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// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
// Copyright 2008-2016 National ICT Australia (NICTA)
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
// ------------------------------------------------------------------------
//! \addtogroup arma_rng_cxx98
//! @{
class arma_rng_cxx98
{
public:
typedef unsigned int seed_type;
inline static void set_seed(const seed_type val);
arma_inline static int randi_val();
arma_inline static double randu_val();
inline static double randn_val();
template<typename eT>
inline static void randn_dual_val(eT& out1, eT& out2);
template<typename eT>
inline static void randi_fill(eT* mem, const uword N, const int a, const int b);
inline static int randi_max_val();
};
inline
void
arma_rng_cxx98::set_seed(const arma_rng_cxx98::seed_type val)
{
std::srand(val);
}
arma_inline
int
arma_rng_cxx98::randi_val()
{
#if (RAND_MAX == 32767)
{
// NOTE: this is a better-than-nothing solution
// NOTE: see also arma_rng_cxx98::randi_max_val()
u32 val1 = u32(std::rand());
u32 val2 = u32(std::rand());
val1 <<= 15;
return (val1 | val2);
}
#else
{
return std::rand();
}
#endif
}
arma_inline
double
arma_rng_cxx98::randu_val()
{
return double( double(randi_val()) * ( double(1) / double(randi_max_val()) ) );
}
inline
double
arma_rng_cxx98::randn_val()
{
// polar form of the Box-Muller transformation:
// http://en.wikipedia.org/wiki/Box-Muller_transformation
// http://en.wikipedia.org/wiki/Marsaglia_polar_method
double tmp1 = double(0);
double tmp2 = double(0);
double w = double(0);
do
{
tmp1 = double(2) * double(randi_val()) * (double(1) / double(randi_max_val())) - double(1);
tmp2 = double(2) * double(randi_val()) * (double(1) / double(randi_max_val())) - double(1);
w = tmp1*tmp1 + tmp2*tmp2;
}
while ( w >= double(1) );
return double( tmp1 * std::sqrt( (double(-2) * std::log(w)) / w) );
}
template<typename eT>
inline
void
arma_rng_cxx98::randn_dual_val(eT& out1, eT& out2)
{
// make sure we are internally using at least floats
typedef typename promote_type<eT,float>::result eTp;
eTp tmp1 = eTp(0);
eTp tmp2 = eTp(0);
eTp w = eTp(0);
do
{
tmp1 = eTp(2) * eTp(randi_val()) * (eTp(1) / eTp(randi_max_val())) - eTp(1);
tmp2 = eTp(2) * eTp(randi_val()) * (eTp(1) / eTp(randi_max_val())) - eTp(1);
w = tmp1*tmp1 + tmp2*tmp2;
}
while ( w >= eTp(1) );
const eTp k = std::sqrt( (eTp(-2) * std::log(w)) / w);
out1 = eT(tmp1*k);
out2 = eT(tmp2*k);
}
template<typename eT>
inline
void
arma_rng_cxx98::randi_fill(eT* mem, const uword N, const int a, const int b)
{
if( (a == 0) && (b == RAND_MAX) )
{
for(uword i=0; i<N; ++i)
{
mem[i] = eT(std::rand());
}
}
else
{
const uword length = uword(b - a + 1);
const double scale = double(length) / double(randi_max_val());
for(uword i=0; i<N; ++i)
{
mem[i] = eT((std::min)( b, (int( double(randi_val()) * scale ) + a) ));
}
}
}
inline
int
arma_rng_cxx98::randi_max_val()
{
#if (RAND_MAX == 32767)
return ( (32767 << 15) + 32767);
#else
return RAND_MAX;
#endif
}
//! @}
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