bf30f22962
* include/ext/random: Add __gnu_cxx:normal_mv_distribution<> class. * include/ext/random.tccAdd out-of-line functions for __gnu_cxx::normal_mv_distribution<>. * testsuite/26_numerics/random/normal_mv_distribution/ operators/equal.cc: New file. * testsuite/26_numerics/random/normal_mv_distribution/ operators/serialize.cc: New file. * testsuite/26_numerics/random/normal_mv_distribution/ operators/inequal.cc: New file. * testsuite/26_numerics/random/normal_mv_distribution/ cons/default.cc: New file. * testsuite/26_numerics/random/normal_mv_distribution/ cons/parms.cc: New file. * testsuite/26_numerics/random/normal_mv_distribution/ requirements/explicit_instantiation/1.cc: New file. * testsuite/26_numerics/random/normal_mv_distribution/ requirements/typedefs.cc: New file. From-SVN: r190960
760 lines
24 KiB
C++
760 lines
24 KiB
C++
// Random number extensions -*- C++ -*-
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// Copyright (C) 2012 Free Software Foundation, Inc.
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//
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// This file is part of the GNU ISO C++ Library. This library is free
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// software; you can redistribute it and/or modify it under the
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// terms of the GNU General Public License as published by the
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// Free Software Foundation; either version 3, or (at your option)
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// any later version.
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// This library is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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// Under Section 7 of GPL version 3, you are granted additional
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// permissions described in the GCC Runtime Library Exception, version
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// 3.1, as published by the Free Software Foundation.
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// You should have received a copy of the GNU General Public License and
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// a copy of the GCC Runtime Library Exception along with this program;
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// see the files COPYING3 and COPYING.RUNTIME respectively. If not, see
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// <http://www.gnu.org/licenses/>.
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/** @file ext/random.tcc
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* This is an internal header file, included by other library headers.
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* Do not attempt to use it directly. @headername{ext/random}
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*/
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#ifndef _EXT_RANDOM_TCC
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#define _EXT_RANDOM_TCC 1
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#pragma GCC system_header
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namespace __gnu_cxx _GLIBCXX_VISIBILITY(default)
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{
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_GLIBCXX_BEGIN_NAMESPACE_VERSION
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template<typename _UIntType, size_t __m,
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size_t __pos1, size_t __sl1, size_t __sl2,
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size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2,
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uint32_t __msk3, uint32_t __msk4,
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uint32_t __parity1, uint32_t __parity2,
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uint32_t __parity3, uint32_t __parity4>
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void simd_fast_mersenne_twister_engine<_UIntType, __m,
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__pos1, __sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4,
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__parity1, __parity2, __parity3,
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__parity4>::
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seed(_UIntType __seed)
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{
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_M_state32[0] = static_cast<uint32_t>(__seed);
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for (size_t __i = 1; __i < _M_nstate32; ++__i)
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_M_state32[__i] = (1812433253UL
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* (_M_state32[__i - 1] ^ (_M_state32[__i - 1] >> 30))
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+ __i);
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_M_pos = state_size;
