annotate liboctave/numeric/randgamma.c @ 15271:648dabbb4c6b

build: Refactor liboctave into multiple subdirectories. Move libcruft into liboctave. * array/Array-C.cc, array/Array-b.cc, array/Array-ch.cc, array/Array-d.cc, array/Array-f.cc, array/Array-fC.cc, array/Array-i.cc, array/Array-idx-vec.cc, array/Array-s.cc, array/Array-str.cc, array/Array-util.cc, array/Array-util.h, array/Array-voidp.cc, array/Array.cc, array/Array.h, array/Array2.h, array/Array3.h, array/ArrayN.h, array/CColVector.cc, array/CColVector.h, array/CDiagMatrix.cc, array/CDiagMatrix.h, array/CMatrix.cc, array/CMatrix.h, array/CNDArray.cc, array/CNDArray.h, array/CRowVector.cc, array/CRowVector.h, array/CSparse.cc, array/CSparse.h, array/DiagArray2.cc, array/DiagArray2.h, array/MArray-C.cc, array/MArray-d.cc, array/MArray-decl.h, array/MArray-defs.h, array/MArray-f.cc, array/MArray-fC.cc, array/MArray-i.cc, array/MArray-s.cc, array/MArray.cc, array/MArray.h, array/MArray2.h, array/MArrayN.h, array/MDiagArray2.cc, array/MDiagArray2.h, array/MSparse-C.cc, array/MSparse-d.cc, array/MSparse-defs.h, array/MSparse.cc, array/MSparse.h, array/Matrix.h, array/MatrixType.cc, array/MatrixType.h, array/PermMatrix.cc, array/PermMatrix.h, array/Range.cc, array/Range.h, array/Sparse-C.cc, array/Sparse-b.cc, array/Sparse-d.cc, array/Sparse.cc, array/Sparse.h, array/boolMatrix.cc, array/boolMatrix.h, array/boolNDArray.cc, array/boolNDArray.h, array/boolSparse.cc, array/boolSparse.h, array/chMatrix.cc, array/chMatrix.h, array/chNDArray.cc, array/chNDArray.h, array/dColVector.cc, array/dColVector.h, array/dDiagMatrix.cc, array/dDiagMatrix.h, array/dMatrix.cc, array/dMatrix.h, array/dNDArray.cc, array/dNDArray.h, array/dRowVector.cc, array/dRowVector.h, array/dSparse.cc, array/dSparse.h, array/dim-vector.cc, array/dim-vector.h, array/fCColVector.cc, array/fCColVector.h, array/fCDiagMatrix.cc, array/fCDiagMatrix.h, array/fCMatrix.cc, array/fCMatrix.h, array/fCNDArray.cc, array/fCNDArray.h, array/fCRowVector.cc, array/fCRowVector.h, array/fColVector.cc, array/fColVector.h, array/fDiagMatrix.cc, array/fDiagMatrix.h, array/fMatrix.cc, array/fMatrix.h, array/fNDArray.cc, array/fNDArray.h, array/fRowVector.cc, array/fRowVector.h, array/idx-vector.cc, array/idx-vector.h, array/int16NDArray.cc, array/int16NDArray.h, array/int32NDArray.cc, array/int32NDArray.h, array/int64NDArray.cc, array/int64NDArray.h, array/int8NDArray.cc, array/int8NDArray.h, array/intNDArray.cc, array/intNDArray.h, array/module.mk, array/uint16NDArray.cc, array/uint16NDArray.h, array/uint32NDArray.cc, array/uint32NDArray.h, array/uint64NDArray.cc, array/uint64NDArray.h, array/uint8NDArray.cc, array/uint8NDArray.h: Moved from liboctave dir to array