric directory. Rik <rik@octave.org> parents: 23220 diff changeset	35
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	36 #include "f77-fcn.h"
7231 2eb392d058bb [project @ 2007-11-30 18:53:29 by jwe] jwe parents: 7019 diff changeset	37 #include "lo-error.h"
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	38 #include "lo-ieee.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	39 #include "randmtzig.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	40 #include "randpoisson.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	41
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	42 OCTAVE_BEGIN_NAMESPACE(octave)
e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	43
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	44 static double xlgamma (double x)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	45 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	46 return std::lgamma (x);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	47 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	48
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	49 /* ---- pprsc.c from Stadloeber's winrand --- */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	50
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	51 /* flogfak(k) = ln(k!) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	52 static double flogfak (double k)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	53 {
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	54 #define C0 9.18938533204672742e-01
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	55 #define C1 8.33333333333333333e-02
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	56 #define C3 -2.77777777777777778e-03
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	57 #define C5 7.93650793650793651e-04
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	58 #define C7 -5.95238095238095238e-04
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	59
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	60 static double logfak[30L] =
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	61 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	62 0.00000000000000000, 0.00000000000000000, 0.69314718055994531,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	63 1.79175946922805500, 3.17805383034794562, 4.78749174278204599,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	64 6.57925121201010100, 8.52516136106541430, 10.60460290274525023,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	65 12.80182748008146961, 15.10441257307551530, 17.50230784587388584,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	66 19.98721449566188615, 22.55216385312342289, 25.19122118273868150,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	67 27.89927138384089157, 30.67186010608067280, 33.50507345013688888,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	68 36.39544520803305358, 39.33988418719949404, 42.33561646075348503,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	69 45.38013889847690803, 48.47118135183522388, 51.60667556776437357,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	70 54.78472939811231919, 58.00360522298051994, 61.26170176100200198,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	71 64.55753862700633106, 67.88974313718153498, 71.25703896716800901
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	72 };
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	73
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	74 double r, rr;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	75
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	76 if (k >= 30.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	77 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	78 r = 1.0 / k;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	79 rr = r * r;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	80 return ((k + 0.5)*std::log (k) - k + C0
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	81 + r(C1 + rr(C3 + rr(C5 + rrC7))));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	82 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	83 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	84 return (logfak[static_cast<int> (k)]);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	85 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	86
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	87 /******************************************************************
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	88 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	89 * Poisson Distribution - Patchwork Rejection/Inversion *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	90 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	91 ******************************************************************
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	92 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	93 * For parameter my < 10, Tabulated Inversion is applied. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	94 * For my >= 10, Patchwork Rejection is employed: *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	95 * The area below the histogram function f(x) is rearranged in *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	96 * its body by certain point reflections. Within a large center *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	97 * interval variates are sampled efficiently by rejection from *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	98 * uniform hats. Rectangular immediate acceptance regions speed *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	99 * up the generation. The remaining tails are covered by *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	100 * exponential functions. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	101 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	102 ******************************************************************
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	103 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	104 * FUNCTION : - pprsc samples a random number from the Poisson *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	105 * distribution with parameter my > 0. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	106 * REFERENCE : - H. Zechner (1994): Efficient sampling from *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	107 * continuous and discrete unimodal distributions, *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	108 * Doctoral Dissertation, 156 pp., Technical *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	109 * University Graz, Austria. *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	110 * SUBPROGRAM : - drand(seed) ... (0,1)-Uniform generator with *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	111 * unsigned long integer seed.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	112 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	113 * Implemented by H. Zechner, January 1994 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	114 * Revised by F. Niederl, July 1994 *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	115 * *
