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/*
Copyright (C) 2003, 2005, 2006, 2007, 2008 John W. Eaton
This file is part of Octave.
Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.
Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
for more details.
You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING. If not, see
<http://www.gnu.org/licenses/>.
*/
#ifdef HAVE_CONFIG_H
#include <config.h>
#endif
#include <map>
#include <vector>
#include "f77-fcn.h"
#include "lo-ieee.h"
#include "lo-error.h"
#include "lo-mappers.h"
#include "oct-rand.h"
#include "oct-time.h"
#include "data-conv.h"
#include "randmtzig.h"
#include "randpoisson.h"
#include "randgamma.h"
#include "mach-info.h"
static const int unknown_dist = 0;
static const int uniform_dist = 1;
static const int normal_dist = 2;
static const int expon_dist = 3;
static const int poisson_dist = 4;
static const int gamma_dist = 5;
// Current distribution of random numbers.
static int current_distribution = uniform_dist;
// Has the seed/state been set yet?
static bool old_initialized = false;
static bool new_initialized = false;
static bool use_old_generators = false;
std::map<int, ColumnVector> rand_states;
extern "C"
{
F77_RET_T
F77_FUNC (dgennor, DGENNOR) (const double&, const double&, double&);
F77_RET_T
F77_FUNC (dgenunf, DGENUNF) (const double&, const double&, double&);
F77_RET_T
F77_FUNC (dgenexp, DGENEXP) (const double&, double&);
F77_RET_T
F77_FUNC (dignpoi, DIGNPOI) (const double&, double&);
F77_RET_T
F77_FUNC (dgengam, DGENGAM) (const double&, const double&, double&);
F77_RET_T
F77_FUNC (setall, SETALL) (const octave_idx_type&, const octave_idx_type&);
F77_RET_T
F77_FUNC (getsd, GETSD) (octave_idx_type&, octave_idx_type&);
F77_RET_T
F77_FUNC (setsd, SETSD) (const octave_idx_type&, const octave_idx_type&);
F77_RET_T
F77_FUNC (setcgn, SETCGN) (const octave_idx_type&);
}
static octave_idx_type
force_to_fit_range (octave_idx_type i, octave_idx_type lo, octave_idx_type hi)
{
assert (hi > lo && lo >= 0 && hi > lo);
i = i > 0 ? i : -i;
if (i < lo)
i = lo;
else if (i > hi)
i = i % hi;
return i;
}
// Make the random number generator give us a different sequence every
// time we start octave unless we specifically set the seed. The
// technique used below will cycle monthly, but it it does seem to
// work ok to give fairly different seeds each time Octave starts.
static void
do_old_initialization (void)
{
octave_localtime tm;
int stored_distribution = current_distribution;
F77_FUNC (setcgn, SETCGN) (uniform_dist);
int hour = tm.hour() + 1;
int minute = tm.min() + 1;
int second = tm.sec() + 1;
octave_idx_type s0 = tm.mday() * hour * minute * second;
octave_idx_type s1 = hour * minute * second;
s0 = force_to_fit_range (s0, 1, 2147483563);
s1 = force_to_fit_range (s1, 1, 2147483399);
F77_FUNC (setall, SETALL) (s0, s1);
F77_FUNC (setcgn, SETCGN) (stored_distribution);
old_initialized = true;
}
static ColumnVector
get_internal_state (void)
{
ColumnVector s (MT_N + 1);
OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1);
oct_get_state (tmp);
for (octave_idx_type i = 0; i <= MT_N; i++)
s.elem (i) = static_cast<double> (tmp [i]);
return s;
}
static inline void
save_state (void)
{
rand_states[current_distribution] = get_internal_state ();;
}
static void
initialize_rand_states (void)
{
if (! new_initialized)
{
oct_init_by_entropy ();
ColumnVector s = get_internal_state ();
rand_states[uniform_dist] = s;
rand_states[normal_dist] = s;
rand_states[expon_dist] = s;
rand_states[poisson_dist] = s;
rand_states[gamma_dist] = s;
new_initialized = true;
}
}
static inline void
maybe_initialize (void)
{
if (use_old_generators)
{
if (! old_initialized)
do_old_initialization ();
}
else
{
if (! new_initialized)
initialize_rand_states ();
}
}
static int
get_dist_id (const std::string& d)
{
int retval = unknown_dist;
if (d == "uniform" || d == "rand")
retval = uniform_dist;
else if (d == "normal" || d == "randn")
retval = normal_dist;
else if (d == "exponential" || d == "rande")
retval = expon_dist;
