Mercurial > hg > octave-nkf
annotate liboctave/numeric/oct-rand.h @ 20809:ffc6cdcd02c5 stable
Fix segfault when complex double matrix calls ZGETRF (bug #45577).
* CMatrix.cc (finverse, determinant, rcond, fsolve): Calculate norm of matrix
and if it is NaN, skip calling ZGETRF in LAPACK and set info to non-zero value
to signal an error.
author | Rik <rik@octave.org> |
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date | Sat, 10 Oct 2015 16:46:00 -0700 |
parents | 4197fc428c7d |
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rev | line source |
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4308 | 1 /* |
2 | |
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3 Copyright (C) 2003-2015 John W. Eaton |
4308 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
4308 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
4308 | 20 |
21 */ | |
22 | |
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23 #if !defined (octave_oct_rand_h) |
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24 #define octave_oct_rand_h 1 |
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26 #include <map> |
4308 | 27 #include <string> |
28 | |
5730 | 29 #include "dColVector.h" |
4543 | 30 #include "dNDArray.h" |
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31 #include "fNDArray.h" |
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32 #include "lo-ieee.h" |
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34 class |
6108 | 35 OCTAVE_API |
4308 | 36 octave_rand |
37 { | |
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38 protected: |
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39 |
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40 octave_rand (void); |
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41 |
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42 public: |
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43 |
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44 ~octave_rand (void) { } |
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45 |
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46 static bool instance_ok (void); |
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47 |
4308 | 48 // Return the current seed. |
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49 static double seed (void) |
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50 { |
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51 return instance_ok () ? instance->do_seed () : octave_NaN; |
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52 } |
4308 | 53 |
54 // Set the seed. | |
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55 static void seed (double s) |
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56 { |
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57 if (instance_ok ()) |
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58 instance->do_seed (s); |
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59 } |
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61 // Reset the seed. |
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62 static void reset (void) |
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63 { |
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64 if (instance_ok ()) |
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65 instance->do_reset (); |
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66 } |
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67 |
5730 | 68 // Return the current state. |
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69 static ColumnVector state (const std::string& d = std::string ()) |
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70 { |
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71 return instance_ok () ? instance->do_state (d) : ColumnVector (); |
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72 } |
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74 // Set the current state/ | |
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75 static void state (const ColumnVector &s, |
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76 const std::string& d = std::string ()) |
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77 { |
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78 if (instance_ok ()) |
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79 instance->do_state (s, d); |
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80 } |
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81 |
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82 // Reset the current state/ |
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83 static void reset (const std::string& d) |
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84 { |
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85 if (instance_ok ()) |
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86 instance->do_reset (d); |
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87 } |
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88 |
4308 | 89 // Return the current distribution. |
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90 static std::string distribution (void) |
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91 { |
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92 return instance_ok () ? instance->do_distribution () : std::string (); |
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93 } |
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95 // Set the current distribution. May be either "uniform" (the | |
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96 // default), "normal", "exponential", "poisson", or "gamma". |
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97 static void distribution (const std::string& d) |
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98 { |
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99 if (instance_ok ()) |
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100 instance->do_distribution (d); |
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101 } |
4308 | 102 |
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103 static void uniform_distribution (void) |
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104 { |
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105 if (instance_ok ()) |
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106 instance->do_uniform_distribution (); |
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107 } |
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109 static void normal_distribution (void) |
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110 { |
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111 if (instance_ok ()) |
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112 instance->do_normal_distribution (); |
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113 } |
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115 static void exponential_distribution (void) |
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116 { |
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117 if (instance_ok ()) |
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118 instance->do_exponential_distribution (); |
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119 } |
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121 static void poisson_distribution (void) |
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122 { |
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123 if (instance_ok ()) |
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124 instance->do_poisson_distribution (); |
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125 } |
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127 static void gamma_distribution (void) |
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128 { |
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129 if (instance_ok ()) |
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130 instance->do_gamma_distribution (); |
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131 } |
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4308 | 133 // Return the next number from the sequence. |
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134 static double scalar (double a = 1.0) |
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135 { |
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136 return instance_ok () ? instance->do_scalar (a) : octave_NaN; |
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137 } |
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139 // Return the next number from the sequence. |
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140 static float float_scalar (float a = 1.0) |
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141 { |
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142 return instance_ok () ? instance->do_float_scalar (a) : octave_Float_NaN; |
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143 } |
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145 // Return an array of numbers from the sequence. |
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146 static Array<double> vector (octave_idx_type n, double a = 1.0) |
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147 { |
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148 return instance_ok () ? instance->do_vector (n, a) : Array<double> (); |
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149 } |
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150 |
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151 // Return an array of numbers from the sequence. |
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152 static Array<float> float_vector (octave_idx_type n, float a = 1.0) |
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153 { |