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	116 ******************************************************************/
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	117
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	118 static double f (double k, double l_nu, double c_pm)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	119 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	120 return exp (k * l_nu - flogfak (k) - c_pm);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	121 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	122
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	123 static double pprsc (double my)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	124 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	125 static double my_last = -1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	126 static double m, k2, k4, k1, k5;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	127 static double dl, dr, r1, r2, r4, r5, ll, lr, l_my, c_pm,
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	128 f1, f2, f4, f5, p1, p2, p3, p4, p5, p6;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	129 double Dk, X, Y;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	130 double Ds, U, V, W;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	131
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	132 if (my != my_last)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	133 { /* set-up */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	134 my_last = my;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	135 /* approximate deviation of reflection points k2, k4 from my - 1/2 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	136 Ds = std::sqrt (my + 0.25);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	137
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	138 /* mode m, reflection points k2 and k4, and points k1 and k5, */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	139 /* which delimit the centre region of h(x) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	140 m = std::floor (my);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	141 k2 = ceil (my - 0.5 - Ds);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	142 k4 = std::floor (my - 0.5 + Ds);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	143 k1 = k2 + k2 - m + 1L;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	144 k5 = k4 + k4 - m;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	145
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	146 /* range width of the critical left and right centre region */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	147 dl = (k2 - k1);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	148 dr = (k5 - k4);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	149
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	150 /* recurrence constants r(k)=p(k)/p(k-1) at k = k1, k2, k4+1, k5+1 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	151 r1 = my / k1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	152 r2 = my / k2;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	153 r4 = my / (k4 + 1.0);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	154 r5 = my / (k5 + 1.0);
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	155
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	156 /* reciprocal values of the scale parameters of exp. tail envelope */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	157 ll = std::log (r1); /* expon. tail left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	158 lr = -std::log (r5); /* expon. tail right*/
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	159
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	160 /* Poisson constants, necessary for computing function values f(k) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	161 l_my = std::log (my);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	162 c_pm = m * l_my - flogfak (m);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	163
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	164 /* function values f(k) = p(k)/p(m) at k = k2, k4, k1, k5 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	165 f2 = f (k2, l_my, c_pm);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	166 f4 = f (k4, l_my, c_pm);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	167 f1 = f (k1, l_my, c_pm);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	168 f5 = f (k5, l_my, c_pm);
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	169
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	170 /* area of the two centre and the two exponential tail regions */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	171 /* area of the two immediate acceptance regions between k2, k4 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	172 p1 = f2 * (dl + 1.0); /* immed. left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	173 p2 = f2 * dl + p1; /* centre left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	174 p3 = f4 * (dr + 1.0) + p2; /* immed. right */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	175 p4 = f4 * dr + p3; /* centre right */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	176 p5 = f1 / ll + p4; /* exp. tail left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	177 p6 = f5 / lr + p5; /* exp. tail right*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	178 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	179
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	180 for (;;)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	181 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	182 /* generate uniform number U -- U(0, p6) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	183 /* case distinction corresponding to U */
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	184 if ((U = rand_uniform<double> () * p6) < p2)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	185 { /* centre left */
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	186
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	187 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	188 R2 = [k2, m) [0, f2), X = k2, ... m -1 /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	189 if ((V = U - p1) < 0.0) return (k2 + std::floor (U/f2));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	190 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	191 R1 = [k1, k2)[0, f1), X = k1, ... k2-1 /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	192 if ((W = V / dl) < f1 ) return (k1 + std::floor (V/f1));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	193
