diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj index 26448f4b..12a8c481 100644 --- a/src/Numerics/Numerics.csproj +++ b/src/Numerics/Numerics.csproj @@ -103,8 +103,14 @@ Resources.resx + + + + + + diff --git a/src/Numerics/Random/Mcg31m1.cs b/src/Numerics/Random/Mcg31m1.cs new file mode 100644 index 00000000..cb69f544 --- /dev/null +++ b/src/Numerics/Random/Mcg31m1.cs @@ -0,0 +1,99 @@ +// +// 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. +// + +namespace MathNet.Numerics.Random +{ + using System; + + /// + /// Multiplicative congruential generator using a modulus of 2^31-1 and a multiplier of 1132489760. + /// + public partial class Mcg31m1 : AbstractRandomNumberGenerator + { + private const ulong _modulus = 2147483647; + private const ulong _multiplier = 1132489760; + private const double _reciprocal = 1.0 / _modulus; + private ulong _xn; + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + public Mcg31m1() : this((int) DateTime.Now.Ticks) + { + } + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + /// if set to true , the class is thread safe. + public Mcg31m1(bool threadSafe) : this((int)DateTime.Now.Ticks, threadSafe) + { + + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// If the seed value is zero, it is set to one. Uses the + /// value of to + /// set whether the instance is thread safe. + public Mcg31m1(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators) + { + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// if set to true, the class is thread safe. + public Mcg31m1(int seed, bool threadSafe) : base(threadSafe) + { + if (seed == 0) + { + seed = 1; + } + _xn = (uint) seed%_modulus; + } + + /// + /// Returns a random number between 0.0 and 1.0. + /// + /// + /// A double-precision floating point number greater than or equal to 0.0, and less than 1.0. + /// + protected override double DoSample() + { + double ret = _xn*_reciprocal; + _xn = (_xn*_multiplier)%_modulus; + return ret; + } + } +} \ No newline at end of file diff --git a/src/Numerics/Random/Mcg59.cs b/src/Numerics/Random/Mcg59.cs new file mode 100644 index 00000000..b2c0f424 --- /dev/null +++ b/src/Numerics/Random/Mcg59.cs @@ -0,0 +1,100 @@ +// +// 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. +// + +namespace MathNet.Numerics.Random +{ + using System; + + /// + /// Multiplicative congruential generator using a modulus of 2^59 and a multiplier of 13^13. + /// + public partial class Mcg59 : AbstractRandomNumberGenerator + { + private const double _reciprocal = 1.0 / _modulus; + private const ulong _modulus = 576460752303423488; + private const ulong _multiplier = 302875106592253; + private ulong _xn; + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + public Mcg59() : this((int) DateTime.Now.Ticks) + { + } + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + /// if set to true , the class is thread safe. + public Mcg59(bool threadSafe) : this((int)DateTime.Now.Ticks, threadSafe) + { + + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// If the seed value is zero, it is set to one. Uses the + /// value of to + /// set whether the instance is thread safe. + public Mcg59(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators) + { + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// The seed is set to 1, if the zero is used as the seed. + /// if set to true , the class is thread safe. + public Mcg59(int seed, bool threadSafe) : base(threadSafe) + { + if( seed == 0) + { + seed = 1; + } + _xn = (uint) seed % _modulus; + } + + /// + /// Returns a random number between 0.0 and 1.0. + /// + /// + /// A double-precision floating point number greater than or equal to 0.0, and less than 1.0. + /// + protected override double DoSample() + { + double ret = _xn * _reciprocal; + _xn = (_xn * _multiplier) % _modulus; + return ret; + } + } +} \ No newline at end of file diff --git a/src/Numerics/Random/Mrg32k3a.cs b/src/Numerics/Random/Mrg32k3a.cs