else if (d == "poisson" || d == "randp")
retval = poisson_dist;
else if (d == "gamma" || d == "randg")
retval = gamma_dist;
else
(*current_liboctave_error_handler)
("rand: invalid distribution `%s'", d.c_str ());
return retval;
}
static void
set_internal_state (const ColumnVector& s)
{
octave_idx_type len = s.length ();
octave_idx_type n = len < MT_N + 1 ? len : MT_N + 1;
OCTAVE_LOCAL_BUFFER (uint32_t, tmp, MT_N + 1);
for (octave_idx_type i = 0; i < n; i++)
tmp[i] = static_cast<uint32_t> (s.elem(i));
if (len == MT_N + 1 && tmp[MT_N] <= MT_N && tmp[MT_N] > 0)
oct_set_state (tmp);
else
oct_init_by_array (tmp, len);
}
static inline void
switch_to_generator (int dist)
{
if (dist != current_distribution)
{
current_distribution = dist;
set_internal_state (rand_states[dist]);
}
}
double
octave_rand::seed (void)
{
if (! old_initialized)
do_old_initialization ();
union d2i { double d; octave_idx_type i[2]; };
union d2i u;
oct_mach_info::float_format ff = oct_mach_info::native_float_format ();
switch (ff)
{
case oct_mach_info::flt_fmt_ieee_big_endian:
F77_FUNC (getsd, GETSD) (u.i[1], u.i[0]);
break;
default:
F77_FUNC (getsd, GETSD) (u.i[0], u.i[1]);
break;
}
return u.d;
}
void
octave_rand::seed (double s)
{
use_old_generators = true;
maybe_initialize ();
int i0, i1;
union d2i { double d; octave_idx_type i[2]; };
union d2i u;
u.d = s;
oct_mach_info::float_format ff = oct_mach_info::native_float_format ();
switch (ff)
{
case oct_mach_info::flt_fmt_ieee_big_endian:
i1 = force_to_fit_range (u.i[0], 1, 2147483563);
i0 = force_to_fit_range (u.i[1], 1, 2147483399);
break;
default:
i0 = force_to_fit_range (u.i[0], 1, 2147483563);
i1 = force_to_fit_range (u.i[1], 1, 2147483399);
break;
}
F77_FUNC (setsd, SETSD) (i0, i1);
}
ColumnVector
octave_rand::state (const std::string& d)
{
if (! new_initialized)
initialize_rand_states ();
return rand_states[d.empty () ? current_distribution : get_dist_id (d)];
}
void
octave_rand::state (const ColumnVector& s, const std::string& d)
{
use_old_generators = false;
maybe_initialize ();
int old_dist = current_distribution;
int new_dist = d.empty () ? current_distribution : get_dist_id (d);
ColumnVector saved_state;
if (old_dist != new_dist)
saved_state = get_internal_state ();
set_internal_state (s);
rand_states[new_dist] = get_internal_state ();
if (old_dist != new_dist)
rand_states[old_dist] = saved_state;
}
std::string
octave_rand::distribution (void)
{
std::string retval;
maybe_initialize ();
switch (current_distribution)
{
case uniform_dist:
retval = "uniform";
break;
case normal_dist:
retval = "normal";
break;
case expon_dist:
retval = "exponential";
break;
case poisson_dist:
retval = "poisson";
break;
case gamma_dist:
retval = "gamma";
break;
default:
(*current_liboctave_error_handler)
("rand: invalid distribution ID = %d", current_distribution);
break;
}
return retval;
}
void
octave_rand::distribution (const std::string& d)
{
int id = get_dist_id (d);
switch (id)
{
case uniform_dist:
octave_rand::uniform_distribution ();
break;
case normal_dist:
octave_rand::normal_distribution ();
break;
case expon_dist:
octave_rand::exponential_distribution ();
break;
case poisson_dist:
octave_rand::poisson_distribution ();
break;
case gamma_dist:
octave_rand::gamma_distribution ();
break;
default:
(*current_liboctave_error_handler)
("rand: invalid distribution ID = %d", id);
break;
}
}
void
octave_rand::uniform_distribution (void)
{
maybe_initialize ();
switch_to_generator (uniform_dist);
F77_FUNC (setcgn, SETCGN) (uniform_dist);
}
void
octave_rand::normal_distribution (void)
{
maybe_initialize ();
switch_to_generator (normal_dist);
F77_FUNC (setcgn, SETCGN) (normal_dist);
}
void
octave_rand::exponential_distribution (void)
{
maybe_initialize ();
switch_to_generator (expon_dist);
F77_FUNC (setcgn, SETCGN) (expon_dist);
}
void
octave_rand::poisson_distribution (void)
{
maybe_initialize ();
switch_to_generator (poisson_dist);
F77_FUNC (setcgn, SETCGN) (poisson_dist);
}
void
octave_rand::gamma_distribution (void)
{
maybe_initialize ();