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	194 /* computation of candidate X < k2, and its counterpart Y > k2 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	195 /* either squeeze-acceptance of X or acceptance-rejection of Y */
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	196 Dk = std::floor (dl * rand_uniform<double> ()) + 1.0;
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	197 if (W <= f2 - Dk * (f2 - f2/r2))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	198 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	199 return (k2 - Dk); /* X = k2 - Dk */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	200 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	201 if ((V = f2 + f2 - W) < 1.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	202 { /* quick reject of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	203 Y = k2 + Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	204 if (V <= f2 + Dk * (1.0 - f2)/(dl + 1.0))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	205 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	206 return (Y); /* Y = k2 + Dk */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	207 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	208 if (V <= f (Y, l_my, c_pm)) return (Y); /* final accept of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	209 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	210 X = k2 - Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	211 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	212 else if (U < p4)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	213 { /* centre right */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	214 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	215 R3 = [m, k4+1)[0, f4), X = m, ... k4 /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	216 if ((V = U - p3) < 0.0) return (k4 - std::floor ((U - p2)/f4));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	217 /* immediate acceptance region
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	218 R4 = [k4+1, k5+1)[0, f5) /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	219 if ((W = V / dr) < f5 ) return (k5 - std::floor (V/f5));
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	220
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	221 /* computation of candidate X > k4, and its counterpart Y < k4 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	222 /* either squeeze-acceptance of X or acceptance-rejection of Y */
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	223 Dk = std::floor (dr * rand_uniform<double> ()) + 1.0;
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	224 if (W <= f4 - Dk * (f4 - f4*r4))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	225 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	226 return (k4 + Dk); /* X = k4 + Dk */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	227 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	228 if ((V = f4 + f4 - W) < 1.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	229 { /* quick reject of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	230 Y = k4 - Dk;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	231 if (V <= f4 + Dk * (1.0 - f4)/ dr)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	232 { /* quick accept of */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	233 return (Y); /* Y = k4 - Dk */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	234 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	235 if (V <= f (Y, l_my, c_pm)) return (Y); /* final accept of Y*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	236 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	237 X = k4 + Dk;
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 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	240 {
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	241 W = rand_uniform<double> ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	242 if (U < p5)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	243 { /* expon. tail left */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	244 Dk = std::floor (1.0 - std::log (W)/ll);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	245 if ((X = k1 - Dk) < 0L) continue; /* 0 <= X <= k1 - 1 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	246 W = (U - p4) ll; /* W -- U(0, h(x)) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	247 if (W <= f1 - Dk * (f1 - f1/r1))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	248 return (X); /* quick accept of X*/
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 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	251 { /* expon. tail right*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	252 Dk = std::floor (1.0 - std::log (W)/lr);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	253 X = k5 + Dk; /* X >= k5 + 1 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	254 W = (U - p5) lr; /* W -- U(0, h(x)) */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	255 if (W <= f5 - Dk * (f5 - f5*r5))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	256 return (X); /* quick accept of X*/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	257 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	258 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 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 /* acceptance-rejection test of candidate X from the original area */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	261 /* test, whether W <= f(k), with W = Uh(x) and U -- U(0, 1)/
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	262 /* log f(X) = (X - m)log(my) - log X! + log m! /
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	263 if (std::log (W) <= X * l_my - flogfak (X) - c_pm) return (X);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	264 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	265 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	266 /* ---- pprsc.c end ------ */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	267
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	268 /* The remainder of the file is by Paul Kienzle */
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	269
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	270 /* Table size is predicated on the maximum value of lambda
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	271 * we want to store in the table, and the maximum value of
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	272 * returned by the uniform random number generator on [0,1).
