diff --git a/src/Numerics/Generate.cs b/src/Numerics/Generate.cs
new file mode 100644
index 00000000..3665ba51
--- /dev/null
+++ b/src/Numerics/Generate.cs
@@ -0,0 +1,361 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2013 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.
+//
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Distributions;
+using MathNet.Numerics.Random;
+
+namespace MathNet.Numerics
+{
+ public static class Generate
+ {
+ ///
+ /// Generate a linearly spaced sample vector of the given length between the specified values (inclusive).
+ /// Equivalent to MATLAB linspace but with the length as first instead of last argument.
+ ///
+ public static double[] LinearSpaced(int length, double start, double stop)
+ {
+ if (length <= 0) return new double[0];
+ if (length == 1) return new[] { stop };
+
+ double step = (stop - start)/(length - 1);
+
+ var data = new double[length];
+ for (int i = 0; i < data.Length; i++)
+ {
+ data[i] = start + i*step;
+ }
+ data[data.Length - 1] = stop;
+ return data;
+ }
+
+ ///
+ /// Generate a base 10 logarithmically spaced sample vector of the given length between the specified decade exponents (inclusive).
+ /// Equivalent to MATLAB logspace but with the length as first instead of last argument.
+ ///
+ public static double[] LogSpaced(int length, double startExponent, double stopExponent)
+ {
+ if (length <= 0) return new double[0];
+ if (length == 1) return new[] { Math.Pow(10, stopExponent) };
+
+ double step = (stopExponent - startExponent)/(length - 1);
+
+ var data = new double[length];
+ for (int i = 0; i < data.Length; i++)
+ {
+ data[i] = Math.Pow(10, startExponent + i*step);
+ }
+ data[data.Length - 1] = Math.Pow(10, stopExponent);
+ return data;
+ }
+
+ ///
+ /// Generate a linearly spaced sample vector within the inclusive interval (start, stop) and step 1.
+ /// Equivalent to MATLAB colon operator (:).
+ ///
+ public static double[] LinearRange(int start, int stop)
+ {
+ if (start == stop) return new double[] { start };
+ if (start < stop)
+ {
+ var data = new double[stop - start + 1];
+ for (int i = 0; i < data.Length; i++)
+ {
+ data[i] = start + i;
+ }
+ return data;
+ }
+ else
+ {
+ var data = new double[start - stop + 1];
+ for (int i = 0; i < data.Length; i++)
+ {
+ data[i] = start - i;
+ }
+ return data;
+ }
+ }
+
+ ///
+ /// Generate a linearly spaced sample vector within the inclusive interval (start, stop) and the provide step.
+ /// The start value is aways included as first value, but stop is only included if it stop-start is a multiple of step.
+ /// Equivalent to MATLAB double colon operator (::).
+ ///
+ public static double[] LinearRange(int start, int step, int stop)
+ {
+ if (start == stop) return new double[] { start };
+ if (start < stop && step < 0 || start > stop && step > 0 || step == 0d)
+ {
+ return new double[0];
+ }
+
+ var data = new double[(stop - start)/step + 1];
+ for (int i = 0; i < data.Length; i++)
+ {
+ data[i] = start + i*step;
+ }
+ return data;
+ }
+
+ ///
+ /// Generate a linearly spaced sample vector within the inclusive interval (start, stop) and the provide step.
+ /// The start value is aways included as first value, but stop is only included if it stop-start is a multiple of step.
+ /// Equivalent to MATLAB double colon operator (::).
+ ///
+ public static double[] LinearRange(double start, double step, double stop)
+ {
+ if (start == stop) return new double[] { start };
+ if (start < stop && step < 0 || start > stop && step > 0 || step == 0d)
+ {
+ return new double[0];
+ }
+
+ var data = new double[(int)Math.Floor((stop - start)/step + 1d)];
+ for (int i = 0; i < data.Length; i++)
+ {
+ data[i] = start + i*step;
+ }
+ return data;
+ }
+
+ ///
+ /// Create a Sine sample vector.
+ ///
+ /// The number of samples to generate.
+ /// Samples per unit.
+ /// Frequency in samples per unit.
+ /// The maximal reached peak.
+ /// The mean, or dc part, of the signal.
+ /// Optional phase offset.
+ /// Optional delay, relative to the phase.
+ public static double[] Sinusoidal(int length, double samplingRate, double frequency, double amplitude, double mean = 0.0, double phase = 0.0, int delay = 0)
+ {
+ double step = frequency/samplingRate*Constants.Pi2;
+ phase = (phase - delay*step)%Constants.Pi2;
+
+ var data = new double[length];
+ for (int i = 0; i < length; i++)
+ {
+ data[i] = mean + amplitude*Math.Sin(phase + i*step);
+ }
+ return data;
+ }
+
+ ///
+ /// Create an infinite Sine sample sequence.