subdirectory. * cruft/Makefile.am, cruft/amos/README, cruft/amos/cacai.f, cruft/amos/cacon.f, cruft/amos/cairy.f, cruft/amos/casyi.f, cruft/amos/cbesh.f, cruft/amos/cbesi.f, cruft/amos/cbesj.f, cruft/amos/cbesk.f, cruft/amos/cbesy.f, cruft/amos/cbinu.f, cruft/amos/cbiry.f, cruft/amos/cbknu.f, cruft/amos/cbuni.f, cruft/amos/cbunk.f, cruft/amos/ckscl.f, cruft/amos/cmlri.f, cruft/amos/crati.f, cruft/amos/cs1s2.f, cruft/amos/cseri.f, cruft/amos/cshch.f, cruft/amos/cuchk.f, cruft/amos/cunhj.f, cruft/amos/cuni1.f, cruft/amos/cuni2.f, cruft/amos/cunik.f, cruft/amos/cunk1.f, cruft/amos/cunk2.f, cruft/amos/cuoik.f, cruft/amos/cwrsk.f, cruft/amos/dgamln.f, cruft/amos/gamln.f, cruft/amos/module.mk, cruft/amos/xzabs.f, cruft/amos/xzexp.f, cruft/amos/xzlog.f, cruft/amos/xzsqrt.f, cruft/amos/zacai.f, cruft/amos/zacon.f, cruft/amos/zairy.f, cruft/amos/zasyi.f, cruft/amos/zbesh.f, cruft/amos/zbesi.f, cruft/amos/zbesj.f, cruft/amos/zbesk.f, cruft/amos/zbesy.f, cruft/amos/zbinu.f, cruft/amos/zbiry.f, cruft/amos/zbknu.f, cruft/amos/zbuni.f, cruft/amos/zbunk.f, cruft/amos/zdiv.f, cruft/amos/zkscl.f, cruft/amos/zmlri.f, cruft/amos/zmlt.f, cruft/amos/zrati.f, cruft/amos/zs1s2.f, cruft/amos/zseri.f, cruft/amos/zshch.f, cruft/amos/zuchk.f, cruft/amos/zunhj.f, cruft/amos/zuni1.f, cruft/amos/zuni2.f, cruft/amos/zunik.f, cruft/amos/zunk1.f, cruft/amos/zunk2.f, cruft/amos/zuoik.f, cruft/amos/zwrsk.f, cruft/blas-xtra/cconv2.f, cruft/blas-xtra/cdotc3.f, cruft/blas-xtra/cmatm3.f, cruft/blas-xtra/csconv2.f, cruft/blas-xtra/dconv2.f, cruft/blas-xtra/ddot3.f, cruft/blas-xtra/dmatm3.f, cruft/blas-xtra/module.mk, cruft/blas-xtra/sconv2.f, cruft/blas-xtra/sdot3.f, cruft/blas-xtra/smatm3.f, cruft/blas-xtra/xcdotc.f, cruft/blas-xtra/xcdotu.f, cruft/blas-xtra/xddot.f, cruft/blas-xtra/xdnrm2.f, cruft/blas-xtra/xdznrm2.f, cruft/blas-xtra/xerbla.f, cruft/blas-xtra/xscnrm2.f, cruft/blas-xtra/xsdot.f, cruft/blas-xtra/xsnrm2.f, cruft/blas-xtra/xzdotc.f, cruft/blas-xtra/xzdotu.f, cruft/blas-xtra/zconv2.f, cruft/blas-xtra/zdconv2.f, cruft/blas-xtra/zdotc3.f, cruft/blas-xtra/zmatm3.f, cruft/daspk/datv.f, cruft/daspk/dcnst0.f, cruft/daspk/dcnstr.f, cruft/daspk/ddasic.f, cruft/daspk/ddasid.f, cruft/daspk/ddasik.f, cruft/daspk/ddaspk.f, cruft/daspk/ddstp.f, cruft/daspk/ddwnrm.f, cruft/daspk/dfnrmd.f, cruft/daspk/dfnrmk.f, cruft/daspk/dhels.f, cruft/daspk/dheqr.f, cruft/daspk/dinvwt.f, cruft/daspk/dlinsd.f, cruft/daspk/dlinsk.f, cruft/daspk/dmatd.f, cruft/daspk/dnedd.f, cruft/daspk/dnedk.f, cruft/daspk/dnsd.f, cruft/daspk/dnsid.f, cruft/daspk/dnsik.f, cruft/daspk/dnsk.f, cruft/daspk/dorth.f, cruft/daspk/dslvd.f, cruft/daspk/dslvk.f, cruft/daspk/dspigm.f, cruft/daspk/dyypnw.f, cruft/daspk/module.mk, cruft/dasrt/ddasrt.f, cruft/dasrt/drchek.f, cruft/dasrt/droots.f, cruft/dasrt/module.mk, cruft/dassl/ddaini.f, cruft/dassl/ddajac.f, cruft/dassl/ddanrm.f, cruft/dassl/ddaslv.f, cruft/dassl/ddassl.f, cruft/dassl/ddastp.f, cruft/dassl/ddatrp.f, cruft/dassl/ddawts.f, cruft/dassl/module.mk, cruft/fftpack/cfftb.f, cruft/fftpack/cfftb1.f, cruft/fftpack/cfftf.f, cruft/fftpack/cfftf1.f, cruft/fftpack/cffti.f, cruft/fftpack/cffti1.f, cruft/fftpack/fftpack.doc, cruft/fftpack/module.mk, cruft/fftpack/passb.f, cruft/fftpack/passb2.f, cruft/fftpack/passb3.f, cruft/fftpack/passb4.f, cruft/fftpack/passb5.f, cruft/fftpack/passf.f, cruft/fftpack/passf2.f, cruft/fftpack/passf3.f, cruft/fftpack/passf4.f, cruft/fftpack/passf5.f, cruft/fftpack/zfftb.f, cruft/fftpack/zfftb1.f, cruft/fftpack/zfftf.f, cruft/fftpack/zfftf1.f, cruft/fftpack/zffti.f, cruft/fftpack/zffti1.f, cruft/fftpack/zpassb.f, cruft/fftpack/zpassb2.f, cruft/fftpack/zpassb3.f, cruft/fftpack/zpassb4.f, cruft/fftpack/zpassb5.f, cruft/fftpack/zpassf.f, cruft/fftpack/zpassf2.f, cruft/fftpack/zpassf3.f, cruft/fftpack/zpassf4.f, cruft/fftpack/zpassf5.f, cruft/lapack-xtra/crsf2csf.f, cruft/lapack-xtra/module.mk, cruft/lapack-xtra/xclange.f, cruft/lapack-xtra/xdlamch.f, cruft/lapack-xtra/xdlange.f, cruft/lapack-xtra/xilaenv.f, cruft/lapack-xtra/xslamch.f, cruft/lapack-xtra/xslange.f, cruft/lapack-xtra/xzlange.f, cruft/lapack-xtra/zrsf2csf.f, cruft/link-deps.mk, cruft/misc/blaswrap.c, cruft/misc/cquit.c, cruft/misc/d1mach-tst.for, cruft/misc/d1mach.f, cruft/misc/f77-extern.cc, cruft/misc/f77-fcn.c, cruft/misc/f77-fcn.h, cruft/misc/i1mach.f, cruft/misc/lo-error.c, cruft/misc/lo-error.h, cruft/misc/module.mk, cruft/misc/quit.cc, cruft/misc/quit.h, cruft/misc/r1mach.f, cruft/mkf77def.in, cruft/odepack/cfode.f, cruft/odepack/dlsode.f, cruft/odepack/ewset.f, cruft/odepack/intdy.f, cruft/odepack/module.mk, cruft/odepack/prepj.f, cruft/odepack/scfode.f, cruft/odepack/sewset.f, cruft/odepack/sintdy.f, cruft/odepack/slsode.f, cruft/odepack/solsy.f, cruft/odepack/sprepj.f, cruft/odepack/ssolsy.f, cruft/odepack/sstode.f, cruft/odepack/stode.f, cruft/odepack/svnorm.f, cruft/odepack/vnorm.f, cruft/ordered-qz/README, cruft/ordered-qz/dsubsp.f, cruft/ordered-qz/exchqz.f, cruft/ordered-qz/module.mk, cruft/ordered-qz/sexchqz.f, cruft/ordered-qz/ssubsp.f, cruft/quadpack/dqagi.f, cruft/quadpack/dqagie.f, cruft/quadpack/dqagp.f, cruft/quadpack/dqagpe.f, cruft/quadpack/dqelg.f, cruft/quadpack/dqk15i.f, cruft/quadpack/dqk21.f, cruft/quadpack/dqpsrt.f, cruft/quadpack/module.mk, cruft/quadpack/qagi.f, cruft/quadpack/qagie.f, cruft/quadpack/qagp.f, cruft/quadpack/qagpe.f, cruft/quadpack/qelg.f, cruft/quadpack/qk15i.f, cruft/quadpack/qk21.f, cruft/quadpack/qpsrt.f, cruft/quadpack/xerror.f, cruft/ranlib/Basegen.doc, cruft/ranlib/HOWTOGET, cruft/ranlib/README, cruft/ranlib/advnst.f, cruft/ranlib/genbet.f, cruft/ranlib/genchi.f, cruft/ranlib/genexp.f, cruft/ranlib/genf.f, cruft/ranlib/gengam.f, cruft/ranlib/genmn.f, cruft/ranlib/genmul.f, cruft/ranlib/gennch.f, cruft/ranlib/gennf.f, cruft/ranlib/gennor.f, cruft/ranlib/genprm.f, cruft/ranlib/genunf.f, cruft/ranlib/getcgn.f, cruft/ranlib/getsd.f, cruft/ranlib/ignbin.f, cruft/ranlib/ignlgi.f, cruft/ranlib/ignnbn.f, cruft/ranlib/ignpoi.f, cruft/ranlib/ignuin.f, cruft/ranlib/initgn.f, cruft/ranlib/inrgcm.f, cruft/ranlib/lennob.f, cruft/ranlib/mltmod.f, cruft/ranlib/module.mk, cruft/ranlib/phrtsd.f, cruft/ranlib/qrgnin.f, cruft/ranlib/randlib.chs, cruft/ranlib/randlib.fdoc, cruft/ranlib/ranf.f, cruft/ranlib/setall.f, cruft/ranlib/setant.f, cruft/ranlib/setgmn.f, cruft/ranlib/setsd.f, cruft/ranlib/sexpo.f, cruft/ranlib/sgamma.f, cruft/ranlib/snorm.f, cruft/ranlib/tstbot.for