/**
* Normalized random number
* FIXME: if the input n is short, it random will be not correct
*
* http://moby.ihme.washington.edu/bradbell/mat2cpp/randn.cpp.xml
*
* Parameters:
* \param[out] r random number array
* \param[in] n length
* \param[in] mean mean value
* \param[in] sd sigma
* \param[in] d random handle
* Return Value:
* None
*/
void randn(double *r, int n, double mean, double sd, void *d)
{
int i, j, k, nd;
double *rr;
double square, amp, angle;
nd = n+2;
rr = (double*) malloc(sizeof(double)*nd);
rand_o0c1(rr, nd, d);
k = 0;
for(i = 0; i < n; i++) {
if( k % 2 == 0 ) {
square = - 2. * log( rr[k] );
if( square < 0. )
square = 0.;
amp = sqrt(square);
angle = 2. * M_PI * rr[k+1];
r[i] = amp * sin( angle );
}
else
r[i] = amp * cos( angle );
k++;
}
free(rr);
}
void random(std::vector<double> &r, int n, void *d)
{
double *p;
r.resize(n);
p = &(r[0]);
rand_o0c1(p, n, d);
}
void rand_o0c1(double *r, int n, void *d)
{
if( n >= DSFMT_N64 ) {
int nn;
if( n % 2 != 0 ) nn = n - 1;
else nn = n;
if( d == NULL ) {
dsfmt_fill_array_open_close(&dsfmt_global_data, r, nn);
} else {
dsfmt_t *p = (dsfmt_t*) d;
dsfmt_fill_array_open_close(p, r, nn);
}
if( n % 2 != 0 ) r[n-1] = rand_o0c1(d);
} else {
for(int i=0; i<n; i++) r[i] = rand_o0c1(d);
}
}
/**
* Generate random permutation
*
* Parameters:
* \param[out] r random permutation
* \param[in] n array size
*/
void randperm(int *r, int n, void *d)
{
int i;
double *da;
da = new double[n];
for(i=0; i<n; i++) r[i] = i;
rand_o0c1(da, n, d);
quick_sort_di(da, r, 0, n-1);
delete [] da;
}
/**
* Normalized random number
* FIXME: if the input n is short, it random will be not correct
*
* Parameters:
* \param[out] r random number array
* \param[in] n length
* \param[in] mean mean value
* \param[in] sd sigma
* \param[in] d random handle
* Return Value:
* None
*/
void randn_(double *r, int n, double mean, double sd, void *d)
{
int k, i, j, nd;
double sum, *rr;
k = 6;
nd = n+k-1;
rr = (double*) malloc(sizeof(double)*nd);
rand_o0c1(rr, nd, d);
for(i=0; i<=nd-k; i++) {
sum=0;
for(j=i; j<i+k; j++) sum += rr[j];
sum /= k;
rr[i] = (sum-0.5)/sqrt(1.0/(12.0*k))*sd + mean;
}
for(i=0; i<n; i++) r[i] = rr[i];
free(rr);
}
void random(double *r, int n, void *d)
{
rand_o0c1(r, n, d);
}
double rand_d(void *d)
{
return rand_o0c1(d);
}
