source: mmcs/armadillo_bits/arma_rng_cxx11.hpp @ 8daa049

// Copyright (C) 2013-2015 Conrad Sanderson
// Copyright (C) 2013-2015 NICTA (www.nicta.com.au)
// 
// This Source Code Form is subject to the terms of the Mozilla Public
// License, v. 2.0. If a copy of the MPL was not distributed with this
// file, You can obtain one at http://mozilla.org/MPL/2.0/.


//! \addtogroup arma_rng_cxx11
//! @{


#if defined(ARMA_USE_CXX11)


class arma_rng_cxx11
  {
  public:
  
  typedef std::mt19937_64::result_type seed_type;
  
  inline void set_seed(const seed_type val);
  
  arma_inline int    randi_val();
  arma_inline double randu_val();
  arma_inline double randn_val();
  
  template<typename eT>
  arma_inline void randn_dual_val(eT& out1, eT& out2);
  
  template<typename eT>
  inline void randi_fill(eT* mem, const uword N, const int a, const int b);
  
  inline static int randi_max_val();
  
  template<typename eT>
  inline void randg_fill(eT* mem, const uword N, const double a, const double b);
  
  
  private:
  
  arma_aligned std::mt19937_64 engine;                           // typedef for std::mersenne_twister_engine with preset parameters
  
  arma_aligned std::uniform_int_distribution<int>     i_distr;   // by default uses a=0, b=std::numeric_limits<int>::max()
  
  arma_aligned std::uniform_real_distribution<double> u_distr;   // by default uses [0,1) interval
  
  arma_aligned std::normal_distribution<double>       n_distr;   // by default uses mean=0.0 and stddev=1.0
  };



inline
void
arma_rng_cxx11::set_seed(const arma_rng_cxx11::seed_type val)
  {
  engine.seed(val);
  }



arma_inline
int
arma_rng_cxx11::randi_val()
  {
  return i_distr(engine);
  }



arma_inline
double
arma_rng_cxx11::randu_val()
  {
  return u_distr(engine);
  }



arma_inline
double
arma_rng_cxx11::randn_val()
  {
  return n_distr(engine);
  }



template<typename eT>
arma_inline
void
arma_rng_cxx11::randn_dual_val(eT& out1, eT& out2)
  {
  out1 = eT( n_distr(engine) );
  out2 = eT( n_distr(engine) );
  }



template<typename eT>
inline
void
arma_rng_cxx11::randi_fill(eT* mem, const uword N, const int a, const int b)
  {
  std::uniform_int_distribution<int> i_distr(a, b);
  
  for(uword i=0; i<N; ++i)
    {
    mem[i] = eT(i_distr(engine));
    }
  }



inline
int
arma_rng_cxx11::randi_max_val()
  {
  return std::numeric_limits<int>::max();
  }



template<typename eT>
inline
void
arma_rng_cxx11::randg_fill(eT* mem, const uword N, const double a, const double b)
  {
  std::gamma_distribution<double> g_distr(a,b);
  
  for(uword i=0; i<N; ++i)
    {
    mem[i] = eT(g_distr(engine));
    }
  }


#endif


//! @}