switch_to_generator (gamma_dist);
F77_FUNC (setcgn, SETCGN) (gamma_dist);
}
double
octave_rand::scalar (double a)
{
maybe_initialize ();
double retval = 0.0;
if (use_old_generators)
{
switch (current_distribution)
{
case uniform_dist:
F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, retval);
break;
case normal_dist:
F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, retval);
break;
case expon_dist:
F77_FUNC (dgenexp, DGENEXP) (1.0, retval);
break;
case poisson_dist:
if (a < 0.0 || xisnan(a) || xisinf(a))
retval = octave_NaN;
else
{
// workaround bug in ignpoi, by calling with different Mu
F77_FUNC (dignpoi, DIGNPOI) (a + 1, retval);
F77_FUNC (dignpoi, DIGNPOI) (a, retval);
}
break;
case gamma_dist:
if (a <= 0.0 || xisnan(a) || xisinf(a))
retval = octave_NaN;
else
F77_FUNC (dgengam, DGENGAM) (1.0, a, retval);
break;
default:
(*current_liboctave_error_handler)
("rand: invalid distribution ID = %d", current_distribution);
break;
}
}
else
{
switch (current_distribution)
{
case uniform_dist:
retval = oct_randu ();
break;
case normal_dist:
retval = oct_randn ();
break;
case expon_dist:
retval = oct_rande ();
break;
case poisson_dist:
retval = oct_randp (a);
break;
case gamma_dist:
retval = oct_randg (a);
break;
default:
(*current_liboctave_error_handler)
("rand: invalid distribution ID = %d", current_distribution);
break;
}
save_state ();
}
return retval;
}
#define MAKE_RAND(len) \
do \
{ \
double val; \
for (volatile octave_idx_type i = 0; i < len; i++) \
{ \
OCTAVE_QUIT; \
RAND_FUNC (val); \
v[i] = val; \
} \
} \
while (0)
static void
fill_rand (octave_idx_type len, double *v, double a)
{
maybe_initialize ();
if (len < 1)
return;
switch (current_distribution)
{
case uniform_dist:
if (use_old_generators)
{
#define RAND_FUNC(x) F77_FUNC (dgenunf, DGENUNF) (0.0, 1.0, x)
MAKE_RAND (len);
#undef RAND_FUNC
}
else
oct_fill_randu (len, v);
break;
case normal_dist:
if (use_old_generators)
{
#define RAND_FUNC(x) F77_FUNC (dgennor, DGENNOR) (0.0, 1.0, x)
MAKE_RAND (len);
#undef RAND_FUNC
}
else
oct_fill_randn (len, v);
break;
case expon_dist:
if (use_old_generators)
{
#define RAND_FUNC(x) F77_FUNC (dgenexp, DGENEXP) (1.0, x)
MAKE_RAND (len);
#undef RAND_FUNC
}
else
oct_fill_rande (len, v);
break;
case poisson_dist:
if (use_old_generators)
{
if (a < 0.0 || xisnan(a) || xisinf(a))
#define RAND_FUNC(x) x = octave_NaN;
MAKE_RAND (len);
#undef RAND_FUNC
else
{
// workaround bug in ignpoi, by calling with different Mu
double tmp;
F77_FUNC (dignpoi, DIGNPOI) (a + 1, tmp);
#define RAND_FUNC(x) F77_FUNC (dignpoi, DIGNPOI) (a, x)
MAKE_RAND (len);
#undef RAND_FUNC
}
}
else
oct_fill_randp (a, len, v);
break;
case gamma_dist:
if (use_old_generators)
{
if (a <= 0.0 || xisnan(a) || xisinf(a))
#define RAND_FUNC(x) x = octave_NaN;
MAKE_RAND (len);
#undef RAND_FUNC
else
#define RAND_FUNC(x) F77_FUNC (dgengam, DGENGAM) (1.0, a, x)
MAKE_RAND (len);
#undef RAND_FUNC
}
else
oct_fill_randg (a, len, v);
break;
default:
(*current_liboctave_error_handler)
("rand: invalid distribution ID = %d", current_distribution);
break;
}
save_state ();
return;
}
Matrix
octave_rand::matrix (octave_idx_type n, octave_idx_type m, double a)
{
Matrix retval;
if (n >= 0 && m >= 0)
{
retval.resize (n, m);
if (n > 0 && m > 0)
fill_rand (retval.capacity(), retval.fortran_vec(), a);
}
else
(*current_liboctave_error_handler) ("rand: invalid negative argument");
return retval;
}
NDArray
octave_rand::nd_array (const dim_vector& dims, double a)
{
NDArray retval;
if (! dims.all_zero ())
{
retval.resize (dims);
fill_rand (retval.capacity(), retval.fortran_vec(), a);
}
return retval;
}
Array<double>
octave_rand::vector (octave_idx_type n, double a)
{
maybe_initialize ();
Array<double> retval;
if (n > 0)
{
retval.resize (n);
fill_rand (retval.capacity(), retval.fortran_vec(), a);
}
else if (n < 0)
(*current_liboctave_error_handler) ("rand: invalid negative argument");
return retval;
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/
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