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_M_period_certification();
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}
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namespace {
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inline uint32_t _Func1(uint32_t __x)
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{
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return (__x ^ (__x >> 27)) * UINT32_C(1664525);
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}
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inline uint32_t _Func2(uint32_t __x)
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{
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return (__x ^ (__x >> 27)) * UINT32_C(1566083941);
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}
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}
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template<typename _UIntType, size_t __m,
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size_t __pos1, size_t __sl1, size_t __sl2,
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size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2,
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uint32_t __msk3, uint32_t __msk4,
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uint32_t __parity1, uint32_t __parity2,
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uint32_t __parity3, uint32_t __parity4>
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template<typename _Sseq>
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typename std::enable_if<std::is_class<_Sseq>::value>::type
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simd_fast_mersenne_twister_engine<_UIntType, __m,
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__pos1, __sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4,
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__parity1, __parity2, __parity3,
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__parity4>::
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seed(_Sseq& __q)
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{
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size_t __lag;
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if (_M_nstate32 >= 623)
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__lag = 11;
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else if (_M_nstate32 >= 68)
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__lag = 7;
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else if (_M_nstate32 >= 39)
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__lag = 5;
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else
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__lag = 3;
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const size_t __mid = (_M_nstate32 - __lag) / 2;
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std::fill(_M_state32, _M_state32 + _M_nstate32, UINT32_C(0x8b8b8b8b));
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uint32_t __arr[_M_nstate32];
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__q.generate(__arr + 0, __arr + _M_nstate32);
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uint32_t __r = _Func1(_M_state32[0] ^ _M_state32[__mid]
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^ _M_state32[_M_nstate32 - 1]);
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_M_state32[__mid] += __r;
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__r += _M_nstate32;
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_M_state32[__mid + __lag] += __r;
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_M_state32[0] = __r;
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for (size_t __i = 1, __j = 0; __j < _M_nstate32; ++__j)
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{
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__r = _Func1(_M_state32[__i]
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^ _M_state32[(__i + __mid) % _M_nstate32]
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^ _M_state32[(__i + _M_nstate32 - 1) % _M_nstate32]);
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_M_state32[(__i + __mid) % _M_nstate32] += __r;
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__r += __arr[__j] + __i;
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_M_state32[(__i + __mid + __lag) % _M_nstate32] += __r;
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_M_state32[__i] = __r;
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__i = (__i + 1) % _M_nstate32;
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}
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for (size_t __j = 0; __j < _M_nstate32; ++__j)
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{
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const size_t __i = (__j + 1) % _M_nstate32;
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__r = _Func2(_M_state32[__i]
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+ _M_state32[(__i + __mid) % _M_nstate32]
