view liboctave/numeric/oct-rand.h @ 31249:de6fc38c78c6

Make Jacobian types offered by dlsode.f accessible by lsode (bug #31626). * liboctave/numeric/LSODE-opts.in: Add options "jacobian type", "lower jacobian subdiagonals", and "upper jacobian subdiagonals". * liboctave/numeric/LSODE.cc (file scope, lsode_j, LSODE::do_integrate (double)): Handle new configurable Jacobian types. * build-aux/mk-opts.pl: Don't implicitly convert to integer in condition.
author Olaf Till <olaf.till@uni-jena.de>
date Fri, 12 Nov 2010 08:53:05 +0100
parents 796f54d4ddbf
children e88a07dec498
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2003-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://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 "dNDArray.h"
#include "fNDArray.h"
#include "lo-ieee.h"
#include "uint32NDArray.h"

//class dim_vector;

namespace octave
{
  class OCTAVE_API rand
  {
  protected:

    OCTAVE_API rand (void);

  public:

    ~rand (void) = default;

    static bool instance_ok (void);

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

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

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

    // Return the current state.
    static uint32NDArray state (const std::string& d = "")
    {
      return instance_ok () ? m_instance->do_state (d) : uint32NDArray ();
    }

    // Set the current state/
    static void state (const uint32NDArray& s,
                       const std::string& d = "")
    {
      if (instance_ok ())
        m_instance->do_state (s, d);
    }

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

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

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

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

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

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

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

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

    // Return the next number from the sequence.
    static float float_scalar (float a = 1.0)
    {
      return (instance_ok ()
              ? m_instance->do_scalar (a) : 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 () ? m_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 () ? m_instance->do_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 () ? m_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 ()
              ? m_instance->do_float_nd_array (dims, a) : FloatNDArray ());
    }

  private:

    static rand *m_instance;

    static void cleanup_instance (void)
    { delete m_instance; m_instance = nullptr; }

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

    // Current distribution of random numbers.
    int m_current_distribution;

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

    // Saved MT states.
    std::map<int, uint32NDArray> m_rand_states;

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

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

    // Reset the seed.
    OCTAVE_API void do_reset ();

    // Return the current state.
    OCTAVE_API uint32NDArray do_state (const std::string& d);

    // Set the current state/
    OCTAVE_API void do_state (const uint32NDArray& s, const std::string& d);

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

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

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

    OCTAVE_API void do_uniform_distribution (void);

    OCTAVE_API void do_normal_distribution (void);

    OCTAVE_API void do_exponential_distribution (void);

    OCTAVE_API void do_poisson_distribution (void);

    OCTAVE_API void do_gamma_distribution (void);

    // The following templates only make sense for double and float
    // types.

    template <typename T> OCTAVE_API T uniform (void);

    template <typename T> OCTAVE_API T normal (void);

    template <typename T> OCTAVE_API T exponential (void);

    template <typename T> OCTAVE_API T poisson (T a);

    template <typename T> OCTAVE_API T gamma (T a);

    // Return the next number from the sequence.
    template <typename T> OCTAVE_API T do_scalar (T a = 1);

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

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

    // Some helper functions.

    OCTAVE_API void initialize_ranlib_generators (void);

    OCTAVE_API void initialize_mersenne_twister (void);

    OCTAVE_API uint32NDArray get_internal_state (void);

    OCTAVE_API void save_state (void);

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

    OCTAVE_API void set_internal_state (const uint32NDArray& s);

    OCTAVE_API void switch_to_generator (int dist);

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

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

#endif