diff options
Diffstat (limited to 'Build/source/libs/mpfr/mpfr-src/src/erandom.c')
-rw-r--r-- | Build/source/libs/mpfr/mpfr-src/src/erandom.c | 105 |
1 files changed, 0 insertions, 105 deletions
diff --git a/Build/source/libs/mpfr/mpfr-src/src/erandom.c b/Build/source/libs/mpfr/mpfr-src/src/erandom.c deleted file mode 100644 index 86c9c4ddc42..00000000000 --- a/Build/source/libs/mpfr/mpfr-src/src/erandom.c +++ /dev/null @@ -1,105 +0,0 @@ -/* mpfr_erandom (rop, state, rnd_mode) -- Generate an exponential deviate with - mean 1 and round it to the precision of rop according to the given rounding - mode. - -Copyright 2013-2020 Free Software Foundation, Inc. -Contributed by Charles Karney <charles@karney.com>, SRI International. - -This file is part of the GNU MPFR Library. - -The GNU MPFR Library is free software; you can redistribute it and/or modify -it under the terms of the GNU Lesser General Public License as published by -the Free Software Foundation; either version 3 of the License, or (at your -option) any later version. - -The GNU MPFR Library is distributed in the hope that it will be useful, but -WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY -or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public -License for more details. - -You should have received a copy of the GNU Lesser General Public License -along with the GNU MPFR Library; see the file COPYING.LESSER. If not, see -https://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc., -51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. */ - -/* - * Sampling from the exponential distribution with unit mean using the method - * given in John von Neumann, Various techniques used in connection with random - * digits, in A. S. Householder, G. E. Forsythe, and H. H. Germond, editors, - * "Monte Carlo Method", number 12 in Applied Mathematics Series, pp. 36-38 - * (NBS, Washington, DC, 1951), Proceedings of a symposium held June 29-July 1, - * 1949, in Los Angeles. - * - * A modification to this algorithm is given in: - * Charles F. F. Karney, - * "Sampling exactly from the normal distribution", - * ACM Trans. Math. Software 42(1), 3:1-14 (Jan. 2016). - * https://dx.doi.org/10.1145/2710016 - * http://arxiv.org/abs/1303.6257 - * Although this improves the bit efficiency, in practice, it results in - * a slightly slower algorithm for MPFR. So here the original von Neumann - * algorithm is used. - * - * There are a few "weasel words" regarding the accuracy of this - * implementation. The algorithm produces exactly rounded exponential deviates - * provided that gmp's random number engine delivers truly random bits. If it - * did, the algorithm would be perfect; however, this implementation would have - * problems, e.g., in that the integer part of the exponential deviate is - * represented by an unsigned long, whereas in reality the integer part in - * unbounded. In this implementation, asserts catch overflow in the integer - * part and similar (very, very) unlikely events. In reality, of course, gmp's - * random number engine has a finite internal state (19937 bits in the case of - * the MT19937 method). This means that these unlikely events in fact won't - * occur. If the asserts are triggered, then this is an indication that the - * random number engine is defective. (Even if a hardware random number - * generator were used, the most likely explanation for the triggering of the - * asserts would be that the hardware generator was broken.) - */ - -#include "random_deviate.h" - -/* true with prob exp(-x) */ -static int -E (mpfr_random_deviate_t x, gmp_randstate_t r, - mpfr_random_deviate_t p, mpfr_random_deviate_t q) -{ - /* p and q are temporaries */ - mpfr_random_deviate_reset (p); - if (!mpfr_random_deviate_less (p, x, r)) - return 1; - for (;;) - { - mpfr_random_deviate_reset (q); - if (!mpfr_random_deviate_less (q, p, r)) - return 0; - mpfr_random_deviate_reset (p); - if (!mpfr_random_deviate_less (p, q, r)) - return 1; - } -} - -/* return an exponential random deviate with mean 1 as a MPFR */ -int -mpfr_erandom (mpfr_t z, gmp_randstate_t r, mpfr_rnd_t rnd) -{ - mpfr_random_deviate_t x, p, q; - int inex; - unsigned long k = 0; - - mpfr_random_deviate_init (x); - mpfr_random_deviate_init (p); - mpfr_random_deviate_init (q); - while (!E(x, r, p, q)) - { - ++k; - /* Catch k wrapping around to 0; for a 32-bit unsigned long, the - * probability of this is exp(-2^32)). */ - MPFR_ASSERTN (k != 0UL); - mpfr_random_deviate_reset (x); - } - mpfr_random_deviate_clear (q); - mpfr_random_deviate_clear (p); - inex = mpfr_random_deviate_value (0, k, x, z, r, rnd); - mpfr_random_deviate_clear (x); - return inex; -} |