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+ _M_state32[(__i + _M_nstate32 - 1) % _M_nstate32]);
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_M_state32[(__i + __mid) % _M_nstate32] ^= __r;
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__r -= __i;
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_M_state32[(__i + __mid + __lag) % _M_nstate32] ^= __r;
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_M_state32[__i] = __r;
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}
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_M_pos = state_size;
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_M_period_certification();
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}
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template<typename _UIntType, size_t __m,
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size_t __pos1, size_t __sl1, size_t __sl2,
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size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2,
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uint32_t __msk3, uint32_t __msk4,
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uint32_t __parity1, uint32_t __parity2,
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uint32_t __parity3, uint32_t __parity4>
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void simd_fast_mersenne_twister_engine<_UIntType, __m,
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__pos1, __sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4,
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__parity1, __parity2, __parity3,
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__parity4>::
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_M_period_certification(void)
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{
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static const uint32_t __parity[4] = { __parity1, __parity2,
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__parity3, __parity4 };
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uint32_t __inner = 0;
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for (size_t __i = 0; __i < 4; ++__i)
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if (__parity[__i] != 0)
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__inner ^= _M_state32[__i] & __parity[__i];
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if (__builtin_parity(__inner) & 1)
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return;
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for (size_t __i = 0; __i < 4; ++__i)
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if (__parity[__i] != 0)
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{
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_M_state32[__i] ^= 1 << (__builtin_ffs(__parity[__i]) - 1);
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return;
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}
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__builtin_unreachable();
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}
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template<typename _UIntType, size_t __m,
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size_t __pos1, size_t __sl1, size_t __sl2,
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size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2,
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uint32_t __msk3, uint32_t __msk4,
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uint32_t __parity1, uint32_t __parity2,
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uint32_t __parity3, uint32_t __parity4>
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void simd_fast_mersenne_twister_engine<_UIntType, __m,
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__pos1, __sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4,
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__parity1, __parity2, __parity3,
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__parity4>::
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discard(unsigned long long __z)
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{
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while (__z > state_size - _M_pos)
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{
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__z -= state_size - _M_pos;
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_M_gen_rand();
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}
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_M_pos += __z;
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}
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#ifdef __SSE2__
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namespace {
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template<size_t __sl1, size_t __sl2, size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2, uint32_t __msk3, uint32_t __msk4>
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inline __m128i __sse2_recursion(__m128i __a, __m128i __b,
