random.hpp

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#ifndef VIENNACL_TOOLS_RANDOM_HPP
#define VIENNACL_TOOLS_RANDOM_HPP

/* =========================================================================
   Copyright (c) 2010-2015, Institute for Microelectronics,
                            Institute for Analysis and Scientific Computing,
                            TU Wien.
   Portions of this software are copyright by UChicago Argonne, LLC.

                            -----------------
                  ViennaCL - The Vienna Computing Library
                            -----------------

   Project Head:    Karl Rupp                   rupp@iue.tuwien.ac.at

   (A list of authors and contributors can be found in the manual)

   License:         MIT (X11), see file LICENSE in the base directory
============================================================================= */

#include <ctime>
#include <cstdlib>
#include <cmath>


namespace viennacl
{
namespace tools
{

template<typename NumericT>
class uniform_random_numbers
{
public:
  NumericT operator()() const { return static_cast<NumericT>(double(rand()) / double(RAND_MAX)); }
};


template<typename NumericT>
class normal_random_numbers
{
public:
  normal_random_numbers(NumericT mean = NumericT(0), NumericT sigma = NumericT(1)) : mean_(mean), sigma_(sigma) {}

  NumericT operator()() const
  {
    NumericT u = 0;
    while (std::fabs(u) <= 0 || u >= NumericT(1))
     u = static_cast<NumericT>(double(rand()) / double(RAND_MAX));

    NumericT v = 0;
    while (std::fabs(v) <= 0 || v >= NumericT(1))
     v = static_cast<NumericT>(double(rand()) / double(RAND_MAX));

    return mean_ + sigma_ * std::sqrt(NumericT(-2) * std::log(u)) * std::cos(NumericT(6.28318530717958647692) * v);
  }

private:
  NumericT mean_;
  NumericT sigma_;
};

}
}

#endif