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	273 * With lambda==10 and u_max = 1 - 1/(2^32+1), we
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	274 * have poisson_pdf(lambda,36) < 1-u_max. If instead our
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	275 * generator uses more bits of mantissa or returns a value
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	276 * in the range [0,1], then for lambda==10 we need a table
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	277 * size of 46 instead. For long doubles, the table size
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	278 * will need to be longer still. */
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	279 #define TABLESIZE 46
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	280
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	281 /* Given uniform u, find x such that CDF(L,x)==u. Return x. */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	282
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	283 template <typename T>
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	284 static void
29654 d13d090cb03a use std::size_t and std::ptrdiff_t in C++ code (bug #60471) John W. Eaton <jwe@octave.org> parents: 29358 diff changeset	285 poisson_cdf_lookup (double lambda, T *p, std::size_t n)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	286 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	287 double t[TABLESIZE];
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	288
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	289 /* Precompute the table for the u up to and including 0.458.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	290 * We will almost certainly need it. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	291 int intlambda = static_cast<int> (std::floor (lambda));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	292 double P;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	293 int tableidx;
29654 d13d090cb03a use std::size_t and std::ptrdiff_t in C++ code (bug #60471) John W. Eaton <jwe@octave.org> parents: 29358 diff changeset	294 std::size_t i = n;
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	295
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	296 t[0] = P = exp (-lambda);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	297 for (tableidx = 1; tableidx <= intlambda; tableidx++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	298 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	299 P = P*lambda/static_cast<double> (tableidx);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	300 t[tableidx] = t[tableidx-1] + P;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	301 }
11586 12df7854fa7c strip trailing whitespace from source files John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	302
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	303 while (i-- > 0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	304 {
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	305 double u = rand_uniform<double> ();
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	306
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	307 /* If u > 0.458 we know we can jump to floor(lambda) before
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	308 * comparing (this observation is based on Stadlober's winrand
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	309 * code). For lambda >= 1, this will be a win. Lambda < 1
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	310 * is already fast, so adding an extra comparison is not a
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	311 * problem. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	312 int k = (u > 0.458 ? intlambda : 0);
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	313
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	314 /* We aren't using a for loop here because when we find the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	315 * right k we want to jump to the next iteration of the
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	316 * outer loop, and the continue statement will only work for
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	317 * the inner loop. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	318 nextk:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	319 if (u <= t[k])
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	320 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	321 p[i] = static_cast<T> (k);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	322 continue;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	323 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	324 if (++k < tableidx)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	325 goto nextk;
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	326
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	327 /* We only need high values of the table very rarely so we
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	328 * don't automatically compute the entire table. */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	329 while (tableidx < TABLESIZE)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	330 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	331 P = P*lambda/static_cast<double> (tableidx);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	332 t[tableidx] = t[tableidx-1] + P;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	333 /* Make sure we converge to 1.0 just in case u is uniform
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	334 * on [0,1] rather than [0,1). */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	335 if (t[tableidx] == t[tableidx-1]) t[tableidx] = 1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	336 tableidx++;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	337 if (u <= t[tableidx-1]) break;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	338 }
17769 49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/ Rik <rik@octave.org> parents: 17744 diff changeset	339
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	340 /* We are assuming that the table size is big enough here.
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	341 * This should be true even if rand_uniform is returning values in
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	342 * the range [0,1] rather than [0,1). */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	343 p[i] = static_cast<T> (tableidx-1);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	344 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	345 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	346
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	347 /* From Press, et al., Numerical Recipes */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	348 template <typename T>
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	349 static void
29654 d13d090cb03a use std::size_t and std::ptrdiff_t in C++ code (bug #60471) John W. Eaton <jwe@octave.org> parents: 29358 diff changeset	350 poisson_rejection (double lambda, T *p, std::size_t n)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	351 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	352 double sq = std::sqrt (2.0*lambda);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	353 double alxm = std::log (lambda);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	354 double g = lambda*alxm - xlgamma (lambda+1.0);
29654 d13d090cb03a use std::size_t and std::ptrdiff_t in C++ code (bug #60471) John W. Eaton <jwe@octave.org> parents: 29358 diff changeset	355 std::size_t i;
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	356
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	357 for (i = 0; i < n; i++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	358 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	359 double y, em, t;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	360 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	361 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	362 do
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	363 {
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	364 y = tan (M_PI*rand_uniform<double> ());
