Mercurial > octave
view liboctave/numeric/oct-rand.cc @ 21301:40de9f8f23a6
Use '#include "config.h"' rather than <config.h>.
* mk-octave-config-h.sh, mk-opts.pl, Backend.cc, BaseControl.cc,
ButtonControl.cc, Canvas.cc, CheckBoxControl.cc, Container.cc, ContextMenu.cc,
EditControl.cc, Figure.cc, FigureWindow.cc, GLCanvas.cc, KeyMap.cc,
ListBoxControl.cc, Logger.cc, Menu.cc, MouseModeActionGroup.cc, Object.cc,
ObjectFactory.cc, ObjectProxy.cc, Panel.cc, PopupMenuControl.cc,
PushButtonControl.cc, PushTool.cc, QtHandlesUtils.cc, RadioButtonControl.cc,
SliderControl.cc, TextControl.cc, TextEdit.cc, ToggleButtonControl.cc,
ToggleTool.cc, ToolBar.cc, ToolBarButton.cc, __init_qt__.cc,
annotation-dialog.cc, gl-select.cc, module.mk, kpty.cpp, color-picker.cc,
dialog.cc, documentation-dock-widget.cc, files-dock-widget.cc,
find-files-dialog.cc, find-files-model.cc, history-dock-widget.cc,
file-editor-tab.cc, file-editor-tab.h, file-editor.cc, find-dialog.cc,
marker.cc, octave-qscintilla.cc, octave-txt-lexer.cc, main-window.cc,
octave-cmd.cc, octave-dock-widget.cc, octave-gui.cc, octave-interpreter.cc,
octave-qt-link.cc, parser.cc, webinfo.cc, resource-manager.cc,
settings-dialog.cc, shortcut-manager.cc, terminal-dock-widget.cc,
thread-manager.cc, welcome-wizard.cc, workspace-model.cc, workspace-view.cc,
build-env-features.sh, build-env.in.cc, Cell.cc, __contourc__.cc,
__dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc,
__pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc,
bsxfun.cc, c-file-ptr-stream.cc, cdisplay.c, cellfun.cc, coct-hdf5-types.c,
colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc,
debug.cc, defaults.cc, defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc,
dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.cc,
fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc,
gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc,
gl-render.cc, gl2ps-print.cc, graphics.cc, gripes.cc, hash.cc, help.cc,
hess.cc, hex2num.cc, hook-fcn.cc, input.cc, inv.cc, jit-ir.cc, jit-typeinfo.cc,
jit-util.cc, kron.cc, load-path.cc, load-save.cc, lookup.cc,
ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc,
ls-oct-binary.cc, ls-oct-text.cc, ls-utils.cc, lsode.cc, lu.cc, luinc.cc,
mappers.cc, matrix_type.cc, max.cc, mex.cc, mgorth.cc, nproc.cc,
oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hist.cc, oct-iostrm.cc,
oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc,
oct-strstrm.cc, oct-tex-lexer.in.ll, oct-tex-parser.in.yy, octave-link.cc,
ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc, profiler.cc,
psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc,
schur.cc, sighandlers.cc, siglist.c, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc,
spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, text-renderer.cc, time.cc,
toplev.cc, tril.cc, tsearch.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc,
variables.cc, xdiv.cc, xgl2ps.c, xnorm.cc, xpow.cc, zfstream.cc,
__delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc,
__init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc,
__voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc,
colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc,
mkbuiltins, mkops, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc,
ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc,
ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc,
ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc,
ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc,
ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc,
ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc,
ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc,
ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc,
ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc,
ov-uint8.cc, ov-usr-fcn.cc, ov.cc, ovl.cc, octave.cc, 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-double-conv.cc, op-fcdm-fcdm.cc,
op-fcdm-fdm.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-float-conv.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-int-conv.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-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, lex.ll, oct-parse.in.yy,
pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc,
pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc,
pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc,
pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc,
pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc,
