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1 /* |
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2 |
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3 Copyright (C) 2003 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 #include <vector> |
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28 |
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29 #include "f77-fcn.h" |
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30 #include "lo-ieee.h" |
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31 #include "lo-error.h" |
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32 #include "lo-mappers.h" |
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33 #include "oct-rand.h" |
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34 #include "oct-time.h" |
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35 #include "data-conv.h" |
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36 #include "randmtzig.h" |
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37 #include "randpoisson.h" |
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38 #include "randgamma.h" |
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39 |
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40 // Possible distributions of random numbers. This was handled with an |
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41 // enum, but unwind_protecting that doesn't work so well. |
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42 #define uniform_dist 1 |
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43 #define normal_dist 2 |
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44 #define expon_dist 3 |
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45 #define poisson_dist 4 |
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46 #define gamma_dist 5 |
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47 |
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48 // Current distribution of random numbers. |
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49 static int current_distribution = uniform_dist; |
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50 |
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51 // Has the seed/state been set yet? |
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52 static bool old_initialized = false; |
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53 static bool new_initialized = false; |
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54 static bool use_old_generators = false; |
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55 |
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56 extern "C" |
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57 { |
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58 F77_RET_T |
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59 F77_FUNC (dgennor, DGENNOR) (const double&, const double&, double&); |
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60 |
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61 F77_RET_T |
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62 F77_FUNC (dgenunf, DGENUNF) (const double&, const double&, double&); |
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63 |
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64 F77_RET_T |
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65 F77_FUNC (dgenexp, DGENEXP) (const double&, double&); |
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66 |
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67 F77_RET_T |
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68 F77_FUNC (dignpoi, DIGNPOI) (const double&, double&); |
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69 |
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70 F77_RET_T |
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71 F77_FUNC (dgengam, DGENGAM) (const double&, const double&, double&); |
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72 |
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73 F77_RET_T |
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5275
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74 F77_FUNC (setall, SETALL) (const octave_idx_type&, const octave_idx_type&); |
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75 |
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76 F77_RET_T |
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77 F77_FUNC (getsd, GETSD) (octave_idx_type&, octave_idx_type&); |
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78 |
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79 F77_RET_T |
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80 F77_FUNC (setsd, SETSD) (const octave_idx_type&, const octave_idx_type&); |
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81 |
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82 F77_RET_T |
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83 F77_FUNC (setcgn, SETCGN) (const octave_idx_type&); |
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84 } |
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85 |
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86 static octave_idx_type |
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87 force_to_fit_range (octave_idx_type i, octave_idx_type lo, octave_idx_type hi) |
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88 { |
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89 assert (hi > lo && lo >= 0 && hi > lo); |
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90 |
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91 i = i > 0 ? i : -i; |
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92 |
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93 if (i < lo) |
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94 i = lo; |
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95 else if (i > hi) |
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96 i = i % hi; |
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97 |
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98 return i; |
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99 } |
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100 |
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101 // Make the random number generator give us a different sequence every |
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102 // time we start octave unless we specifically set the seed. The |
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103 // technique used below will cycle monthly, but it it does seem to |
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104 // work ok to give fairly different seeds each time Octave starts. |
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105 |
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106 static void |
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107 do_old_initialization (void) |
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108 { |
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109 octave_localtime tm; |
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110 |
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111 int hour = tm.hour() + 1; |
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112 int minute = tm.min() + 1; |
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113 int second = tm.sec() + 1; |
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114 |
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115 octave_idx_type s0 = tm.mday() * hour * minute * second; |
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116 octave_idx_type s1 = hour * minute * second; |
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117 |
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118 s0 = force_to_fit_range (s0, 1, 2147483563); |
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119 s1 = force_to_fit_range (s1, 1, 2147483399); |
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120 |
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121 F77_FUNC (setall, SETALL) (s0, s1); |
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122 |
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123 old_initialized = true; |
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124 } |
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125 |
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126 static inline void |
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127 maybe_initialize (void) |
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128 { |
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129 if (use_old_generators) |
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130 { |
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131 if (! old_initialized) |
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132 do_old_initialization (); |
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133 } |
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134 else |
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135 { |
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136 if (! new_initialized) |
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137 { |
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138 oct_init_by_entropy (); |
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139 new_initialized = true; |
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140 } |
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141 } |
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142 } |
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143 |
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144 double |
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145 octave_rand::seed (void) |
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146 { |
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147 if (! old_initialized) |
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148 do_old_initialization (); |
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149 |
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150 union d2i { double d; octave_idx_type i[2]; }; |
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151 union d2i u; |
