view liboctave/numeric/oct-rand.h @ 23475:d691ed308237

maint: Clean up #includes in liboctave/numeric directory. * build-aux/mk-opts.pl: Change Perl to generate "" around local include libraries rather than <>. Include "lo-math.h" rather than <cmath>. * CollocWt.cc, DAERTFunc.h, DASPK.cc, DASPK.h, DASRT.cc, DASRT.h, DASSL.cc, DASSL.h, DET.h, EIG.cc, EIG.h, LSODE.cc, LSODE.h, ODE.h, ODES.cc, ODESFunc.h, Quad.cc, aepbalance.cc, base-de.h, base-min.h, bsxfun-decl.h, bsxfun-defs.cc, bsxfun.h, chol.cc, eigs-base.cc, fEIG.cc, fEIG.h, gepbalance.cc, gsvd.cc, hess.cc, lo-blas-proto.h, lo-lapack-proto.h, lo-mappers.cc, lo-mappers.h, lo-qrupdate-proto.h, lo-slatec-proto.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-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc, randgamma.cc, randpoisson.cc, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-dmsolve.cc, sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc: Rationalize #includes. Use forward declarations of just classes where possible. Reformat some long lines < 80 characters. Reformat some comments for readabliity. * mx-inlines.cc: Rationalize #includes for this file in liboctave/operators used by many in liboctave/numeric.
author Rik <rik@octave.org>
date Tue, 09 May 2017 08:46:07 -0700
parents c9fab0bc983e
children 980f39c3ab90
line wrap: on
line source

/*

Copyright (C) 2003-2017 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/>.

*/

#if ! defined (octave_oct_rand_h)
#define octave_oct_rand_h 1

#include "octave-config.h"

#include <map>
#include <string>

#include "Array.h"
#include "dColVector.h"
#include "dNDArray.h"
#include "fNDArray.h"
#include "lo-ieee.h"

//class dim_vector;

class
OCTAVE_API
octave_rand
{
protected:

  octave_rand (void);

public:

  ~octave_rand (void) = default;

  static bool instance_ok (void);

  // Return the current seed.
  static double seed (void)
  {
    return instance_ok () ? instance->do_seed ()
                          : octave::numeric_limits<double>::NaN ();
  }

  // Set the seed.
  static void seed (double s)
  {
    if (instance_ok ())
      instance->do_seed (s);
  }

  // Reset the seed.
  static void reset (void)
  {
    if (instance_ok ())
      instance->do_reset ();
  }

  // Return the current state.
  static ColumnVector state (const std::string& d = "")
  {
    return instance_ok () ? instance->do_state (d) : ColumnVector ();
  }

  // Set the current state/
  static void state (const ColumnVector& s,
                     const std::string& d = "")
  {
    if (instance_ok ())
      instance->do_state (s, d);
  }

  // Reset the current state/
  static void reset (const std::string& d)
  {
    if (instance_ok ())
      instance->do_reset (d);
  }

  // Return the current distribution.
  static std::string distribution (void)
  {
    return instance_ok () ? instance->do_distribution () : "";
  }

  // Set the current distribution.  May be either "uniform" (the
  // default), "normal", "exponential", "poisson", or "gamma".
  static void distribution (const std::string& d)
  {
    if (instance_ok ())
      instance->do_distribution (d);
  }

  static void uniform_distribution (void)
  {
    if (instance_ok ())
      instance->do_uniform_distribution ();
  }

  static void normal_distribution (void)
  {
    if (instance_ok ())
      instance->do_normal_distribution ();
  }

  static void exponential_distribution (void)
  {
    if (instance_ok ())
      instance->do_exponential_distribution ();
  }

  static void poisson_distribution (void)
  {
    if (instance_ok ())
      instance->do_poisson_distribution ();
  }

  static void gamma_distribution (void)
  {
    if (instance_ok ())
      instance->do_gamma_distribution ();
  }

  // Return the next number from the sequence.
  static double scalar (double a = 1.0)
  {
    return instance_ok () ? instance->do_scalar (a)
                          : octave::numeric_limits<double>::NaN ();
  }

  // Return the next number from the sequence.
  static float float_scalar (float a = 1.0)
  {
    return instance_ok () ? instance->do_float_scalar (a)
                          : octave::numeric_limits<float>::NaN ();
  }

  // Return an array of numbers from the sequence.
  static Array<double> vector (octave_idx_type n, double a = 1.0)
  {
    return instance_ok () ? instance->do_vector (n, a) : Array<double> ();
  }

  // Return an array of numbers from the sequence.
  static Array<float> float_vector (octave_idx_type n, float a = 1.0)
  {
    return instance_ok () ? instance->do_float_vector (n, a) : Array<float> ();
  }

  // Return an N-dimensional array of numbers from the sequence,
  // filled in column major order.
  static NDArray nd_array (const dim_vector& dims, double a = 1.0)
  {
    return instance_ok () ? instance->do_nd_array (dims, a) : NDArray ();
  }

  // Return an N-dimensional array of numbers from the sequence,
  // filled in column major order.
  static FloatNDArray float_nd_array (const dim_vector& dims, float a = 1.0)
  {
    return instance_ok () ? instance->do_float_nd_array (dims, a)
                          : FloatNDArray ();
  }

private:

  static octave_rand *instance;

  static void cleanup_instance (void) { delete instance; instance = 0; }

  enum
  {
    unknown_dist,
    uniform_dist,
    normal_dist,
    expon_dist,
    poisson_dist,
    gamma_dist
  };

  // Current distribution of random numbers.
  int current_distribution;

  // If TRUE, use old RANLIB generators.  Otherwise, use Mersenne
  // Twister generator.
  bool use_old_generators;

  // Saved MT states.
  std::map<int, ColumnVector> rand_states;

  // Return the current seed.
  double do_seed (void);

  // Set the seed.
  void do_seed (double s);

  // Reset the seed.
  void do_reset ();

  // Return the current state.
  ColumnVector do_state (const std::string& d);

  // Set the current state/
  void do_state (const ColumnVector& s, const std::string& d);

  // Reset the current state/
  void do_reset (const std::string& d);

  // Return the current distribution.
  std::string do_distribution (void);

  // Set the current distribution.  May be either "uniform" (the
  // default), "normal", "exponential", "poisson", or "gamma".
  void do_distribution (const std::string& d);

  void do_uniform_distribution (void);

  void do_normal_distribution (void);

  void do_exponential_distribution (void);

  void do_poisson_distribution (void);

  void do_gamma_distribution (void);

  // Return the next number from the sequence.
  double do_scalar (double a = 1.);

  // Return the next number from the sequence.
  float do_float_scalar (float a = 1.);

  // Return an array of numbers from the sequence.
  Array<double> do_vector (octave_idx_type n, double a = 1.);

  // Return an array of numbers from the sequence.
  Array<float> do_float_vector (octave_idx_type n, float a = 1.);

  // Return an N-dimensional array of numbers from the sequence,
  // filled in column major order.
  NDArray do_nd_array (const dim_vector& dims, double a = 1.);

  // Return an N-dimensional array of numbers from the sequence,
  // filled in column major order.
  FloatNDArray do_float_nd_array (const dim_vector& dims, float a = 1.);

  // Some helper functions.

  void initialize_ranlib_generators (void);

  void initialize_mersenne_twister (void);

  ColumnVector get_internal_state (void);

  void save_state (void);

  int get_dist_id (const std::string& d);

  void set_internal_state (const ColumnVector& s);

  void switch_to_generator (int dist);

  void fill (octave_idx_type len, double *v, double a);

  void fill (octave_idx_type len, float *v, float a);
};

#endif