summaryrefslogtreecommitdiffstats
path: root/src/armadillo/include/armadillo_bits/arma_rng.hpp
diff options
context:
space:
mode:
authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
commiteda5bc26f44ee9a6f83dcf8c91f17296d7fc509d (patch)
treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/armadillo/include/armadillo_bits/arma_rng.hpp
downloadfsisotool-eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d.tar.gz
fsisotool-eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d.zip
Move into version control
Diffstat (limited to 'src/armadillo/include/armadillo_bits/arma_rng.hpp')
-rw-r--r--src/armadillo/include/armadillo_bits/arma_rng.hpp1042
1 files changed, 1042 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/arma_rng.hpp b/src/armadillo/include/armadillo_bits/arma_rng.hpp
new file mode 100644
index 0000000..da1b4f7
--- /dev/null
+++ b/src/armadillo/include/armadillo_bits/arma_rng.hpp
@@ -0,0 +1,1042 @@
+// SPDX-License-Identifier: Apache-2.0
+//
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+//! \addtogroup arma_rng
+//! @{
+
+
+#undef ARMA_USE_CXX11_RNG
+#define ARMA_USE_CXX11_RNG
+
+#undef ARMA_USE_THREAD_LOCAL
+#define ARMA_USE_THREAD_LOCAL
+
+#if (defined(ARMA_RNG_ALT) || defined(ARMA_DONT_USE_CXX11_RNG))
+ #undef ARMA_USE_CXX11_RNG
+#endif
+
+#if defined(ARMA_DONT_USE_THREAD_LOCAL)
+ #undef ARMA_USE_THREAD_LOCAL
+#endif
+
+
+// NOTE: ARMA_WARMUP_PRODUCER enables a workaround
+// NOTE: for thread_local issue on macOS 11 and/or AppleClang 12.0
+// NOTE: see https://gitlab.com/conradsnicta/armadillo-code/-/issues/173
+// NOTE: if this workaround causes problems, please report it and
+// NOTE: disable the workaround by commenting out the code block below:
+
+#if defined(__APPLE__) || defined(__apple_build_version__)
+ #undef ARMA_WARMUP_PRODUCER
+ #define ARMA_WARMUP_PRODUCER
+#endif
+
+#if defined(ARMA_DONT_WARMUP_PRODUCER)
+ #undef ARMA_WARMUP_PRODUCER
+#endif
+
+// NOTE: workaround for another thread_local issue on macOS
+// NOTE: where GCC (not Clang) may not have support for thread_local
+
+#if (defined(__APPLE__) && defined(__GNUG__) && !defined(__clang__))
+ #undef ARMA_USE_THREAD_LOCAL
+#endif
+
+// NOTE: disable use of thread_local on MinGW et al;
+// NOTE: i don't have the patience to keep looking into these broken platforms
+
+#if (defined(__MINGW32__) || defined(__MINGW64__) || defined(__CYGWIN__) || defined(__MSYS__) || defined(__MSYS2__))
+ #undef ARMA_USE_THREAD_LOCAL
+#endif
+
+#if defined(ARMA_FORCE_USE_THREAD_LOCAL)
+ #undef ARMA_USE_THREAD_LOCAL
+ #define ARMA_USE_THREAD_LOCAL
+#endif
+
+#if (!defined(ARMA_USE_THREAD_LOCAL))
+ #undef ARMA_GUARD_PRODUCER
+ #define ARMA_GUARD_PRODUCER
+#endif
+
+#if (defined(ARMA_DONT_GUARD_PRODUCER) || defined(ARMA_DONT_USE_STD_MUTEX))
+ #undef ARMA_GUARD_PRODUCER
+#endif
+
+
+class arma_rng
+ {
+ public:
+
+ #if defined(ARMA_RNG_ALT)
+ typedef arma_rng_alt::seed_type seed_type;
+ #elif defined(ARMA_USE_CXX11_RNG)
+ typedef std::mt19937_64::result_type seed_type;
+ #else
+ typedef arma_rng_cxx03::seed_type seed_type;
+ #endif
+
+ #if defined(ARMA_RNG_ALT)
+ static constexpr int rng_method = 2;
+ #elif defined(ARMA_USE_CXX11_RNG)
+ static constexpr int rng_method = 1;
+ #else
+ static constexpr int rng_method = 0;
+ #endif
+
+ #if defined(ARMA_USE_CXX11_RNG)
+ inline static std::mt19937_64& get_producer();
+ inline static void warmup_producer(std::mt19937_64& producer);
+
+ inline static void lock_producer();
+ inline static void unlock_producer();
+
+ #if defined(ARMA_GUARD_PRODUCER)
+ inline static std::mutex& get_producer_mutex();
