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author | DongHun Kwak <dh0128.kwak@samsung.com> | 2020-12-31 09:38:55 +0900 |
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committer | DongHun Kwak <dh0128.kwak@samsung.com> | 2020-12-31 09:38:55 +0900 |
commit | 92fba4b9b454bc82b27770074a248dd685053832 (patch) | |
tree | 6ee53dfa05d52fbd824da6abc7d190485505f646 /numpy/random/src/distributions | |
parent | 295fa02e974b890f98bb7bf6a94045c2cd3f5f68 (diff) | |
download | python-numpy-92fba4b9b454bc82b27770074a248dd685053832.tar.gz python-numpy-92fba4b9b454bc82b27770074a248dd685053832.tar.bz2 python-numpy-92fba4b9b454bc82b27770074a248dd685053832.zip |
Imported Upstream version 1.18.0upstream/1.18.0
Diffstat (limited to 'numpy/random/src/distributions')
-rw-r--r-- | numpy/random/src/distributions/distributions.c | 316 | ||||
-rw-r--r-- | numpy/random/src/distributions/distributions.h | 215 | ||||
-rw-r--r-- | numpy/random/src/distributions/random_hypergeometric.c | 8 | ||||
-rw-r--r-- | numpy/random/src/distributions/random_mvhg_count.c | 131 | ||||
-rw-r--r-- | numpy/random/src/distributions/random_mvhg_marginals.c | 138 |
5 files changed, 364 insertions, 444 deletions
diff --git a/numpy/random/src/distributions/distributions.c b/numpy/random/src/distributions/distributions.c index 45f062c06..0b46dc6d8 100644 --- a/numpy/random/src/distributions/distributions.c +++ b/numpy/random/src/distributions/distributions.c @@ -1,4 +1,4 @@ -#include "distributions.h" +#include "numpy/random/distributions.h" #include "ziggurat_constants.h" #include "logfactorial.h" @@ -6,92 +6,42 @@ #include <intrin.h> #endif -/* Random generators for external use */ -float random_float(bitgen_t *bitgen_state) { return next_float(bitgen_state); } - -double random_double(bitgen_t *bitgen_state) { - return next_double(bitgen_state); +/* Inline generators for internal use */ +static NPY_INLINE uint32_t next_uint32(bitgen_t *bitgen_state) { + return bitgen_state->next_uint32(bitgen_state->state); } - -static NPY_INLINE double next_standard_exponential(bitgen_t *bitgen_state) { - return -log(1.0 - next_double(bitgen_state)); +static NPY_INLINE uint64_t next_uint64(bitgen_t *bitgen_state) { + return bitgen_state->next_uint64(bitgen_state->state); } -double random_standard_exponential(bitgen_t *bitgen_state) { - return next_standard_exponential(bitgen_state); +static NPY_INLINE float next_float(bitgen_t *bitgen_state) { + return (next_uint32(bitgen_state) >> 9) * (1.0f / 8388608.0f); } -void random_standard_exponential_fill(bitgen_t *bitgen_state, npy_intp cnt, - double *out) { - npy_intp i; - for (i = 0; i < cnt; i++) { - out[i] = next_standard_exponential(bitgen_state); - } +/* Random generators for external use */ +float random_standard_uniform_f(bitgen_t *bitgen_state) { + return next_float(bitgen_state); } -float random_standard_exponential_f(bitgen_t *bitgen_state) { - return -logf(1.0f - next_float(bitgen_state)); +double random_standard_uniform(bitgen_t *bitgen_state) { + return next_double(bitgen_state); } -void random_double_fill(bitgen_t *bitgen_state, npy_intp cnt, double *out) { +void random_standard_uniform_fill(bitgen_t *bitgen_state, npy_intp cnt, double *out) { npy_intp i; for (i = 0; i < cnt; i++) { out[i] = next_double(bitgen_state); } } -#if 0 -double random_gauss(bitgen_t *bitgen_state) { - if (bitgen_state->has_gauss) { - const double temp = bitgen_state->gauss; - bitgen_state->has_gauss = false; - bitgen_state->gauss = 0.0; - return temp; - } else { - double f, x1, x2, r2; - - do { - x1 = 2.0 * next_double(bitgen_state) - 1.0; - x2 = 2.0 * next_double(bitgen_state) - 1.0; - r2 = x1 * x1 + x2 * x2; - } while (r2 >= 1.0 || r2 == 0.0); - - /* Polar method, a more efficient version of the Box-Muller approach. */ - f = sqrt(-2.0 * log(r2) / r2); - /* Keep for next call */ - bitgen_state->gauss = f * x1; - bitgen_state->has_gauss = true; - return f * x2; - } -} -float random_gauss_f(bitgen_t *bitgen_state) { - if (bitgen_state->has_gauss_f) { - const float temp = bitgen_state->gauss_f; - bitgen_state->has_gauss_f = false; - bitgen_state->gauss_f = 0.0f; - return temp; - } else { - float f, x1, x2, r2; - - do { - x1 = 2.0f * next_float(bitgen_state) - 1.0f; - x2 = 2.0f * next_float(bitgen_state) - 1.0f; - r2 = x1 * x1 + x2 * x2; - } while (r2 >= 1.0 || r2 == 0.0); - - /* Polar method, a more efficient version of the Box-Muller approach. */ - f = sqrtf(-2.0f * logf(r2) / r2); - /* Keep for next call */ - bitgen_state->gauss_f = f * x1; - bitgen_state->has_gauss_f = true; - return f * x2; +void random_standard_uniform_fill_f(bitgen_t *bitgen_state, npy_intp cnt, float *out) { + npy_intp i; + for (i = 0; i < cnt; i++) { + out[i] = next_float(bitgen_state); } } -#endif - -static NPY_INLINE double standard_exponential_zig(bitgen_t *bitgen_state); -static double standard_exponential_zig_unlikely(bitgen_t *bitgen_state, +static double standard_exponential_unlikely(bitgen_t *bitgen_state, uint8_t idx, double x) { if (idx == 0) { /* Switch to 1.0 - U to avoid log(0.0), see GH 13361 */ @@ -101,11 +51,11 @@ static double standard_exponential_zig_unlikely(bitgen_t *bitgen_state, exp(-x)) { return x; } else { - return standard_exponential_zig(bitgen_state); + return random_standard_exponential(bitgen_state); } } -static NPY_INLINE double standard_exponential_zig(bitgen_t *bitgen_state) { +double random_standard_exponential(bitgen_t *bitgen_state) { uint64_t ri; uint8_t idx; double x; @@ -117,24 +67,18 @@ static NPY_INLINE double standard_exponential_zig(bitgen_t *bitgen_state) { if (ri < ke_double[idx]) { return x; /* 98.9% of the time we return here 1st try */ } - return standard_exponential_zig_unlikely(bitgen_state, idx, x); + return standard_exponential_unlikely(bitgen_state, idx, x); } -double random_standard_exponential_zig(bitgen_t *bitgen_state) { - return standard_exponential_zig(bitgen_state); -} - -void random_standard_exponential_zig_fill(bitgen_t *bitgen_state, npy_intp cnt, - double *out) { +void random_standard_exponential_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out) +{ npy_intp i; for (i = 0; i < cnt; i++) { - out[i] = standard_exponential_zig(bitgen_state); + out[i] = random_standard_exponential(bitgen_state); } } -static NPY_INLINE float standard_exponential_zig_f(bitgen_t *bitgen_state); - -static float standard_exponential_zig_unlikely_f(bitgen_t *bitgen_state, +static float standard_exponential_unlikely_f(bitgen_t *bitgen_state, uint8_t idx, float x) { if (idx == 0) { /* Switch to 1.0 - U to avoid log(0.0), see GH 13361 */ @@ -144,11 +88,11 @@ static float standard_exponential_zig_unlikely_f(bitgen_t *bitgen_state, expf(-x)) { return x; } else { - return standard_exponential_zig_f(bitgen_state); + return random_standard_exponential_f(bitgen_state); } } -static NPY_INLINE float standard_exponential_zig_f(bitgen_t *bitgen_state) { +float random_standard_exponential_f(bitgen_t *bitgen_state) { uint32_t ri; uint8_t idx; float x; @@ -160,14 +104,35 @@ static NPY_INLINE float standard_exponential_zig_f(bitgen_t *bitgen_state) { if (ri < ke_float[idx]) { return x; /* 98.9% of the time we return here 1st try */ } - return standard_exponential_zig_unlikely_f(bitgen_state, idx, x); + return standard_exponential_unlikely_f(bitgen_state, idx, x); } -float random_standard_exponential_zig_f(bitgen_t *bitgen_state) { - return standard_exponential_zig_f(bitgen_state); +void random_standard_exponential_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out) +{ + npy_intp i; + for (i = 0; i < cnt; i++) { + out[i] = random_standard_exponential_f(bitgen_state); + } } -static NPY_INLINE double next_gauss_zig(bitgen_t *bitgen_state) { +void random_standard_exponential_inv_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out) +{ + npy_intp i; + for (i = 0; i < cnt; i++) { + out[i] = -log(1.0 - next_double(bitgen_state)); + } +} + +void random_standard_exponential_inv_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out) +{ + npy_intp i; + for (i = 0; i < cnt; i++) { + out[i] = -log(1.0 - next_float(bitgen_state)); + } +} + + +double random_standard_normal(bitgen_t *bitgen_state) { uint64_t r; int sign; uint64_t rabs; @@ -202,18 +167,14 @@ static NPY_INLINE double next_gauss_zig(bitgen_t *bitgen_state) { } } -double random_gauss_zig(bitgen_t *bitgen_state) { - return next_gauss_zig(bitgen_state); -} - -void random_gauss_zig_fill(bitgen_t *bitgen_state, npy_intp cnt, double *out) { +void random_standard_normal_fill(bitgen_t *bitgen_state, npy_intp cnt, double *out) { npy_intp i; for (i = 0; i < cnt; i++) { - out[i] = next_gauss_zig(bitgen_state); + out[i] = random_standard_normal(bitgen_state); } } -float random_gauss_zig_f(bitgen_t *bitgen_state) { +float random_standard_normal_f(bitgen_t *bitgen_state) { uint32_t r; int sign; uint32_t rabs; @@ -247,113 +208,26 @@ float random_gauss_zig_f(bitgen_t *bitgen_state) { } } -/* -static NPY_INLINE double standard_gamma(bitgen_t *bitgen_state, double shape) { - double b, c; - double U, V, X, Y; - - if (shape == 1.0) { - return random_standard_exponential(bitgen_state); - } else if (shape < 1.0) { - for (;;) { - U = next_double(bitgen_state); - V = random_standard_exponential(bitgen_state); - if (U <= 1.0 - shape) { - X = pow(U, 1. / shape); - if (X <= V) { - return X; - } - } else { - Y = -log((1 - U) / shape); - X = pow(1.0 - shape + shape * Y, 1. / shape); - if (X <= (V + Y)) { - return X; - } - } - } - } else { - b = shape - 1. / 3.; - c = 1. / sqrt(9 * b); - for (;;) { - do { - X = random_gauss(bitgen_state); - V = 1.0 + c * X; - } while (V <= 0.0); - - V = V * V * V; - U = next_double(bitgen_state); - if (U < 1.0 - 0.0331 * (X * X) * (X * X)) - return (b * V); - if (log(U) < 0.5 * X * X + b * (1. - V + log(V))) - return (b * V); - } - } -} - -static NPY_INLINE float standard_gamma_float(bitgen_t *bitgen_state, float -shape) { float b, c; float U, V, X, Y; - - if (shape == 1.0f) { - return random_standard_exponential_f(bitgen_state); - } else if (shape < 1.0f) { - for (;;) { - U = next_float(bitgen_state); - V = random_standard_exponential_f(bitgen_state); - if (U <= 1.0f - shape) { - X = powf(U, 1.0f / shape); - if (X <= V) { - return X; - } - } else { - Y = -logf((1.0f - U) / shape); - X = powf(1.0f - shape + shape * Y, 1.0f / shape); - if (X <= (V + Y)) { - return X; - } - } - } - } else { - b = shape - 1.0f / 3.0f; - c = 1.0f / sqrtf(9.0f * b); - for (;;) { - do { - X = random_gauss_f(bitgen_state); - V = 1.0f + c * X; - } while (V <= 0.0f); - - V = V * V * V; - U = next_float(bitgen_state); - if (U < 1.0f - 0.0331f * (X * X) * (X * X)) - return (b * V); - if (logf(U) < 0.5f * X * X + b * (1.0f - V + logf(V))) - return (b * V); - } +void random_standard_normal_fill_f(bitgen_t *bitgen_state, npy_intp cnt, float *out) { + npy_intp i; + for (i = 0; i < cnt; i++) { + out[i] = random_standard_normal_f(bitgen_state); } } - -double random_standard_gamma(bitgen_t *bitgen_state, double shape) { - return standard_gamma(bitgen_state, shape); -} - -float random_standard_gamma_f(bitgen_t *bitgen_state, float shape) { - return standard_gamma_float(bitgen_state, shape); -} -*/ - -static NPY_INLINE double standard_gamma_zig(bitgen_t *bitgen_state, +double random_standard_gamma(bitgen_t *bitgen_state, double shape) { double b, c; double U, V, X, Y; if (shape == 1.0) { - return random_standard_exponential_zig(bitgen_state); + return random_standard_exponential(bitgen_state); } else if (shape == 0.0) { return 0.0; } else if (shape < 1.0) { for (;;) { U = next_double(bitgen_state); - V = random_standard_exponential_zig(bitgen_state); + V = random_standard_exponential(bitgen_state); if (U <= 1.0 - shape) { X = pow(U, 1. / shape); if (X <= V) { @@ -372,7 +246,7 @@ static NPY_INLINE double standard_gamma_zig(bitgen_t *bitgen_state, c = 1. / sqrt(9 * b); for (;;) { do { - X = random_gauss_zig(bitgen_state); + X = random_standard_normal(bitgen_state); V = 1.0 + c * X; } while (V <= 0.0); @@ -387,19 +261,19 @@ static NPY_INLINE double standard_gamma_zig(bitgen_t *bitgen_state, } } -static NPY_INLINE float standard_gamma_zig_f(bitgen_t *bitgen_state, +float random_standard_gamma_f(bitgen_t *bitgen_state, float shape) { float b, c; float U, V, X, Y; if (shape == 1.0f) { - return random_standard_exponential_zig_f(bitgen_state); + return random_standard_exponential_f(bitgen_state); } else if (shape == 0.0) { return 0.0; } else if (shape < 1.0f) { for (;;) { U = next_float(bitgen_state); - V = random_standard_exponential_zig_f(bitgen_state); + V = random_standard_exponential_f(bitgen_state); if (U <= 1.0f - shape) { X = powf(U, 1.0f / shape); if (X <= V) { @@ -418,7 +292,7 @@ static NPY_INLINE float standard_gamma_zig_f(bitgen_t *bitgen_state, c = 1.0f / sqrtf(9.0f * b); for (;;) { do { - X = random_gauss_zig_f(bitgen_state); + X = random_standard_normal_f(bitgen_state); V = 1.0f + c * X; } while (V <= 0.0f); @@ -433,14 +307,6 @@ static NPY_INLINE float standard_gamma_zig_f(bitgen_t *bitgen_state, } } -double random_standard_gamma_zig(bitgen_t *bitgen_state, double shape) { - return standard_gamma_zig(bitgen_state, shape); -} - -float random_standard_gamma_zig_f(bitgen_t *bitgen_state, float shape) { - return standard_gamma_zig_f(bitgen_state, shape); -} - int64_t random_positive_int64(bitgen_t *bitgen_state) { return next_uint64(bitgen_state) >> 1; } @@ -470,10 +336,10 @@ uint64_t random_uint(bitgen_t *bitgen_state) { * algorithm comes from SPECFUN by Shanjie Zhang and Jianming Jin and their * book "Computation of Special Functions", 1996, John Wiley & Sons, Inc. * - * If loggam(k+1) is being used to compute log(k!) for an integer k, consider + * If random_loggam(k+1) is being used to compute log(k!) for an integer k, consider * using logfactorial(k) instead. */ -double loggam(double x) { +double random_loggam(double x) { double x0, x2, xp, gl, gl0; RAND_INT_TYPE k, n; @@ -513,12 +379,12 @@ double random_normal(bitgen_t *bitgen_state, double loc, double scale) { } */ -double random_normal_zig(bitgen_t *bitgen_state, double loc, double scale) { - return loc + scale * random_gauss_zig(bitgen_state); +double random_normal(bitgen_t *bitgen_state, double loc, double scale) { + return loc + scale * random_standard_normal(bitgen_state); } double random_exponential(bitgen_t *bitgen_state, double scale) { - return scale * standard_exponential_zig(bitgen_state); + return scale * random_standard_exponential(bitgen_state); } double random_uniform(bitgen_t *bitgen_state, double lower, double range) { @@ -526,11 +392,11 @@ double random_uniform(bitgen_t *bitgen_state, double lower, double range) { } double random_gamma(bitgen_t *bitgen_state, double shape, double scale) { - return scale * random_standard_gamma_zig(bitgen_state, shape); + return scale * random_standard_gamma(bitgen_state, shape); } -float random_gamma_float(bitgen_t *bitgen_state, float shape, float scale) { - return scale * random_standard_gamma_zig_f(bitgen_state, shape); +float random_gamma_f(bitgen_t *bitgen_state, float shape, float scale) { + return scale * random_standard_gamma_f(bitgen_state, shape); } double random_beta(bitgen_t *bitgen_state, double a, double b) { @@ -562,14 +428,14 @@ double random_beta(bitgen_t *bitgen_state, double a, double b) { } } } else { - Ga = random_standard_gamma_zig(bitgen_state, a); - Gb = random_standard_gamma_zig(bitgen_state, b); + Ga = random_standard_gamma(bitgen_state, a); + Gb = random_standard_gamma(bitgen_state, b); return Ga / (Ga + Gb); } } double random_chisquare(bitgen_t *bitgen_state, double df) { - return 2.0 * random_standard_gamma_zig(bitgen_state, df / 2.0); + return 2.0 * random_standard_gamma(bitgen_state, df / 2.0); } double random_f(bitgen_t *bitgen_state, double dfnum, double dfden) { @@ -578,22 +444,22 @@ double random_f(bitgen_t *bitgen_state, double dfnum, double dfden) { } double random_standard_cauchy(bitgen_t *bitgen_state) { - return random_gauss_zig(bitgen_state) / random_gauss_zig(bitgen_state); + return random_standard_normal(bitgen_state) / random_standard_normal(bitgen_state); } double random_pareto(bitgen_t *bitgen_state, double a) { - return exp(standard_exponential_zig(bitgen_state) / a) - 1; + return exp(random_standard_exponential(bitgen_state) / a) - 1; } double random_weibull(bitgen_t *bitgen_state, double a) { if (a == 0.0) { return 0.0; } - return pow(standard_exponential_zig(bitgen_state), 1. / a); + return pow(random_standard_exponential(bitgen_state), 1. / a); } double random_power(bitgen_t *bitgen_state, double a) { - return pow(1 - exp(-standard_exponential_zig(bitgen_state)), 1. / a); + return pow(1 - exp(-random_standard_exponential(bitgen_state)), 1. / a); } double random_laplace(bitgen_t *bitgen_state, double loc, double scale) { @@ -634,7 +500,7 @@ double random_logistic(bitgen_t *bitgen_state, double loc, double scale) { } double random_lognormal(bitgen_t *bitgen_state, double mean, double sigma) { - return exp(random_normal_zig(bitgen_state, mean, sigma)); + return exp(random_normal(bitgen_state, mean, sigma)); } double random_rayleigh(bitgen_t *bitgen_state, double mode) { @@ -644,8 +510,8 @@ double random_rayleigh(bitgen_t *bitgen_state, double mode) { double random_standard_t(bitgen_t *bitgen_state, double df) { double num, denom; - num = random_gauss_zig(bitgen_state); - denom = random_standard_gamma_zig(bitgen_state, df / 2); + num = random_standard_normal(bitgen_state); + denom = random_standard_gamma(bitgen_state, df / 2); return sqrt(df / 2) * num / sqrt(denom); } @@ -699,7 +565,7 @@ static RAND_INT_TYPE random_poisson_ptrs(bitgen_t *bitgen_state, double lam) { /* log(V) == log(0.0) ok here */ /* if U==0.0 so that us==0.0, log is ok since always returns */ if ((log(V) + log(invalpha) - log(a / (us * us) + b)) <= - (-lam + k * loglam - loggam(k + 1))) { + (-lam + k * loglam - random_loggam(k + 1))) { return k; } } @@ -934,7 +800,7 @@ double random_noncentral_chisquare(bitgen_t *bitgen_state, double df, } if (1 < df) { const double Chi2 = random_chisquare(bitgen_state, df - 1); - const double n = random_gauss_zig(bitgen_state) + sqrt(nonc); + const double n = random_standard_normal(bitgen_state) + sqrt(nonc); return Chi2 + n * n; } else { const RAND_INT_TYPE i = random_poisson(bitgen_state, nonc / 2.0); @@ -953,7 +819,7 @@ double random_wald(bitgen_t *bitgen_state, double mean, double scale) { double mu_2l; mu_2l = mean / (2 * scale); - Y = random_gauss_zig(bitgen_state); + Y = random_standard_normal(bitgen_state); Y = mean * Y * Y; X = mean + mu_2l * (Y - sqrt(4 * scale * Y + Y * Y)); U = next_double(bitgen_state); @@ -1092,8 +958,8 @@ RAND_INT_TYPE random_zipf(bitgen_t *bitgen_state, double a) { while (1) { double T, U, V, X; - U = 1.0 - random_double(bitgen_state); - V = random_double(bitgen_state); + U = 1.0 - next_double(bitgen_state); + V = next_double(bitgen_state); X = floor(pow(U, -1.0 / am1)); /* * The real result may be above what can be represented in a signed diff --git a/numpy/random/src/distributions/distributions.h b/numpy/random/src/distributions/distributions.h deleted file mode 100644 index b778968d7..000000000 --- a/numpy/random/src/distributions/distributions.h +++ /dev/null @@ -1,215 +0,0 @@ -#ifndef _RANDOMDGEN__DISTRIBUTIONS_H_ -#define _RANDOMDGEN__DISTRIBUTIONS_H_ - -#pragma once -#include <stddef.h> -#include <stdbool.h> -#include <stdint.h> - -#include "Python.h" -#include "numpy/npy_common.h" -#include "numpy/npy_math.h" -#include "src/bitgen.h" - -/* - * RAND_INT_TYPE is used to share integer generators with RandomState which - * used long in place of int64_t. If changing a distribution that uses - * RAND_INT_TYPE, then the original unmodified copy must be retained for - * use in RandomState by copying to the legacy distributions source file. - */ -#ifdef NP_RANDOM_LEGACY -#define RAND_INT_TYPE long -#define RAND_INT_MAX LONG_MAX -#else -#define RAND_INT_TYPE int64_t -#define RAND_INT_MAX INT64_MAX -#endif - -#ifdef DLL_EXPORT -#define DECLDIR __declspec(dllexport) -#else -#define DECLDIR extern -#endif - -#ifndef MIN -#define MIN(x, y) (((x) < (y)) ? x : y) -#define MAX(x, y) (((x) > (y)) ? x : y) -#endif - -#ifndef M_PI -#define M_PI 3.14159265358979323846264338328 -#endif - -typedef struct s_binomial_t { - int has_binomial; /* !=0: following parameters initialized for binomial */ - double psave; - RAND_INT_TYPE nsave; - double r; - double q; - double fm; - RAND_INT_TYPE m; - double p1; - double xm; - double xl; - double xr; - double c; - double laml; - double lamr; - double p2; - double p3; - double p4; -} binomial_t; - -/* Inline generators for internal use */ -static NPY_INLINE uint32_t next_uint32(bitgen_t *bitgen_state) { - return bitgen_state->next_uint32(bitgen_state->state); -} - -static NPY_INLINE uint64_t next_uint64(bitgen_t *bitgen_state) { - return bitgen_state->next_uint64(bitgen_state->state); -} - -static NPY_INLINE float next_float(bitgen_t *bitgen_state) { - return (next_uint32(bitgen_state) >> 9) * (1.0f / 8388608.0f); -} - -static NPY_INLINE double next_double(bitgen_t *bitgen_state) { - return bitgen_state->next_double(bitgen_state->state); -} - -DECLDIR double loggam(double x); - -DECLDIR float random_float(bitgen_t *bitgen_state); -DECLDIR double random_double(bitgen_t *bitgen_state); -DECLDIR void random_double_fill(bitgen_t *bitgen_state, npy_intp cnt, double *out); - -DECLDIR int64_t random_positive_int64(bitgen_t *bitgen_state); -DECLDIR int32_t random_positive_int32(bitgen_t *bitgen_state); -DECLDIR int64_t random_positive_int(bitgen_t *bitgen_state); -DECLDIR uint64_t random_uint(bitgen_t *bitgen_state); - -DECLDIR double random_standard_exponential(bitgen_t *bitgen_state); -DECLDIR void random_standard_exponential_fill(bitgen_t *bitgen_state, npy_intp cnt, - double *out); -DECLDIR float random_standard_exponential_f(bitgen_t *bitgen_state); -DECLDIR double random_standard_exponential_zig(bitgen_t *bitgen_state); -DECLDIR void random_standard_exponential_zig_fill(bitgen_t *bitgen_state, - npy_intp cnt, double *out); -DECLDIR float random_standard_exponential_zig_f(bitgen_t *bitgen_state); - -/* -DECLDIR double random_gauss(bitgen_t *bitgen_state); -DECLDIR float random_gauss_f(bitgen_t *bitgen_state); -*/ -DECLDIR double random_gauss_zig(bitgen_t *bitgen_state); -DECLDIR float random_gauss_zig_f(bitgen_t *bitgen_state); -DECLDIR void random_gauss_zig_fill(bitgen_t *bitgen_state, npy_intp cnt, - double *out); - -/* -DECLDIR double random_standard_gamma(bitgen_t *bitgen_state, double shape); -DECLDIR float random_standard_gamma_f(bitgen_t *bitgen_state, float shape); -*/ -DECLDIR double random_standard_gamma_zig(bitgen_t *bitgen_state, double shape); -DECLDIR float random_standard_gamma_zig_f(bitgen_t *bitgen_state, float shape); - -/* -DECLDIR double random_normal(bitgen_t *bitgen_state, double loc, double scale); -*/ -DECLDIR double random_normal_zig(bitgen_t *bitgen_state, double loc, double scale); - -DECLDIR double random_gamma(bitgen_t *bitgen_state, double shape, double scale); -DECLDIR float random_gamma_float(bitgen_t *bitgen_state, float shape, float scale); - -DECLDIR double random_exponential(bitgen_t *bitgen_state, double scale); -DECLDIR double random_uniform(bitgen_t *bitgen_state, double lower, double range); -DECLDIR double random_beta(bitgen_t *bitgen_state, double a, double b); -DECLDIR double random_chisquare(bitgen_t *bitgen_state, double df); -DECLDIR double random_f(bitgen_t *bitgen_state, double dfnum, double dfden); -DECLDIR