new file mode 100644 index 00000000..ce45c1b7 --- /dev/null +++ b/src/Numerics/Random/Mrg32k3a.cs @@ -0,0 +1,136 @@ +// +// 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. +// + +namespace MathNet.Numerics.Random +{ + using System; + + /// + /// A 32-bit combined multiple recursive generator with 2 components of order 3. + /// + ///Based off of P. L'Ecuyer, "Combined Multiple Recursive Random Number Generators," Operations Research, 44, 5 (1996), 816--822. + public partial class Mrg32k3a : AbstractRandomNumberGenerator + { + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + /// If the seed value is zero, it is set to one. Uses the + /// value of to + /// set whether the instance is thread safe. + public Mrg32k3a() : this((int)DateTime.Now.Ticks) + { + } + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + /// if set to true , the class is thread safe. + public Mrg32k3a(bool threadSafe) : this((int)DateTime.Now.Ticks, threadSafe) + { + } + private const double _a12 = 1403580; + private const double _a13 = 810728; + private const double _a21 = 527612; + private const double _a23 = 1370589; + private const double _modulus1 = 4294967087; + private const double _modulus2 = 4294944443; + + private const double _reciprocal = 1.0/_modulus1; + private double _xn1 = 1; + private double _xn2 = 1; + private double _xn3; + private double _yn1 = 1; + private double _yn2 = 1; + private double _yn3 = 1; + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// If the seed value is zero, it is set to one. Uses the + /// value of to + /// set whether the instance is thread safe. + public Mrg32k3a(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators) + { + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// if set to true, the class is thread safe. + public Mrg32k3a(int seed, bool threadSafe) : base(threadSafe) + { + if (seed == 0) + { + seed = 1; + } + _xn3 = (uint)seed; + } + + + /// + /// Returns a random number between 0.0 and 1.0. + /// + /// + /// A double-precision floating point number greater than or equal to 0.0, and less than 1.0. + /// + protected override double DoSample() + { + double xn = _a12*_xn2 - _a13*_xn3; + double k = (long) (xn/_modulus1); + xn -= k*_modulus1; + if (xn < 0) + { + xn += _modulus1; + } + + double yn = _a21*_yn1 - _a23*_yn3; + k = (long) (yn/_modulus2); + yn -= k*_modulus2; + if (yn < 0) + { + yn += _modulus2; + } + _xn3 = _xn2; + _xn2 = _xn1; + _xn1 = xn; + _yn3 = _yn2; + _yn2 = _yn1; + _yn1 = yn; + + if (xn <= yn) + { + return (xn - yn + _modulus1)*_reciprocal; + } + return (xn - yn)*_reciprocal; + } + } +} \ No newline at end of file diff --git a/src/Numerics/Random/SystemCrypto.cs b/src/Numerics/Random/SystemCrypto.cs new file mode 100644 index 00000000..4f385eb8 --- /dev/null +++ b/src/Numerics/Random/SystemCrypto.cs @@ -0,0 +1,98 @@ +// +// 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. +// + +namespace MathNet.Numerics.Random +{ + using System; + using System.Security.Cryptography; + + /// + /// A random number generator based on the class in the .NET library. + /// + public class SystemCryptoRandomNumberGenerator : AbstractRandomNumberGenerator + { + private const double mReciprocal = 1.0 / uint.MaxValue; + private readonly RandomNumberGenerator mRandom; + + /// + /// Construct a new random number generator with a random seed. + /// + /// Uses and uses the value of + /// to set whether the instance is thread safe. + public SystemCryptoRandomNumberGenerator(): this(new RNGCryptoServiceProvider(), Control.ThreadSafeRandomNumberGenerators) + { + mRandom = new RNGCryptoServiceProvider(); + } + + /// + /// Construct a new random number generator with random seed. + /// + /// The to use. + /// Uses the value of to set whether the instance is thread safe. + public SystemCryptoRandomNumberGenerator(RandomNumberGenerator rng) : this(rng, Control.ThreadSafeRandomNumberGenerators) + { + } + + /// + /// Construct a new random