sampling: random

Signed-off-by: Christoph Ruegg <git@cdrnet.ch>

src/Numerics/Numerics.csproj

@@ -96,6 +96,7 @@
       <DesignTime>True</DesignTime>
       <DependentUpon>Resources.resx</DependentUpon>
     </Compile>
+    <Compile Include="Sampling\Sample.Random.cs" />
     <Compile Include="Sampling\Sample.Chebyshev.cs" />
     <Compile Include="Sampling\Sample.Equidistant.cs" />
     <Compile Include="SiConstants.cs" />

src/Numerics/Sampling/Sample.Random.cs

@@ -0,0 +1,164 @@
+// <copyright file="Sample.Random.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://mathnet.opensourcedotnet.info
+//
+// Copyright (c) 2009 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.Sampling
+{
+    using System;
+    using Distributions;
+
+    /// <summary>
+    /// Generic Function Sampling and Quantization Provider
+    /// </summary>
+    public static partial class Sample
+    {
+        /// <summary>
+        /// Samples a function randomly with the provided distribution.
+        /// </summary>
+        /// <param name="function">The real-domain function to sample.</param>
+        /// <param name="distribution">Random distribution of the real domain sample points.</param>
+        /// <param name="sampleCount">The number of samples to generate.</param>
+        /// <typeparam name="T">The value type of the function to sample.</typeparam>
+        /// <returns>The generated sample vector.</returns>
+        /// <exception cref="ArgumentNullException" />
+        /// <exception cref="ArgumentOutOfRangeException" />
+        public static T[] Random<T>(
+            Func<double, T> function,
+            IContinuousDistribution distribution,
+            int sampleCount)
+        {
+            if (ReferenceEquals(function, null))
+            {
+                throw new ArgumentNullException("function");
+            }
+
+            if (ReferenceEquals(distribution, null))
+            {
+                throw new ArgumentNullException("distribution");
+            }
+
+            if (sampleCount < 0)
+            {
+                throw new ArgumentOutOfRangeException("sampleCount");
+            }
+
+            var samples = new T[sampleCount];
+
+            for (int i = 0; i < samples.Length; i++)
+            {
+                samples[i] = function(distribution.Sample());
+            }
+
+            return samples;
+        }
+
+        /// <summary>
+        /// Samples a function randomly with the provided distribution.
+        /// </summary>
+        /// <param name="function">The real-domain function to sample.</param>
+        /// <param name="distribution">Random distribution of the real domain sample points.</param>
+        /// <param name="sampleCount">The number of samples to generate.</param>
+        /// <param name="samplePoints">The real domain points where the samples are taken at.</param>
+        /// <typeparam name="T">The value type of the function to sample.</typeparam>
+        /// <returns>The generated sample vector.</returns>
+        /// <exception cref="ArgumentNullException" />
+        /// <exception cref="ArgumentOutOfRangeException" />
+        public static T[] Random<T>(
+            Func<double, T> function,
+            IContinuousDistribution distribution,
+            int sampleCount,
+            out double[] samplePoints)
+        {
+            if (ReferenceEquals(function, null))
+            {
+                throw new ArgumentNullException("function");
+            }
+
+            if (ReferenceEquals(distribution, null))
+            {
+                throw new ArgumentNullException("distribution");
+            }
+
+            if (sampleCount < 0)
+            {
+                throw new ArgumentOutOfRangeException("sampleCount");
+            }
+
+            var samples = new T[sampleCount];
+            samplePoints = new double[sampleCount];
+
+            for (int i = 0; i < samples.Length; i++)
+            {
+                double current = distribution.Sample();
+                samplePoints[i] = current;
+                samples[i] = function(current);
+            }
+
+            return samples;
+        }
+
+        /// <summary>
+        /// Samples a two-domain function randomly with the provided distribution.
+        /// </summary>
+        /// <param name="function">The real-domain function to sample.</param>
+        /// <param name="distribution">Random distribution of the real domain sample points.</param>
+        /// <param name="sampleCount">The number of samples to generate.</param>
+        /// <typeparam name="T">The value type of the function to sample.</typeparam>
+        /// <returns>The generated sample vector.</returns>
+        /// <exception cref="ArgumentNullException" />
+        /// <exception cref="ArgumentOutOfRangeException" />
+        public static T[] Random<T>(
+            Func<double, double, T> function,
+            IContinuousDistribution distribution,
+            int sampleCount)
+        {
+            if (ReferenceEquals(function, null))
+            {
+                throw new ArgumentNullException("function");
+            }
+
+            if (ReferenceEquals(distribution, null))
+            {
+                throw new ArgumentNullException("distribution");
+            }
+
+            if (sampleCount < 0)
+            {
+                throw new ArgumentOutOfRangeException("sampleCount");
+            }
+
+            var samples = new T[sampleCount];
+
+            for (int i = 0; i < samples.Length; i++)
+            {
+                samples[i] = function(distribution.Sample(), distribution.Sample());
+            }
+
+            return samples;
+        }
+    }
+}