, cruft/ranlib/tstgmn.for, cruft/ranlib/tstmid.for, cruft/ranlib/wrap.f, cruft/slatec-err/fdump.f, cruft/slatec-err/ixsav.f, cruft/slatec-err/j4save.f, cruft/slatec-err/module.mk, cruft/slatec-err/xerclr.f, cruft/slatec-err/xercnt.f, cruft/slatec-err/xerhlt.f, cruft/slatec-err/xermsg.f, cruft/slatec-err/xerprn.f, cruft/slatec-err/xerrwd.f, cruft/slatec-err/xersve.f, cruft/slatec-err/xgetf.f, cruft/slatec-err/xgetua.f, cruft/slatec-err/xsetf.f, cruft/slatec-err/xsetua.f, cruft/slatec-fn/acosh.f, cruft/slatec-fn/albeta.f, cruft/slatec-fn/algams.f, cruft/slatec-fn/alngam.f, cruft/slatec-fn/alnrel.f, cruft/slatec-fn/asinh.f, cruft/slatec-fn/atanh.f, cruft/slatec-fn/betai.f, cruft/slatec-fn/csevl.f, cruft/slatec-fn/d9gmit.f, cruft/slatec-fn/d9lgic.f, cruft/slatec-fn/d9lgit.f, cruft/slatec-fn/d9lgmc.f, cruft/slatec-fn/dacosh.f, cruft/slatec-fn/dasinh.f, cruft/slatec-fn/datanh.f, cruft/slatec-fn/dbetai.f, cruft/slatec-fn/dcsevl.f, cruft/slatec-fn/derf.f, cruft/slatec-fn/derfc.in.f, cruft/slatec-fn/dgami.f, cruft/slatec-fn/dgamit.f, cruft/slatec-fn/dgamlm.f, cruft/slatec-fn/dgamma.f, cruft/slatec-fn/dgamr.f, cruft/slatec-fn/dlbeta.f, cruft/slatec-fn/dlgams.f, cruft/slatec-fn/dlngam.f, cruft/slatec-fn/dlnrel.f, cruft/slatec-fn/dpchim.f, cruft/slatec-fn/dpchst.f, cruft/slatec-fn/erf.f, cruft/slatec-fn/erfc.in.f, cruft/slatec-fn/gami.f, cruft/slatec-fn/gamit.f, cruft/slatec-fn/gamlim.f, cruft/slatec-fn/gamma.f, cruft/slatec-fn/gamr.f, cruft/slatec-fn/initds.f, cruft/slatec-fn/inits.f, cruft/slatec-fn/module.mk, cruft/slatec-fn/pchim.f, cruft/slatec-fn/pchst.f, cruft/slatec-fn/r9gmit.f, cruft/slatec-fn/r9lgic.f, cruft/slatec-fn/r9lgit.f, cruft/slatec-fn/r9lgmc.f, cruft/slatec-fn/xacosh.f, cruft/slatec-fn/xasinh.f, cruft/slatec-fn/xatanh.f, cruft/slatec-fn/xbetai.f, cruft/slatec-fn/xdacosh.f, cruft/slatec-fn/xdasinh.f, cruft/slatec-fn/xdatanh.f, cruft/slatec-fn/xdbetai.f, cruft/slatec-fn/xderf.f, cruft/slatec-fn/xderfc.f, cruft/slatec-fn/xdgami.f, cruft/slatec-fn/xdgamit.f, cruft/slatec-fn/xdgamma.f, cruft/slatec-fn/xerf.f, cruft/slatec-fn/xerfc.f, cruft/slatec-fn/xgamma.f, cruft/slatec-fn/xgmainc.f, cruft/slatec-fn/xsgmainc.f: Moved from top-level libcruft to cruft directory below liboctave. * numeric/CmplxAEPBAL.cc, numeric/CmplxAEPBAL.h, numeric/CmplxCHOL.cc, numeric/CmplxCHOL.h, numeric/CmplxGEPBAL.cc, numeric/CmplxGEPBAL.h, numeric/CmplxHESS.cc, numeric/CmplxHESS.h, numeric/CmplxLU.cc, numeric/CmplxLU.h, numeric/CmplxQR.cc, numeric/CmplxQR.h, numeric/CmplxQRP.cc, numeric/CmplxQRP.h, numeric/CmplxSCHUR.cc, numeric/CmplxSCHUR.h, numeric/CmplxSVD.cc, numeric/CmplxSVD.h, numeric/CollocWt.cc, numeric/CollocWt.h, numeric/DAE.h, numeric/DAEFunc.h, numeric/DAERT.h, numeric/DAERTFunc.h, numeric/DASPK-opts.in, numeric/DASPK.cc, numeric/DASPK.h, numeric/DASRT-opts.in, numeric/DASRT.cc, numeric/DASRT.h, numeric/DASSL-opts.in, numeric/DASSL.cc, numeric/DASSL.h, numeric/DET.h, numeric/EIG.cc, numeric/EIG.h, numeric/LSODE-opts.in, numeric/LSODE.cc, numeric/LSODE.h, numeric/ODE.h, numeric/ODEFunc.h, numeric/ODES.cc, numeric/ODES.h, numeric/ODESFunc.h, numeric/Quad-opts.in, numeric/Quad.cc, numeric/Quad.h, numeric/SparseCmplxCHOL.cc, numeric/SparseCmplxCHOL.h, numeric/SparseCmplxLU.cc, numeric/SparseCmplxLU.h, numeric/SparseCmplxQR.cc, numeric/SparseCmplxQR.h, numeric/SparseQR.cc, numeric/SparseQR.h, numeric/SparsedbleCHOL.cc, numeric/SparsedbleCHOL.h, numeric/SparsedbleLU.cc, numeric/SparsedbleLU.h, numeric/base-aepbal.h, numeric/base-dae.h, numeric/base-de.h, numeric/base-lu.cc, numeric/base-lu.h, numeric/base-min.h, numeric/base-qr.cc, numeric/base-qr.h, numeric/bsxfun-decl.h, numeric/bsxfun-defs.cc, numeric/bsxfun.h, numeric/dbleAEPBAL.cc, numeric/dbleAEPBAL.h, numeric/dbleCHOL.cc, numeric/dbleCHOL.h, numeric/dbleGEPBAL.cc, numeric/dbleGEPBAL.h, numeric/dbleHESS.cc, numeric/dbleHESS.h, numeric/dbleLU.cc, numeric/dbleLU.h, numeric/dbleQR.cc, numeric/dbleQR.h, numeric/dbleQRP.cc, numeric/dbleQRP.h, numeric/dbleSCHUR.cc, numeric/dbleSCHUR.h, numeric/dbleSVD.cc, numeric/dbleSVD.h, numeric/eigs-base.cc, numeric/fCmplxAEPBAL.cc, numeric/fCmplxAEPBAL.h, numeric/fCmplxCHOL.cc, numeric/fCmplxCHOL.h, numeric/fCmplxGEPBAL.cc, numeric/fCmplxGEPBAL.h, numeric/fCmplxHESS.cc, numeric/fCmplxHESS.h, numeric/fCmplxLU.cc, numeric/fCmplxLU.h, numeric/fCmplxQR.cc, numeric/fCmplxQR.h, numeric/fCmplxQRP.cc, numeric/fCmplxQRP.h, numeric/fCmplxSCHUR.cc, numeric/fCmplxSCHUR.h, numeric/fCmplxSVD.cc, numeric/fCmplxSVD.h, numeric/fEIG.cc, numeric/fEIG.h, numeric/floatAEPBAL.cc, numeric/floatAEPBAL.h, numeric/floatCHOL.cc, numeric/floatCHOL.h, numeric/floatGEPBAL.cc, numeric/floatGEPBAL.h, numeric/floatHESS.cc, numeric/floatHESS.h, numeric/floatLU.cc, numeric/floatLU.h, numeric/floatQR.cc, numeric/floatQR.h, numeric/floatQRP.cc, numeric/floatQRP.h, numeric/floatSCHUR.cc, numeric/floatSCHUR.h, numeric/floatSVD.cc, numeric/floatSVD.h, numeric/lo-mappers.cc, numeric/lo-mappers.h, numeric/lo-specfun.cc, numeric/lo-specfun.h, numeric/module.mk, numeric/oct-convn.cc, numeric/oct-convn.h, numeric/oct-fftw.cc, numeric/oct-fftw.h, numeric/oct-norm.cc, numeric/oct-norm.h, numeric/oct-rand.cc, numeric/oct-rand.h, numeric/oct-spparms.cc, numeric/oct-spparms.h, numeric/randgamma.c, numeric/randgamma.h, numeric/randmtzig.c, numeric/randmtzig.h, numeric/randpoisson.c, numeric/randpoisson.h, numeric/sparse-base-chol.cc, numeric/sparse-base-chol.h, numeric/sparse-base-lu.cc, numeric/sparse-base-lu.h, numeric/sparse-dmsolve.cc: Moved from liboctave dir to numeric subdirectory. * operators/Sparse-diag-op-defs.h, operators/Sparse-op-defs.h, operators/Sparse-perm-op-defs.h, operators/config-ops.sh, operators/mk-ops.awk, operators/module.mk, operators/mx-base.h, operators/mx-defs.h, operators/mx-ext.h, operators/mx-inlines.cc, operators/mx-op-decl.h, operators/mx-op-defs.h, operators/mx-ops, operators/sparse-mk-ops.awk, operators/sparse-mx-ops, operators/vx-ops: Moved from liboctave dir to operators