Christoph Ruegg
14 years ago
10 changed files with 239 additions and 16 deletions
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// <copyright file="Random.fs" company="Math.NET"> |
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// Math.NET Numerics, part of the Math.NET Project |
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// http://numerics.mathdotnet.com |
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// http://github.com/mathnet/mathnet-numerics |
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// http://mathnetnumerics.codeplex.com |
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// |
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// Copyright (c) 2009-2012 Math.NET |
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// |
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// Permission is hereby granted, free of charge, to any person |
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// obtaining a copy of this software and associated documentation |
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// files (the "Software"), to deal in the Software without |
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// restriction, including without limitation the rights to use, |
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// copy, modify, merge, publish, distribute, sublicense, and/or sell |
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// copies of the Software, and to permit persons to whom the |
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// Software is furnished to do so, subject to the following |
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// conditions: |
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// |
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// The above copyright notice and this permission notice shall be |
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// included in all copies or substantial portions of the Software. |
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// |
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, |
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES |
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND |
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT |
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, |
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING |
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR |
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// OTHER DEALINGS IN THE SOFTWARE. |
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// </copyright> |
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namespace MathNet.Numerics.Distributions |
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open MathNet.Numerics.Random |
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[<AutoOpen>] |
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[<CompilationRepresentation(CompilationRepresentationFlags.ModuleSuffix)>] |
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module Distributions = |
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let withRandom random (dist:#IDistribution) = |
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dist.RandomSource <- random |
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dist |
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let withSystemRandom dist = dist |> withRandom (Random.system()) |
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let withMersenneTwister dist = dist |> withRandom (Random.mersenneTwister()) |
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#if PORTABLE |
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#else |
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let withCryptoRandom dist = dist |> withRandom (Random.crypto()) |
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#endif |
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// <copyright file="Random.fs" company="Math.NET"> |
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// Math.NET Numerics, part of the Math.NET Project |
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// http://numerics.mathdotnet.com |
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// http://github.com/mathnet/mathnet-numerics |
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// http://mathnetnumerics.codeplex.com |
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// |
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// Copyright (c) 2009-2012 Math.NET |
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// |
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// Permission is hereby granted, free of charge, to any person |
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// obtaining a copy of this software and associated documentation |
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// files (the "Software"), to deal in the Software without |
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// restriction, including without limitation the rights to use, |
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// copy, modify, merge, publish, distribute, sublicense, and/or sell |
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// copies of the Software, and to permit persons to whom the |
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// Software is furnished to do so, subject to the following |
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// conditions: |
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// |
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// The above copyright notice and this permission notice shall be |
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// included in all copies or substantial portions of the Software. |
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// |
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, |
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES |
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND |
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT |
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, |
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING |
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR |
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// OTHER DEALINGS IN THE SOFTWARE. |
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// </copyright> |
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namespace MathNet.Numerics.Random |
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[<CompilationRepresentation(CompilationRepresentationFlags.ModuleSuffix)>] |
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module Random = |
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/// Provides a seed based on unique GUIDs |
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let seed () = System.Guid.NewGuid().GetHashCode() |
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/// Provides a time-dependent seed value (caution, can produce the same value on quick repeated execution) |
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let timeSeed () = System.Environment.TickCount |
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/// Creates a default .Net system pRNG with a custom seed based on uinque GUIDs |
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let system () = new System.Random(seed()) |
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let systemWith seed = new System.Random(seed) |
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#if PORTABLE |
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#else |
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/// Creates a default .Net cryptographic system pRNG |
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let crypto () = new SystemCryptoRandomNumberGenerator() :> System.Random |
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let cryptoWith (threadSafe:bool) = new SystemCryptoRandomNumberGenerator(threadSafe) :> System.Random |
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#endif |
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/// Creates a Mersenne Twister 19937 pRNG with a custom seed based on uinque GUIDs |
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let mersenneTwister () = new MersenneTwister(seed()) :> System.Random |
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let mersenneTwisterWith seed threadSafe = new MersenneTwister(seed, threadSafe) :> System.Random |
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/// Creates a multiply-with-carry Xorshift (Xn = a * Xn−3 + c mod 2^32) pRNG with a custom seed based on uinque GUIDs |
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let xorshift () = new Xorshift(seed()) :> System.Random |
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let xorshiftWith seed threadSafe = new Xorshift(seed, threadSafe) :> System.Random |
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let xorshiftCustom seed threadSafe a c x1 x2 = new Xorshift(seed, threadSafe, a, c, x1, x2) :> System.Random |
