diff options
Diffstat (limited to 'numpy/random/src')
-rw-r--r-- | numpy/random/src/distributions/distributions.c | 85 |
1 files changed, 39 insertions, 46 deletions
diff --git a/numpy/random/src/distributions/distributions.c b/numpy/random/src/distributions/distributions.c index df3323408..1b886aeab 100644 --- a/numpy/random/src/distributions/distributions.c +++ b/numpy/random/src/distributions/distributions.c @@ -41,19 +41,7 @@ void random_standard_uniform_fill_f(bitgen_t *bitgen_state, npy_intp cnt, float } } -double random_standard_exponential(bitgen_t *bitgen_state) { - return -log(1.0 - next_double(bitgen_state)); -} - -void random_standard_exponential_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out) -{ - npy_intp i; - for (i = 0; i < cnt; i++) { - out[i] = random_standard_exponential(bitgen_state); - } -} - -static double standard_exponential_zig_unlikely(bitgen_t *bitgen_state, +static double standard_exponential_unlikely(bitgen_t *bitgen_state, uint8_t idx, double x) { if (idx == 0) { /* Switch to 1.0 - U to avoid log(0.0), see GH 13361 */ @@ -63,11 +51,11 @@ static double standard_exponential_zig_unlikely(bitgen_t *bitgen_state, exp(-x)) { return x; } else { - return random_standard_exponential_zig(bitgen_state); + return random_standard_exponential(bitgen_state); } } -double random_standard_exponential_zig(bitgen_t *bitgen_state) { +double random_standard_exponential(bitgen_t *bitgen_state) { uint64_t ri; uint8_t idx; double x; @@ -79,30 +67,18 @@ double random_standard_exponential_zig(bitgen_t *bitgen_state) { if (ri < ke_double[idx]) { return x; /* 98.9% of the time we return here 1st try */ } - return standard_exponential_zig_unlikely(bitgen_state, idx, x); -} - -void random_standard_exponential_zig_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out) -{ - npy_intp i; - for (i = 0; i < cnt; i++) { - out[i] = random_standard_exponential_zig(bitgen_state); - } -} - -float random_standard_exponential_f(bitgen_t *bitgen_state) { - return -logf(1.0f - next_float(bitgen_state)); + return standard_exponential_unlikely(bitgen_state, idx, x); } -void random_standard_exponential_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out) +void random_standard_exponential_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out) { npy_intp i; for (i = 0; i < cnt; i++) { - out[i] = random_standard_exponential_f(bitgen_state); + out[i] = random_standard_exponential(bitgen_state); } } -static float standard_exponential_zig_unlikely_f(bitgen_t *bitgen_state, +static float standard_exponential_unlikely_f(bitgen_t *bitgen_state, uint8_t idx, float x) { if (idx == 0) { /* Switch to 1.0 - U to avoid log(0.0), see GH 13361 */ @@ -112,11 +88,11 @@ static float standard_exponential_zig_unlikely_f(bitgen_t *bitgen_state, expf(-x)) { return x; } else { - return random_standard_exponential_zig_f(bitgen_state); + return random_standard_exponential_f(bitgen_state); } } -float random_standard_exponential_zig_f(bitgen_t *bitgen_state) { +float random_standard_exponential_f(bitgen_t *bitgen_state) { uint32_t ri; uint8_t idx; float x; @@ -128,17 +104,34 @@ float random_standard_exponential_zig_f(bitgen_t *bitgen_state) { if (ri < ke_float[idx]) { return x; /* 98.9% of the time we return here 1st try */ } - return standard_exponential_zig_unlikely_f(bitgen_state, idx, x); + return standard_exponential_unlikely_f(bitgen_state, idx, x); +} + +void random_standard_exponential_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out) +{ + npy_intp i; + for (i = 0; i < cnt; i++) { + out[i] = random_standard_exponential_f(bitgen_state); + } +} + +void random_standard_exponential_inv_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out) +{ + npy_intp i; + for (i = 0; i < cnt; i++) { + out[i] = -log(1.0 - next_double(bitgen_state)); + } } -void random_standard_exponential_zig_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out) +void random_standard_exponential_inv_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out) { npy_intp i; for (i = 0; i < cnt; i++) { - out[i] = random_standard_exponential_zig_f(bitgen_state); + out[i] = -log(1.0 - next_float(bitgen_state)); } } + double random_standard_normal(bitgen_t *bitgen_state) { uint64_t r; int sign; @@ -228,13 +221,13 @@ double random_standard_gamma(bitgen_t *bitgen_state, double U, V, X, Y; if (shape == 1.0) { - return random_standard_exponential_zig(bitgen_state); + return random_standard_exponential(bitgen_state); } else if (shape == 0.0) { return 0.0; } else if (shape < 1.0) { for (;;) { U = next_double(bitgen_state); - V = random_standard_exponential_zig(bitgen_state); + V = random_standard_exponential(bitgen_state); if (U <= 1.0 - shape) { X = pow(U, 1. / shape); if (X <= V) { @@ -274,13 +267,13 @@ float random_standard_gamma_f(bitgen_t *bitgen_state, float U, V, X, Y; if (shape == 1.0f) { - return random_standard_exponential_zig_f(bitgen_state); + return random_standard_exponential_f(bitgen_state); } else if (shape == 0.0) { return 0.0; } else if (shape < 1.0f) { for (;;) { U = next_float(bitgen_state); - V = random_standard_exponential_zig_f(bitgen_state); + V = random_standard_exponential_f(bitgen_state); if (U <= 1.0f - shape) { X = powf(U, 1.0f / shape); if (X <= V) { @@ -391,7 +384,7 @@ double random_normal(bitgen_t *bitgen_state, double loc, double scale) { } double random_exponential(bitgen_t *bitgen_state, double scale) { - return scale * random_standard_exponential_zig(bitgen_state); + return scale * random_standard_exponential(bitgen_state); } double random_uniform(bitgen_t *bitgen_state, double lower, double range) { @@ -450,23 +443,23 @@ double random_f(bitgen_t *bitgen_state, double dfnum, double dfden) { (random_chisquare(bitgen_state, dfden) * dfnum)); } -double random_standard_cauchy(bitgen_t *bitgen_state) { +double random_cauchy(bitgen_t *bitgen_state) { return random_standard_normal(bitgen_state) / random_standard_normal(bitgen_state); } double random_pareto(bitgen_t *bitgen_state, double a) { - return exp(random_standard_exponential_zig(bitgen_state) / a) - 1; + return exp(random_standard_exponential(bitgen_state) / a) - 1; } double random_weibull(bitgen_t *bitgen_state, double a) { if (a == 0.0) { return 0.0; } - return pow(random_standard_exponential_zig(bitgen_state), 1. / a); + return pow(random_standard_exponential(bitgen_state), 1. / a); } double random_power(bitgen_t *bitgen_state, double a) { - return pow(1 - exp(-random_standard_exponential_zig(bitgen_state)), 1. / a); + return pow(1 - exp(-random_standard_exponential(bitgen_state)), 1. / a); } double random_laplace(bitgen_t *bitgen_state, double loc, double scale) { @@ -514,7 +507,7 @@ double random_rayleigh(bitgen_t *bitgen_state, double mode) { return mode * sqrt(-2.0 * log(1.0 - next_double(bitgen_state))); } -double random_standard_t(bitgen_t *bitgen_state, double df) { +double random_student_t(bitgen_t *bitgen_state, double df) { double num, denom; num = random_standard_normal(bitgen_state); |