Move into version control

1 files changed, 185 insertions, 0 deletions

diff --git a/src/armadillo/include/armadillo_bits/arma_rng_cxx03.hpp b/src/armadillo/include/armadillo_bits/arma_rng_cxx03.hpp
new file mode 100644
index 0000000..d39110e
--- /dev/null
+++ b/src/armadillo/include/armadillo_bits/arma_rng_cxx03.hpp
@@ -0,0 +1,185 @@
+// 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_cxx03
+//! @{
+
+
+
+class arma_rng_cxx03
+  {
+  public:
+  
+  typedef unsigned int seed_type;
+  
+  inline static void set_seed(const seed_type val);
+  
+  arma_inline static int    randi_val();
+  arma_inline static double randu_val();
+       inline static double randn_val();
+  
+  template<typename eT>
+  inline static void randn_dual_val(eT& out1, eT& out2);
+  
+  template<typename eT>
+  inline static void randi_fill(eT* mem, const uword N, const int a, const int b);
+  
+  inline static int randi_max_val();
+  };
+
+
+
+inline
+void
+arma_rng_cxx03::set_seed(const arma_rng_cxx03::seed_type val)
+  {
+  std::srand(val);
+  }
+
+
+
+arma_inline
+int
+arma_rng_cxx03::randi_val()
+  {
+  #if (RAND_MAX == 32767)
+    {
+    // NOTE: this is a better-than-nothing solution
+    // NOTE: see also arma_rng_cxx03::randi_max_val()
+    
+    u32 val1 = u32(std::rand());
+    u32 val2 = u32(std::rand());
+    
+    val1 <<= 15;
+    
+    return (val1 | val2);
+    }
+  #else
+    {
+    return std::rand();
+    }
+  #endif
+  }
+
+
+
+arma_inline
+double
+arma_rng_cxx03::randu_val()
+  {
+  return double( double(randi_val()) * ( double(1) / double(randi_max_val()) ) );
+  }
+
+
+
+inline
+double
+arma_rng_cxx03::randn_val()
+  {
+  // polar form of the Box-Muller transformation:
+  // http://en.wikipedia.org/wiki/Box-Muller_transformation
+  // http://en.wikipedia.org/wiki/Marsaglia_polar_method
+  
+  double tmp1 = double(0);
+  double tmp2 = double(0);
+  double w    = double(0);
+  
+  do
+    {
+    tmp1 = double(2) * double(randi_val()) * (double(1) / double(randi_max_val())) - double(1);
+    tmp2 = double(2) * double(randi_val()) * (double(1) / double(randi_max_val())) - double(1);
+    
+    w = tmp1*tmp1 + tmp2*tmp2;
+    }
+  while( w >= double(1) );
+  
+  return double( tmp1 * std::sqrt( (double(-2) * std::log(w)) / w) );
+  }
+
+
+
+template<typename eT>
+inline
+void
+arma_rng_cxx03::randn_dual_val(eT& out1, eT& out2)
+  {
+  // make sure we are internally using at least floats
+  typedef typename promote_type<eT,float>::result eTp;
+  
+  eTp tmp1 = eTp(0);
+  eTp tmp2 = eTp(0);
+  eTp w    = eTp(0);
+  
+  do
+    {
+    tmp1 = eTp(2) * eTp(randi_val()) * (eTp(1) / eTp(randi_max_val())) - eTp(1);
+    tmp2 = eTp(2) * eTp(randi_val()) * (eTp(1) / eTp(randi_max_val())) - eTp(1);
+    
+    w = tmp1*tmp1 + tmp2*tmp2;
+    }
+  while( w >= eTp(1) );
+  
+  const eTp k = std::sqrt( (eTp(-2) * std::log(w)) / w);
+  
+  out1 = eT(tmp1*k);
+  out2 = eT(tmp2*k);
+  }
+
+
+
+template<typename eT>
+inline
+void
+arma_rng_cxx03::randi_fill(eT* mem, const uword N, const int a, const int b)
+  {
+  if( (a == 0) && (b == RAND_MAX) )
+    {
+    for(uword i=0; i<N; ++i)
+      {
+      mem[i] = eT(std::rand());
+      }
+    }
+  else
+    {
+    const uword length = uword(b - a + 1);
+    
+    const double scale = double(length) / double(randi_max_val());
+    
+    for(uword i=0; i<N; ++i)
+      {
+      mem[i] = eT((std::min)( b, (int( double(randi_val()) * scale ) + a) ));
+      }
+    }
+  }
+
+
+
+inline
+int
+arma_rng_cxx03::randi_max_val()
+  {
+  #if (RAND_MAX == 32767)
+    return ( (32767 << 15) + 32767);
+  #else
+    return RAND_MAX;
+  #endif
+  }
+
+
+
+//! @}