+ #endif
+ #endif
+
+ inline static void set_seed(const seed_type val);
+ inline static void set_seed_random();
+
+ template<typename eT> struct randi;
+ template<typename eT> struct randu;
+ template<typename eT> struct randn;
+ template<typename eT> struct randg;
+ };
+
+
+
+#if defined(ARMA_USE_CXX11_RNG)
+
+inline
+std::mt19937_64&
+arma_rng::get_producer()
+ {
+ #if defined(ARMA_USE_THREAD_LOCAL)
+
+ // use a thread-safe RNG, with each thread having its own unique starting seed
+
+ static std::atomic<std::size_t> mt19937_64_producer_counter(0);
+
+ static thread_local std::mt19937_64 mt19937_64_producer( std::mt19937_64::default_seed + mt19937_64_producer_counter++ );
+
+ arma_rng::warmup_producer(mt19937_64_producer);
+
+ #else
+
+ // use a plain RNG in case we don't have thread_local
+
+ static std::mt19937_64 mt19937_64_producer( std::mt19937_64::default_seed );
+
+ arma_rng::warmup_producer(mt19937_64_producer);
+
+ #endif
+
+ return mt19937_64_producer;
+ }
+
+
+inline
+void
+arma_rng::warmup_producer(std::mt19937_64& producer)
+ {
+ #if defined(ARMA_WARMUP_PRODUCER)
+
+ static std::atomic_flag warmup_done = ATOMIC_FLAG_INIT; // init to false
+
+ if(warmup_done.test_and_set() == false)
+ {
+ typename std::mt19937_64::result_type junk = producer();
+
+ arma_ignore(junk);
+ }
+
+ #else
+
+ arma_ignore(producer);
+
+ #endif
+ }
+
+
+inline
+void
+arma_rng::lock_producer()
+ {
+ #if defined(ARMA_GUARD_PRODUCER)
+
+ std::mutex& producer_mutex = arma_rng::get_producer_mutex();
+
+ producer_mutex.lock();
+
+ #endif
+ }
+
+
+inline
+void
+arma_rng::unlock_producer()
+ {
+ #if defined(ARMA_GUARD_PRODUCER)
+
+ std::mutex& producer_mutex = arma_rng::get_producer_mutex();
+
+ producer_mutex.unlock();
+
+ #endif
+ }
+
+
+#if defined(ARMA_GUARD_PRODUCER)
+ inline
+ std::mutex&
+ arma_rng::get_producer_mutex()
+ {
+ static std::mutex producer_mutex;
+
+ return producer_mutex;
+ }
+#endif
+
+#endif
+
+
+inline
+void
+arma_rng::set_seed(const arma_rng::seed_type val)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ arma_rng_alt::set_seed(val);
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ arma_rng::lock_producer();
+ arma_rng::get_producer().seed(val);
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ arma_rng_cxx03::set_seed(val);
+ }
+ #endif
+ }
+
+
+
+arma_cold
+inline
+void
+arma_rng::set_seed_random()
+ {
+ seed_type seed1 = seed_type(0);
+ seed_type seed2 = seed_type(0);
+ seed_type seed3 = seed_type(0);
+ seed_type seed4 = seed_type(0);
+
+ bool have_seed = false;
+
+ try
+ {
+ std::random_device rd;
+
+ if(rd.entropy() > double(0)) { seed1 = static_cast<seed_type>( rd() ); }
+
+ have_seed = (seed1 != seed_type(0));
+ }
+ catch(...) {}
+
+
+ if(have_seed == false)
+ {
+ try
+ {
+ union
+ {
+ seed_type a;
+ unsigned char b[sizeof(seed_type)];
+ } tmp;
+
+ tmp.a = seed_type(0);
+
+ std::ifstream f("/dev/urandom", std::ifstream::binary);
+
+ if(f.good()) { f.read((char*)(&(tmp.b[0])), sizeof(seed_type)); }
+
+ if(f.good()) { seed2 = tmp.a; }
+
+ have_seed = (seed2 != seed_type(0));
+ }
+ catch(...) {}
+ }
+
+
+ if(have_seed == false)
+ {
+ // get better-than-nothing seeds in case reading /dev/urandom failed
+
+ const std::chrono::system_clock::time_point tp_now = std::chrono::system_clock::now();
+
+ auto since_epoch_usec = std::chrono::duration_cast<std::chrono::microseconds>(tp_now.time_since_epoch()).count();
+
+ seed3 = static_cast<seed_type>( since_epoch_usec & 0xFFFF );
+
+ union
+ {
+ uword* a;
+ unsigned char b[sizeof(uword*)];
+ } tmp;
+
+ tmp.a = (uword*)malloc(sizeof(uword));