number generator with random seed. + /// + /// Uses + /// if set to true , the class is thread safe. + public SystemCryptoRandomNumberGenerator(bool threadSafe): this(new RNGCryptoServiceProvider(), threadSafe) + { + } + + /// + /// Construct a new random number generator with random seed. + /// + /// The to use. + /// if set to true , the class is thread safe. + public SystemCryptoRandomNumberGenerator(RandomNumberGenerator rng, bool threadSafe) : base(threadSafe) + { + if (rng == null) + { + throw new ArgumentNullException("rng"); + } + mRandom = rng; + } + + + /// + /// Returns a random number between 0.0 and 1.0. + /// + /// + /// A double-precision floating point number greater than or equal to 0.0, and less than 1.0. + /// + protected override double DoSample() + { + byte[] bytes = new byte[4]; + mRandom.GetBytes(bytes); + return BitConverter.ToUInt32(bytes, 0) * mReciprocal; + } + } +} \ No newline at end of file diff --git a/src/Numerics/Random/WH1982.cs b/src/Numerics/Random/WH1982.cs new file mode 100644 index 00000000..2593e5b5 --- /dev/null +++ b/src/Numerics/Random/WH1982.cs @@ -0,0 +1,113 @@ +// +// 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. +// + +namespace MathNet.Numerics.Random +{ + using System; + + /// + /// Wichmann-Hill’s 1982 combined multiplicative congruential generator. + /// + /// See: Wichmann, B. A. & Hill, I. D. (1982), "Algorithm AS 183: + /// An efficient and portable pseudo-random number generator". Applied Statistics 31 (1982) 188-190 + /// + public class WH1982 : AbstractRandomNumberGenerator + { + private const uint _modx = 30269; + private const double _modx_recip = 1.0/_modx; + private const uint _mody = 30307; + private const double _mody_recip = 1.0/_mody; + private const uint _modz = 30323; + private const double _modz_recip = 1.0/_modz; + private uint _xn; + private uint _yn = 1; + private uint _zn = 1; + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + public WH1982() : this((int) DateTime.Now.Ticks) + { + } + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + /// if set to true , the class is thread safe. + public WH1982(bool threadSafe) + : this((int) DateTime.Now.Ticks, threadSafe) + { + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// If the seed value is zero, it is set to one. Uses the + /// value of to + /// set whether the instance is thread safe. + public WH1982(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators) + { + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// The seed is set to 1, if the zero is used as the seed. + /// if set to true , the class is thread safe. + public WH1982(int seed, bool threadSafe) + : base(threadSafe) + { + if (seed == 0) + { + seed = 1; + } + _xn = (uint) seed%_modx; + } + + /// + /// Returns a random number between 0.0 and 1.0. + /// + /// + /// A double-precision floating point number greater than or equal to 0.0, and less than 1.0. + /// + protected override double DoSample() + { + _xn = (171*_xn)%_modx; + _yn = (172*_yn)%_mody; + _zn = (170*_zn)%_modz; + + double w = _xn*_modx_recip + _yn*_mody_recip + _zn*_modz_recip; + w -= (int) w; + return w; + } + } +} \ No newline at end of file diff --git a/src/Numerics/Random/WH2006.cs b/src/Numerics/Random/WH2006.cs new file mode 100644 index 00000000..c86a3216 --- /dev/null +++ b/src/Numerics/Random/WH2006.cs @@ -0,0 +1,117 @@ +// +// 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. +// + +namespace MathNet.Numerics.Random +{ + using System; + + /// + /// Wichmann-Hill’s 2006 combined multiplicative congruential generator. + /// + /// See: Wichmann, B. A. & Hill, I. D. (2006), "Generating good pseudo-random numbers". + /// Computational Statistics & Data Analysis 51:3 (2006) 1614-1622 + /// + public class WH2006 : AbstractRandomNumberGenerator + { + private const uint _modw = 2147483123; + private const double _modw_recip = 1.0/_modw; + private const uint _modx = 2147483579; + private const