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// Copyright (C) 2002 Yoshua Bengio (bengioy@iro.umontreal.ca)
// and Samy Bengio (bengio@idiap.ch)
// and Ronan Collobert (collober@iro.umontreal.ca)
//
//
// This file is part of Torch. Release II.
// [The Ultimate Machine Learning Library]
//
// Torch 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 2 of the License, or
// (at your option) any later version.
//
// Torch 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 Torch; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
#include "random.h"
namespace Torch {
void getShuffledIndices(int *indices, int n_indices)
{
for(int i = 0; i < n_indices; i++)
indices[i] = i;
shuffle(indices, sizeof(int), n_indices);
}
void shuffle(void *tabular, int size_elem, int n_elems)
{
void *save = xalloc(size_elem);
char *tab = (char *)tabular;
for(int i = 0; i < n_elems; i++)
{
int z = (int)(uniform() * ((real)(n_elems-i-1)) );
memcpy(save, tab+i*size_elem, size_elem);
memcpy(tab+i*size_elem, tab+(z+i)*size_elem, size_elem);
memcpy(tab+(z+i)*size_elem, save, size_elem);
}
free(save);
}
/*
The static data to store the seed used by the random number generators.
*/
static long the_seed;
static int iset=0;
static real gset;
/*
Special functions.
=================
*/
/*
gammln(): returns the natural logarithm of the gamma function from the 'numerical recipes'.
*/
real gammln(real xx)
{
double x,y,tmp,ser;
static double cof[6]={ 76.18009172947146 ,
-86.50532032941677 ,
24.01409824083091 ,
-1.231739572450155 ,
0.1208650973866179e-2,
-0.5395239384953e-5 };
int j;
y=x=xx;
tmp=x+5.5;
tmp -= (x+0.5)*log(tmp);
ser=1.000000000190015;
for (j=0;j<=5;j++) ser += cof[j]/++y;
return -tmp+log(2.5066282746310005*ser/x);
}
/*
Utilities for random numbers generation.
=======================================
*/
/*
manual_seed(): gives a seed for random number generators.
Rem: - The stored value is negative.
*/
void manual_seed(long x)
{
the_seed = - labs(x);
iset = 0;
}
/*
seed(): generates a seed for random number generators, using the cpu time.
*/
void seed()
{
time_t ltime;
struct tm *today;
time(<ime);
today = localtime(<ime);
manual_seed((long)today->tm_sec);
}
/*
get_seed(): returns the current value of the 'seed'.
*/
long get_seed()
{
long seed = the_seed;
return seed;
}
/*
Constants used by the 'numerical recipes' random number generators.
*/
#define IA 16807 /* needs for ran1 */
#define IM 2147483647 /* needs for ran1 */
#define AM (1.0/IM) /* needs for ran1 */
#define IQ 127773 /* needs for ran1 */
#define IR 2836 /* needs for ran1 */
#define NTAB 32 /* needs for ran1 & ran2 */
#define NDIV (1+(IM-1)/NTAB) /* needs for ran1 */
#define EPS 1.2e-7 /* needs for ran1 & ran2 */
#define RNMX (1.0-EPS) /* needs for ran1 & ran2 */
#define IM1 2147483563 /* needs for ran2 */
#define IM2 2147483399 /* needs for ran2 */
#define AM1 (1.0/IM1) /* needs for ran2 */
#define IMM1 (IM1-1) /* needs for ran2 */
#define IA1 40014 /* needs for ran2 */
#define IA2 40692 /* needs for ran2 */
#define IQ1 53668 /* needs for ran2 */
#define IQ2 52774 /* needs for ran2 */
#define IR1 12211 /* needs for ran2 */
#define IR2 3791 /* needs for ran2 */
#define NDIV1 (1+IMM1/NTAB) /* needs for ran2 */
/*
ran1(): minimal ramdom number generator from the 'numerical recipes'.
Rem: - It is the 'Minimal' random number generator of Park and Miller
with Bays-Durham shuffle and added safeguards.