+
+ if(tmp.a != nullptr)
+ {
+ for(size_t i=0; i<sizeof(uword*); ++i) { seed4 += seed_type(tmp.b[i]); }
+
+ free(tmp.a);
+ }
+ }
+
+ arma_rng::set_seed(seed1 + seed2 + seed3 + seed4);
+ }
+
+
+
+//
+
+
+
+template<typename eT>
+struct arma_rng::randi
+ {
+ inline
+ operator eT ()
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ return eT( arma_rng_alt::randi_val() );
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ constexpr double scale = double(std::numeric_limits<int>::max()) / double(std::mt19937_64::max());
+
+ arma_rng::lock_producer();
+
+ const eT out = eT(double(arma_rng::get_producer()()) * scale);
+
+ arma_rng::unlock_producer();
+
+ return out;
+ }
+ #else
+ {
+ return eT( arma_rng_cxx03::randi_val() );
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ int
+ max_val()
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ return arma_rng_alt::randi_max_val();
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ return std::numeric_limits<int>::max();
+ }
+ #else
+ {
+ return arma_rng_cxx03::randi_max_val();
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ fill(eT* mem, const uword N, const int a, const int b)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ arma_rng_alt::randi_fill(mem, N, a, b);
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::uniform_int_distribution<int> local_i_distr(a, b);
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i<N; ++i) { mem[i] = eT(local_i_distr(producer)); }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ if(N == uword(1)) { arma_rng_cxx03::randi_fill(mem, uword(1), a, b); return; }
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::uniform_int_distribution<int> local_i_distr(a, b);
+
+ local_engine.seed( local_seed_type(std::rand()) );
+
+ for(uword i=0; i<N; ++i) { mem[i] = eT(local_i_distr(local_engine)); }
+ }
+ #endif
+ }
+ };
+
+
+
+//
+
+
+
+template<typename eT>
+struct arma_rng::randu
+ {
+ inline
+ operator eT ()
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ return eT( arma_rng_alt::randu_val() );
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ constexpr double scale = double(1.0) / double(std::mt19937_64::max());
+
+ arma_rng::lock_producer();
+
+ const eT out = eT( double(arma_rng::get_producer()()) * scale );
+
+ arma_rng::unlock_producer();
+
+ return out;
+ }
+ #else
+ {
+ return eT( arma_rng_cxx03::randu_val() );
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ fill(eT* mem, const uword N)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ for(uword i=0; i < N; ++i) { mem[i] = eT( arma_rng_alt::randu_val() ); }
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::uniform_real_distribution<double> local_u_distr;
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( local_u_distr(producer) ); }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ if(N == uword(1)) { mem[0] = eT( arma_rng_cxx03::randu_val() ); return; }
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::uniform_real_distribution<double> local_u_distr;
+
+ local_engine.seed( local_seed_type(std::rand()) );
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( local_u_distr(local_engine) ); }
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ fill(eT* mem, const uword N, const double a, const double b)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ const double r = b - a;
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( arma_rng_alt::randu_val() * r + a ); }
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::uniform_real_distribution<double> local_u_distr(a,b);