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/// Creates a Wichmann-Hill’s 1982 combined multiplicative congruential pRNG with a custom seed based on uinque GUIDs |
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let wh1982 () = new WH1982(seed()) :> System.Random |
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let wh1982With seed threadSafe = new WH1982(seed, threadSafe) :> System.Random |
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/// Creates a Wichmann-Hill’s 2006 combined multiplicative congruential pRNG with a custom seed based on uinque GUIDs |
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let wh2006 () = new WH2006(seed()) :> System.Random |
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let wh2006With seed threadSafe = new WH2006(seed, threadSafe) :> System.Random |
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/// Creates a Parallel Additive Lagged Fibonacci pRNG with a custom seed based on uinque GUIDs |
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let palf () = new Palf(seed()) :> System.Random |
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let palfWith seed threadSafe = new Palf(seed, threadSafe, 418, 1279) :> System.Random |
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let palfCustom seed threadSafe shortLag longLag = new Palf(seed, threadSafe, shortLag, longLag) :> System.Random |
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/// Creates a Multiplicative congruential generator using a modulus of 2^59 and a multiplier of 13^13 pRNG with a custom seed based on uinque GUIDs |
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let mcg59 () = new Mcg59(seed()) :> System.Random |
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let mcg59With seed threadSafe = new Mcg59(seed, threadSafe) :> System.Random |
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/// Creates a Multiplicative congruential generator using a modulus of 2^31-1 and a multiplier of 1132489760 pRNG with a custom seed based on uinque GUIDs |
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let mcg31m1 () = new Mcg31m1(seed()) :> System.Random |
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let mcg31m1With seed threadSafe = new Mcg31m1(seed, threadSafe) :> System.Random |
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/// Creates a 32-bit combined multiple recursive generator with 2 components of order 3 pRNG with a custom seed based on uinque GUIDs |
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let mrg32k3a () = new Mrg32k3a(seed()) :> System.Random |
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let mrg32k3aWith seed threadSafe = new Mrg32k3a(seed, threadSafe) :> System.Random |
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@ -0,0 +1,77 @@ |
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// <copyright file="RandomAndDistributions.fs" company="Math.NET"> |
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// Math.NET Numerics, part of the Math.NET Project |
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// http://mathnet.opensourcedotnet.info |
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// |
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// Copyright (c) 2009-2012 Math.NET |
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// |
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// Permission is hereby granted, free of charge, to any person |
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// obtaining a copy of this software and associated documentation |
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// files (the "Software"), to deal in the Software without |
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// restriction, including without limitation the rights to use, |
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// copy, modify, merge, publish, distribute, sublicense, and/or sell |
|||
// copies of the Software, and to permit persons to whom the |
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// Software is furnished to do so, subject to the following |
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// conditions: |
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// |
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// The above copyright notice and this permission notice shall be |
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// included in all copies or substantial portions of the Software. |
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// |
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, |
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES |
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND |
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT |
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, |
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING |
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR |
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// OTHER DEALINGS IN THE SOFTWARE. |
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// </copyright> |
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|
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module RandomAndDistributions |
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open MathNet.Numerics.Random |
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open MathNet.Numerics.Distributions |
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// generate some seeds for random values |
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let someGuidSeed = Random.seed () |
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let someTimeSeed = Random.timeSeed () |
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// generate some pseudo random number generators (listing incomplete; all of them are cast to the common base type, System.Random) |
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let a = Random.system () |
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let b = Random.systemWith (Random.timeSeed()) |
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let c = Random.crypto () |
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let d = Random.mersenneTwister () |
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let e = Random.mersenneTwisterWith 1000 true (* thread-safe *) |
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let f = Random.xorshift () |
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let g = Random.xorshiftCustom someTimeSeed false 916905990L 13579L 362436069L 77465321L |
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let h = Random.wh2006 () |
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let i = Random.palf () |
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// generate some uniform random values |
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let values = ( |
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a.Next(), |
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b.NextFullRangeInt32(), |
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c.NextFullRangeInt64(), |
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d.NextInt64(), |
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e.NextDouble(), |
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f.NextDecimal() |
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) |
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// generate some probability distributions |
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let normal = Normal.WithMeanVariance(3.0, 1.5) |> withRandom g |
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let exponential = new Exponential(2.4) |
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let gamma = new Gamma(2.0, 1.5) |> withCryptoRandom |
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let cauchy = new Cauchy() |> withRandom (Random.mrg32k3aWith 10 false) |
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let poisson = new Poisson(3.0) |
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let geometric = new Geometric(1.2) |> withSystemRandom |
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// generate some random samples from these distributions |
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let continuous = [ |
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yield normal.Sample() |
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yield exponential.Sample() |
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yield! gamma.Samples() |> Seq.take 10 |
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] |
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let discrete = [ |
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poisson.Sample() |
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poisson.Sample() |
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geometric.Sample() |
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] |
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