double random_standard_cauchy(bitgen_t *bitgen_state); -DECLDIR double random_pareto(bitgen_t *bitgen_state, double a); -DECLDIR double random_weibull(bitgen_t *bitgen_state, double a); -DECLDIR double random_power(bitgen_t *bitgen_state, double a); -DECLDIR double random_laplace(bitgen_t *bitgen_state, double loc, double scale); -DECLDIR double random_gumbel(bitgen_t *bitgen_state, double loc, double scale); -DECLDIR double random_logistic(bitgen_t *bitgen_state, double loc, double scale); -DECLDIR double random_lognormal(bitgen_t *bitgen_state, double mean, double sigma); -DECLDIR double random_rayleigh(bitgen_t *bitgen_state, double mode); -DECLDIR double random_standard_t(bitgen_t *bitgen_state, double df); -DECLDIR double random_noncentral_chisquare(bitgen_t *bitgen_state, double df, - double nonc); -DECLDIR double random_noncentral_f(bitgen_t *bitgen_state, double dfnum, - double dfden, double nonc); -DECLDIR double random_wald(bitgen_t *bitgen_state, double mean, double scale); -DECLDIR double random_vonmises(bitgen_t *bitgen_state, double mu, double kappa); -DECLDIR double random_triangular(bitgen_t *bitgen_state, double left, double mode, - double right); - -DECLDIR RAND_INT_TYPE random_poisson(bitgen_t *bitgen_state, double lam); -DECLDIR RAND_INT_TYPE random_negative_binomial(bitgen_t *bitgen_state, double n, - double p); - -DECLDIR RAND_INT_TYPE random_binomial_btpe(bitgen_t *bitgen_state, - RAND_INT_TYPE n, - double p, - binomial_t *binomial); -DECLDIR RAND_INT_TYPE random_binomial_inversion(bitgen_t *bitgen_state, - RAND_INT_TYPE n, - double p, - binomial_t *binomial); -DECLDIR int64_t random_binomial(bitgen_t *bitgen_state, double p, - int64_t n, binomial_t *binomial); - -DECLDIR RAND_INT_TYPE random_logseries(bitgen_t *bitgen_state, double p); -DECLDIR RAND_INT_TYPE random_geometric_search(bitgen_t *bitgen_state, double p); -DECLDIR RAND_INT_TYPE random_geometric_inversion(bitgen_t *bitgen_state, double p); -DECLDIR RAND_INT_TYPE random_geometric(bitgen_t *bitgen_state, double p); -DECLDIR RAND_INT_TYPE random_zipf(bitgen_t *bitgen_state, double a); -DECLDIR int64_t random_hypergeometric(bitgen_t *bitgen_state, - int64_t good, int64_t bad, int64_t sample); - -DECLDIR uint64_t random_interval(bitgen_t *bitgen_state, uint64_t max); - -/* Generate random uint64 numbers in closed interval [off, off + rng]. */ -DECLDIR uint64_t random_bounded_uint64(bitgen_t *bitgen_state, uint64_t off, - uint64_t rng, uint64_t mask, - bool use_masked); - -/* Generate random uint32 numbers in closed interval [off, off + rng]. */ -DECLDIR uint32_t random_buffered_bounded_uint32(bitgen_t *bitgen_state, - uint32_t off, uint32_t rng, - uint32_t mask, bool use_masked, - int *bcnt, uint32_t *buf); -DECLDIR uint16_t random_buffered_bounded_uint16(bitgen_t *bitgen_state, - uint16_t off, uint16_t rng, - uint16_t mask, bool use_masked, - int *bcnt, uint32_t *buf); -DECLDIR uint8_t random_buffered_bounded_uint8(bitgen_t *bitgen_state, uint8_t off, - uint8_t rng, uint8_t mask, - bool use_masked, int *bcnt, - uint32_t *buf); -DECLDIR npy_bool random_buffered_bounded_bool(bitgen_t *bitgen_state, npy_bool off, - npy_bool rng, npy_bool mask, - bool use_masked, int *bcnt, - uint32_t *buf); - -DECLDIR void random_bounded_uint64_fill(bitgen_t *bitgen_state, uint64_t off, - uint64_t rng, npy_intp cnt, - bool use_masked, uint64_t *out); -DECLDIR void random_bounded_uint32_fill(bitgen_t *bitgen_state, uint32_t off, - uint32_t rng, npy_intp cnt, - bool use_masked, uint32_t *out); -DECLDIR void random_bounded_uint16_fill(bitgen_t *bitgen_state, uint16_t off, - uint16_t rng, npy_intp cnt, - bool use_masked, uint16_t *out); -DECLDIR void random_bounded_uint8_fill(bitgen_t *bitgen_state, uint8_t off, - uint8_t rng, npy_intp cnt, - bool use_masked, uint8_t *out); -DECLDIR void random_bounded_bool_fill(bitgen_t *bitgen_state, npy_bool off, - npy_bool rng, npy_intp cnt, - bool use_masked, npy_bool *out); - -DECLDIR void random_multinomial(bitgen_t *bitgen_state, RAND_INT_TYPE n, RAND_INT_TYPE *mnix, - double *pix, npy_intp d, binomial_t *binomial); - -#endif diff --git a/numpy/random/src/distributions/random_hypergeometric.c b/numpy/random/src/distributions/random_hypergeometric.c index 59a3a4b9b..0da49bd62 100644 --- a/numpy/random/src/distributions/random_hypergeometric.c +++ b/numpy/random/src/distributions/random_hypergeometric.c @@ -1,6 +1,6 @@ -#include <stdint.h> -#include "distributions.h" +#include "numpy/random/distributions.h" #include "logfactorial.h" +#include <stdint.h> /* * Generate a sample from the hypergeometric distribution. @@ -188,8 +188,8 @@ static int64_t hypergeometric_hrua(bitgen_t *bitgen_state, while (1) { double U, V, X, T; double gp; - U = random_double(bitgen_state); - V = random_double(bitgen_state); // "U star" in Stadlober (1989) + U = next_double(bitgen_state); + V = next_double(bitgen_state); // "U star" in Stadlober (1989) X = a + h*(V - 0.5) / U; // fast rejection: diff --git a/numpy/random/src/distributions/random_mvhg_count.c b/numpy/random/src/distributions/random_mvhg_count.c new file mode 100644 index 000000000..7cbed1f9e --- /dev/null +++ b/numpy/random/src/distributions/random_mvhg_count.c @@ -0,0 +1,131 @@ +#include <stdint.h> +#include <stdlib.h> +#include <stdbool.h> + +#include "numpy/random/distributions.h" + +/* + * random_multivariate_hypergeometric_count + * + * Draw variates from the multivariate hypergeometric distribution-- + * the "count" algorithm. + * + * Parameters + * ---------- + * bitgen_t *bitgen_state + * Pointer to a `bitgen_t` instance. + * int64_t total + * The sum of the values in the array `colors`. (This is redundant + * information, but we know the caller has already computed it, so + * we might as well use it.) + * size_t num_colors + * The length of the `colors` array. + * int64_t *colors + * The array of colors (i.e. the number of each type in the collection + * from which the random variate is drawn). + * int64_t nsample + * The number of objects drawn without replacement for each variate. + * `nsample` must not exceed sum(colors). This condition is not checked; + * it is assumed that the caller has already validated the value. + * size_t num_variates + * The number of variates to be produced and put in the array + * pointed to by `variates`. One variate is a vector of length + * `num_colors`, so the array pointed to by `variates` must have length + * `num_variates * num_colors`. + * int64_t *variates + * The array that will hold the result. It must have length + * `num_variates * num_colors`. + * The array is not initialized in the function; it is expected that the + * array has been initialized with zeros when the function is called. + * + * Notes + * ----- + * The "count" algorithm for drawing one variate is roughly equivalent to the + * following numpy code: + * + * choices = np.repeat(np.arange(len(colors)), colors) + * selection = np.random.choice(choices, nsample, replace=False) + * variate = np.bincount(selection, minlength=len(colors)) + * + * This function uses a temporary array with length sum(colors). + * + * Assumptions on the arguments (not checked in the function): + * * colors[k] >= 0 for k in range(num_colors) + * * total = sum(colors) + * * 0 <= nsample <= total + * * the product total * sizeof(size_t) does not exceed SIZE_MAX + * * the product num_variates * num_colors does not overflow + */ + +int random_multivariate_hypergeometric_count(bitgen_t *bitgen_state, + int64_t total, + size_t num_colors, int64_t *colors, + int64_t nsample, + size_t num_variates, int64_t *variates) +{ + size_t *choices; + bool more_than_half; + + if ((total == 0) || (nsample == 0) || (num_variates == 0)) { + // Nothing to do. + return 0; + } + + choices = malloc(total * (sizeof *choices)); + if (choices == NULL) { + return -1; + } + + /* + * If colors contains, for example, [3 2 5], then choices + * will contain [0 0 0 1 1 2 2 2 2 2]. + */ + for (size_t i = 0, k = 0; i < num_colors; ++i) { + for (int64_t j = 0; j < colors[i]; ++j) { + choices[k] = i; + ++k; + } + } + + more_than_half = nsample > (total / 2); + if (more_than_half) { + nsample = total - nsample; + } + + for (size_t i = 0; i < num_variates * num_colors; i += num_colors) { + /* + * Fisher-Yates shuffle, but only loop through the first + * `nsample` entries of `choices`. After the loop, + * choices[:nsample] contains a random sample from the + * the full array. + */ + for (size_t j = 0; j < (size_t) nsample; ++j) { + size_t tmp, k; + // Note: nsample is not greater than total, so there is no danger + // of integer underflow in `(size_t) total - j - 1`. + k = j + (size_t) random_interval(bitgen_state, + (size_t) total - j - 1); + tmp = choices[k]; + choices[k] = choices[j]; + choices[j] = tmp; + } + /* + * Count the number of occurrences of each value in choices[:nsample]. + * The result, stored in sample[i:i+num_colors], is the sample from + * the multivariate hypergeometric distribution. + */ + for (size_t j = 0; j < (size_t) nsample; ++j) { + variates[i + choices[j]] += 1; + } + + if (more_than_half) { + for (size_t k = 0; k < num_colors; ++k) { + variates[i + k] = colors[k] - variates[i + k]; + } + } + } + + free(choices); + + return 0; +} diff --git a/numpy/random/src/distributions/random_mvhg_marginals.c b/numpy/random/src/distributions/random_mvhg_marginals.c new file mode 100644 index 