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( local_u_distr(producer) ); }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ if(N == uword(1)) { mem[0] = eT( arma_rng_cxx03::randu_val() * (b - a) + a ); return; }
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::uniform_real_distribution<double> local_u_distr(a,b);
+
+ local_engine.seed( local_seed_type(std::rand()) );
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( local_u_distr(local_engine) ); }
+ }
+ #endif
+ }
+ };
+
+
+
+template<typename T>
+struct arma_rng::randu< std::complex<T> >
+ {
+ arma_inline
+ operator std::complex<T> ()
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ const T a = T( arma_rng_alt::randu_val() );
+ const T b = T( arma_rng_alt::randu_val() );
+
+ return std::complex<T>(a, b);
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::uniform_real_distribution<double> local_u_distr;
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ const T a = T( local_u_distr(producer) );
+ const T b = T( local_u_distr(producer) );
+
+ arma_rng::unlock_producer();
+
+ return std::complex<T>(a, b);
+ }
+ #else
+ {
+ const T a = T( arma_rng_cxx03::randu_val() );
+ const T b = T( arma_rng_cxx03::randu_val() );
+
+ return std::complex<T>(a, b);
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ fill(std::complex<T>* mem, const uword N)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ for(uword i=0; i < N; ++i)
+ {
+ const T a = T( arma_rng_alt::randu_val() );
+ const T b = T( arma_rng_alt::randu_val() );
+
+ mem[i] = std::complex<T>(a, b);
+ }
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::uniform_real_distribution<double> local_u_distr;
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i < N; ++i)
+ {
+ const T a = T( local_u_distr(producer) );
+ const T b = T( local_u_distr(producer) );
+
+ mem[i] = std::complex<T>(a, b);
+ }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ if(N == uword(1))
+ {
+ const T a = T( arma_rng_cxx03::randu_val() );
+ const T b = T( arma_rng_cxx03::randu_val() );
+
+ mem[0] = std::complex<T>(a, b);
+
+ return;
+ }
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::uniform_real_distribution<double> local_u_distr;
+
+ local_engine.seed( local_seed_type(std::rand()) );
+
+ for(uword i=0; i < N; ++i)
+ {
+ const T a = T( local_u_distr(local_engine) );
+ const T b = T( local_u_distr(local_engine) );
+
+ mem[i] = std::complex<T>(a, b);
+ }
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ fill(std::complex<T>* mem, const uword N, const double a, const double b)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ const double r = b - a;
+
+ for(uword i=0; i < N; ++i)
+ {
+ const T tmp1 = T( arma_rng_alt::randu_val() * r + a );
+ const T tmp2 = T( arma_rng_alt::randu_val() * r + a );
+
+ mem[i] = std::complex<T>(tmp1, tmp2);
+ }
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::uniform_real_distribution<double> local_u_distr(a,b);
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i < N; ++i)
+ {
+ const T tmp1 = T( local_u_distr(producer) );
+ const T tmp2 = T( local_u_distr(producer) );
+
+ mem[i] = std::complex<T>(tmp1, tmp2);
+ }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ if(N == uword(1))
+ {
+ const double r = b - a;
+
+ const T tmp1 = T( arma_rng_cxx03::randu_val() * r + a);
+ const T tmp2 = T( arma_rng_cxx03::randu_val() * r + a);
+
+ mem[0] = std::complex<T>(tmp1, tmp2);
+
+ return;
+ }
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::uniform_real_distribution<double> local_u_distr(a,b);
+
+ local_engine.seed( local_seed_type(std::rand()) );
+
+ for(uword i=0; i < N; ++i)