- Returns a uniform random deviate between 0.0 and 1.0
(exclusive of the endpoint values).
- Initilized with a negative seed.
*/
real ran1()
{
int j;
long k;
static long iy=0;
static long iv[NTAB];
real temp;
if (the_seed <= 0 || !iy) {
if (-the_seed < 1) the_seed=1;
else the_seed = -the_seed;
for (j=NTAB+7;j>=0;j--) {
k=the_seed/IQ;
the_seed=IA*(the_seed-k*IQ)-IR*k;
if (the_seed < 0) the_seed += IM;
if (j < NTAB) iv[j] = the_seed;
}
iy=iv[0];
}
k=the_seed/IQ;
the_seed=IA*(the_seed-k*IQ)-IR*k;
if (the_seed < 0) the_seed += IM;
j=iy/NDIV;
iy=iv[j];
iv[j] = the_seed;
if ((temp=AM*iy) > RNMX) return RNMX;
else return temp;
}
/*
ran2(): long period ramdom number generator from the 'numerical recipes'.
Rem: - It is a long period (> 2 x 10^18) random number generator of L'Ecuyer
with Bays-Durham shuffle and added safeguards.
- Returns a uniform random deviate between 0.0 and 1.0
(exclusive of the endpoint values).
- Initilized with a negative seed.
*/
real uniform() /* real ran2() */
{
int j;
long k;
static long idum2=123456789;
static long iy=0;
static long iv[NTAB];
real temp;
if (the_seed <= 0) {
if (-the_seed < 1) the_seed=1;
else the_seed = -the_seed;
idum2=the_seed;
for (j=NTAB+7;j>=0;j--) {
k=the_seed/IQ1;
the_seed=IA1*(the_seed-k*IQ1)-k*IR1;
if (the_seed < 0) the_seed += IM1;
if (j < NTAB) iv[j] = the_seed;
}
iy=iv[0];
}
k=the_seed/IQ1;
the_seed=IA1*(the_seed-k*IQ1)-k*IR1;
if (the_seed < 0) the_seed += IM1;
k=idum2/IQ2;
idum2=IA2*(idum2-k*IQ2)-k*IR2;
if (idum2 < 0) idum2 += IM2;
j=iy/NDIV1;
iy=iv[j]-idum2;
iv[j] = the_seed;
if (iy < 1) iy += IMM1;
if ((temp=AM1*iy) > RNMX) return RNMX;
else return temp;
}
/*
bounded_uniform(): return an uniform random generator in [a,b].
*/
real bounded_uniform(real a,real b)
{
real res = uniform()*(b-a) + a;
if (res >= b) return b*RNMX;
else return res;
}
#undef IA
#undef IM
#undef AM
#undef IQ
#undef IR
#undef NTAB
#undef NDIV
#undef EPS
#undef RNMX
#undef IM1
#undef IM2
#undef AM1
#undef IMM1
#undef IA1
#undef IA2
#undef IQ1
#undef IQ2
#undef IR1
#undef IR2
#undef NDIV1
/*
TRANSFORMATION METHOD:
---------------------
*/
/*
expdev(): exponential deviate random number from the 'numerical recipes'.
*/
real expdev()
{
real dum;
do
dum=uniform();
while (dum == 0.0);
return -log(dum);
}
/*
gasdev(): gaussian (normal) distributed deviate from the 'numerical recioes'.
Rem: - The current gaussian deviate has zero as mean and unit as variance.
It uses ran1() as source of uniform deviates.
- i.e. N(0,1).
*/
real gaussian_01() /* real gasdev() */
{
real fac,rsq,v1,v2;
if(the_seed < 0) iset=0;
if (iset == 0) {
do {
v1=2.0*uniform()-1.0;
v2=2.0*uniform()-1.0;
rsq=v1*v1+v2*v2;
} while (rsq >= 1.0 || rsq == 0.0);
fac=sqrt(-2.0*log(rsq)/rsq);
gset=v1*fac;
iset=1;
return v2*fac;
} else {
iset=0;
return gset;
}
}
/*
gaussian_mu_sigma(): returns a gaussian distributed random number
with mean 'mu' and standard deviation 'sigma'.