000000000..809d129de --- /dev/null +++ b/numpy/random/src/distributions/random_mvhg_marginals.c @@ -0,0 +1,138 @@ +#include <stdint.h> +#include <stddef.h> +#include <stdbool.h> +#include <math.h> + +#include "numpy/random/distributions.h" +#include "logfactorial.h" + + +/* + * random_multivariate_hypergeometric_marginals + * + * Draw samples from the multivariate hypergeometric distribution-- + * the "marginals" algorithm. + * + * This version generates the sample by iteratively calling + * hypergeometric() (the univariate hypergeometric distribution). + * + * Parameters + * ---------- + * bitgen_t *bitgen_state + * Pointer to a `bitgen_t` instance. + * int64_t total + * The sum of the values in the array `colors`. (This is redundant + * information, but we know the caller has already computed it, so + * we might as well use it.) + * size_t num_colors + * The length of the `colors` array. The functions assumes + * num_colors > 0. + * int64_t *colors + * The array of colors (i.e. the number of each type in the collection + * from which the random variate is drawn). + * int64_t nsample + * The number of objects drawn without replacement for each variate. + * `nsample` must not exceed sum(colors). This condition is not checked; + * it is assumed that the caller has already validated the value. + * size_t num_variates + * The number of variates to be produced and put in the array + * pointed to by `variates`. One variate is a vector of length + * `num_colors`, so the array pointed to by `variates` must have length + * `num_variates * num_colors`. + * int64_t *variates + * The array that will hold the result. It must have length + * `num_variates * num_colors`. + * The array is not initialized in the function; it is expected that the + * array has been initialized with zeros when the function is called. + * + * Notes + * ----- + * Here's an example that demonstrates the idea of this algorithm. + * + * Suppose the urn contains red, green, blue and yellow marbles. + * Let nred be the number of red marbles, and define the quantities for + * the other colors similarly. The total number of marbles is + * + * total = nred + ngreen + nblue + nyellow. + * + * To generate a sample using rk_hypergeometric: + * + * red_sample = hypergeometric(ngood=nred, nbad=total - nred, + * nsample=nsample) + * + * This gives us the number of red marbles in the sample. The number of + * marbles in the sample that are *not* red is nsample - red_sample. + * To figure out the distribution of those marbles, we again use + * rk_hypergeometric: + * + * green_sample = hypergeometric(ngood=ngreen, + * nbad=total - nred - ngreen, + * nsample=nsample - red_sample) + * + * Similarly, + * + * blue_sample = hypergeometric( + * ngood=nblue, + * nbad=total - nred - ngreen - nblue, + * nsample=nsample - red_sample - green_sample) + * + * Finally, + * + * yellow_sample = total - (red_sample + green_sample + blue_sample). + * + * The above sequence of steps is implemented as a loop for an arbitrary + * number of colors in the innermost loop in the code below. `remaining` + * is the value passed to `nbad`; it is `total - colors[0]` in the first + * call to random_hypergeometric(), and then decreases by `colors[j]` in + * each iteration. `num_to_sample` is the `nsample` argument. It + * starts at this function's `nsample` input, and is decreased by the + * result of the call to random_hypergeometric() in each iteration. + * + * Assumptions on the arguments (not checked in the function): + * * colors[k] >= 0 for k in range(num_colors) + * * total = sum(colors) + * * 0 <= nsample <= total + * * the product num_variates * num_colors does not overflow + */ + +void random_multivariate_hypergeometric_marginals(bitgen_t *bitgen_state, + int64_t total, + size_t num_colors, int64_t *colors, + int64_t nsample, + size_t num_variates, int64_t *variates) +{ + bool more_than_half; + + if ((total == 0) || (nsample == 0) || (num_variates == 0)) { + // Nothing to do. + return; + } + + more_than_half = nsample > (total / 2); + if (more_than_half) { + nsample = total - nsample; + } + + for (size_t i = 0; i < num_variates * num_colors; i += num_colors) { + int64_t num_to_sample = nsample; + int64_t remaining = total; + for (size_t j = 0; (num_to_sample > 0) && (j + 1 < num_colors); ++j) { + int64_t r; + remaining -= colors[j]; + r = random_hypergeometric(bitgen_state, + colors[j], remaining, num_to_sample); + variates[i + j] = r; + num_to_sample -= r; + } + + if (num_to_sample > 0) { + variates[i + num_colors - 1] = num_to_sample; + } + + if (more_than_half) { + for (size_t k = 0; k < num_colors; ++k) { + variates[i + k] = colors[k] - variates[i + k]; + } + } + } +} |