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__m128i __c, __m128i __d)
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{
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__m128i __y = _mm_srli_epi32(__b, __sr1);
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__m128i __z = _mm_srli_si128(__c, __sr2);
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__m128i __v = _mm_slli_epi32(__d, __sl1);
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__z = _mm_xor_si128(__z, __a);
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__z = _mm_xor_si128(__z, __v);
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__m128i __x = _mm_slli_si128(__a, __sl2);
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__y = _mm_and_si128(__y, _mm_set_epi32(__msk4, __msk3, __msk2, __msk1));
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__z = _mm_xor_si128(__z, __x);
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return _mm_xor_si128(__z, __y);
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}
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}
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template<typename _UIntType, size_t __m,
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size_t __pos1, size_t __sl1, size_t __sl2,
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size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2,
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uint32_t __msk3, uint32_t __msk4,
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uint32_t __parity1, uint32_t __parity2,
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uint32_t __parity3, uint32_t __parity4>
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void simd_fast_mersenne_twister_engine<_UIntType, __m,
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__pos1, __sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4,
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__parity1, __parity2, __parity3,
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__parity4>::
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_M_gen_rand(void)
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{
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__m128i __r1 = _mm_load_si128(&_M_state[_M_nstate - 2]);
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__m128i __r2 = _mm_load_si128(&_M_state[_M_nstate - 1]);
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size_t __i;
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for (__i = 0; __i < _M_nstate - __pos1; ++__i)
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{
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__m128i __r = __sse2_recursion<__sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4>
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(_M_state[__i], _M_state[__i + __pos1], __r1, __r2);
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_mm_store_si128(&_M_state[__i], __r);
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__r1 = __r2;
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__r2 = __r;
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}
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for (; __i < _M_nstate; ++__i)
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{
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__m128i __r = __sse2_recursion<__sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4>
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(_M_state[__i], _M_state[__i + __pos1 - _M_nstate], __r1, __r2);
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_mm_store_si128(&_M_state[__i], __r);
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__r1 = __r2;
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__r2 = __r;
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}
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_M_pos = 0;
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}
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#else
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namespace {
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template<size_t __shift>
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inline void __rshift(uint32_t *__out, const uint32_t *__in)
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{
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uint64_t __th = ((static_cast<uint64_t>(__in[3]) << 32)
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| static_cast<uint64_t>(__in[2]));
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uint64_t __tl = ((static_cast<uint64_t>(__in[1]) << 32)
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| static_cast<uint64_t>(__in[0]));
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uint64_t __oh = __th >> (__shift * 8);
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uint64_t __ol = __tl >> (__shift * 8);
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__ol |= __th << (64 - __shift * 8);