subdirectory. * system/dir-ops.cc, system/dir-ops.h, system/file-ops.cc, system/file-ops.h, system/file-stat.cc, system/file-stat.h, system/lo-sysdep.cc, system/lo-sysdep.h, system/mach-info.cc, system/mach-info.h, system/module.mk, system/oct-env.cc, system/oct-env.h, system/oct-group.cc, system/oct-group.h, system/oct-openmp.h, system/oct-passwd.cc, system/oct-passwd.h, system/oct-syscalls.cc, system/oct-syscalls.h, system/oct-time.cc, system/oct-time.h, system/oct-uname.cc, system/oct-uname.h, system/pathlen.h, system/sysdir.h, system/syswait.h, system/tempnam.c, system/tempname.c: Moved from liboctave dir to system subdirectory. * util/base-list.h, util/byte-swap.h, util/caseless-str.h, util/cmd-edit.cc, util/cmd-edit.h, util/cmd-hist.cc, util/cmd-hist.h, util/data-conv.cc, util/data-conv.h, util/f2c-main.c, util/functor.h, util/glob-match.cc, util/glob-match.h, util/kpse.cc, util/lo-array-gripes.cc, util/lo-array-gripes.h, util/lo-cieee.c, util/lo-cutils.c, util/lo-cutils.h, util/lo-ieee.cc, util/lo-ieee.h, util/lo-macros.h, util/lo-math.h, util/lo-traits.h, util/lo-utils.cc, util/lo-utils.h, util/module.mk, util/oct-alloc.cc, util/oct-alloc.h, util/oct-base64.cc, util/oct-base64.h, util/oct-binmap.h, util/oct-cmplx.h, util/oct-glob.cc, util/oct-glob.h, util/oct-inttypes.cc, util/oct-inttypes.h, util/oct-locbuf.cc, util/oct-locbuf.h, util/oct-md5.cc, util/oct-md5.h, util/oct-mem.h, util/oct-mutex.cc, util/oct-mutex.h, util/oct-refcount.h, util/oct-rl-edit.c, util/oct-rl-edit.h, util/oct-rl-hist.c, util/oct-rl-hist.h, util/oct-shlib.cc, util/oct-shlib.h, util/oct-sort.cc, util/oct-sort.h, util/oct-sparse.h, util/pathsearch.cc, util/pathsearch.h, util/regexp.cc, util/regexp.h, util/singleton-cleanup.cc, util/singleton-cleanup.h, util/sparse-sort.cc, util/sparse-sort.h, util/sparse-util.cc, util/sparse-util.h, util/statdefs.h, util/str-vec.cc, util/str-vec.h, util/sun-utils.h: Moved from liboctave dir to util subdirectory. * Makefile.am: Eliminate reference to top-level liboctave directory. * autogen.sh: cd to new liboctave/operators directory to run config-ops.sh. * build-aux/common.mk: Eliminate LIBCRUFT references. * configure.ac: Eliminate libcruft top-level references. Switch test programs to find files in liboctave/cruft subdirectory. * OctaveFAQ.texi, install.txi, mkoctfile.1: Eliminate references to libcruft in docs. * libgui/src/Makefile.am, libinterp/Makefile.am, src/Makefile.am: Update include file locations. Stop linking against libcruft. * libinterp/corefcn/module.mk: Update location of OPT_INC files which are now in numeric/ subdirectory. * libinterp/dldfcn/config-module.awk: Stop linking against libcruft. * libinterp/interpfcn/toplev.cc: Remove reference to LIBCRUFT. * libinterp/link-deps.mk, liboctave/link-deps.mk: Add GNULIB_LINK_DEPS to link dependencies. * libinterp/oct-conf.in.h: Remove reference to OCTAVE_CONF_LIBCRUFT. * liboctave/Makefile.am: Overhaul to use convenience libraries in subdirectories. * scripts/miscellaneous/mkoctfile.m: Eliminate reference to LIBCRUFT. * src/mkoctfile.in.cc, src/mkoctfile.in.sh: Stop linking againt libcruft. Eliminate references to LIBCRUFT.