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	365 em = sq * y + lambda;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	366 } while (em < 0.0);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	367 em = std::floor (em);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	368 t = 0.9(1.0+yy)exp (emalxm-flogfak (em)-g);
27102 84ff9953faa1 where possible, eliminate octave:: namespace qualifier inside octave namespace John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	369 } while (rand_uniform<double> () > t);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	370 p[i] = em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	371 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	372 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	373
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	374 /* The cutoff of L <= 1e8 in the following two functions before using
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	375 * the normal approximation is based on:
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	376 * > L=1e8; x=floor(linspace(0,2*L,1000));
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	377 * > max(abs(normal_pdf(x,L,L)-poisson_pdf(x,L)))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	378 * ans = 1.1376e-28
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	379 * For L=1e7, the max is around 1e-9, which is within the step size of
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	380 * rand_uniform. For L>1e10 the pprsc function breaks down, as I saw
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	381 * from the histogram of a large sample, so 1e8 is both small enough
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	382 * and large enough. */
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 /* Generate a set of poisson numbers with the same distribution */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	385 template <typename T> void rand_poisson (T L_arg, octave_idx_type n, T *p)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	386 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	387 double L = L_arg;
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	388 octave_idx_type i;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	389 if (L < 0.0 \|\| lo_ieee_isinf (L))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	390 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	391 for (i=0; i<n; i++)
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	392 p[i] = numeric_limits<T>::NaN ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	393 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	394 else if (L <= 10.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	395 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	396 poisson_cdf_lookup<T> (L, p, n);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	397 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	398 else if (L <= 1e8)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	399 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	400 for (i=0; i<n; i++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	401 p[i] = pprsc (L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	402 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	403 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	404 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	405 /* normal approximation: from Phys. Rev. D (1994) v50 p1284 */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	406 const double sqrtL = std::sqrt (L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	407 for (i = 0; i < n; i++)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	408 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	409 p[i] = std::floor (rand_normal<T> () * sqrtL + L + 0.5);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	410 if (p[i] < 0.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	411 p[i] = 0.0; /* will probably never happen */
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 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	414 }
5742 2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe] jwe parents: diff changeset	415
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	416 template void rand_poisson<double> (double, octave_idx_type, double *);
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	417 template void rand_poisson<float> (float, octave_idx_type, float *);
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	418
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	419 /* Generate one poisson variate */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	420 template <typename T> T rand_poisson (T L_arg)
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	421 {
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	422 double L = L_arg;
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	423 T ret;
859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	424 if (L < 0.0) ret = numeric_limits<T>::NaN ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	425 else if (L <= 12.0)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	426 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	427 /* From Press, et al. Numerical recipes */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	428 double g = exp (-L);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	429 int em = -1;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	430 double t = 1.0;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	431 do
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 ++em;
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	434 t *= rand_uniform<T> ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	435 } while (t > g);
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	436 ret = em;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	437 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	438 else if (L <= 1e8)
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	439 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	440 /* numerical recipes */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	441 poisson_rejection<T> (L, &ret, 1);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	442 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	443 else if (lo_ieee_isinf (L))
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	444 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	445 /* FIXME: R uses NaN, but the normal approximation suggests that
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	446 * limit should be Inf. Which is correct? */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	447 ret = numeric_limits<T>::NaN ();
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	448 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	449 else
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	450 {
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	451 /* normal approximation: from Phys. Rev. D (1994) v50 p1284 */
25434 859ad1f0b85e use templates to eliminate duplicate code in random number generators John W. Eaton <jwe@octave.org> parents: 25433 diff changeset	452 ret = std::floor (rand_normal<T> () * std::sqrt (L) + L + 0.5);
25433 49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	453 if (ret < 0.0) ret = 0.0; /* will probably never happen */
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	454 }
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	455 return ret;
49e0447413ad use templates and move rand functions inside octave namespace John W. Eaton <jwe@octave.org> parents: 25054 diff changeset	456 }
14655 43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) David Bateman <dbateman@free.fr> parents: 14138 diff changeset	457
29228 5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	458 template OCTAVE_API double rand_poisson<double> (double);
5c14f81e0937 Set API tags in files in liboctave/numeric (patch #8919). Markus Mützel <markus.muetzel@gmx.de> parents: 27923 diff changeset	459 template OCTAVE_API float rand_poisson<float> (float);
31605 e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	460
e88a07dec498 maint: Use macros to begin/end C++ namespaces. Rik <rik@octave.org> parents: 30564 diff changeset	461 OCTAVE_END_NAMESPACE(octave)

Mercurial > octave

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