double _modx_recip = 1.0/_modx; + private const uint _mody = 2147483543; + private const double _mody_recip = 1.0/_mody; + private const uint _modz = 2147483423; + private const double _modz_recip = 1.0/_modz; + private ulong _wn = 1; + private ulong _xn; + private ulong _yn = 1; + private ulong _zn = 1; + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + public WH2006() : this((int) DateTime.Now.Ticks) + { + } + + /// + /// Initializes a new instance of the class using + /// the current time as the seed. + /// + /// if set to true , the class is thread safe. + public WH2006(bool threadSafe) + : this((int) DateTime.Now.Ticks, threadSafe) + { + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// If the seed value is zero, it is set to one. Uses the + /// value of to + /// set whether the instance is thread safe. + public WH2006(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators) + { + } + + /// + /// Initializes a new instance of the class. + /// + /// The seed value. + /// The seed is set to 1, if the zero is used as the seed. + /// if set to true , the class is thread safe. + public WH2006(int seed, bool threadSafe) + : base(threadSafe) + { + if (seed == 0) + { + seed = 1; + } + _xn = (uint) seed%_modx; + } + + /// + /// Returns a random number between 0.0 and 1.0. + /// + /// + /// A double-precision floating point number greater than or equal to 0.0, and less than 1.0. + /// + protected override double DoSample() + { + _xn = 11600*_xn%_modx; + _yn = 47003*_yn%_mody; + _zn = 23000*_zn%_modz; + _wn = 33000*_wn%_modw; + + double u = _xn*_modx_recip + _yn*_mody_recip + _zn*_modz_recip + _wn*_modw_recip; + u -= (int) u; + return u; + } + } +} \ No newline at end of file diff --git a/src/Numerics/SpecialFunctions.cs b/src/Numerics/SpecialFunctions.cs index 1bb90334..0e1ce812 100644 --- a/src/Numerics/SpecialFunctions.cs +++ b/src/Numerics/SpecialFunctions.cs @@ -29,6 +29,7 @@ namespace MathNet.Numerics { using System; + using Properties; /// /// This class implements a collection of special function evaluations for double precision. This class @@ -66,13 +67,57 @@ namespace MathNet.Numerics }; /// - /// Static Initializer for all special function routines + /// Initializes static members of the SpecialFunctions class. /// static SpecialFunctions() { InitializeFactorial(); } + /// + /// Computes the 'th Harmonic number. + /// + /// The Harmonic number which needs to be computed. + /// The t'th Harmonic number. + public static double Harmonic(int t) + { + return Constants.EulerMascheroni + DiGamma(t + 1.0); + } + + /// + /// Computes the logarithm of the Euler Beta function. + /// + /// A positive real number. + /// A positive real number. + /// The logarithm of the Euler Beta function evaluated at z,w. + /// If or are not positive. + public static double BetaLn(double z, double w) + { + if (z <= 0.0) + { + throw new ArgumentException(Resources.ArgumentMustBePositive, "z"); + } + + if (w <= 0.0) + { + throw new ArgumentException(Resources.ArgumentMustBePositive, "w"); + } + + return GammaLn(z) + GammaLn(w) - GammaLn(z + w); + } + + /// + /// Computes the Euler Beta function. + /// + /// The first Beta parameter, a positive real number. + /// The second Beta parameter, a positive real number. + /// The Euler Beta function evaluated at z,w. + /// If or are not positive. + public static double Beta(double z, double w) + { + return System.Math.Exp(BetaLn(z, w)); + } + /// /// Computes the logarithm of the Gamma function. /// @@ -235,6 +280,16 @@ namespace MathNet.Numerics return Double.NaN; } + if (Double.IsNegativeInfinity(p)) + { + return 0.0; + } + + if (Double.IsPositiveInfinity(p)) + { + return Double.PositiveInfinity; + } + double x = Math.Exp(p); for (double d = 1.0; d > 1.0e-15; d /= 2.0) { @@ -249,11 +304,6 @@ namespace MathNet.Numerics throw new NotImplementedException(); } - public static double BetaLn(double a, double b) - { - throw new