author Rik <rik@octave.org>
date Fri, 31 Aug 2012 20:00:20 -0700
parents liboctave/randgamma.c@3d8ace26c5b4
children d63878346099
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1 /*
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2
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3 Copyright (C) 2006-2012 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 3 of the License, or (at your
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10 option) any 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, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
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23 /* Original version written by Paul Kienzle distributed as free
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24 software in the in the public domain. */
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25
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26 /*
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27
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28 double randg (a)
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29 void fill_randg (a,n,x)
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30
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31 Generate a series of standard gamma distributions.
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32
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33 See: Marsaglia G and Tsang W (2000), "A simple method for generating
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34 gamma variables", ACM Transactions on Mathematical Software 26(3) 363-372
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35
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36 Needs the following defines:
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37 * NAN: value to return for Not-A-Number
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38 * RUNI: uniform generator on (0,1)
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39 * RNOR: normal generator
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40 * REXP: exponential generator, or -log(RUNI) if one isn't available
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41 * INFINITE: function to test whether a value is infinite
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42
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43 Test using:
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44 mean = a
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45 variance = a
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46 skewness = 2/sqrt(a)
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47 kurtosis = 3 + 6/sqrt(a)
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48
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49 Note that randg can be used to generate many distributions:
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50
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51 gamma(a,b) for a>0, b>0 (from R)
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52 r = b*randg(a)
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53 beta(a,b) for a>0, b>0
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54 r1 = randg(a,1)
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55 r = r1 / (r1 + randg(b,1))
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56 Erlang(a,n)
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57 r = a*randg(n)
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58 chisq(df) for df>0
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59 r = 2*randg(df/2)
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60 t(df) for 0<df<inf (use randn if df is infinite)
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61 r = randn () / sqrt(2*randg(df/2)/df)
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62 F(n1,n2) for 0<n1, 0<n2
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63 r1 = 2*randg(n1/2)/n1 or 1 if n1 is infinite
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64 r2 = 2*randg(n2/2)/n2 or 1 if n2 is infinite
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65 r = r1 / r2
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66 negative binonial (n, p) for n>0, 0<p<=1
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67 r = randp((1-p)/p * randg(n))
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68 (from R, citing Devroye(1986), Non-Uniform Random Variate Generation)
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69 non-central chisq(df,L), for df>=0 and L>0 (use chisq if L=0)
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70 r = randp(L/2)
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71 r(r>0) = 2*randg(r(r>0))
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72 r(df>0) += 2*randg(df(df>0)/2)
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73 (from R, citing formula 29.5b-c in Johnson, Kotz, Balkrishnan(1995))
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74 Dirichlet(a1,...,ak) for ai > 0
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75 r = (randg(a1),...,randg(ak))
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76 r = r / sum(r)
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77 (from GSL, citing Law & Kelton(1991), Simulation Modeling and Analysis)
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78 */
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79
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80 #if defined (HAVE_CONFIG_H)
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81 #include <config.h>
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82 #endif
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83
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84 #include <stdio.h>
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85
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86 #include "lo-ieee.h"
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87 #include "lo-math.h"
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88 #include "randmtzig.h"
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89 #include "randgamma.h"
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90
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91 #undef NAN
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92 #define NAN octave_NaN
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93 #define INFINITE lo_ieee_isinf
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94 #define RUNI oct_randu()
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95 #define RNOR oct_randn()
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96 #define REXP oct_rande()
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97
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98 void
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99 oct_fill_randg (double a, octave_idx_type n, double *r)
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100 {
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101 octave_idx_type i;
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102 /* If a < 1, start by generating gamma (1+a) */
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103 const double d = (a < 1. ? 1.+a : a) - 1./3.;
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104 const double c = 1./sqrt (9.*d);
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105
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106 /* Handle invalid cases */
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107 if (a <= 0 || INFINITE(a))
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108 {
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109 for (i=0; i < n; i++)
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110 r[i] = NAN;
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111 return;