Rem: - i.e. N(mu,sigma).
*/
real gaussian_mu_sigma(real mu, real sigma)
{
return gaussian_01() * sigma + mu;
}
/*
gaussian_misture_mu_sigma(): returns a random number with mixture of gaussians,
'w' is the mixture (must be positive summing to 1).
Rem: - i.e. SUM w[i] * N(mu[i],sigma[i])
*/
/*
REJECTION METHOD:
----------------
*/
/*
gamdev(): returns a deviate distributed as a gamma distribution from the 'numerical recipes'.
*/
real gamdev(int ia)
{
int j;
real am,e,s,v1,v2,x,y;
if (ia < 1) error("random: error in routine gamdev");
if (ia < 6) {
x=1.0;
for (j=1;j<=ia;j++) x *= uniform();
x = -log(x);
} else {
do {
do {
do {
v1=uniform();
v2=2.0*uniform()-1.0;
} while (v1*v1+v2*v2 > 1.0);
y=v2/v1;
am=ia-1;
s=sqrt(2.0*am+1.0);
x=s*y+am;
} while (x <= 0.0);
e=(1.0+y*y)*exp(am*log(x/am)-s*y);
} while (uniform() > e);
}
return x;
}
/*
poidev(): returns a deviate distributed as a poisson distribution of mean (lambda) 'xm'
from the 'numerical recipes'.
*/
real poidev(real xm)
{
static real sq,alxm,g,oldm=(-1.0);
real em,t,y;
if (xm < 12.0) {
if (xm != oldm) {
oldm=xm;
g=exp(-xm);
}
em = -1;
t=1.0;
do {
++em;
t *= uniform();
} while (t > g);
} else {
if (xm != oldm) {
oldm=xm;
sq=sqrt(2.0*xm);
alxm=log(xm);
g=xm*alxm-gammln(xm+1.0);
}
do {
do {
y=tan(M_PI*uniform());
em=sq*y+xm;
} while (em < 0.0);
em=floor(em);
t=0.9*(1.0+y*y)*exp(em*alxm-gammln(em+1.0)-g);
} while (uniform() > t);
}
return em;
}
/*
bnldev(): return a random deviate drawn from a binomial distribution of 'n' trials
each of probability 'pp', from 'numerical recipes'.
Rem: - The returned type is an real although a binomial random variable is an integer.
*/
real bnldev(real pp, int n)
{
int j;
static int nold=(-1);
real am,em,g,angle,p,bnl,sq,t,y;
static real pold=(-1.0),pc,plog,pclog,en,oldg;
p=(pp <= 0.5 ? pp : 1.0-pp);
am=n*p;
if (n < 25) {
bnl=0.0;
for (j=1;j<=n;j++)
if (uniform() < p) ++bnl;
} else if (am < 1.0) {
g=exp(-am);
t=1.0;
for (j=0;j<=n;j++) {
t *= uniform();
if (t < g) break;
}
bnl=(j <= n ? j : n);
} else {
if (n != nold) {
en=n;
oldg=gammln(en+1.0);
nold=n;
} if (p != pold) {
pc=1.0-p;
plog=log(p);
pclog=log(pc);
pold=p;
}
sq=sqrt(2.0*am*pc);
do {
do {
angle=M_PI*uniform();
y=tan(angle);
em=sq*y+am;
} while (em < 0.0 || em >= (en+1.0));
em=floor(em);
t=1.2*sq*(1.0+y*y)*exp(oldg-gammln(em+1.0)
-gammln(en-em+1.0)+em*plog+(en-em)*pclog);
} while (uniform() > t);
bnl=em;
}
if (p != pp) bnl=n-bnl;
return bnl;
}
}
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