token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc,
Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc,
Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc,
Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc,
CNDArray.cc, CRowVector.cc, CSparse.cc, DiagArray2.cc, MArray-C.cc,
MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc,
MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MatrixType.cc, PermMatrix.cc,
Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc, boolMatrix.cc,
boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc,
dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc,
dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc,
fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc,
fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc,
int64NDArray.cc, int8NDArray.cc, intNDArray.cc, uint16NDArray.cc,
uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, blaswrap.c, cquit.c,
f77-extern.cc, f77-fcn.c, lo-error.c, quit.cc, CollocWt.cc, DASPK.cc, DASRT.cc,
DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, aepbalance.cc, chol.cc,
eigs-base.cc, fEIG.cc, gepbalance.cc, hess.cc, lo-mappers.cc, lo-specfun.cc,
lu.cc, oct-convn.cc, oct-fftw.cc, oct-norm.cc, oct-rand.cc, oct-spparms.cc,
qr.cc, qrp.cc, randgamma.c, randmtzig.c, randpoisson.c, schur.cc,
sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, svd.cc,
mk-ops.awk, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc,
oct-env.cc, oct-group.cc, oct-passwd.cc, oct-syscalls.cc, oct-time.cc,
oct-uname.cc, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c,
glob-match.cc, kpse.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c,
lo-ieee.cc, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc,
oct-inttypes.cc, oct-locbuf.cc, oct-mutex.cc, oct-rl-edit.c, oct-rl-hist.c,
oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc,
sparse-util.cc, str-vec.cc, unwind-prot.cc, url-transfer.cc,
display-available.c, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc,
octave-config.in.cc:
Use '#include "config.h"' rather than <config.h>.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 18 Feb 2016 13:34:50 -0800 |
parents | f7121e111991 |
children | bcc30b45a225 |
line wrap: on
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/* Copyright (C) 2003-2015 John W. Eaton This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H # include "config.h" #endif #include <map> #include <vector> #include <stdint.h> #include "data-conv.h" #include "f77-fcn.h" #include "lo-error.h" #include "lo-ieee.h" #include "lo-mappers.h" #include "mach-info.h" #include "oct-locbuf.h" #include "oct-rand.h" #include "oct-time.h" #include "randgamma.h" #include "randmtzig.h" #include "randpoisson.h" #include "singleton-cleanup.h" extern "C" { F77_RET_T F77_FUNC (dgennor, DGENNOR) (const double&, const double&, double&); F77_RET_T F77_FUNC (dgenunf, DGENUNF) (const double&, const double&, double&); F77_RET_T F77_FUNC (dgenexp, DGENEXP) (const double&, double&); F77_RET_T F77_FUNC (dignpoi, DIGNPOI) (const double&, double&); F77_RET_T F77_FUNC (dgengam, DGENGAM) (const double&, const double&, double&); F77_RET_T F77_FUNC (setall, SETALL) (const int32_t&, const int32_t&); F77_RET_T F77_FUNC (getsd, GETSD) (int32_t&, int32_t&); F77_RET_T F77_FUNC (setsd, SETSD) (const int32_t&, const int32_t&); F77_RET_T F77_FUNC (setcgn, SETCGN) (const int32_t&); } octave_rand *octave_rand::instance = 0; octave_rand::octave_rand (void) : current_distribution (uniform_dist), use_old_generators (false), rand_states () { initialize_ranlib_generators (); initialize_mersenne_twister (); } bool octave_rand::instance_ok (void) { bool retval = true; if (! instance) { instance = new octave_rand (); if (instance) singleton_cleanup_list::add (cleanup_instance); } if (! instance) (*current_liboctave_error_handler) ("unable to create octave_rand object!"); return retval; } double octave_rand::do_seed (void) { union d2i { double d; int32_t i[2]; }; union d2i u; oct_mach_info::float_format ff = oct_mach_info::native_float_format (); switch (ff) { case oct_mach_info::flt_fmt_ieee_big_endian: F77_FUNC (getsd, GETSD) (u.i[1], u.i[0]); break; default: F77_FUNC (getsd, GETSD) (u.i[0], u.i[1]); break; } return u.d; } static int32_t force_to_fit_range (int32_t i, int32_t lo, int32_t hi) { assert (hi > lo && lo >= 0 && hi > lo); i = i > 0 ? i : -i; if (i < lo) i = lo; else if (i > hi) i = i % hi; return i; } void octave_rand::do_seed (double s) { use_old_generators = true; int i0, i1; union d2i { double d; int32_t i[2]; }; union d2i u; u.d = s; oct_mach_info::float_format ff = oct_mach_info::native_float_format (); switch (ff) { case oct_mach_info::flt_fmt_ieee_big_endian: i1 = force_to_fit_range (u.i[0], 1, 2147483563); i0 = force_to_fit_range (u.i[1], 1, 2147483399); break; default: i0 = force_to_fit_range (u.i[0], 1, 2147483563); i1 = force_to_fit_range (u.i[1], 1, 2147483399); break; } F77_FUNC (setsd, SETSD) (i0, i1); } void octave_rand::do_reset (void) { use_old_generators = true; initialize_ranlib_generators (); } ColumnVector octave_rand::do_state (const std::string& d) { return rand_states[d.empty () ? current_distribution : get_dist_id (d)]; } void octave_rand::do_state (const ColumnVector& s, const std::string& d) { use_old_generators = false; int old_dist = current_distribution; int new_dist = d.empty () ? current_distribution : get_dist_id (d); ColumnVector saved_state; if (old_dist != new_dist) saved_state = get_internal_state (); set_internal_state (s); rand_states[new_dist] = get_internal_state (); if (old_dist != new_dist) rand_states[old_dist] = saved_state; } void octave_rand::do_reset (const std::string& d) { use_old_generators = false; int old_dist = current_distribution; int new_dist = d.empty () ? current_distribution : get_dist_id (d); ColumnVector saved_state; if (old_dist != new_dist) saved_state = get_internal_state (); oct_init_by_entropy (); rand_states[new_dist] = get_internal_state (); if (old_dist != new_dist) rand_states[old_dist] = saved_state; } std::string octave_rand::do_distribution (void) { std::string retval; switch (current_distribution) { case uniform_dist: retval = "uniform"; break; case normal_dist: retval = "normal"; break; case expon_dist: retval = "exponential"; break; case poisson_dist: retval = "poisson"; break; case gamma_dist: retval = "gamma"; break; default: (*current_liboctave_error_handler) ("rand: invalid distribution ID = %d", current_distribution); break; } return retval; } void octave_rand::do_distribution (const std::string& d) { int id = get_dist_id (d); switch (id) { case uniform_dist: octave_rand::uniform_distribution (); break; case normal_dist: octave_rand::normal_distribution (); break; case expon_dist: octave_rand::exponential_distribution (); break; case poisson_dist: octave_rand::poisson_distribution (); break; case gamma_dist: octave_rand::gamma_distribution (); break; default: (*current_liboctave_error_handler) ("rand: invalid distribution ID = %d", id); break; } } void octave_rand::do_uniform_distribution (void) { switch_to_generator (uniform_dist); F77_FUNC (setcgn, SETCGN) (uniform_dist); } void octave_rand::do_normal_distribution (void) { switch_to_generator (normal_dist); F77_FUNC (setcgn, SETCGN) (normal_dist); } void octave_rand::do_exponential_distribution (void) { switch_to_generator (expon_dist); F77_FUNC (setcgn, SETCGN) (expon_dist); } void octave_rand::do_poisson_distribution (void) { switch_to_generator (poisson_dist); F77_FUNC (setcgn, SETCGN) (poisson_dist); } void octave_rand::do_gamma_distribution (void) { switch_to_generator (gamma_dist); F77_FUNC (setcgn, SETCGN) (gamma_dist); } double octave_rand::do_scalar (double a) { double retval = 0.0; if (use_old_generators) { switch (current_distribution) { case uniform_dist: F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, retval); break; case normal_dist: F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, retval); break; case expon_dist: F77_FUNC (dgenexp, DGENEXP) (1.0, retval); break; case poisson_dist: if (a < 0.0 || ! xfinite (a)) retval = octave_NaN; else { // workaround bug in ignpoi, by calling with different Mu F77_FUNC (dignpoi, DIGNPOI) (a + 1, retval); F77_FUNC (dignpoi, DIGNPOI) (a, retval); } break; case gamma_dist: if (a <= 0.0 || ! xfinite (a)) retval = octave_NaN; else F77_FUNC (dgengam, DGENGAM) (1.0, a, retval); break; default: (*current_liboctave_error_handler) ("rand: invalid distribution ID = %d", current_distribution); break; } } else { switch (current_distribution) { case uniform_dist: retval = oct_randu (); break; case normal_dist: retval = oct_randn (); break; case expon_dist: retval = oct_rande (); break; case poisson_dist: retval = oct_randp (a); break; case gamma_dist: retval = oct_randg (a); break; default: (*current_liboctave_error_handler) ("rand: invalid distribution ID = %d", current_distribution); break; } save_state (); } return retval; } float octave_rand::do_float_scalar (float a) { float retval = 0.0; if (use_old_generators) { double da = a; double dretval = 0.0; switch (current_distribution) { case uniform_dist: F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, dretval); break; case normal_dist: F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, dretval); break; case expon_dist: F77_FUNC (dgenexp, DGENEXP) (1.0, dretval); break; case poisson_dist: if (da < 0.0 || ! xfinite (a)) dretval = octave_NaN; else { // workaround bug in ignpoi, by calling with different Mu F77_FUNC (dignpoi, DIGNPOI) (da + 1, dretval); F77_FUNC (dignpoi, DIGNPOI) (da, dretval); } break; case gamma_dist: if (da <= 0.0 || ! xfinite (a)) dretval = octave_NaN; else F77_FUNC (dgengam, DGENGAM) (1.0, da, dretval); break; default: (*current_liboctave_error_handler) ("rand: invalid distribution ID = %d", current_distribution); break; } retval = dretval; } else { switch (current_distribution) { case uniform_dist: retval = oct_float_randu (); break; case normal_dist: retval = oct_float_randn (); break; case expon_dist: retval = oct_float_rande (); break; case poisson_dist: // Keep poisson distribution in double precision for accuracy retval = oct_randp (a); break; case gamma_dist: retval = oct_float_randg (a); break; default: (*current_liboctave_error_handler) ("rand: invalid distribution ID = %d", current_distribution); break; } save_state (); } return retval; } Array<double> octave_rand::do_vector (octave_idx_type n, double a) { Array<double> retval; if (n > 0) { retval.clear (n, 1); fill (retval.numel (), retval.fortran_vec (), a); } else if (n < 0) (*current_liboctave_error_handler) ("rand: invalid negative argument"); return retval; } Array<float> octave_rand::do_float_vector (octave_idx_type n, float a) { Array<float> retval; if (n > 0) { retval.clear (n, 1); fill (retval.numel (), retval.fortran_vec (), a); } else if (n < 0) (*current_liboctave_error_handler) ("rand: invalid negative argument"); return retval; } NDArray octave_rand::do_nd_array (const dim_vector& dims, double a) { NDArray retval; if (! dims.all_zero ()) { retval.clear (dims); fill (retval.numel (), retval.fortran_vec (), a); } return retval; } FloatNDArray octave_rand::do_float_nd_array (const dim_vector& dims, float a) { FloatNDArray retval; if (! dims.all_zero ()) { retval.clear (dims); fill (retval.numel (), retval.fortran_vec (), a); } return retval; } // Make the random number generator give us a different sequence every // time we start octave unless we specifically set the seed. The // technique used below will cycle monthly, but it it does seem to // work ok to give fairly different seeds each time Octave starts. void octave_rand::initialize_ranlib_generators (void) { octave_localtime tm; int stored_distribution = current_distribution; F77_FUNC (setcgn, SETCGN) (uniform_dist); int hour = tm.hour () + 1; int minute = tm.min () + 1; int second = tm.sec () + 1; int32_t s0 = tm.mday () * hour * minute * second; int32_t s1 = hour * minute * second; s0 = force_to_fit_range (s0, 1, 2147483563); s1 = force_to_fit_range (s1, 1, 2147483399); F77_FUNC (setall, SETALL) (s0, s1); F77_FUNC (setcgn, SETCGN) (stored_distribution); } void octave_rand::initialize_mersenne_twister (void) { oct_init_by_entropy (); ColumnVector s = get_internal_state (); rand_states[uniform_dist] = s; oct_init_by_entropy (); s = get_internal_state (); rand_states[normal_dist] = s; oct_init_by_entropy (); s = get_internal_state (); rand_states[expon_dist] = s; oct_init_by_entropy (); s = get_internal_state (); rand_states[poisson_dist] = s; oct_init_by_entropy (); s = get_internal_state (); rand_states[gamma_dist] = s; } ColumnVector octave_rand::get_internal_state (void) { ColumnVector s (MT_N + 1); OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1); oct_get_state (tmp); for (octave_idx_type i = 0; i <= MT_N; i++) s.elem (i) = static_cast<double> (tmp[i]); return s; } void octave_rand::save_state (void) { rand_states[current_distribution] = get_internal_state ();; } int octave_rand::get_dist_id (const std::string& d) { int retval = unknown_dist; if (d == "uniform" || d == "rand") retval = uniform_dist; else if (d == "normal" || d == "randn") retval = normal_dist; else if (d == "exponential" || d == "rande") retval = expon_dist; else if (d == "poisson" || d == "randp") retval = poisson_dist; else if (d == "gamma" || d == "randg") retval = gamma_dist; else (*current_liboctave_error_handler) ("rand: invalid distribution '%s'", d.c_str ()); return retval; } // Guarantee reproducible conversion of negative initialization values to // random number algorithm. Note that Matlab employs slightly different rules. // 1) Seed saturates at 2^32-1 for any value larger than that. // 2) NaN, Inf are translated to 2^32-1. // 3) -Inf is translated to 0. static uint32_t double2uint32 (double d) { uint32_t u; static const double TWOUP32 = std::numeric_limits<uint32_t>::max() + 1.0; if (! xfinite (d)) u = 0; else { d = fmod (d, TWOUP32); if (d < 0) d += TWOUP32; u = static_cast<uint32_t> (d); } return u; } void octave_rand::set_internal_state (const ColumnVector& s) { octave_idx_type len = s.numel (); octave_idx_type n = len < MT_N + 1 ? len : MT_N + 1; OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1); for (octave_idx_type i = 0; i < n; i++) tmp[i] = double2uint32 (s.elem (i)); if (len == MT_N + 1 && tmp[MT_N] <= MT_N && tmp[MT_N] > 0) oct_set_state (tmp); else oct_init_by_array (tmp, len); } void octave_rand::switch_to_generator (int dist) { if (dist != current_distribution) { current_distribution = dist; set_internal_state (rand_states[dist]); } } #define MAKE_RAND(len) \ do \ { \ double val; \ for (volatile octave_idx_type i = 0; i < len; i++) \ { \ octave_quit (); \ RAND_FUNC (val); \ v[i] = val; \ } \ } \ while (0) void octave_rand::fill (octave_idx_type len, double *v, double a) { if (len < 1) return; switch (current_distribution) { case uniform_dist: if (use_old_generators) { #define RAND_FUNC(x) F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, x) MAKE_RAND (len); #undef RAND_FUNC } else oct_fill_randu (len, v); break; case normal_dist: if (use_old_generators) { #define RAND_FUNC(x) F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, x) MAKE_RAND (len); #undef RAND_FUNC } else oct_fill_randn (len, v); break; case expon_dist: if (use_old_generators) { #define RAND_FUNC(x) F77_FUNC (dgenexp, DGENEXP) (1.0, x) MAKE_RAND (len); #undef RAND_FUNC } else oct_fill_rande (len, v); break; case poisson_dist: if (use_old_generators) { if (a < 0.0 || ! xfinite (a)) #define RAND_FUNC(x) x = octave_NaN; MAKE_RAND (len); #undef RAND_FUNC else { // workaround bug in ignpoi, by calling with different Mu double tmp; F77_FUNC (dignpoi, DIGNPOI) (a + 1, tmp); #define RAND_FUNC(x) F77_FUNC (dignpoi, DIGNPOI) (a, x) MAKE_RAND (len); #undef RAND_FUNC } } else oct_fill_randp (a, len, v); break; case gamma_dist: if (use_old_generators) { if (a <= 0.0 || ! xfinite (a)) #define RAND_FUNC(x) x = octave_NaN; MAKE_RAND (len); #undef RAND_FUNC else #define RAND_FUNC(x) F77_FUNC (dgengam, DGENGAM) (1.0, a, x) MAKE_RAND (len); #undef RAND_FUNC } else oct_fill_randg (a, len, v); break; default: (*current_liboctave_error_handler) ("rand: invalid distribution ID = %d", current_distribution); break; } save_state (); return; } void octave_rand::fill (octave_idx_type len, float *v, float a) { if (len < 1) return; switch (current_distribution) { case uniform_dist: if (use_old_generators) { #define RAND_FUNC(x) F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, x) MAKE_RAND (len); #undef RAND_FUNC } else oct_fill_float_randu (len, v); break; case normal_dist: if (use_old_generators) { #define RAND_FUNC(x) F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, x) MAKE_RAND (len); #undef RAND_FUNC } else oct_fill_float_randn (len, v); break; case expon_dist: if (use_old_generators) { #define RAND_FUNC(x) F77_FUNC (dgenexp, DGENEXP) (1.0, x) MAKE_RAND (len); #undef RAND_FUNC } else oct_fill_float_rande (len, v); break; case poisson_dist: if (use_old_generators) { double da = a; if (da < 0.0 || ! xfinite (a)) #define RAND_FUNC(x) x = octave_NaN; MAKE_RAND (len); #undef RAND_FUNC else { // workaround bug in ignpoi, by calling with different Mu double tmp; F77_FUNC (dignpoi, DIGNPOI) (da + 1, tmp); #define RAND_FUNC(x) F77_FUNC (dignpoi, DIGNPOI) (da, x) MAKE_RAND (len); #undef RAND_FUNC } } else oct_fill_float_randp (a, len, v); break; case gamma_dist: if (use_old_generators) { double da = a; if (da <= 0.0 || ! xfinite (a)) #define RAND_FUNC(x) x = octave_NaN; MAKE_RAND (len); #undef RAND_FUNC else #define RAND_FUNC(x) F77_FUNC (dgengam, DGENGAM) (1.0, da, x) MAKE_RAND (len); #undef RAND_FUNC } else oct_fill_float_randg (a, len, v); break; default: (*current_liboctave_error_handler) ("rand: invalid distribution ID = %d", current_distribution); break; } save_state (); return; }