NotImplementedException(); - } - public static double BetaRegularized(double a, double b, double x) { throw new NotImplementedException(); diff --git a/src/UnitTests/Random/Mcg31m1Tests.cs b/src/UnitTests/Random/Mcg31m1Tests.cs new file mode 100644 index 00000000..f27a2daa --- /dev/null +++ b/src/UnitTests/Random/Mcg31m1Tests.cs @@ -0,0 +1,39 @@ +// +// 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. +// + +namespace MathNet.Numerics.UnitTests.RandomTests +{ + using MbUnit.Framework; + using MathNet.Numerics.Random; + + [TestFixture] + public class Mcg31m1Tests : RandomTests + { + public Mcg31m1Tests() : base(typeof(Mcg31m1)){} + } +} diff --git a/src/UnitTests/Random/Mcg59Tests.cs b/src/UnitTests/Random/Mcg59Tests.cs new file mode 100644 index 00000000..601259bf --- /dev/null +++ b/src/UnitTests/Random/Mcg59Tests.cs @@ -0,0 +1,39 @@ +// +// 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. +// + +namespace MathNet.Numerics.UnitTests.RandomTests +{ + using MbUnit.Framework; + using MathNet.Numerics.Random; + + [TestFixture] + public class Mcg59Tests : RandomTests + { + public Mcg59Tests() : base(typeof(Mcg59)) { } + } +} diff --git a/src/UnitTests/Random/MersenneTwisterTests.cs b/src/UnitTests/Random/MersenneTwisterTests.cs index 6b5a4375..9a28c5dd 100644 --- a/src/UnitTests/Random/MersenneTwisterTests.cs +++ b/src/UnitTests/Random/MersenneTwisterTests.cs @@ -1,4 +1,4 @@ -// +// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // diff --git a/src/UnitTests/Random/Mrg32k3aTests.cs b/src/UnitTests/Random/Mrg32k3aTests.cs new file mode 100644 index 00000000..d1e5ceb0 --- /dev/null +++ b/src/UnitTests/Random/Mrg32k3aTests.cs @@ -0,0 +1,41 @@ +// +// 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. +// + +namespace MathNet.Numerics.UnitTests.RandomTests +{ + using MbUnit.Framework; + using MathNet.Numerics.Random; + + [TestFixture] + public class Mrg32k3aTests : RandomTests + { + public Mrg32k3aTests() : base(typeof (Mrg32k3a)) + { + } + } +} \ No newline at end of file diff --git a/src/UnitTests/Random/SystemCryptoTests.cs b/src/UnitTests/Random/SystemCryptoTests.cs new file mode 100644 index 00000000..7f850380 --- /dev/null +++ b/src/UnitTests/Random/SystemCryptoTests.cs @@ -0,0 +1,41 @@ +// +// 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. +// + +namespace MathNet.Numerics.UnitTests.RandomTests +{ + using MbUnit.Framework; + using MathNet.Numerics.Random; + + [TestFixture] + public class SystemCryptoRandomNumberGeneratorTests : RandomTests + { + public SystemCryptoRandomNumberGeneratorTests() : base(typeof (SystemCryptoRandomNumberGenerator)) + { + } + } +} \ No newline at end of file diff --git a/src/UnitTests/Random/WH1982Tests.cs b/src/UnitTests/Random/WH1982Tests.cs new file mode 100644 index 00000000..eed86615 --- /dev/null +++ b/src/UnitTests/Random/WH1982Tests.cs @@ -0,0 +1,42 @@ +// +// 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. +// + +namespace MathNet.Numerics.UnitTests.RandomTests +{ + using MbUnit.Framework; + using MathNet.Numerics.Random; + + [TestFixture] + public class WH1982Tests : RandomTests + { + public WH1982Tests() + : base(typeof (WH1982)) + { + } + } +} \ No newline at end of file diff --git a/src/UnitTests/Random/WH2006Tests.cs b/src/UnitTests/Random/WH2006Tests.cs new file mode 100644 index 00000000..d6916b5f --- /dev/null +++ b/src/UnitTests/Random/WH2006Tests.cs @@ -0,0 +1,42 @@ +// +// 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. +// + +namespace MathNet.Numerics.UnitTests.RandomTests +{ + using MbUnit.Framework; + using MathNet.Numerics.Random; + + [TestFixture] + public class WH2006Tests : RandomTests + { + public WH2006Tests() + : base(typeof(WH2006)) + { + } + } +} \ No newline at end of file diff --git a/src/UnitTests/UnitTests.csproj b/src/UnitTests/UnitTests.csproj index 469019aa..1ee5804e 100644 --- a/src/UnitTests/UnitTests.csproj +++ b/src/UnitTests/UnitTests.csproj @@ -94,9 +94,15 @@ + + + + + +