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__out[1] = static_cast<uint32_t>(__ol >> 32);
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__out[0] = static_cast<uint32_t>(__ol);
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__out[3] = static_cast<uint32_t>(__oh >> 32);
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__out[2] = static_cast<uint32_t>(__oh);
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}
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template<size_t __shift>
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inline void __lshift(uint32_t *__out, const uint32_t *__in)
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{
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uint64_t __th = ((static_cast<uint64_t>(__in[3]) << 32)
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| static_cast<uint64_t>(__in[2]));
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uint64_t __tl = ((static_cast<uint64_t>(__in[1]) << 32)
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| static_cast<uint64_t>(__in[0]));
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uint64_t __oh = __th << (__shift * 8);
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uint64_t __ol = __tl << (__shift * 8);
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__oh |= __tl >> (64 - __shift * 8);
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__out[1] = static_cast<uint32_t>(__ol >> 32);
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__out[0] = static_cast<uint32_t>(__ol);
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__out[3] = static_cast<uint32_t>(__oh >> 32);
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__out[2] = static_cast<uint32_t>(__oh);
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}
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template<size_t __sl1, size_t __sl2, size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2, uint32_t __msk3, uint32_t __msk4>
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inline void __recursion(uint32_t *__r,
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const uint32_t *__a, const uint32_t *__b,
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const uint32_t *__c, const uint32_t *__d)
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{
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uint32_t __x[4];
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uint32_t __y[4];
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__lshift<__sl2>(__x, __a);
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__rshift<__sr2>(__y, __c);
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__r[0] = (__a[0] ^ __x[0] ^ ((__b[0] >> __sr1) & __msk1)
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^ __y[0] ^ (__d[0] << __sl1));
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__r[1] = (__a[1] ^ __x[1] ^ ((__b[1] >> __sr1) & __msk2)
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^ __y[1] ^ (__d[1] << __sl1));
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__r[2] = (__a[2] ^ __x[2] ^ ((__b[2] >> __sr1) & __msk3)
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^ __y[2] ^ (__d[2] << __sl1));
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__r[3] = (__a[3] ^ __x[3] ^ ((__b[3] >> __sr1) & __msk4)
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^ __y[3] ^ (__d[3] << __sl1));
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}
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}
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template<typename _UIntType, size_t __m,
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size_t __pos1, size_t __sl1, size_t __sl2,
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size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2,
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uint32_t __msk3, uint32_t __msk4,
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uint32_t __parity1, uint32_t __parity2,
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uint32_t __parity3, uint32_t __parity4>
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void simd_fast_mersenne_twister_engine<_UIntType, __m,
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__pos1, __sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4,
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__parity1, __parity2, __parity3,
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__parity4>::
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_M_gen_rand(void)
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{
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const uint32_t *__r1 = &_M_state32[_M_nstate32 - 8];
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const uint32_t *__r2 = &_M_state32[_M_nstate32 - 4];
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static constexpr size_t __pos1_32 = __pos1 * 4;
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size_t __i;
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for (__i = 0; __i < _M_nstate32 - __pos1_32; __i += 4)