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154 return instance_ok () ? instance->do_float_vector (n, a) : Array<float> (); |
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155 } |
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156 |
4543 | 157 // Return an N-dimensional array of numbers from the sequence, |
158 // filled in column major order. | |
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159 static NDArray nd_array (const dim_vector& dims, double a = 1.0) |
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160 { |
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161 return instance_ok () ? instance->do_nd_array (dims, a) : NDArray (); |
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162 } |
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164 |
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165 // Return an N-dimensional array of numbers from the sequence, |
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166 // filled in column major order. |
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167 static FloatNDArray float_nd_array (const dim_vector& dims, float a = 1.0) |
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168 { |
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169 return instance_ok () ? instance->do_float_nd_array (dims, a) |
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170 : FloatNDArray (); |
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171 } |
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172 |
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173 private: |
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174 |
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175 static octave_rand *instance; |
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176 |
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177 static void cleanup_instance (void) { delete instance; instance = 0; } |
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178 |
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179 enum |
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180 { |
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181 unknown_dist, |
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182 uniform_dist, |
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183 normal_dist, |
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184 expon_dist, |
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185 poisson_dist, |
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186 gamma_dist |
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187 }; |
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188 |
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189 // Current distribution of random numbers. |
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190 int current_distribution; |
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191 |
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192 // If TRUE, use old RANLIB generators. Otherwise, use Mersenne |
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193 // Twister generator. |
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194 bool use_old_generators; |
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195 |
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196 // Saved MT states. |
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197 std::map<int, ColumnVector> rand_states; |
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198 |
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199 // Return the current seed. |
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200 double do_seed (void); |
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201 |
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202 // Set the seed. |
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203 void do_seed (double s); |
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204 |
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205 // Reset the seed. |
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206 void do_reset (); |
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207 |
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208 // Return the current state. |
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209 ColumnVector do_state (const std::string& d); |
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210 |
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211 // Set the current state/ |
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212 void do_state (const ColumnVector &s, const std::string& d); |
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213 |
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214 // Reset the current state/ |
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215 void do_reset (const std::string& d); |
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216 |
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217 // Return the current distribution. |
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218 std::string do_distribution (void); |
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219 |
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220 // Set the current distribution. May be either "uniform" (the |
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221 // default), "normal", "exponential", "poisson", or "gamma". |
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222 void do_distribution (const std::string& d); |
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223 |
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224 void do_uniform_distribution (void); |
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225 |
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226 void do_normal_distribution (void); |
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227 |
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228 void do_exponential_distribution (void); |
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229 |
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230 void do_poisson_distribution (void); |
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231 |
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232 void do_gamma_distribution (void); |
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233 |
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234 // Return the next number from the sequence. |
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235 double do_scalar (double a = 1.); |
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236 |
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237 // Return the next number from the sequence. |
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238 float do_float_scalar (float a = 1.); |
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239 |
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240 // Return an array of numbers from the sequence. |
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241 Array<double> do_vector (octave_idx_type n, double a = 1.); |
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242 |
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243 // Return an array of numbers from the sequence. |
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244 Array<float> do_float_vector (octave_idx_type n, float a = 1.); |
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245 |
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246 // Return an N-dimensional array of numbers from the sequence, |
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247 // filled in column major order. |
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248 NDArray do_nd_array (const dim_vector& dims, double a = 1.); |
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249 |
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250 // Return an N-dimensional array of numbers from the sequence, |
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251 // filled in column major order. |
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252 FloatNDArray do_float_nd_array (const dim_vector& dims, float a = 1.); |
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253 |
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254 // Some helper functions. |
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255 |
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256 void initialize_ranlib_generators (void); |
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257 |
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258 void initialize_mersenne_twister (void); |
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259 |
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260 ColumnVector get_internal_state (void); |
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261 |
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262 void save_state (void); |
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263 |
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264 int get_dist_id (const std::string& d); |
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265 |
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266 void set_internal_state (const ColumnVector& s); |
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267 |
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268 void switch_to_generator (int dist); |
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269 |
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270 void fill (octave_idx_type len, double *v, double a); |
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271 |
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272 void fill (octave_idx_type len, float *v, float a); |
4308 | 273 }; |
274 | |
275 #endif |