Kokkos Node API and Local Linear Algebra Kernels Version of the Day
Tsqr_Random_NormalGenerator.hpp
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00041 
00042 #ifndef __TSQR_Random_NormalGenerator_hpp
00043 #define __TSQR_Random_NormalGenerator_hpp
00044 
00045 #include <Tsqr_Lapack.hpp>
00046 #include <algorithm>
00047 #include <vector>
00048 
00051 
00052 namespace TSQR {
00053   namespace Random {
00054 
00060     template< class Ordinal, class Scalar >
00061     class NormalGenerator {
00062     private:
00064       static int defaultBufferLength() { return 100; }
00065 
00066     public:
00067       typedef Ordinal ordinal_type;
00068       typedef Scalar scalar_type;
00069 
00082       NormalGenerator (const std::vector<int>& iseed,
00083            const int bufferLength = defaultBufferLength()) :
00084   iseed_ (4),
00085   buffer_ (bufferLength),
00086   buffer_length_ (bufferLength),
00087   cur_pos_ (0)
00088       {
00089   std::copy (iseed.begin(), iseed.end(), iseed_.begin());
00090   fill_buffer ();
00091       }
00092 
00103       NormalGenerator (const int bufferLength = defaultBufferLength()) :
00104   iseed_ (4),
00105   buffer_ (bufferLength),
00106   buffer_length_ (bufferLength),
00107   cur_pos_ (0)
00108       {
00109   iseed_[0] = 0;
00110   iseed_[1] = 0;
00111   iseed_[2] = 0;
00112   iseed_[3] = 1;
00113   fill_buffer ();
00114       }
00115       
00124       Scalar operator() () { return next(); }
00125 
00135       void 
00136       getSeed (std::vector<int>& iseed) const
00137       {
00138   if (iseed.size() != iseed_.size())
00139     iseed.resize (iseed_.size());
00140   std::copy (iseed_.begin(), iseed_.end(), iseed.begin());
00141       }
00142 
00143     private:
00144       std::vector<int> iseed_;
00145       std::vector<Scalar> buffer_;
00146       int buffer_length_, cur_pos_;
00147 
00148       void
00149       fill_buffer () 
00150       {
00151   LAPACK<Ordinal, Scalar> lapack;
00152 
00153   // LAPACK's _LARNV routine defines this "enum" (just an
00154   // integer, because it's Fortran) that lets users choose from
00155   // one of three different pseudorandom distributions:
00156   // uniform(0,1), uniform(-1,1), and normal(0,1).
00157   enum distribution_type { 
00158     uniform_0_1 = 1, 
00159     uniform_m1_1 = 2, 
00160     normal_0_1 = 3 
00161   };
00162   lapack.LARNV (normal_0_1, &iseed_[0], buffer_length_, &buffer_[0]);
00163       }
00164 
00165       Scalar 
00166       next () 
00167       { 
00168   // It's impossible to take the greater-than branch, but we
00169   // check for robustness' sake.
00170   if (cur_pos_ >= buffer_length_) 
00171     {
00172       fill_buffer ();
00173       cur_pos_ = 0;
00174     }
00175   return buffer_[cur_pos_++];
00176       }
00177     };
00178   } // namespace Random
00179 } // namespace TSQR
00180 
00181 
00182 #endif // __TSQR_Random_NormalGenerator_hpp
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