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Dev #16

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merged 5 commits into from
Mar 26, 2021
Merged

Dev #16

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1910d84
add Bernoulli distribution
bab2min Jan 26, 2021
183dd5d
0.2.3
bab2min Mar 26, 2021
6c90cae
Merge branch 'main' into dev
bab2min Mar 26, 2021
516f883
fixed _mm256_cmpgt_epi32 for avx mode
bab2min Mar 26, 2021
591a01d
fixed
bab2min Mar 26, 2021
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88 changes: 88 additions & 0 deletions EigenRand/Dists/Basic.h
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Original file line number Diff line number Diff line change
Expand Up @@ -333,6 +333,52 @@ namespace Eigen
};


/**
* @brief Generator of Bernoulli distribution
*
* @tparam _Scalar
*/
template<typename _Scalar>
class BernoulliGen : public GenBase<BernoulliGen<_Scalar>, _Scalar>
{
uint32_t p;
public:
using Scalar = _Scalar;

BernoulliGen(double _p = 0.5)
{
eigen_assert(0 <= _p && _p <= 1 );
p = (uint32_t)(_p * 0x80000000);
}

BernoulliGen(const BernoulliGen&) = default;
BernoulliGen(BernoulliGen&&) = default;

BernoulliGen& operator=(const BernoulliGen&) = default;
BernoulliGen& operator=(BernoulliGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
using namespace Eigen::internal;
return (((uint32_t)pfirst(std::forward<Rng>(rng)()) & 0x7FFFFFFF) < p) ? 1 : 0;
}

template<typename Packet, typename Rng>
EIGEN_STRONG_INLINE const Packet packetOp(Rng&& rng)
{
using namespace Eigen::internal;
using IPacket = decltype(reinterpret_to_int(std::declval<Packet>()));
using RUtils = RawbitsMaker<IPacket, Rng>;
auto one = pset1<Packet>(1);
auto zero = pset1<Packet>(0);
auto r = RUtils{}.rawbits(std::forward<Rng>(rng));
r = pand(r, pset1<IPacket>(0x7FFFFFFF));
return pblendv(pcmplt(r, pset1<IPacket>(p)), one, zero);
}
};


template<typename Derived, typename Urng>
using RandBitsType = CwiseNullaryOp<internal::scalar_rng_adaptor<RandbitsGen<typename Derived::Scalar>, typename Derived::Scalar, Urng, true>, const Derived>;

Expand Down Expand Up @@ -464,6 +510,48 @@ namespace Eigen
o.rows(), o.cols(), { std::forward<Urng>(urng) }
};
}

template<typename Derived, typename Urng>
using BernoulliType = CwiseNullaryOp<internal::scalar_rng_adaptor<BernoulliGen<typename Derived::Scalar>, typename Derived::Scalar, Urng, true>, const Derived>;

/**
* @brief generates 1 with probability `p` and 0 with probability `1 - p`
*
* @tparam Derived
* @tparam Urng
* @param rows the number of rows being generated
* @param cols the number of columns being generated
* @param urng c++11-style random number generator
* @param p a probability of generating 1
* @return a random matrix expression with a shape (`rows`, `cols`)
*/
template<typename Derived, typename Urng>
inline const BernoulliType<Derived, Urng>
bernoulli(Index rows, Index cols, Urng&& urng, double p = 0.5)
{
return {
rows, cols, { std::forward<Urng>(urng), BernoulliGen<typename Derived::Scalar>{ p } }
};
}

/**
* @brief generates 1 with probability `p` and 0 with probability `1 - p`
*
* @tparam Derived
* @tparam Urng
* @param o an instance of any type of Eigen::DenseBase
* @param urng c++11-style random number generator
* @param p a probability of generating 1
* @return a random matrix expression of the same shape as `o`
*/
template<typename Derived, typename Urng>
inline const BernoulliType<Derived, Urng>
bernoulli(Derived& o, Urng&& urng, double p = 0.5)
{
return {
o.rows(), o.cols(), { std::forward<Urng>(urng), BernoulliGen<typename Derived::Scalar>{ p } }
};
}
}
}

Expand Down
60 changes: 57 additions & 3 deletions EigenRand/Dists/Discrete.h
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Original file line number Diff line number Diff line change
Expand Up @@ -228,7 +228,7 @@ namespace Eigen
*
* @param _min, _max the range of integers being generated
*/
UniformIntGen(_Scalar _min, _Scalar _max)
UniformIntGen(_Scalar _min = 0, _Scalar _max = 0)
: pmin{ _min }, pdiff{ (size_t)(_max - _min) }
{
if ((pdiff + 1) > pdiff)
Expand All @@ -245,6 +245,9 @@ namespace Eigen
UniformIntGen(const UniformIntGen&) = default;
UniformIntGen(UniformIntGen&&) = default;

UniformIntGen& operator=(const UniformIntGen&) = default;
UniformIntGen& operator=(UniformIntGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -389,6 +392,17 @@ namespace Eigen
{
}

DiscreteGen()
: DiscreteGen({ 1 })
{
}

DiscreteGen(const DiscreteGen&) = default;
DiscreteGen(DiscreteGen&&) = default;

DiscreteGen& operator=(const DiscreteGen&) = default;
DiscreteGen& operator=(DiscreteGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -513,6 +527,17 @@ namespace Eigen
{
}

DiscreteGen()
: DiscreteGen({ 1 })
{
}

DiscreteGen(const DiscreteGen&) = default;
DiscreteGen(DiscreteGen&&) = default;