+ {
+ const T tmp1 = T( local_u_distr(local_engine) );
+ const T tmp2 = T( local_u_distr(local_engine) );
+
+ mem[i] = std::complex<T>(tmp1, tmp2);
+ }
+ }
+ #endif
+ }
+ };
+
+
+
+//
+
+
+
+template<typename eT>
+struct arma_rng::randn
+ {
+ inline
+ operator eT () const
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ return eT( arma_rng_alt::randn_val() );
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::normal_distribution<double> local_n_distr;
+
+ arma_rng::lock_producer();
+
+ const eT out = eT( local_n_distr(arma_rng::get_producer()) );
+
+ arma_rng::unlock_producer();
+
+ return out;
+ }
+ #else
+ {
+ return eT( arma_rng_cxx03::randn_val() );
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ dual_val(eT& out1, eT& out2)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ arma_rng_alt::randn_dual_val(out1, out2);
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::normal_distribution<double> local_n_distr;
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ out1 = eT( local_n_distr(producer) );
+ out2 = eT( local_n_distr(producer) );
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ arma_rng_cxx03::randn_dual_val(out1, out2);
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ fill(eT* mem, const uword N)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ // NOTE: old method to avoid regressions in user code that assumes specific sequence
+
+ uword i, j;
+
+ for(i=0, j=1; j < N; i+=2, j+=2) { arma_rng_alt::randn_dual_val( mem[i], mem[j] ); }
+
+ if(i < N) { mem[i] = eT( arma_rng_alt::randn_val() ); }
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::normal_distribution<double> local_n_distr;
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( local_n_distr(producer) ); }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ if(N == uword(1)) { mem[0] = eT( arma_rng_cxx03::randn_val() ); return; }
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::normal_distribution<double> local_n_distr;
+
+ local_engine.seed( local_seed_type(std::rand()) );
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( local_n_distr(local_engine) ); }
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ fill(eT* mem, const uword N, const double mu, const double sd)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ // NOTE: old method to avoid regressions in user code that assumes specific sequence
+
+ uword i, j;
+
+ for(i=0, j=1; j < N; i+=2, j+=2)
+ {
+ eT val_i = eT(0);
+ eT val_j = eT(0);
+
+ arma_rng_alt::randn_dual_val( val_i, val_j );
+
+ mem[i] = (val_i * sd) + mu;
+ mem[j] = (val_j * sd) + mu;
+ }
+
+ if(i < N)
+ {
+ const eT val_i = eT( arma_rng_alt::randn_val() );
+
+ mem[i] = (val_i * sd) + mu;
+ }
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::normal_distribution<double> local_n_distr(mu, sd);
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( local_n_distr(producer) ); }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ if(N == uword(1))
+ {
+ const eT val = eT( arma_rng_cxx03::randn_val() );
+
+ mem[0] = (val * sd) + mu;
+
+ return;
+ }
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::normal_distribution<double> local_n_distr(mu, sd);
+
+ local_engine.seed( local_seed_type(std::rand()) );
+
+ for(uword i=0; i < N; ++i) { mem[i] = eT( local_n_distr(local_engine) ); }
+ }
+ #endif
+ }
+ };
+
+
+
+template<typename T>
+struct arma_rng::randn< std::complex<T> >
+ {
+ inline
+ operator std::complex<T> () const
+ {
+ #if defined(_MSC_VER)
+ // attempt at workaround for MSVC bug
+ // does MS even test their so-called compilers before release?
