Changeset 579

Timestamp:

08/22/09 14:50:03 (15 years ago)

Author:

smidl

Message:

Implementation of mixtools randun function

Location:

library

Files:

• bdm/itpp_ext.cpp (modified) (1 diff)
• bdm/itpp_ext.h (modified) (1 diff)
• utia_legacy/ticket_12/randun.m (added)

library/bdm/itpp_ext.cpp

@@ -376 +376 @@
         }
 }
-}
+
+class RandunStorage{
+        const double A;
+        const double M;
+        static double seed;
+        static int counter;
+        public:
+                RandunStorage(): A(16807), M(2147483647) {};
+                void set_seed(double seed0){seed=seed0;}
+                double get(){seed=mod(A*seed,M); counter++; return seed/M;}
+};
+static RandunStorage randun_global_storage;
+double RandunStorage::seed=1111111;
+int RandunStorage::counter=0;
+double randun(){return randun_global_storage.get();};
+vec randun(int n){vec res(n); for(int i=0;i<n;i++){res(i)=randun();}; return res;};
+mat randun(int n, int m){mat res(n,m); for(int i=0;i<n*m;i++){res(i)=randun();}; return res;};
+
+}

library/bdm/itpp_ext.h

@@ -103 +103 @@
 //! implementation of matlab triu function
 void triu(mat &A);
+
+//! implementation of Mixtools function randun
+//! This function uses Park-Miller linear congruential pseudo-random generator with A=16807 B=0 M=2^31-1
+//!     (it spans all 2^31-1 numbers and has good statistical properties)
+double randun();
+//! implementation of Mixtools function randun
+vec randun(int n);
+//! implementation of Mixtools function randun
+mat randun(int n, int m);
+
 }