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Diffstat (limited to 'numpy/random/mtrand/randomkit.h')
| -rw-r--r-- | numpy/random/mtrand/randomkit.h | 189 |
1 files changed, 189 insertions, 0 deletions
diff --git a/numpy/random/mtrand/randomkit.h b/numpy/random/mtrand/randomkit.h new file mode 100644 index 000000000..389666854 --- /dev/null +++ b/numpy/random/mtrand/randomkit.h @@ -0,0 +1,189 @@ +/* Random kit 1.3 */ + +/* + * Copyright (c) 2003-2005, Jean-Sebastien Roy (js@jeannot.org) + * + * Permission is hereby granted, free of charge, to any person obtaining a + * copy of this software and associated documentation files (the + * "Software"), to deal in the Software without restriction, including + * without limitation the rights to use, copy, modify, merge, publish, + * distribute, sublicense, and/or sell copies of the Software, and to + * permit persons to whom the Software is furnished to do so, subject to + * the following conditions: + * + * The above copyright notice and this permission notice shall be included + * in all copies or substantial portions of the Software. + * + * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS + * OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF + * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. + * IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY + * CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, + * TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE + * SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. + */ + +/* @(#) $Jeannot: randomkit.h,v 1.24 2005/07/21 22:14:09 js Exp $ */ + +/* + * Typical use: + * + * { + * rk_state state; + * unsigned long seed = 1, random_value; + * + * rk_seed(seed, &state); // Initialize the RNG + * ... + * random_value = rk_random(&state); // Generate random values in [0..RK_MAX] + * } + * + * Instead of rk_seed, you can use rk_randomseed which will get a random seed + * from /dev/urandom (or the clock, if /dev/urandom is unavailable): + * + * { + * rk_state state; + * unsigned long random_value; + * + * rk_randomseed(&state); // Initialize the RNG with a random seed + * ... + * random_value = rk_random(&state); // Generate random values in [0..RK_MAX] + * } + */ + +/* + * Useful macro: + * RK_DEV_RANDOM: the device used for random seeding. + * defaults to "/dev/urandom" + */ + +#include <stddef.h> + +#ifndef _RANDOMKIT_ +#define _RANDOMKIT_ + +#define RK_STATE_LEN 624 + +typedef struct rk_state_ +{ + unsigned long key[RK_STATE_LEN]; + int pos; + int has_gauss; /* !=0: gauss contains a gaussian deviate */ + double gauss; + + /* The rk_state structure has been extended to store the following + * information for the binomial generator. If the input values of n or p + * are different than nsave and psave, then the other parameters will be + * recomputed. RTK 2005-09-02 */ + + int has_binomial; /* !=0: following parameters initialized for + binomial */ + double psave; + long nsave; + double r; + double q; + double fm; + long m; + double p1; + double xm; + double xl; + double xr; + double c; + double laml; + double lamr; + double p2; + double p3; + double p4; + +} +rk_state; + +typedef enum { + RK_NOERR = 0, /* no error */ + RK_ENODEV = 1, /* no RK_DEV_RANDOM device */ + RK_ERR_MAX = 2 +} rk_error; + +/* error strings */ +extern char *rk_strerror[RK_ERR_MAX]; + +/* Maximum generated random value */ +#define RK_MAX 0xFFFFFFFFUL + +#ifdef __cplusplus +extern "C" { +#endif + +/* + * Initialize the RNG state using the given seed. + */ +extern void rk_seed(unsigned long seed, rk_state *state); + +/* + * Initialize the RNG state using a random seed. + * Uses /dev/random or, when unavailable, the clock (see randomkit.c). + * Returns RK_NOERR when no errors occurs. + * Returns RK_ENODEV when the use of RK_DEV_RANDOM failed (for example because + * there is no such device). In this case, the RNG was initialized using the + * clock. + */ +extern rk_error rk_randomseed(rk_state *state); + +/* + * Returns a random unsigned long between 0 and RK_MAX inclusive + */ +extern unsigned long rk_random(rk_state *state); + +/* + * Returns a random long between 0 and LONG_MAX inclusive + */ +extern long rk_long(rk_state *state); + +/* + * Returns a random unsigned long between 0 and ULONG_MAX inclusive + */ +extern unsigned long rk_ulong(rk_state *state); + +/* + * Returns a random unsigned long between 0 and max inclusive. + */ +extern unsigned long rk_interval(unsigned long max, rk_state *state); + +/* + * Returns a random double between 0.0 and 1.0, 1.0 excluded. + */ +extern double rk_double(rk_state *state); + +/* + * fill the buffer with size random bytes + */ +extern void rk_fill(void *buffer, size_t size, rk_state *state); + +/* + * fill the buffer with randombytes from the random device + * Returns RK_ENODEV if the device is unavailable, or RK_NOERR if it is + * On Unix, if strong is defined, RK_DEV_RANDOM is used. If not, RK_DEV_URANDOM + * is used instead. This parameter has no effect on Windows. + * Warning: on most unixes RK_DEV_RANDOM will wait for enough entropy to answer + * which can take a very long time on quiet systems. + */ +extern rk_error rk_devfill(void *buffer, size_t size, int strong); + +/* + * fill the buffer using rk_devfill if the random device is available and using + * rk_fill if is is not + * parameters have the same meaning as rk_fill and rk_devfill + * Returns RK_ENODEV if the device is unavailable, or RK_NOERR if it is + */ +extern rk_error rk_altfill(void *buffer, size_t size, int strong, + rk_state *state); + +/* + * return a random gaussian deviate with variance unity and zero mean. + */ +extern double rk_gauss(rk_state *state); + +#ifdef __cplusplus +} +#endif + +#endif /* _RANDOMKIT_ */ |