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random.h
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Thu, Dec 12, 02:21

random.h
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/**
* @file random.h
* @brief Header for random.c
*
* History: John Skilling 28 Jan 2002 - 18 Aug 2003
*/
#ifndef RANDOMH
#define RANDOMH
#include <float.h>
//#define DBL_EPSILON 1E-9
//#define DBL_MIN 1E-37
//#define DBL_MAX 1E+37
typedef unsigned Rand_t[4];
#ifdef __cplusplus
extern "C" {
#endif
// Random sampling ............................................................
extern int RanInit( // Output +ve seed used, either from input or time
Rand_t Rand, // Output generator state
int seed); // Input seed: +ve = value, -ve = time seed
extern int Ranint( // Output random sample, in [2^31, 2^31)
Rand_t Rand); // Update generator state
extern unsigned Rangrid( // Output random sample, from [0, bound-1]
Rand_t Rand, // Update generator state
unsigned bound); // Input supremum (0 means 2^32)
extern float Ranfloat( // Output single-precision sample inside (0.0, 1.0)
Rand_t Rand); // Update generator state
extern double Randouble( // Output random sample, inside (0.0, 1.0)
Rand_t Rand); // Update generator state
extern double Rangauss( // Output random sample from normal distribution
Rand_t Rand); // Update generator state
extern double Rancauchy( // Output random sample from Cauchy distribution
Rand_t Rand); // Update generator state
extern double Rangamma( // Output random sample from gamma distribution
Rand_t Rand, // Update generator state
double c); // Exponent of gamma distribution
extern unsigned Ranpoiss( // Output random sample from Poisson distribution
Rand_t Rand, // Update generator state
double c); // Mean of Poisson distribution
extern unsigned Ranbinom( // Output random sample from binomial distribution
Rand_t Rand, // Update generator state
unsigned n, // Range of binomial
double p); // Mean/Range
extern double Ranbeta( // Output random sample from beta distribution
Rand_t Rand, // Update generator state
int r, // Number of successes in beta distribution
int n); // Total number in beta distribution
extern unsigned Rangeom( // Output random sample from truncated geometric
Rand_t Rand, // Update generator state
double alpha, // Defines ratio alpha/(alpha+1) < 1
unsigned N); // Supremum (0 means infinity)
extern void Ranperm( // Random permutation of {0,1,2,...,n-1}
Rand_t Rand, // Update generator state
int n, // Dimension
int* perm); // Output permutation
extern void Ran2gauss(
Rand_t Rand, // Update generator state
double g1, // Input x gradient at origin
double g2, // Input y gradient at origin
double A11, // Input xx curvature >= 0
double A12, // Input xy curvature, A12*A12 <= A11*A22
double A22, // Input yy curvature >= 0
double* x, // Output x sample position in (0,inf)
double* y); // Output y sample position in (0,inf)
extern double Ran1pos( // Output sample in (0,inf) from Gaussian
Rand_t Rand, // Update generator state
double g, // Input Gaussian gradient at origin
double A); // Input Gaussian curvature
extern void Ran2pos( // Generate sample in (0,inf)^2 from Gaussian
Rand_t Rand, // Update generator state
double g1, // Input x gradient at origin
double g2, // Input y gradient at origin
double A11, // Input xx curvature >= 0
double A12, // Input xy curvature, A12*A12 <= A11*A22
double A22, // Input yy curvature >= 0
double* x, // Output x sample position in (0,inf)
double* y); // Output y sample position in (0,inf)
extern double Ran1posneg( // Output sample in (-inf,inf) from bi-Gaussian
Rand_t Rand, // Update generator state
double f, // Input coefficient of x
double u, // Input coefficient of |x|, >= 0
double A); // Input Gaussian curvature
extern void Ran2posneg( // Output sample in (-inf,inf)^2 from bi-Gaussian^2
Rand_t Rand, // Update generator state
double f, // Input coefficient of x
double g, // Input coefficient of y
double u, // Input coefficient of |x|, >= 0
double v, // Input coefficient of |y|, >= 0
double A11, // Input xx curvature >= 0
double A12, // Input xy curvature, A12*A12 <= A11*A22
double A22, // Input yy curvature >= 0
double* x, // Output x sample position in (0,inf)
double* y); // Output x sample position in (0,inf)
extern double RanPos1( // Output sample in [0,inf) from spike+Gaussian
Rand_t Rand, // Update generator state
double s, // Input spike amplitude
double g, // Input Gaussian gradient at origin
double A); // Input Gaussian curvature
extern double RanPos01( // Output sample in (0,1) from Gaussian
Rand_t Rand, // Update generator state
double g, // Input Gaussian gradient at origin
double A); // Input Gaussian curvature
extern double Ran1posX( // Output sample in (0,inf) from x*Gaussian(x)
Rand_t Rand, // Update generator state
double g, // Input Gaussian gradient at origin
double A); // Input Gaussian curvature
// Random-related scalars .....................................................
extern double logerf( // Output log INT[0,inf] exp(-g*t-A*t*t/2)dt
double g, // Input gradient at origin
double A); // Input curvature at origin
extern double logerf2( // Output log INT[0,inf] exp(-g.x-x.A.x/2)dxdy
double g1, // Input x gradient at origin
double g2, // Input y gradient at origin
double A11, // Input xx curvature >= 0
double A12, // Input xy curvature, A12*A12 <= A11*A22
double A22); // Input yy curvature >= 0
extern double logfactorial( // Output log( k! )
unsigned k); // Input k
extern double logGamma( // Output log( Gamma(x) )
double x); // Input x
extern double InvNorm( // Output inverse normal = # of standard deviations
double x); // Input x = cumulative probability
//.............................................................................
#ifdef __cplusplus
};
#endif
#undef E_RAN_ARITH
#define E_RAN_ARITH -299 // Require 32 bits integer precision
#endif

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