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152 F77_FUNC (getsd, GETSD) (u.i[0], u.i[1]); |
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153 return u.d; |
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154 } |
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155 |
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156 void |
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157 octave_rand::seed (double s) |
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158 { |
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159 use_old_generators = true; |
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160 maybe_initialize (); |
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161 |
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162 union d2i { double d; octave_idx_type i[2]; }; |
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163 union d2i u; |
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164 u.d = s; |
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165 int i0 = force_to_fit_range (u.i[0], 1, 2147483563); |
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166 int i1 = force_to_fit_range (u.i[1], 1, 2147483399); |
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167 F77_FUNC (setsd, SETSD) (i0, i1); |
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168 } |
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169 |
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170 ColumnVector |
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171 octave_rand::state (void) |
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172 { |
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173 ColumnVector s (MT_N + 1); |
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174 if (! new_initialized) |
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175 { |
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176 oct_init_by_entropy (); |
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177 new_initialized = true; |
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178 } |
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179 |
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5828
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180 OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1); |
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181 oct_get_state (tmp); |
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182 for (octave_idx_type i = 0; i <= MT_N; i++) |
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183 s.elem (i) = static_cast<double>(tmp [i]); |
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184 return s; |
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185 } |
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186 |
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187 void |
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188 octave_rand::state (const ColumnVector &s) |
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189 { |
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190 use_old_generators = false; |
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191 maybe_initialize (); |
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192 |
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193 octave_idx_type len = s.length(); |
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194 octave_idx_type n = len < MT_N + 1 ? len : MT_N + 1; |
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5828
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195 OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1); |
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196 for (octave_idx_type i = 0; i < n; i++) |
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197 tmp[i] = static_cast<uint32_t> (s.elem(i)); |
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198 |
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199 if (len == MT_N + 1 && tmp[MT_N] <= MT_N && tmp[MT_N] > 0) |
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200 oct_set_state (tmp); |
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201 else |
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202 oct_init_by_array (tmp, len); |
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203 } |
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204 |
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205 std::string |
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206 octave_rand::distribution (void) |
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207 { |
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208 maybe_initialize (); |
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209 |
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210 if (current_distribution == uniform_dist) |
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211 return "uniform"; |
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212 else if (current_distribution == normal_dist) |
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213 return "normal"; |
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214 else if (current_distribution == expon_dist) |
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215 return "exponential"; |
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216 else if (current_distribution == poisson_dist) |
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217 return "poisson"; |
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218 else if (current_distribution == gamma_dist) |
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219 return "gamma"; |
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220 else |
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221 { |
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222 abort (); |
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223 return ""; |
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224 } |
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225 } |
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226 |
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227 void |
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228 octave_rand::distribution (const std::string& d) |
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229 { |
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230 if (d == "uniform") |
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231 octave_rand::uniform_distribution (); |
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232 else if (d == "normal") |
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233 octave_rand::normal_distribution (); |
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234 else if (d == "exponential") |
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235 octave_rand::exponential_distribution (); |
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236 else if (d == "poisson") |
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237 octave_rand::poisson_distribution (); |
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238 else if (d == "gamma") |
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239 octave_rand::gamma_distribution (); |
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240 else |
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241 (*current_liboctave_error_handler) ("rand: invalid distribution"); |
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242 } |
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243 |
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244 void |
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245 octave_rand::uniform_distribution (void) |
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246 { |
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247 maybe_initialize (); |
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248 |
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249 current_distribution = uniform_dist; |
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250 |
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251 F77_FUNC (setcgn, SETCGN) (uniform_dist); |
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252 } |
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253 |
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254 void |
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255 octave_rand::normal_distribution (void) |
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256 { |
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257 maybe_initialize (); |
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258 |
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259 current_distribution = normal_dist; |
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260 |
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261 F77_FUNC (setcgn, SETCGN) (normal_dist); |
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262 } |
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263 |
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5730
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264 void |
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265 octave_rand::exponential_distribution (void) |
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266 { |
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267 maybe_initialize (); |
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268 |
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269 current_distribution = expon_dist; |
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270 |
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271 F77_FUNC (setcgn, SETCGN) (expon_dist); |
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272 } |
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273 |
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274 void |
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275 octave_rand::poisson_distribution (void) |
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276 { |
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277 maybe_initialize (); |
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278 |
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279 current_distribution = poisson_dist; |
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280 |
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281 F77_FUNC (setcgn, SETCGN) (poisson_dist); |
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282 } |
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283 |
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284 void |
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285 octave_rand::gamma_distribution (void) |
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286 { |
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287 maybe_initialize (); |
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288 |
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289 current_distribution = gamma_dist; |
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290 |
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291 F77_FUNC (setcgn, SETCGN) (gamma_dist); |
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292 } |
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293 |
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294 |
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295 double |
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5730
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296 octave_rand::scalar (double a) |
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297 { |
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298 maybe_initialize (); |
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299 |
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300 double retval = 0.0; |
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301 |
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5730
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302 if (use_old_generators) |
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4308
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303 { |
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5730
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304 switch (current_distribution) |
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305 { |
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306 case uniform_dist: |
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307 F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, retval); |
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308 break; |
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309 |
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5730
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310 case normal_dist: |
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311 F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, retval); |
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312 break; |
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313 |
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5730
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314 case expon_dist: |
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315 F77_FUNC (dgenexp, DGENEXP) (1.0, retval); |
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316 break; |
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317 |
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5730
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318 case poisson_dist: |
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319 if (a < 0.0 || xisnan(a) || xisinf(a)) |
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320 retval = octave_NaN; |
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321 else |
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322 { |
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323 // workaround bug in ignpoi, by calling with different Mu |
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324 F77_FUNC (dignpoi, DIGNPOI) (a + 1, retval); |
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325 F77_FUNC (dignpoi, DIGNPOI) (a, retval); |
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326 } |
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327 break; |
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328 |
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5730
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329 case gamma_dist: |
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330 if (a <= 0.0 || xisnan(a) || xisinf(a)) |
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331 retval = octave_NaN; |
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332 else |
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333 F77_FUNC (dgengam, DGENGAM) (1.0, a, retval); |
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334 break; |
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335 |
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5730
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336 default: |
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337 abort (); |
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338 break; |
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4308
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339 } |
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340 } |
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341 else |
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4543
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342 { |
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343 switch (current_distribution) |
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344 { |
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345 case uniform_dist: |
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5730
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346 retval = oct_randu(); |
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4543
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347 break; |
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348 |
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349 case normal_dist: |
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5730
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350 retval = oct_randn(); |
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351 break; |
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352 |
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353 case expon_dist: |
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354 retval = oct_rande(); |
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355 break; |
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356 |
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357 case poisson_dist: |
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358 retval = oct_randp(a); |
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359 break; |
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360 |
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361 case gamma_dist: |
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362 retval = oct_randg(a); |
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4543
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363 break; |
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364 |
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365 default: |
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366 abort (); |
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367 break; |
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368 } |
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369 } |
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370 |
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371 return retval; |
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372 } |
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373 |
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5730
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374 #define MAKE_RAND(len) \ |
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4308
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375 do \ |
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376 { \ |
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377 double val; \ |
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5730
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378 for (volatile octave_idx_type i = 0; i < len; i++) \ |
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4308
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379 { \ |
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380 OCTAVE_QUIT; \ |
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5730
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381 RAND_FUNC (val); \ |
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382 v[i] = val; \ |
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4308
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383 } \ |
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384 } \ |
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385 while (0) |
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386 |
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5730
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387 static void |
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388 fill_rand (octave_idx_type len, double *v, double a) |
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389 { |
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390 maybe_initialize (); |
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391 |
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392 if (len < 1) |
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393 return; |
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394 |
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395 switch (current_distribution) |
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396 { |
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397 case uniform_dist: |
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398 if (use_old_generators) |
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399 { |