+ ///
+ /// Samples per unit.
+ /// Frequency in samples per unit.
+ /// The maximal reached peak.
+ /// The mean, or dc part, of the signal.
+ /// Optional phase offset.
+ /// Optional delay, relative to the phase.
+ public static IEnumerable SinusoidalSequence(double samplingRate, double frequency, double amplitude, double mean = 0.0, double phase = 0.0, int delay = 0)
+ {
+ double step = frequency/samplingRate*Constants.Pi2;
+ phase = (phase - delay*step)%Constants.Pi2;
+
+ while (true)
+ {
+ for (int i = 0; i < 1000; i++)
+ {
+ yield return mean + amplitude*Math.Sin(phase + i*step);
+ }
+ phase = (phase + 1000*step)%Constants.Pi2;
+ }
+ }
+
+ ///
+ /// Create a Heaviside Step sample vector.
+ ///
+ /// The number of samples to generate.
+ /// The maximal reached peak.
+ /// Offset to the time axis.
+ public static double[] Step(int length, double amplitude, int delay)
+ {
+ var data = new double[length];
+ for (int i = Math.Max(0, delay); i < data.Length; i++)
+ {
+ data[i] = amplitude;
+ }
+ return data;
+ }
+
+ ///
+ /// Create an infinite Heaviside Step sample sequence.
+ ///
+ /// The maximal reached peak.
+ /// Offset to the time axis.
+ public static IEnumerable StepSequence(double amplitude, int delay)
+ {
+ for (int i = 0; i < delay; i++)
+ {
+ yield return 0d;
+ }
+
+ while (true)
+ {
+ yield return amplitude;
+ }
+ }
+
+ ///
+ /// Create a Dirac Delta Impulse sample vector.
+ ///
+ /// The number of samples to generate.
+ /// impulse sequence period. -1 for single impulse only.
+ /// The maximal reached peak.
+ /// Offset to the time axis. Zero or positive.
+ public static double[] Impulse(int length, int period, double amplitude, int delay)
+ {
+ var data = new double[length];
+ if (period <= 0)
+ {
+ if (delay >= 0 && delay < length)
+ {
+ data[delay] = amplitude;
+ }
+ }
+ else
+ {
+ delay = ((delay%period) + period)%period;
+ while (delay < length)
+ {
+ data[delay] = amplitude;
+ delay += period;
+ }
+ }
+ return data;
+ }
+
+
+ ///
+ /// Create a Dirac Delta Impulse sample vector.
+ ///
+ /// impulse sequence period. -1 for single impulse only.
+ /// The maximal reached peak.
+ /// Offset to the time axis. Zero or positive.
+ public static IEnumerable ImpulseSequence(int period, double amplitude, int delay)
+ {
+ if (period <= 0)
+ {
+ for (int i = 0; i < delay; i++)
+ {
+ yield return 0d;
+ }
+
+ yield return amplitude;
+
+ while (true)
+ {
+ yield return 0d;
+ }
+ }
+ else
+ {
+ delay = ((delay%period) + period)%period;
+
+ for (int i = 0; i < delay; i++)
+ {
+ yield return 0d;
+ }
+
+ while (true)
+ {
+ yield return amplitude;
+
+ for (int i = 1; i < period; i++)
+ {
+ yield return 0d;
+ }
+ }
+ }
+ }
+
+ ///
+ /// Create random samples.
+ ///
+ public static double[] Random(int length, IContinuousDistribution distribution)
+ {
+ return distribution.Samples().Take(length).ToArray();
+ }
+
+ ///
+ /// Create an infinite random sample sequence.
+ ///
+ public static IEnumerable Random(IContinuousDistribution distribution)
+ {
+ return distribution.Samples();
+ }
+
+ ///
+ /// Create samples with independent amplitudes of normal distribution and a flat spectral density.
+ ///
+ public static double[] WhiteGaussianNoise(int length, double mean, double standardDeviation)
+ {
+ return Normal.Samples(MersenneTwister.Default, mean, standardDeviation).Take(length).ToArray();
+ }
+
+ ///
+ /// Create an infinite sample sequence with independent amplitudes of normal distribution and a flat spectral density.
+ ///
+ public static IEnumerable WhiteGaussianNoiseSequence(double mean, double standardDeviation)
+ {
+ return Normal.Samples(MersenneTwister.Default, mean, standardDeviation);
+ }
+
+ ///
+ /// Create skew alpha stable samples.