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{
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__recursion<__sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4>
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(&_M_state32[__i], &_M_state32[__i],
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&_M_state32[__i + __pos1_32], __r1, __r2);
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__r1 = __r2;
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__r2 = &_M_state32[__i];
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}
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for (; __i < _M_nstate32; __i += 4)
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{
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__recursion<__sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4>
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(&_M_state32[__i], &_M_state32[__i],
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&_M_state32[__i + __pos1_32 - _M_nstate32], __r1, __r2);
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__r1 = __r2;
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__r2 = &_M_state32[__i];
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}
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_M_pos = 0;
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}
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#endif
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template<typename _UIntType, size_t __m,
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size_t __pos1, size_t __sl1, size_t __sl2,
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size_t __sr1, size_t __sr2,
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uint32_t __msk1, uint32_t __msk2,
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uint32_t __msk3, uint32_t __msk4,
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uint32_t __parity1, uint32_t __parity2,
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uint32_t __parity3, uint32_t __parity4,
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typename _CharT, typename _Traits>
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std::basic_ostream<_CharT, _Traits>&
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operator<<(std::basic_ostream<_CharT, _Traits>& __os,
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const __gnu_cxx::simd_fast_mersenne_twister_engine<_UIntType,
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__m, __pos1, __sl1, __sl2, __sr1, __sr2,
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__msk1, __msk2, __msk3, __msk4,
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__parity1, __parity2, __parity3, __parity4>& __x)
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{
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typedef std::basic_ostream<_CharT, _Traits> __ostream_type;
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typedef typename __ostream_type::ios_base __ios_base;
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const typename __ios_base::fmtflags __flags = __os.flags();
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const _CharT __fill = __os.fill();
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const _CharT __space = __os.widen(' ');
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|
__os.flags(__ios_base::dec | __ios_base::fixed | __ios_base::left);
|
|
__os.fill(__space);
|
|
|
|
for (size_t __i = 0; __i < __x._M_nstate32; ++__i)
|
|
__os << __x._M_state32[__i] << __space;
|
|
__os << __x._M_pos;
|
|
|
|
__os.flags(__flags);
|
|
__os.fill(__fill);
|
|
return __os;
|
|
}
|
|
|
|
|
|
template<typename _UIntType, size_t __m,
|
|
size_t __pos1, size_t __sl1, size_t __sl2,
|
|
size_t __sr1, size_t __sr2,
|
|
uint32_t __msk1, uint32_t __msk2,
|
|
uint32_t __msk3, uint32_t __msk4,
|
|
uint32_t __parity1, uint32_t __parity2,
|
|
uint32_t __parity3, uint32_t __parity4,
|
|
typename _CharT, typename _Traits>
|
|
std::basic_istream<_CharT, _Traits>&
|
|
operator>>(std::basic_istream<_CharT, _Traits>& __is,
|
|
__gnu_cxx::simd_fast_mersenne_twister_engine<_UIntType,
|
|
__m, __pos1, __sl1, __sl2, __sr1, __sr2,
|
|
__msk1, __msk2, __msk3, __msk4,
|
|
__parity1, __parity2, __parity3, __parity4>& __x)
|
|
{
|
|
typedef std::basic_istream<_CharT, _Traits> __istream_type;
|
|
typedef typename __istream_type::ios_base __ios_base;
|
|
|
|
const typename __ios_base::fmtflags __flags = __is.flags();
|
|
__is.flags(__ios_base::dec | __ios_base::skipws);
|
|
|
|
for (size_t __i = 0; __i < __x._M_nstate32; ++__i)
|
|
__is >> __x._M_state32[__i];
|
|
__is >> __x._M_pos;
|
|
|
|
__is.flags(__flags);
|
|
return __is;
|
|
}
|
|
|
|
|
|
/**
|
|
* Iteration method due to M.D. J<o:>hnk.
|
|
*
|
|
* M.D. J<o:>hnk, Erzeugung von betaverteilten und gammaverteilten
|
|
* Zufallszahlen, Metrika, Volume 8, 1964
|
|
*/
|
|
template<typename _RealType>
|
|
template<typename _UniformRandomNumberGenerator>
|
|