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400 #define RAND_FUNC(x) F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, x) |
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401 MAKE_RAND (len); |
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402 #undef RAND_FUNC |
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403 } |
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404 else |
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405 oct_fill_randu (len, v); |
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406 break; |
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407 |
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408 case normal_dist: |
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409 if (use_old_generators) |
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410 { |
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411 #define RAND_FUNC(x) F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, x) |
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412 MAKE_RAND (len); |
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413 #undef RAND_FUNC |
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414 } |
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415 else |
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416 oct_fill_randn (len, v); |
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417 break; |
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418 |
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419 case expon_dist: |
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420 if (use_old_generators) |
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421 { |
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422 #define RAND_FUNC(x) F77_FUNC (dgenexp, DGENEXP) (1.0, x) |
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423 MAKE_RAND (len); |
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424 #undef RAND_FUNC |
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425 } |
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426 else |
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427 oct_fill_rande (len, v); |
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428 break; |
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429 |
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430 case poisson_dist: |
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431 if (use_old_generators) |
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432 { |
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433 if (a < 0.0 || xisnan(a) || xisinf(a)) |
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434 #define RAND_FUNC(x) x = octave_NaN; |
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435 MAKE_RAND (len); |
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436 #undef RAND_FUNC |
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437 else |
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438 { |
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439 // workaround bug in ignpoi, by calling with different Mu |
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|
440 double tmp; |
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441 F77_FUNC (dignpoi, DIGNPOI) (a + 1, tmp); |
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442 #define RAND_FUNC(x) F77_FUNC (dignpoi, DIGNPOI) (a, x) |
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443 MAKE_RAND (len); |
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444 #undef RAND_FUNC |
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445 } |
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446 } |
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447 else |
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448 oct_fill_randp (a, len, v); |
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449 break; |
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450 |
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451 case gamma_dist: |
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452 if (use_old_generators) |
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453 { |
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454 if (a <= 0.0 || xisnan(a) || xisinf(a)) |
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455 #define RAND_FUNC(x) x = octave_NaN; |
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456 MAKE_RAND (len); |
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457 #undef RAND_FUNC |
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458 else |
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459 #define RAND_FUNC(x) F77_FUNC (dgengam, DGENGAM) (1.0, a, x) |
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460 MAKE_RAND (len); |
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461 #undef RAND_FUNC |
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462 } |
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463 else |
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464 oct_fill_randg (a, len, v); |
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465 break; |
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466 |
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467 default: |
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468 abort (); |
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469 break; |
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470 } |
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471 |
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472 return; |
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473 } |
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474 |
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475 Matrix |
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476 octave_rand::matrix (octave_idx_type n, octave_idx_type m, double a) |
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477 { |
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478 Matrix retval; |
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479 |
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480 if (n >= 0 && m >= 0) |
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481 { |
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482 retval.resize (n, m); |
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483 |
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484 if (n > 0 && m > 0) |
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485 fill_rand (retval.capacity(), retval.fortran_vec(), a); |
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486 } |
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487 else |
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488 (*current_liboctave_error_handler) ("rand: invalid negative argument"); |
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489 |
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490 return retval; |
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491 } |
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492 |
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493 NDArray |
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494 octave_rand::nd_array (const dim_vector& dims, double a) |
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495 { |
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496 NDArray retval; |
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497 |
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498 if (! dims.all_zero ()) |
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499 { |
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500 retval.resize (dims); |
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501 |
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502 fill_rand (retval.capacity(), retval.fortran_vec(), a); |
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503 } |
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504 |
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505 return retval; |
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506 } |
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507 |
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4308
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508 Array<double> |
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5730
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509 octave_rand::vector (octave_idx_type n, double a) |
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4308
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510 { |
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511 maybe_initialize (); |
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512 |
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513 Array<double> retval; |
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514 |
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515 if (n > 0) |
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516 { |
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517 retval.resize (n); |
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518 |
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5730
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519 fill_rand (retval.capacity(), retval.fortran_vec(), a); |
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4308
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520 } |
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521 else if (n < 0) |
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522 (*current_liboctave_error_handler) ("rand: invalid negative argument"); |
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523 |
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524 return retval; |
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525 } |
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526 |
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527 /* |
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528 ;;; Local Variables: *** |
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529 ;;; mode: C++ *** |
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530 ;;; End: *** |
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531 */ |