DiscreteGen& operator=(const DiscreteGen&) = default;
DiscreteGen& operator=(DiscreteGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -619,6 +644,17 @@ namespace Eigen
{
}

DiscreteGen()
: DiscreteGen({ 1 })
{
}

DiscreteGen(const DiscreteGen&) = default;
DiscreteGen(DiscreteGen&&) = default;

DiscreteGen& operator=(const DiscreteGen&) = default;
DiscreteGen& operator=(DiscreteGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -708,14 +744,20 @@ namespace Eigen
*
* @param _mean mean of the distribution
*/
PoissonGen(double _mean)
PoissonGen(double _mean = 1)
: mean{ _mean }, ne_mean{ std::exp(-_mean) }
{
sqrt_tmean = std::sqrt(2 * mean);
log_mean = std::log(mean);
g1 = mean * log_mean - std::lgamma(mean + 1);
}

PoissonGen(const PoissonGen&) = default;
PoissonGen(PoissonGen&&) = default;

PoissonGen& operator=(const PoissonGen&) = default;
PoissonGen& operator=(PoissonGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -835,6 +877,12 @@ namespace Eigen
}
}

BinomialGen(const BinomialGen&) = default;
BinomialGen(BinomialGen&&) = default;

BinomialGen& operator=(const BinomialGen&) = default;
BinomialGen& operator=(BinomialGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -959,11 +1007,17 @@ namespace Eigen
*
* @param _p probability of a trial generating true
*/
GeometricGen(double _p)
GeometricGen(double _p = 0.5)
: p{ _p }, rlog_q{ 1 / std::log(1 - p) }
{
}

GeometricGen(const GeometricGen&) = default;
GeometricGen(GeometricGen&&) = default;

GeometricGen& operator=(const GeometricGen&) = default;
GeometricGen& operator=(GeometricGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down
33 changes: 33 additions & 0 deletions EigenRand/Dists/NormalExp.h
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Expand Up @@ -110,6 +110,9 @@ namespace Eigen
NormalGen(const NormalGen&) = default;
NormalGen(NormalGen&&) = default;

NormalGen& operator=(const NormalGen&) = default;
NormalGen& operator=(NormalGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -156,6 +159,9 @@ namespace Eigen
LognormalGen(const LognormalGen&) = default;
LognormalGen(LognormalGen&&) = default;

LognormalGen& operator=(const LognormalGen&) = default;
LognormalGen& operator=(LognormalGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -199,6 +205,9 @@ namespace Eigen
StudentTGen(const StudentTGen&) = default;
StudentTGen(StudentTGen&&) = default;

StudentTGen& operator=(const StudentTGen&) = default;
StudentTGen& operator=(StudentTGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -267,6 +276,9 @@ namespace Eigen
ExponentialGen(const ExponentialGen&) = default;
ExponentialGen(ExponentialGen&&) = default;

ExponentialGen& operator=(const ExponentialGen&) = default;
ExponentialGen& operator=(ExponentialGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -320,6 +332,9 @@ namespace Eigen
GammaGen(const GammaGen&) = default;
GammaGen(GammaGen&&) = default;

GammaGen& operator=(const GammaGen&) = default;
GammaGen& operator=(GammaGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -487,6 +502,9 @@ namespace Eigen
WeibullGen(const WeibullGen&) = default;
WeibullGen(WeibullGen&&) = default;

WeibullGen& operator=(const WeibullGen&) = default;
WeibullGen& operator=(WeibullGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -533,6 +551,9 @@ namespace Eigen
ExtremeValueGen(const ExtremeValueGen&) = default;
ExtremeValueGen(ExtremeValueGen&&) = default;

ExtremeValueGen& operator=(const ExtremeValueGen&) = default;
ExtremeValueGen& operator=(ExtremeValueGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -577,6 +598,9 @@ namespace Eigen
ChiSquaredGen(const ChiSquaredGen&) = default;
ChiSquaredGen(ChiSquaredGen&&) = default;

ChiSquaredGen& operator=(const ChiSquaredGen&) = default;
ChiSquaredGen& operator=(ChiSquaredGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -619,6 +643,9 @@ namespace Eigen
CauchyGen(const CauchyGen&) = default;
CauchyGen(CauchyGen&&) = default;

CauchyGen& operator=(const CauchyGen&) = default;
CauchyGen& operator=(CauchyGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -674,6 +701,9 @@ namespace Eigen
BetaGen(const BetaGen&) = default;
BetaGen(BetaGen&&) = default;

BetaGen& operator=(const BetaGen&) = default;
BetaGen& operator=(BetaGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down Expand Up @@ -752,6 +782,9 @@ namespace Eigen
FisherFGen(const FisherFGen&) = default;
FisherFGen(FisherFGen&&) = default;

FisherFGen& operator=(const FisherFGen&) = default;
FisherFGen& operator=(FisherFGen&&) = default;

template<typename Rng>
EIGEN_STRONG_INLINE const _Scalar operator() (Rng&& rng)
{
Expand Down
2 changes: 1 addition & 1 deletion EigenRand/Macro.h
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Expand Up @@ -14,7 +14,7 @@

#define EIGENRAND_WORLD_VERSION 0
#define EIGENRAND_MAJOR_VERSION 3
#define EIGENRAND_MINOR_VERSION 0
#define EIGENRAND_MINOR_VERSION 2

#if EIGEN_VERSION_AT_LEAST(3,3,7)
#else
Expand Down
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