+ T a;
+ T b;
+ #else
+ T a(0);
+ T b(0);
+ #endif
+
+ arma_rng::randn<T>::dual_val(a, b);
+
+ return std::complex<T>(a, b);
+ }
+
+
+ inline
+ static
+ void
+ dual_val(std::complex<T>& out1, std::complex<T>& out2)
+ {
+ #if defined(_MSC_VER)
+ T a;
+ T b;
+ #else
+ T a(0);
+ T b(0);
+ #endif
+
+ arma_rng::randn<T>::dual_val(a,b);
+ out1 = std::complex<T>(a,b);
+
+ arma_rng::randn<T>::dual_val(a,b);
+ out2 = std::complex<T>(a,b);
+ }
+
+
+ inline
+ static
+ void
+ fill(std::complex<T>* mem, const uword N)
+ {
+ #if defined(ARMA_RNG_ALT)
+ {
+ for(uword i=0; i < N; ++i) { mem[i] = std::complex<T>( arma_rng::randn< std::complex<T> >() ); }
+ }
+ #elif defined(ARMA_USE_CXX11_RNG)
+ {
+ std::normal_distribution<double> local_n_distr;
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i < N; ++i)
+ {
+ const T a = T( local_n_distr(producer) );
+ const T b = T( local_n_distr(producer) );
+
+ mem[i] = std::complex<T>(a,b);
+ }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ if(N == uword(1))
+ {
+ T a = T(0);
+ T b = T(0);
+
+ arma_rng_cxx03::randn_dual_val(a,b);
+
+ mem[0] = std::complex<T>(a,b);
+
+ return;
+ }
+
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::normal_distribution<double> local_n_distr;
+
+ local_engine.seed( local_seed_type(std::rand()) );
+
+ for(uword i=0; i < N; ++i)
+ {
+ const T a = T( local_n_distr(local_engine) );
+ const T b = T( local_n_distr(local_engine) );
+
+ mem[i] = std::complex<T>(a,b);
+ }
+ }
+ #endif
+ }
+
+
+ inline
+ static
+ void
+ fill(std::complex<T>* mem, const uword N, const double mu, const double sd)
+ {
+ arma_rng::randn< std::complex<T> >::fill(mem, N);
+
+ if( (mu == double(0)) && (sd == double(1)) ) { return; }
+
+ for(uword i=0; i<N; ++i)
+ {
+ const std::complex<T>& val = mem[i];
+
+ mem[i] = std::complex<T>( ((val.real() * sd) + mu), ((val.imag() * sd) + mu) );
+ }
+ }
+ };
+
+
+
+//
+
+
+
+template<typename eT>
+struct arma_rng::randg
+ {
+ inline
+ static
+ void
+ fill(eT* mem, const uword N, const double a, const double b)
+ {
+ #if defined(ARMA_USE_CXX11_RNG)
+ {
+ std::gamma_distribution<double> local_g_distr(a,b);
+
+ std::mt19937_64& producer = arma_rng::get_producer();
+
+ arma_rng::lock_producer();
+
+ for(uword i=0; i<N; ++i) { mem[i] = eT(local_g_distr(producer)); }
+
+ arma_rng::unlock_producer();
+ }
+ #else
+ {
+ typedef typename std::mt19937_64::result_type local_seed_type;
+
+ std::mt19937_64 local_engine;
+ std::gamma_distribution<double> local_g_distr(a,b);
+
+ local_engine.seed( local_seed_type(arma_rng::randi<local_seed_type>()) );
+
+ for(uword i=0; i<N; ++i) { mem[i] = eT(local_g_distr(local_engine)); }
+ }
+ #endif
+ }
+ };
+
+
+
+//! @}