root/bdm/itpp_ext.h @ 86

//
// C++ Interface: itpp_ext
//
// Description:
//
//
// Author: smidl <smidl@utia.cas.cz>, (C) 2008
//
// Copyright: See COPYING file that comes with this distribution
//
//
#include <itpp/itbase.h>

#ifndef ITEX_H
#define ITEX_H 

using std::cout;
using std::endl;

namespace itpp {
Array<int> to_Arr ( const ivec &indices );
ivec linspace ( int from, int to ); 

/*!
  \brief Gamma distribution
  \ingroup randgen
*/
class Gamma_RNG {
public:
//! constructor. Set lambda.
Gamma_RNG ( double a=1.0, double b=1.0 );
        //! Set lambda
        void setup ( double a0, double b0 ) { alpha=a0; beta=b0;}
        //! get lambda
        double get_setup() const;
        //! Get one sample.
        double operator() () { return sample(); }
        //! Get a sample vector.
        vec operator() ( int n );
        //! Get a sample matrix.
        mat operator() ( int h, int w );
protected:
private:
        //!
        double sample();
        //!
        double alpha;
        //!
        double beta;
        //!
        Random_Generator RNG;
        Normal_RNG NRNG;
        //! compatibility with R
        inline double exp_rand() {return -std::log ( RNG.random_01() );}
        inline double unif_rand() {return RNG.random_01();}
        inline double norm_rand() {return NRNG.sample();}

};

bool qr ( const mat &A, mat &R );

}
#endif //ITEX_H