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112 }
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113
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114 for (i=0; i < n; i++)
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115 {
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116 double x, xsq, v, u;
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117 restart:
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118 x = RNOR;
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119 v = (1+c*x);
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120 v *= v*v;
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121 if (v <= 0)
10317
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John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
122 goto restart; /* rare, so don't bother moving up */
5742
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
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123 u = RUNI;
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
124 xsq = x*x;
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diff changeset
125 if (u >= 1.-0.0331*xsq*xsq && log (u) >= 0.5*xsq + d*(1-v+log (v)))
10317
42d098307c30 untabify additional source files
John W. Eaton <jwe@octave.org>
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diff changeset
126 goto restart;
5742
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jwe
parents:
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127 r[i] = d*v;
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
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128 }
11586
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John W. Eaton <jwe@octave.org>
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diff changeset
129 if (a < 1)
5742
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jwe
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130 { /* Use gamma(a) = gamma(1+a)*U^(1/a) */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
131 /* Given REXP = -log(U) then U^(1/a) = exp(-REXP/a) */
11586
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diff changeset
132 for (i = 0; i < n; i++)
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diff changeset
133 r[i] *= exp (-REXP/a);
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jwe
parents:
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134 }
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
135 }
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
136
11586
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John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
137 double
5742
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jwe
parents:
diff changeset
138 oct_randg (double a)
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
139 {
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
140 double ret;
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Rik <rik@octave.org>
parents: 14846
diff changeset
141 oct_fill_randg (a,1,&ret);
5742
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jwe
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diff changeset
142 return ret;
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
143 }
14655
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
144
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
145 #undef NAN
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
146 #undef RUNI
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
147 #undef RNOR
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
148 #undef REXP
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
149 #define NAN octave_Float_NaN
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
150 #define RUNI oct_float_randu()
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
151 #define RNOR oct_float_randn()
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
152 #define REXP oct_float_rande()
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
153
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
154 void
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
155 oct_fill_float_randg (float a, octave_idx_type n, float *r)
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
156 {
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
157 octave_idx_type i;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
158 /* If a < 1, start by generating gamma(1+a) */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
159 const float d = (a < 1. ? 1.+a : a) - 1./3.;
15018
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/.
Rik <rik@octave.org>
parents: 14846
diff changeset
160 const float c = 1./sqrt (9.*d);
14655
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
161
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
162 /* Handle invalid cases */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
163 if (a <= 0 || INFINITE(a))
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
164 {
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
165 for (i=0; i < n; i++)
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
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diff changeset
166 r[i] = NAN;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
167 return;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
168 }
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
169
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
170 for (i=0; i < n; i++)
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
171 {
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
172 float x, xsq, v, u;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
173 frestart:
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
174 x = RNOR;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
175 v = (1+c*x);
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
176 v *= v*v;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
177 if (v <= 0)
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
178 goto frestart; /* rare, so don't bother moving up */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
179 u = RUNI;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
180 xsq = x*x;
15018
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/.
Rik <rik@octave.org>
parents: 14846
diff changeset
181 if (u >= 1.-0.0331*xsq*xsq && log (u) >= 0.5*xsq + d*(1-v+log (v)))
14655
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
182 goto frestart;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
183 r[i] = d*v;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
184 }
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
185 if (a < 1)
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
186 { /* Use gamma(a) = gamma(1+a)*U^(1/a) */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
187 /* Given REXP = -log(U) then U^(1/a) = exp(-REXP/a) */
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
188 for (i = 0; i < n; i++)
15018
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/.
Rik <rik@octave.org>
parents: 14846
diff changeset
189 r[i] *= exp (-REXP/a);
14655
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
190 }
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
191 }
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
192
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
193 float
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
194 oct_float_randg (float a)
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
195 {
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
196 float ret;
15018
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/.
Rik <rik@octave.org>
parents: 14846
diff changeset
197 oct_fill_float_randg (a,1,&ret);
14655
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
198 return ret;
43db83eff9db Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293)
David Bateman <dbateman@free.fr>
parents: 14138
diff changeset
199 }