oct-rand.h

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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2003-2021 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////
 
#if ! defined (octave_oct_rand_h)
#define octave_oct_rand_h 1
 
#include "octave-config.h"
 
#include <map>
#include <string>
 
#include "Array.h"
#include "dNDArray.h"
#include "fNDArray.h"
#include "lo-ieee.h"
#include "uint32NDArray.h"
 
//class dim_vector;
 
namespace octave
{
  class OCTAVE_API rand
  {
  protected:
 
    rand (void);
 
  public:
 
    ~rand (void) = default;
 
    static bool instance_ok (void);
 
    // Return the current seed.
    static double seed (void)
    {
      return (instance_ok ()
              ? instance->do_seed () : numeric_limits<double>::NaN ());
    }
 
    // Set the seed.
    static void seed (double s)
    {
      if (instance_ok ())
        instance->do_seed (s);
    }
 
    // Reset the seed.
    static void reset (void)
    {
      if (instance_ok ())
        instance->do_reset ();
    }
 
    // Return the current state.
    static uint32NDArray state (const std::string& d = "")
    {
      return instance_ok () ? instance->do_state (d) : uint32NDArray ();
    }
 
    // Set the current state/
    static void state (const uint32NDArray& s,
                       const std::string& d = "")
    {
      if (instance_ok ())
        instance->do_state (s, d);
    }
 
    // Reset the current state/
    static void reset (const std::string& d)
    {
      if (instance_ok ())
        instance->do_reset (d);
    }
 
    // Return the current distribution.
    static std::string distribution (void)
    {
      return instance_ok () ? instance->do_distribution () : "";
    }
 
    // Set the current distribution.  May be either "uniform" (the
    // default), "normal", "exponential", "poisson", or "gamma".
    static void distribution (const std::string& d)
    {
      if (instance_ok ())
        instance->do_distribution (d);
    }
 
    static void uniform_distribution (void)
    {
      if (instance_ok ())
        instance->do_uniform_distribution ();
    }
 
    static void normal_distribution (void)
    {
      if (instance_ok ())
        instance->do_normal_distribution ();
    }
 
    static void exponential_distribution (void)
    {
      if (instance_ok ())
        instance->do_exponential_distribution ();
    }
 
    static void poisson_distribution (void)
    {
      if (instance_ok ())
        instance->do_poisson_distribution ();
    }
 
    static void gamma_distribution (void)
    {
      if (instance_ok ())
        instance->do_gamma_distribution ();
    }
 
    // Return the next number from the sequence.
    static double scalar (double a = 1.0)
    {
      return (instance_ok ()
              ? instance->do_scalar (a) : numeric_limits<double>::NaN ());
    }
 
    // Return the next number from the sequence.
    static float float_scalar (float a = 1.0)
    {
      return (instance_ok ()
              ? instance->do_scalar (a) : numeric_limits<float>::NaN ());
    }
 
    // Return an array of numbers from the sequence.
    static Array<double> vector (octave_idx_type n, double a = 1.0)
    {
      return instance_ok () ? instance->do_vector (n, a) : Array<double> ();
    }
 
    // Return an array of numbers from the sequence.
    static Array<float> float_vector (octave_idx_type n, float a = 1.0)
    {
      return instance_ok () ? instance->do_vector (n, a) : Array<float> ();
    }
 
    // Return an N-dimensional array of numbers from the sequence,
    // filled in column major order.
    static NDArray nd_array (const dim_vector& dims, double a = 1.0)
    {
      return instance_ok () ? instance->do_nd_array (dims, a) : NDArray ();
    }
 
    // Return an N-dimensional array of numbers from the sequence,
    // filled in column major order.
    static FloatNDArray float_nd_array (const dim_vector& dims, float a = 1.0)
    {
      return (instance_ok ()
              ? instance->do_float_nd_array (dims, a) : FloatNDArray ());
    }
 
  private:
 
    static rand *instance;
 
    static void cleanup_instance (void) { delete instance; instance = nullptr; }
 
    enum
    {
      unknown_dist,
      uniform_dist,
      normal_dist,
      expon_dist,
      poisson_dist,
      gamma_dist
    };
 
    // Current distribution of random numbers.
    int current_distribution;
 
    // If TRUE, use old RANLIB generators.  Otherwise, use Mersenne
    // Twister generator.
    bool use_old_generators;
 
    // Saved MT states.
    std::map<int, uint32NDArray> rand_states;
 
    // Return the current seed.
    double do_seed (void);
 
    // Set the seed.
    void do_seed (double s);
 
    // Reset the seed.
    void do_reset ();
 
    // Return the current state.
    uint32NDArray do_state (const std::string& d);
 
    // Set the current state/
    void do_state (const uint32NDArray& s, const std::string& d);
 
    // Reset the current state/
    void do_reset (const std::string& d);
 
    // Return the current distribution.
    std::string do_distribution (void);
 
    // Set the current distribution.  May be either "uniform" (the
    // default), "normal", "exponential", "poisson", or "gamma".
    void do_distribution (const std::string& d);
 
    void do_uniform_distribution (void);
 
    void do_normal_distribution (void);
 
    void do_exponential_distribution (void);
 
    void do_poisson_distribution (void);
 
    void do_gamma_distribution (void);
 
    // The following templates only make sense for double and float
    // types.
 
    template <typename T> T uniform (void);
 
    template <typename T> T normal (void);
 
    template <typename T> T exponential (void);
 
    template <typename T> T poisson (T a);
 
    template <typename T> T gamma (T a);
 
    // Return the next number from the sequence.
    template <typename T> T do_scalar (T a = 1);
 
    // Return an array of numbers from the sequence.
    template <typename T> Array<T> do_vector (octave_idx_type n, T a = 1);
 
    // Return an N-dimensional array of numbers from the sequence,
    // filled in column major order.
    NDArray do_nd_array (const dim_vector& dims, double a = 1.);
 
    // Return an N-dimensional array of numbers from the sequence,
    // filled in column major order.
    FloatNDArray do_float_nd_array (const dim_vector& dims, float a = 1.);
 
    // Some helper functions.
 
    void initialize_ranlib_generators (void);
 
    void initialize_mersenne_twister (void);
 
    uint32NDArray get_internal_state (void);
 
    void save_state (void);
 
    int get_dist_id (const std::string& d);
 
    void set_internal_state (const uint32NDArray& s);
 
    void switch_to_generator (int dist);
 
    void fill (octave_idx_type len, double *v, double a);
 
    void fill (octave_idx_type len, float *v, float a);
  };
}
 
#endif