+ ///
+ /// The number of samples to generate.
+ /// Stability alpha-parameter of the stable distribution
+ /// Skewness beta-parameter of the stable distribution
+ /// Scale c-parameter of the stable distribution
+ /// Location mu-parameter of the stable distribution
+ public static double[] StableNoise(int length, double alpha, double beta, double scale, double location)
+ {
+ return Stable.Samples(MersenneTwister.Default, alpha, beta, scale, location).Take(length).ToArray();
+ }
+
+ ///
+ /// Create skew alpha stable samples.
+ ///
+ /// Stability alpha-parameter of the stable distribution
+ /// Skewness beta-parameter of the stable distribution
+ /// Scale c-parameter of the stable distribution
+ /// Location mu-parameter of the stable distribution
+ public static IEnumerable StableNoiseSequence(double alpha, double beta, double scale, double location)
+ {
+ return Stable.Samples(MersenneTwister.Default, alpha, beta, scale, location);
+ }
+ }
+}
diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj
index 684c5d2b..97f7ef12 100644
--- a/src/Numerics/Numerics.csproj
+++ b/src/Numerics/Numerics.csproj
@@ -87,6 +87,7 @@
+
diff --git a/src/UnitTests/GenerateTests.cs b/src/UnitTests/GenerateTests.cs
new file mode 100644
index 00000000..80e97483
--- /dev/null
+++ b/src/UnitTests/GenerateTests.cs
@@ -0,0 +1,161 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2013 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.
+//
+
+using System;
+using System.Linq;
+using NUnit.Framework;
+
+namespace MathNet.Numerics.UnitTests
+{
+ [TestFixture]
+ public class GenerateTests
+ {
+ [Test]
+ public void LinearSpaced()
+ {
+ Assert.That(Generate.LinearSpaced(0, 0d, 2d), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LinearSpaced(1, 0d, 2d), Is.EqualTo(new[] { 2d }).AsCollection);
+ Assert.That(Generate.LinearSpaced(2, 0d, 2d), Is.EqualTo(new[] { 0d, 2d }).AsCollection);
+ Assert.That(Generate.LinearSpaced(3, 0d, 2d), Is.EqualTo(new[] { 0d, 1d, 2d }).AsCollection);
+ Assert.That(Generate.LinearSpaced(4, 0d, 2d), Is.EqualTo(new[] { 0d, 2d/3d, 4d/3d, 2d }).Within(1e-12).AsCollection);
+
+ Assert.That(Generate.LinearSpaced(0, 2d, 0d), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LinearSpaced(1, 2d, 0d), Is.EqualTo(new[] { 0d }).AsCollection);
+ Assert.That(Generate.LinearSpaced(2, 2d, 0d), Is.EqualTo(new[] { 2d, 0d }).AsCollection);
+ Assert.That(Generate.LinearSpaced(3, 2d, 0d), Is.EqualTo(new[] { 2d, 1d, 0d }).AsCollection);
+ Assert.That(Generate.LinearSpaced(4, 2d, 0d), Is.EqualTo(new[] { 2d, 4d/3d, 2d/3d, 0d }).Within(1e-12).AsCollection);
+ }
+
+ [Test]
+ public void LogSpaced()
+ {
+ Assert.That(Generate.LogSpaced(0, 0d, 2d), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LogSpaced(1, 0d, 2d), Is.EqualTo(new[] { 100.0 }).AsCollection);
+ Assert.That(Generate.LogSpaced(2, 0d, 2d), Is.EqualTo(new[] { 1.0, 100.0 }).AsCollection);
+ Assert.That(Generate.LogSpaced(3, 0d, 2d), Is.EqualTo(new[] { 1.0, 10.0, 100.0 }).AsCollection);
+ Assert.That(Generate.LogSpaced(4, 0d, 2d), Is.EqualTo(new[] { 1.0, Math.Pow(10.0, 2.0/3.0), Math.Pow(10.0, 4.0/3.0), 100.0 }).Within(1e-12).AsCollection);
+
+ Assert.That(Generate.LogSpaced(0, 2d, 0d), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LogSpaced(1, 2d, 0d), Is.EqualTo(new[] { 1.0 }).AsCollection);
+ Assert.That(Generate.LogSpaced(2, 2d, 0d), Is.EqualTo(new[] { 100.0, 1.0 }).AsCollection);
+ Assert.That(Generate.LogSpaced(3, 2d, 0d), Is.EqualTo(new[] { 100.0, 10.0, 1.0 }).AsCollection);
