forked from tsai/mathnet-numerics
Marcus Cuda
16 years ago
5 changed files with 276 additions and 0 deletions
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// <copyright file="Palf.cs" 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) 2009-2010 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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{ |
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using System; |
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using Properties; |
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using Threading; |
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/// <summary>
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/// Represents a Parallel Additive Lagged Fibonacci pseudo-random number generator.
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/// </summary>
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/// <remarks>
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/// The <see cref="Palf"/> type bases upon the implementation in the
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/// <a href="http://www.boost.org/libs/random/index.html">Boost Random Number Library</a>.
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/// It uses the modulus 2<sup>32</sup> and by default the "lags" 418 and 1279. Some popular pairs are presented on
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/// <a href="http://en.wikipedia.org/wiki/Lagged_Fibonacci_generator">Wikipedia - Lagged Fibonacci generator</a>.
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/// </remarks>
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public class Palf : AbstractRandomNumberGenerator |
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{ |
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/// <summary>
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/// Dafult value for the ShortLag
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/// </summary>
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private const int DefaultShortLag = 418; |
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/// <summary>
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/// Default value for the LongLag
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/// </summary>
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private const int DefaultLongLag = 1279; |
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/// <summary>
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/// The multiplier to compute a double-precision floating point number [0, 1)
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/// </summary>
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private const double IntToDoubleMultiplier = 1.0 / (int.MaxValue + 1.0); |
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/// <summary>
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/// Initializes a new instance of the <see cref="Palf"/> class using
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/// the current time as the seed.
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/// </summary>
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/// <remarks>If the seed value is zero, it is set to one. Uses the
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/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
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/// set whether the instance is thread safe.</remarks>
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public Palf() : this((int)DateTime.Now.Ticks) |
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{ |
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} |
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/// <summary>
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/// Initializes a new instance of the <see cref="Palf"/> class using
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/// the current time as the seed.
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/// </summary>
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/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
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public Palf(bool threadSafe) : this((int)DateTime.Now.Ticks, threadSafe, DefaultShortLag, DefaultLongLag) |
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{ |
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} |
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/// <summary>
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/// Initializes a new instance of the <see cref="Palf"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <remarks>If the seed value is zero, it is set to one. Uses the
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/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
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/// set whether the instance is thread safe.</remarks>
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public Palf(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators, DefaultShortLag, DefaultLongLag) |
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{ |
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} |
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/// <summary>
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/// Initializes a new instance of the <see cref="Palf"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <param name="threadSafe">if set to <c>true</c>, the class is thread safe.</param>
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/// <param name="shortLag">The ShortLag value</param>
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/// <param name="longLag">TheLongLag value</param>
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public Palf(int seed, bool threadSafe, int shortLag, int longLag) : base(threadSafe) |
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{ |
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if (shortLag < 1) |
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{ |
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throw new ArgumentException(Resources.ArgumentMustBePositive, "shortLag"); |
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} |
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if (longLag <= shortLag) |
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{ |
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throw new ArgumentException("longLag"); |
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} |
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if (seed == 0) |
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{ |
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seed = 1; |
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} |
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ShortLag = shortLag; |
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// Align LongLag to number of worker threads.
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if (longLag % Control.NumberOfParallelWorkerThreads == 0) |
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{ |
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LongLag = longLag; |
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} |
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else |
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{ |
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LongLag = ((longLag / Control.NumberOfParallelWorkerThreads) + 1) * Control.NumberOfParallelWorkerThreads; |
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} |
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_x = new uint[LongLag]; |
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var gen = new MersenneTwister(seed); |
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for (var j = 0; j < LongLag; ++j) |
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{ |
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_x[j] = (uint)(gen.NextDouble() * uint.MaxValue); |
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} |
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_i = LongLag; |
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} |
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/// <summary>
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/// Gets the short lag of the Lagged Fibonacci pseudo-random number generator.
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/// </summary>
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public int ShortLag |
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{ |
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get; |
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private set; |
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} |
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/// <summary>
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/// Gets the long lag of the Lagged Fibonacci pseudo-random number generator.
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/// </summary>
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public int LongLag |
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{ |
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get; |
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private set; |
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} |
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/// <summary>
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/// Stores an array of <see cref="LongLag"/> random numbers
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/// </summary>
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private readonly uint[] _x; |
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/// <summary>
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/// Stores an index for the random number array element that will be accessed next.
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/// </summary>
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private int _i; |
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/// <summary>
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/// Fills the array <see cref="_x"/> with <see cref="LongLag"/> new unsigned random numbers.
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/// </summary>
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/// <remarks>
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/// Generated random numbers are 32-bit unsigned integers greater than or equal to 0
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/// and less than or equal to <see cref="Int32.MaxValue"/>.
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/// </remarks>
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private void Fill() |
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{ |
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CommonParallel.For( |
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0, |
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Control.NumberOfParallelWorkerThreads, |
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index => |
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{ |
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// Two loops to avoid costly modulo operations
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for (var j = index; j < ShortLag; j = j + Control.NumberOfParallelWorkerThreads) |
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{ |
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_x[j] += _x[j + (LongLag - ShortLag)]; |
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} |
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for (var j = ShortLag + index; j < LongLag; j = j + Control.NumberOfParallelWorkerThreads) |
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{ |
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_x[j] += _x[j - ShortLag - index]; |
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} |
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}); |
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_i = 0; |
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} |
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/// <summary>
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/// Returns a random number between 0.0 and 1.0.
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/// </summary>
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/// <returns>
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/// A double-precision floating point number greater than or equal to 0.0, and less than 1.0.
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/// </returns>
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protected override double DoSample() |
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{ |
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if (_i >= LongLag) |
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{ |
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Fill(); |
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} |
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var x = _x[_i++]; |
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return (int)(x >> 1) * IntToDoubleMultiplier; |
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} |
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} |
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} |
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@ -0,0 +1,58 @@ |
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// <copyright file="PalfTests.cs" 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) 2009-2010 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.UnitTests.Random |
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{ |
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using MbUnit.Framework; |
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using Numerics.Random; |
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[TestFixture] |
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public class PalfTests : RandomTests |
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{ |
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public PalfTests() |
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: base(typeof(Palf)) |
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{ |
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} |
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[Test] |
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[ExpectedArgumentException] |
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public void ThrowsArgumentExceptionWhenShortLagIsNonPositive() |
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{ |
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var random = new Palf(1, true, 0, 10); |
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} |
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[Test] |
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[ExpectedArgumentException] |
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public void ThrowsArgumentExceptionWhenLongLagIsNotGreaterThanShortLag() |
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{ |
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var random = new Palf(1, true, 10, 10); |
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} |
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} |
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} |
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