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use c++11 based RNG for filling

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This commit is contained in:
conrad
2021-02-27 12:06:04 +10:00
parent 5dddbc62f7
commit b0898e9ca5
1 changed files with 118 additions and 17 deletions
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include/armadillo_bits/arma_rng.hpp
+118 -17
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@@ -231,7 +231,16 @@ struct arma_rng::randi
}
#else
{
arma_rng_cxx98::randi_fill(mem, N, a, b);
if(N == uword(1)) { arma_rng_cxx98::randi_fill(mem, uword(1), a, b); return; }
typedef std::mt19937_64::result_type seed_type;
std::mt19937_64 local_engine;
std::uniform_int_distribution<int> local_i_distr(a, b);
local_engine.seed( seed_type(std::rand()) );
for(uword i=0; i<N; ++i) { mem[i] = eT(local_i_distr(local_engine)); }
}
#endif
}
@@ -266,10 +275,24 @@ struct arma_rng::randu
void
fill(eT* mem, const uword N)
{
for(uword i=0; i < N; ++i)
#if defined(ARMA_RNG_ALT) || defined(ARMA_USE_EXTERN_RNG)
{
mem[i] = eT( arma_rng::randu<eT>() );
for(uword i=0; i < N; ++i) { mem[i] = eT( arma_rng::randu<eT>() ); }
}
#else
{
if(N == uword(1)) { mem[0] = eT( arma_rng_cxx98::randu_val() ); return; }
typedef std::mt19937_64::result_type seed_type;
std::mt19937_64 local_engine;
std::uniform_real_distribution<double> local_u_distr;
local_engine.seed( seed_type(std::rand()) );
for(uword i=0; i < N; ++i) { mem[i] = eT( local_u_distr(local_engine) ); }
}
#endif
}
};
@@ -293,13 +316,44 @@ struct arma_rng::randu< std::complex<T> >
void
fill(std::complex<T>* mem, const uword N)
{
for(uword i=0; i < N; ++i)
#if defined(ARMA_RNG_ALT) || defined(ARMA_USE_EXTERN_RNG)
{
const T a = T( arma_rng::randu<T>() );
const T b = T( arma_rng::randu<T>() );
mem[i] = std::complex<T>(a, b);
for(uword i=0; i < N; ++i)
{
const T a = T( arma_rng::randu<T>() );
const T b = T( arma_rng::randu<T>() );
mem[i] = std::complex<T>(a, b);
}
}
#else
{
if(N == uword(1))
{
const T a = T( arma_rng_cxx98::randu_val() );
const T b = T( arma_rng_cxx98::randu_val() );
mem[0] = std::complex<T>(a, b);
return;
}
typedef std::mt19937_64::result_type seed_type;
std::mt19937_64 local_engine;
std::uniform_real_distribution<double> local_u_distr;
local_engine.seed( seed_type(std::rand()) );
for(uword i=0; i < N; ++i)
{
const T a = T( local_u_distr(local_engine) );
const T b = T( local_u_distr(local_engine) );
mem[i] = std::complex<T>(a, b);
}
}
#endif
}
};
@@ -353,17 +407,34 @@ struct arma_rng::randn
void
fill_simple(eT* mem, const uword N)
{
uword i, j;
for(i=0, j=1; j < N; i+=2, j+=2)
#if defined(ARMA_RNG_ALT) || defined(ARMA_USE_EXTERN_RNG)
{
arma_rng::randn<eT>::dual_val( mem[i], mem[j] );
uword i, j;
for(i=0, j=1; j < N; i+=2, j+=2)
{
arma_rng::randn<eT>::dual_val( mem[i], mem[j] );
}
if(i < N)
{
mem[i] = eT( arma_rng::randn<eT>() );
}
}
if(i < N)
#else
{
mem[i] = eT( arma_rng::randn<eT>() );
if(N == uword(1)) { mem[0] = eT( arma_rng_cxx98::randn_val() ); return; }
typedef std::mt19937_64::result_type seed_type;
std::mt19937_64 local_engine;
std::normal_distribution<double> local_n_distr;
local_engine.seed( seed_type(std::rand()) );
for(uword i=0; i < N; ++i) { mem[i] = eT( local_n_distr(local_engine) ); }
}
#endif
}
@@ -468,10 +539,40 @@ struct arma_rng::randn< std::complex<T> >
void
fill_simple(std::complex<T>* mem, const uword N)
{
for(uword i=0; i < N; ++i)
#if defined(ARMA_RNG_ALT) || defined(ARMA_USE_EXTERN_RNG)
{
mem[i] = std::complex<T>( arma_rng::randn< std::complex<T> >() );
for(uword i=0; i < N; ++i) { mem[i] = std::complex<T>( arma_rng::randn< std::complex<T> >() ); }
}
#else
{
if(N == uword(1))
{
T a = T(0);
T b = T(0);
arma_rng_cxx98::randn_dual_val(a,b);
mem[0] = std::complex<T>(a,b);
return;
}
typedef std::mt19937_64::result_type seed_type;
std::mt19937_64 local_engine;
std::normal_distribution<double> local_n_distr;
local_engine.seed( seed_type(std::rand()) );
for(uword i=0; i < N; ++i)
{
const T a = T( local_n_distr(local_engine) );
const T b = T( local_n_distr(local_engine) );
mem[i] = std::complex<T>(a,b);
}
}
#endif
}