// 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 inline static void randn_dual_val(eT& out1, eT& out2); template 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 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::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 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