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Diffstat (limited to 'numpy/random/randomgen/src/distributions/distributions.h')
| -rw-r--r-- | numpy/random/randomgen/src/distributions/distributions.h | 220 |
1 files changed, 220 insertions, 0 deletions
diff --git a/numpy/random/randomgen/src/distributions/distributions.h b/numpy/random/randomgen/src/distributions/distributions.h new file mode 100644 index 000000000..7ca31a16c --- /dev/null +++ b/numpy/random/randomgen/src/distributions/distributions.h @@ -0,0 +1,220 @@ +#ifndef _RANDOMDGEN__DISTRIBUTIONS_H_ +#define _RANDOMDGEN__DISTRIBUTIONS_H_ + +#pragma once +#include <stddef.h> +#ifdef _WIN32 +#if _MSC_VER == 1500 +#include "../common/stdint.h" +typedef int bool; +#define false 0 +#define true 1 +#else +#include <stdbool.h> +#include <stdint.h> +#endif +#else +#include <stdbool.h> +#include <stdint.h> +#endif + +#include "Python.h" +#include "numpy/npy_common.h" +#include "numpy/npy_math.h" + +#ifdef _WIN32 +#if _MSC_VER == 1500 + +static NPY_INLINE int64_t llabs(int64_t x) { + int64_t o; + if (x < 0) { + o = -x; + } else { + o = x; + } + return o; +} +#endif +#endif + +#ifdef DLL_EXPORT +#define DECLDIR __declspec(dllexport) +#else +#define DECLDIR extern +#endif + +#ifndef MIN +#define MIN(x, y) (((x) < (y)) ? x : y) +#define MAX(x, y) (((x) > (y)) ? x : y) +#endif + +#ifndef M_PI +#define M_PI 3.14159265358979323846264338328 +#endif + +typedef struct s_binomial_t { + int has_binomial; /* !=0: following parameters initialized for binomial */ + double psave; + int64_t nsave; + double r; + double q; + double fm; + int64_t m; + double p1; + double xm; + double xl; + double xr; + double c; + double laml; + double lamr; + double p2; + double p3; + double p4; +} binomial_t; + +typedef struct brng { + void *state; + uint64_t (*next_uint64)(void *st); + uint32_t (*next_uint32)(void *st); + double (*next_double)(void *st); + uint64_t (*next_raw)(void *st); +} brng_t; + +/* Inline generators for internal use */ +static NPY_INLINE uint32_t next_uint32(brng_t *brng_state) { + return brng_state->next_uint32(brng_state->state); +} + +static NPY_INLINE uint64_t next_uint64(brng_t *brng_state) { + return brng_state->next_uint64(brng_state->state); +} + +static NPY_INLINE float next_float(brng_t *brng_state) { + return (next_uint32(brng_state) >> 9) * (1.0f / 8388608.0f); +} + +static NPY_INLINE double next_double(brng_t *brng_state) { + return brng_state->next_double(brng_state->state); +} + +DECLDIR float random_float(brng_t *brng_state); +DECLDIR double random_double(brng_t *brng_state); +DECLDIR void random_double_fill(brng_t *brng_state, npy_intp cnt, double *out); + +DECLDIR int64_t random_positive_int64(brng_t *brng_state); +DECLDIR int32_t random_positive_int32(brng_t *brng_state); +DECLDIR int64_t random_positive_int(brng_t *brng_state); +DECLDIR uint64_t random_uint(brng_t *brng_state); + +DECLDIR double random_standard_exponential(brng_t *brng_state); +DECLDIR void random_standard_exponential_fill(brng_t *brng_state, npy_intp cnt, + double *out); +DECLDIR float random_standard_exponential_f(brng_t *brng_state); +DECLDIR double random_standard_exponential_zig(brng_t *brng_state); +DECLDIR void random_standard_exponential_zig_fill(brng_t *brng_state, + npy_intp cnt, double *out); +DECLDIR float random_standard_exponential_zig_f(brng_t *brng_state); + +/* +DECLDIR double random_gauss(brng_t *brng_state); +DECLDIR float random_gauss_f(brng_t *brng_state); +*/ +DECLDIR double random_gauss_zig(brng_t *brng_state); +DECLDIR float random_gauss_zig_f(brng_t *brng_state); +DECLDIR void random_gauss_zig_fill(brng_t *brng_state, npy_intp cnt, + double *out); + +/* +DECLDIR double random_standard_gamma(brng_t *brng_state, double shape); +DECLDIR float random_standard_gamma_f(brng_t *brng_state, float shape); +*/ +DECLDIR double random_standard_gamma_zig(brng_t *brng_state, double shape); +DECLDIR float random_standard_gamma_zig_f(brng_t *brng_state, float shape); + +/* +DECLDIR double random_normal(brng_t *brng_state, double loc, double scale); +*/ +DECLDIR double random_normal_zig(brng_t *brng_state, double loc, double scale); + +DECLDIR double random_gamma(brng_t *brng_state, double shape, double scale); +DECLDIR float random_gamma_float(brng_t *brng_state, float shape, float scale); + +DECLDIR double random_exponential(brng_t *brng_state, double scale); +DECLDIR double random_uniform(brng_t *brng_state, double lower, double range); +DECLDIR double random_beta(brng_t *brng_state, double a, double b); +DECLDIR double random_chisquare(brng_t *brng_state, double df); +DECLDIR double random_f(brng_t *brng_state, double dfnum, double dfden); +DECLDIR double random_standard_cauchy(brng_t *brng_state); +DECLDIR double random_pareto(brng_t *brng_state, double a); +DECLDIR double random_weibull(brng_t *brng_state, double a); +DECLDIR double random_power(brng_t *brng_state, double a); +DECLDIR double random_laplace(brng_t *brng_state, double loc, double scale); +DECLDIR double random_gumbel(brng_t *brng_state, double loc, double scale); +DECLDIR double random_logistic(brng_t *brng_state, double loc, double scale); +DECLDIR double random_lognormal(brng_t *brng_state, double mean, double sigma); +DECLDIR double random_rayleigh(brng_t *brng_state, double mode); +DECLDIR double random_standard_t(brng_t *brng_state, double df); +DECLDIR double random_noncentral_chisquare(brng_t *brng_state, double df, + double nonc); +DECLDIR double random_noncentral_f(brng_t *brng_state, double dfnum, + double dfden, double nonc); +DECLDIR double random_wald(brng_t *brng_state, double mean, double scale); +DECLDIR double random_vonmises(brng_t *brng_state, double mu, double kappa); +DECLDIR double random_triangular(brng_t *brng_state, double left, double mode, + double right); + +DECLDIR int64_t random_poisson(brng_t *brng_state, double lam); +DECLDIR int64_t random_negative_binomial(brng_t *brng_state, double n, + double p); +DECLDIR int64_t random_binomial(brng_t *brng_state, double p, int64_t n, + binomial_t *binomial); +DECLDIR int64_t random_logseries(brng_t *brng_state, double p); +DECLDIR int64_t random_geometric_search(brng_t *brng_state, double p); +DECLDIR int64_t random_geometric_inversion(brng_t *brng_state, double p); +DECLDIR int64_t random_geometric(brng_t *brng_state, double p); +DECLDIR int64_t random_zipf(brng_t *brng_state, double a); +DECLDIR int64_t random_hypergeometric(brng_t *brng_state, int64_t good, + int64_t bad, int64_t sample); + +DECLDIR uint64_t random_interval(brng_t *brng_state, uint64_t max); + +/* Generate random uint64 numbers in closed interval [off, off + rng]. */ +DECLDIR uint64_t random_bounded_uint64(brng_t *brng_state, uint64_t off, + uint64_t rng, uint64_t mask, + bool use_masked); + +/* Generate random uint32 numbers in closed interval [off, off + rng]. */ +DECLDIR uint32_t random_buffered_bounded_uint32(brng_t *brng_state, + uint32_t off, uint32_t rng, + uint32_t mask, bool use_masked, + int *bcnt, uint32_t *buf); +DECLDIR uint16_t random_buffered_bounded_uint16(brng_t *brng_state, + uint16_t off, uint16_t rng, + uint16_t mask, bool use_masked, + int *bcnt, uint32_t *buf); +DECLDIR uint8_t random_buffered_bounded_uint8(brng_t *brng_state, uint8_t off, + uint8_t rng, uint8_t mask, + bool use_masked, int *bcnt, + uint32_t *buf); +DECLDIR npy_bool random_buffered_bounded_bool(brng_t *brng_state, npy_bool off, + npy_bool rng, npy_bool mask, + bool use_masked, int *bcnt, + uint32_t *buf); + +DECLDIR void random_bounded_uint64_fill(brng_t *brng_state, uint64_t off, + uint64_t rng, npy_intp cnt, + bool use_masked, uint64_t *out); +DECLDIR void random_bounded_uint32_fill(brng_t *brng_state, uint32_t off, + uint32_t rng, npy_intp cnt, + bool use_masked, uint32_t *out); +DECLDIR void random_bounded_uint16_fill(brng_t *brng_state, uint16_t off, + uint16_t rng, npy_intp cnt, + bool use_masked, uint16_t *out); +DECLDIR void random_bounded_uint8_fill(brng_t *brng_state, uint8_t off, + uint8_t rng, npy_intp cnt, + bool use_masked, uint8_t *out); +DECLDIR void random_bounded_bool_fill(brng_t *brng_state, npy_bool off, + npy_bool rng, npy_intp cnt, + bool use_masked, npy_bool *out); + +#endif |