diff liboctave/randgamma.c @ 14655:43db83eff9db

Implement single precision rand, randn, rande, randg and randp generators (bug #34351, #36293) * oct-rand.cc (octave_rand:do_matrix): Remove method. (octave_rand::do_float_scalar, octave_rand::do_float_nd_array, octave_rand::do_float_vector): New methods. * oct-rand.h (octave_rand:do_matrix, octave_rand::matrix): Remove methods. (octave_rand::do_float_scalar, octave_rand::do_float_nd_array, octave_rand::do_float_vector, octave_rand::float_scalar, octave_rand::do_nd_array, octave_rand::float_vector): Declare new methods. * randgamma.c (oct_fill_float_randg, oct_float_randg): New functions. * randgamma.h (oct_fill_float_randg, oct_float_randg): Declare new functions. * randpoisson.c (oct_fill_float_randp, oct_float_randp): New functions. (poisson_cdf_lookup_float, poisson_rejection_float): New static functions. * randpoisson.h (oct_fill_float_randp, oct_float_randp): Declare new functions. * randmtzig.c (randu64) : Remove static function. (ALLBITS): Remove compile flag logic. (randu32): Change return type to float. (oct_float_randu, oct_float_randn, oct_float_rande, oct_fill_float_randu, oct_fill_float_randn, oct_fill_float_rande): New functions. (create_ziggurat_float_tables): New static function. * randmtzig.h (oct_float_randu, oct_float_randn, oct_float_rande, oct_fill_float_randu, oct_fill_float_randn, oct_fill_float_rande): Declare new functions. * rand.cc (do_rand): Add logic to parse "double" or "single" as final argument.
author David Bateman <dbateman@free.fr>
date Sat, 19 May 2012 00:14:59 +0200
parents 72c96de7a403
children 460a3c6d8bf1
line wrap: on
line diff
--- a/liboctave/randgamma.c
+++ b/liboctave/randgamma.c
@@ -141,3 +141,59 @@
   oct_fill_randg(a,1,&ret);
   return ret;
 }
+
+#undef NAN
+#undef RUNI
+#undef RNOR
+#undef REXP
+#define NAN octave_Float_NaN
+#define RUNI oct_float_randu()
+#define RNOR oct_float_randn()
+#define REXP oct_float_rande()
+
+void
+oct_fill_float_randg (float a, octave_idx_type n, float *r)
+{
+  octave_idx_type i;
+  /* If a < 1, start by generating gamma(1+a) */
+  const float d =  (a < 1. ? 1.+a : a) - 1./3.;
+  const float c = 1./sqrt(9.*d);
+
+  /* Handle invalid cases */
+  if (a <= 0 || INFINITE(a))
+    {
+      for (i=0; i < n; i++)
+        r[i] = NAN;
+      return;
+    }
+
+  for (i=0; i < n; i++)
+    {
+      float x, xsq, v, u;
+    frestart:
+      x = RNOR;
+      v = (1+c*x);
+      v *= v*v;
+      if (v <= 0)
+        goto frestart; /* rare, so don't bother moving up */
+      u = RUNI;
+      xsq = x*x;
+      if (u >= 1.-0.0331*xsq*xsq && log(u) >= 0.5*xsq + d*(1-v+log(v)))
+        goto frestart;
+      r[i] = d*v;
+    }
+  if (a < 1)
+    { /* Use gamma(a) = gamma(1+a)*U^(1/a) */
+      /* Given REXP = -log(U) then U^(1/a) = exp(-REXP/a) */
+      for (i = 0; i < n; i++)
+        r[i] *= exp(-REXP/a);
+    }
+}
+
+float
+oct_float_randg (float a)
+{
+  float ret;
+  oct_fill_float_randg(a,1,&ret);
+  return ret;
+}