normal_mv_distribution maintains the variance-covariance matrix param
in Cholesky-decomposed form. Existing param_type constructors, when
taking a full or lower-triangle varcov matrix, perform Cholesky
decomposition to convert it to the internal representation. This
internal representation is visible both in the varcov() result, and in
the streamed-out representation of a normal_mv_distribution object.
The problem is that when that representation is streamed back in, the
read-back decomposed varcov matrix is used as a lower-triangle
non-decomposed varcov matrix, and it undergoes Cholesky decomposition
again. So, each cycle of stream-out/stream-in changes the varcov
matrix to its "square root", instead of restoring the original
params.
This patch includes Corentin's changes that introduce verification in
testsuite/ext/random/normal_mv_distribution/operators/serialize.cc and
other similar tests that the object read back in compares equal to the
written-out object: the modified tests pass only if (u == v).
This patch also fixes the error exposed by his change, introducing an
alternate private constructor for param_type, used only by operator>>.
for libstdc++-v3/ChangeLog
* include/ext/random
(normal_mv_distribution::param_type::param_type): New private
ctor taking a decomposed varcov matrix, for use by...
(operator>>): ... this, befriended.
* include/ext/random.tcc (operator>>): Use it.
(normal_mv_distribution::param_type::_M_init_lower): Adjust
member function name in exception message.
for libstdc++-v3/ChangeLog
from Corentin Gay <gay@adacore.com>
* testsuite/ext/random/beta_distribution/operators/serialize.cc,
testsuite/ext/random/hypergeometric_distribution/operators/serialize.cc,
testsuite/ext/random/normal_mv_distribution/operators/serialize.cc,
testsuite/ext/random/triangular_distribution/operators/serialize.cc,
testsuite/ext/random/von_mises_distribution/operators/serialize.cc:
Add call to `VERIFY`.
From-SVN: r274233
Constrain constructors and member functions of random number engines so
that functions taking seed sequences can only be called with types that
meet the seed sequence requirements.
PR libstdc++/85749
* include/bits/random.h (__detail::__is_seed_seq): New SFINAE helper.
(linear_congruential_engine, mersenne_twister_engine)
(subtract_with_carry_engine, discard_block_engine)
(independent_bits_engine, shuffle_order_engine): Use __is_seed_seq to
constrain function templates taking seed sequences.
* include/bits/random.tcc (linear_congruential_engine::seed(_Sseq&))
(mersenne_twister_engine::seed(_Sseq&))
(subtract_with_carry_engine::seed(_Sseq&)): Change return types to
match declarations.
* include/ext/random (simd_fast_mersenne_twister_engine): Use
__is_seed_seq to constrain function templates taking seed sequences.
* include/ext/random.tcc (simd_fast_mersenne_twister_engine::seed):
Change return type to match declaration.
* testsuite/26_numerics/random/discard_block_engine/cons/seed_seq2.cc:
New.
* testsuite/26_numerics/random/independent_bits_engine/cons/
seed_seq2.cc: New.
* testsuite/26_numerics/random/linear_congruential_engine/cons/
seed_seq2.cc: New.
* testsuite/26_numerics/random/mersenne_twister_engine/cons/
seed_seq2.cc: New.
* testsuite/26_numerics/random/pr60037-neg.cc: Adjust dg-error lineno.
* testsuite/26_numerics/random/shuffle_order_engine/cons/seed_seq2.cc:
New.
* testsuite/26_numerics/random/subtract_with_carry_engine/cons/
seed_seq2.cc: New.
* testsuite/ext/random/simd_fast_mersenne_twister_engine/cons/
seed_seq2.cc: New.
From-SVN: r260263
2014-08-13 Paolo Carlini <paolo.carlini@oracle.com>
PR libstdc++/62118
* include/ext/random.tcc (uniform_on_sphere_helper<2, _RealType>::
operator()): Use std::hypot only when _GLIBCXX_USE_C99_MATH_TR1.
From-SVN: r213906
* include/ext/random.tcc (uniform_on_sphere_helper): Define.
(uniform_on_sphere_distribution::operator()): Use the new helper
class for the implementation.
* testsuite/ext/random/uniform_on_sphere_distribution/operators/
equal.cc: Remove bogus part of comment.
* testsuite/ext/random/uniform_on_sphere_distribution/operators/
inequal.cc: Likewise.
* testsuite/ext/random/uniform_on_sphere_distribution/operators/
serialize.cc: Add check to verify result of serialzation and
deserialization.
* testsuite/ext/random/uniform_on_sphere_distribution/operators/
generate.cc: New file.
From-SVN: r213779
2014-07-29 Ed Smith-Rowland <3dw4rd@verizon.net>
PR libstdc++/60037 - SIGFPE in std::generate_canonical<unsigned int...>
* include/bits/random.h (_Adaptor): static_assert for non floating-point
result type.
* include/bits/random.tcc (generate_canonical): Ditto.
* include/ext/random.tcc (hypergeometric_distribution::operator()):
Use double as a rng result type.
* testsuite/26_numerics/random/pr60037-neg.cc: New.
* testsuite/ext/random/hypergeometric_distribution/pr60037.cc: New.
From-SVN: r213207
2012-10-01 Paolo Carlini <paolo.carlini@oracle.com>
PR libstdc++/54757
* include/ext/random (rice_distribution<>::operator()): Use std::hypot
only if _GLIBCXX_USE_C99_MATH_TR1.
* include/ext/random.tcc (rice_distribution<>::__generate_impl):
Likewise.
From-SVN: r191944
* include/ext/random: New file.
* include/ext/random.tcc: New file.
* include/Makefile.am (ext_headers): Add random and random.tcc.
* testsuite/26_numerics/random/simd_fast_mersenne_twister_engine/
operators/inequal.cc: New file.
* testsuite/26_numerics/random/simd_fast_mersenne_twister_engine/
operators/equal.cc: New file.
* testsuite/26_numerics/random/simd_fast_mersenne_twister_engine/
operators/serialize.cc: New file.
* testsuite/26_numerics/random/simd_fast_mersenne_twister_engine/
cons/seed2.cc: New file.
* testsuite/26_numerics/random/simd_fast_mersenne_twister_engine/
cons/default.cc: New file.
* testsuite/26_numerics/random/simd_fast_mersenne_twister_engine/
cons/seed_seq.cc: New file.
* testsuite/26_numerics/random/simd_fast_mersenne_twister_engine/
cons/copy.cc: New file.
* testsuite/26_numerics/random/simd_fast_mersenne_twister_engine/
cons/seed1.cc: New file.
From-SVN: r190783
