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+// 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
+ }
+
+
+
+//! @}