typename beta_distribution<_RealType>::result_type
|
|
beta_distribution<_RealType>::
|
|
operator()(_UniformRandomNumberGenerator& __urng,
|
|
const param_type& __param)
|
|
{
|
|
std::__detail::_Adaptor<_UniformRandomNumberGenerator, result_type>
|
|
__aurng(__urng);
|
|
|
|
result_type __x, __y;
|
|
do
|
|
{
|
|
__x = std::exp(std::log(__aurng()) / __param.alpha());
|
|
__y = std::exp(std::log(__aurng()) / __param.beta());
|
|
}
|
|
while (__x + __y > result_type(1));
|
|
|
|
return __x / (__x + __y);
|
|
}
|
|
|
|
template<typename _RealType>
|
|
template<typename _OutputIterator,
|
|
typename _UniformRandomNumberGenerator>
|
|
void
|
|
beta_distribution<_RealType>::
|
|
__generate_impl(_OutputIterator __f, _OutputIterator __t,
|
|
_UniformRandomNumberGenerator& __urng,
|
|
const param_type& __param)
|
|
{
|
|
__glibcxx_function_requires(_OutputIteratorConcept<_OutputIterator>)
|
|
|
|
std::__detail::_Adaptor<_UniformRandomNumberGenerator, result_type>
|
|
__aurng(__urng);
|
|
|
|
while (__f != __t)
|
|
{
|
|
result_type __x, __y;
|
|
do
|
|
{
|
|
__x = std::exp(std::log(__aurng()) / __param.alpha());
|
|
__y = std::exp(std::log(__aurng()) / __param.beta());
|
|
}
|
|
while (__x + __y > result_type(1));
|
|
|
|
*__f++ = __x / (__x + __y);
|
|
}
|
|
}
|
|
|
|
template<typename _RealType, typename _CharT, typename _Traits>
|
|
std::basic_ostream<_CharT, _Traits>&
|
|
operator<<(std::basic_ostream<_CharT, _Traits>& __os,
|
|
const __gnu_cxx::beta_distribution<_RealType>& __x)
|
|
{
|
|
typedef std::basic_ostream<_CharT, _Traits> __ostream_type;
|
|
typedef typename __ostream_type::ios_base __ios_base;
|
|
|
|
const typename __ios_base::fmtflags __flags = __os.flags();
|
|
const _CharT __fill = __os.fill();
|
|
const std::streamsize __precision = __os.precision();
|
|
const _CharT __space = __os.widen(' ');
|
|
__os.flags(__ios_base::scientific | __ios_base::left);
|
|
__os.fill(__space);
|
|
__os.precision(std::numeric_limits<_RealType>::max_digits10);
|
|
|
|
__os << __x.alpha() << __space << __x.beta();
|
|
|
|
__os.flags(__flags);
|
|
__os.fill(__fill);
|
|
__os.precision(__precision);
|
|
return __os;
|
|
}
|
|
|
|
template<typename _RealType, typename _CharT, typename _Traits>
|
|
std::basic_istream<_CharT, _Traits>&
|
|
operator>>(std::basic_istream<_CharT, _Traits>& __is,
|
|
__gnu_cxx::beta_distribution<_RealType>& __x)
|
|
{
|
|
typedef std::basic_istream<_CharT, _Traits> __istream_type;
|
|
typedef typename __istream_type::ios_base __ios_base;
|
|
|
|
const typename __ios_base::fmtflags __flags = __is.flags();
|
|
__is.flags(__ios_base::dec | __ios_base::skipws);
|
|
|
|
_RealType __alpha_val, __beta_val;
|
|
__is >> __alpha_val >> __beta_val;
|
|
__x.param(typename __gnu_cxx::beta_distribution<_RealType>::
|
|
param_type(__alpha_val, __beta_val));
|
|
|
|
__is.flags(__flags);
|
|
return __is;
|
|
}
|
|
|
|
|
|
template<std::size_t _Dimen, typename _RealType>
|
|
template<typename _InputIterator1, typename _InputIterator2>
|
|
void
|
|
normal_mv_distribution<_Dimen, _RealType>::param_type::
|
|
_M_init_full(_InputIterator1 __meanbegin, _InputIterator1 __meanend,
|
|
_InputIterator2 __varcovbegin, _InputIterator2 __varcovend)
|
|
{
|
|
__glibcxx_function_requires(_InputIteratorConcept<_InputIterator1>)
|
|
__glibcxx_function_requires(_InputIteratorConcept<_InputIterator2>)
|
|
std::fill(std::copy(__meanbegin, __meanend, _M_mean.begin()),
|
|
_M_mean.end(), _RealType(0));
|
|
|
|
// Perform the Cholesky decomposition
|
|
auto __w = _M_t.begin();
|
|
for (size_t __j = 0; __j < _Dimen; ++__j)
|
|
{
|
|
_RealType __sum = _RealType(0);
|
|
|
|
auto __slitbegin = __w;
|
|
auto __cit = _M_t.begin();
|
|
for (size_t __i = 0; __i < __j; ++__i)
|
|
{
|
|
auto __slit = __slitbegin;
|
|
_RealType __s = *__varcovbegin++;
|
|
for (size_t __k = 0; __k < __i; ++__k)
|
|
__s -= *__slit++ * *__cit++;
|
|
|
|
*__w++ = __s /= *__cit++;
|
|
__sum += __s * __s;
|
|
}
|
|
|
|
__sum = *__varcovbegin - __sum;
|
|
if (__builtin_expect(__sum <= _RealType(0), 0))
|
|
std::__throw_runtime_error(__N("normal_mv_distribution::"
|
|
"param_type::_M_init_full"));
|
|
*__w++ = std::sqrt(__sum);
|
|
|
|
std::advance(__varcovbegin, _Dimen - __j);
|
|
}
|
|
}
|
|
|
|
template<std::size_t _Dimen, typename _RealType>
|
|
template<typename _InputIterator1, typename _InputIterator2>
|
|
void
|
|
normal_mv_distribution<_Dimen, _RealType>::param_type::
|
|
_M_init_lower(_InputIterator1 __meanbegin, _InputIterator1 __meanend,
|
|
_InputIterator2 __varcovbegin, _InputIterator2 __varcovend)
|
|
{
|
|
__glibcxx_function_requires(_InputIteratorConcept<_InputIterator1>)
|
|
__glibcxx_function_requires(_InputIteratorConcept<_InputIterator2>)
|
|
std::fill(std::copy(__meanbegin, __meanend, _M_mean.begin()),
|
|
_M_mean.end(), _RealType(0));
|
|
|
|
// Perform the Cholesky decomposition
|
|
auto __w = _M_t.begin();
|
|
for (size_t __j = 0; __j < _Dimen; ++__j)
|
|
{
|
|
_RealType __sum = _RealType(0);
|
|
|
|
auto __slitbegin = __w;
|
|
auto __cit = _M_t.begin();
|
|
for (size_t __i = 0; __i < __j; ++__i)
|
|
{
|
|
auto __slit = __slitbegin;
|
|
_RealType __s = *__varcovbegin++;
|
|
for (size_t __k = 0; __k < __i; ++__k)
|
|
__s -= *__slit++ * *__cit++;
|
|
|
|
*__w++ = __s /= *__cit++;
|
|
__sum += __s * __s;
|
|
}
|
|
|
|
__sum = *__varcovbegin++ - __sum;
|
|
if (__builtin_expect(__sum <= _RealType(0), 0))
|
|
std::__throw_runtime_error(__N("normal_mv_distribution::"
|
|
"param_type::_M_init_full"));
|
|
*__w++ = std::sqrt(__sum);
|
|
}
|
|
}
|
|
|
|
template<std::size_t _Dimen, typename _RealType>
|
|
template<typename _InputIterator1, typename _InputIterator2>
|
|
void
|
|
normal_mv_distribution<_Dimen, _RealType>::param_type::
|
|
_M_init_diagonal(_InputIterator1 __meanbegin, _InputIterator1 __meanend,
|
|
_InputIterator2 __varbegin, _InputIterator2 __varend)
|
|
{
|
|
__glibcxx_function_requires(_InputIteratorConcept<_InputIterator1>)
|
|
__glibcxx_function_requires(_InputIteratorConcept<_InputIterator2>)
|
|
std::fill(std::copy(__meanbegin, __meanend, _M_mean.begin()),
|
|
_M_mean.end(), _RealType(0));
|
|
|
|
auto __w = _M_t.begin();
|
|
size_t __step = 0;
|
|
while (__varbegin != __varend)
|
|
{
|
|
std::fill_n(__w, __step, _RealType(0));
|
|
__w += __step++;
|
|
if (__builtin_expect(*__varbegin < _RealType(0), 0))
|
|
std::__throw_runtime_error(__N("normal_mv_distribution::"
|
|
"param_type::_M_init_diagonal"));
|
|
*__w++ = std::sqrt(*__varbegin++);
|
|
}
|
|
}
|
|
|
|
template<std::size_t _Dimen, typename _RealType>
|
|
template<typename _UniformRandomNumberGenerator>
|
|
typename normal_mv_distribution<_Dimen, _RealType>::result_type
|
|
normal_mv_distribution<_Dimen, _RealType>::
|
|
operator()(_UniformRandomNumberGenerator& __urng,
|
|
const param_type& __param)
|
|
{
|
|
result_type __ret;
|
|
|
|
for (size_t __i = 0; __i < _Dimen; ++__i)
|
|
__ret[__i] = _M_nd(__urng);
|
|
|
|
auto __t_it = __param._M_t.crbegin();
|
|
for (size_t __i = _Dimen; __i > 0; --__i)
|
|
{
|
|
_RealType __sum = _RealType(0);
|
|
for (size_t __j = __i; __j > 0; --__j)
|
|
__sum += __ret[__j - 1] * *__t_it++;
|
|
__ret[__i - 1] = __sum;
|
|
}
|
|
|
|
return __ret;
|
|
}
|
|
|
|
template<std::size_t _Dimen, typename _RealType>
|
|
template<typename _ForwardIterator, typename _UniformRandomNumberGenerator>
|
|
void
|
|
normal_mv_distribution<_Dimen, _RealType>::
|
|
__generate_impl(_ForwardIterator __f, _ForwardIterator __t,
|
|
_UniformRandomNumberGenerator& __urng,
|
|
const param_type& __param)
|
|
{
|
|
__glibcxx_function_requires(_Mutable_ForwardIteratorConcept<
|
|
_ForwardIterator>)
|
|
while (__f != __t)
|
|
*__f++ = this->operator()(__urng, __param);
|
|
}
|
|
|
|
template<size_t _Dimen, typename _RealType>
|
|
bool
|
|
operator==(const __gnu_cxx::normal_mv_distribution<_Dimen, _RealType>&
|
|
__d1,
|
|
const __gnu_cxx::normal_mv_distribution<_Dimen, _RealType>&
|
|
__d2)
|
|
{
|
|
return __d1._M_param == __d2._M_param && __d1._M_nd == __d2._M_nd;
|
|
}
|
|
|
|
template<size_t _Dimen, typename _RealType, typename _CharT, typename _Traits>
|
|
std::basic_ostream<_CharT, _Traits>&
|
|
operator<<(std::basic_ostream<_CharT, _Traits>& __os,
|
|
const __gnu_cxx::normal_mv_distribution<_Dimen, _RealType>& __x)
|
|
{
|
|
typedef std::basic_ostream<_CharT, _Traits> __ostream_type;
|
|
typedef typename __ostream_type::ios_base __ios_base;
|
|
|
|
const typename __ios_base::fmtflags __flags = __os.flags();
|
|
const _CharT __fill = __os.fill();
|
|
const std::streamsize __precision = __os.precision();
|
|
const _CharT __space = __os.widen(' ');
|
|
__os.flags(__ios_base::scientific | __ios_base::left);
|
|
__os.fill(__space);
|
|
__os.precision(std::numeric_limits<_RealType>::max_digits10);
|
|
|
|
auto __mean = __x._M_param.mean();
|
|
for (auto __it : __mean)
|
|
__os << __it << __space;
|
|
auto __t = __x._M_param.varcov();
|
|
for (auto __it : __t)
|
|
__os << __it << __space;
|
|
|
|
__os << __x._M_nd;
|
|
|
|
__os.flags(__flags);
|
|
__os.fill(__fill);
|
|
__os.precision(__precision);
|
|
return __os;
|
|
}
|
|
|
|
template<size_t _Dimen, typename _RealType, typename _CharT, typename _Traits>
|
|
std::basic_istream<_CharT, _Traits>&
|
|
operator>>(std::basic_istream<_CharT, _Traits>& __is,
|
|
__gnu_cxx::normal_mv_distribution<_Dimen, _RealType>& __x)
|
|
{
|
|
typedef std::basic_istream<_CharT, _Traits> __istream_type;
|
|
typedef typename __istream_type::ios_base __ios_base;
|
|
|
|
const typename __ios_base::fmtflags __flags = __is.flags();
|
|
__is.flags(__ios_base::dec | __ios_base::skipws);
|
|
|
|
std::array<_RealType, _Dimen> __mean;
|
|
for (auto& __it : __mean)
|
|
__is >> __it;
|
|
std::array<_RealType, _Dimen * (_Dimen + 1) / 2> __varcov;
|
|
for (auto& __it : __varcov)
|
|
__is >> __it;
|
|
|
|
__is >> __x._M_nd;
|
|
|
|
__x.param(typename normal_mv_distribution<_Dimen, _RealType>::
|
|
param_type(__mean.begin(), __mean.end(),
|
|
__varcov.begin(), __varcov.end()));
|
|
|
|
__is.flags(__flags);
|
|
return __is;
|
|
}
|
|
|
|
|
|
_GLIBCXX_END_NAMESPACE_VERSION
|
|
} // namespace
|
|
|
|
|
|
#endif // _EXT_RANDOM_TCC
|