+ Assert.That(Generate.LogSpaced(4, 2d, 0d), Is.EqualTo(new[] { 100.0, Math.Pow(10.0, 4.0/3.0), Math.Pow(10, 2.0/3.0), 1.0 }).Within(1e-12).AsCollection);
+
+ Assert.That(Generate.LogSpaced(5, -2d, 2d), Is.EqualTo(new[] { 0.01, 0.1, 1.0, 10.0, 100.0 }).AsCollection);
+ Assert.That(Generate.LogSpaced(5, 2d, -2d), Is.EqualTo(new[] { 100.0, 10.0, 1.0, 0.1, 0.01 }).AsCollection);
+ }
+
+ [Test]
+ public void LinearRange()
+ {
+ Assert.That(Generate.LinearRange(1, 1), Is.EqualTo(new[] { 1d }).AsCollection);
+
+ Assert.That(Generate.LinearRange(1, 3), Is.EqualTo(new[] { 1d, 2d, 3d }).AsCollection);
+ Assert.That(Generate.LinearRange(-1, -3), Is.EqualTo(new[] { -1d, -2d, -3d }).AsCollection);
+ Assert.That(Generate.LinearRange(-3, -1), Is.EqualTo(new[] { -3d, -2d, -1d }).AsCollection);
+ Assert.That(Generate.LinearRange(1, -2), Is.EqualTo(new[] { 1d, 0d, -1d, -2d }).AsCollection);
+ }
+
+ [Test]
+ public void LinearRangeStep()
+ {
+ Assert.That(Generate.LinearRange(1, 1, 1), Is.EqualTo(new[] { 1d }).AsCollection);
+
+ Assert.That(Generate.LinearRange(1, -1, 2), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LinearRange(2, 1, 1), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LinearRange(1, 0, 2), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LinearRange(2, 0, 1), Is.EqualTo(new double[0]).AsCollection);
+
+ Assert.That(Generate.LinearRange(1, 1, 5), Is.EqualTo(new[] { 1d, 2d, 3d, 4d, 5d }).AsCollection);
+ Assert.That(Generate.LinearRange(1, 2, 5), Is.EqualTo(new[] { 1d, 3d, 5d }).AsCollection);
+ Assert.That(Generate.LinearRange(1, 2, 6), Is.EqualTo(new[] { 1d, 3d, 5d }).AsCollection);
+ Assert.That(Generate.LinearRange(1, 2, 4), Is.EqualTo(new[] { 1d, 3d }).AsCollection);
+
+ Assert.That(Generate.LinearRange(1, -1, -3), Is.EqualTo(new[] { 1d, 0d, -1d, -2d, -3d }).AsCollection);
+ Assert.That(Generate.LinearRange(1, -2, -3), Is.EqualTo(new[] { 1d, -1d, -3d }).AsCollection);
+ Assert.That(Generate.LinearRange(1, -2, -4), Is.EqualTo(new[] { 1d, -1d, -3d }).AsCollection);
+ Assert.That(Generate.LinearRange(1, -2, -2), Is.EqualTo(new[] { 1d, -1d }).AsCollection);
+ }
+
+ [Test]
+ public void LinearRangeFloatingPoint()
+ {
+ Assert.That(Generate.LinearRange(1d, 1d, 1d), Is.EqualTo(new[] { 1d }).AsCollection);
+
+ Assert.That(Generate.LinearRange(1d, -1d, 2d), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LinearRange(2d, 1d, 1d), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LinearRange(1d, 0d, 2d), Is.EqualTo(new double[0]).AsCollection);
+ Assert.That(Generate.LinearRange(2d, 0d, 1d), Is.EqualTo(new double[0]).AsCollection);
+
+ Assert.That(Generate.LinearRange(1d, 1d, 5d), Is.EqualTo(new[] { 1d, 2d, 3d, 4d, 5d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, 2d, 5d), Is.EqualTo(new[] { 1d, 3d, 5d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, 2d, 6d), Is.EqualTo(new[] { 1d, 3d, 5d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, 2d, 4d), Is.EqualTo(new[] { 1d, 3d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, 1.5d, 5d), Is.EqualTo(new[] { 1d, 2.5d, 4d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, 1.5d, 6.5d), Is.EqualTo(new[] { 1d, 2.5d, 4d, 5.5d }).AsCollection);
+
+ Assert.That(Generate.LinearRange(1d, -1d, -3d), Is.EqualTo(new[] { 1d, 0d, -1d, -2d, -3d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, -2d, -3d), Is.EqualTo(new[] { 1d, -1d, -3d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, -2d, -4d), Is.EqualTo(new[] { 1d, -1d, -3d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, -2d, -2d), Is.EqualTo(new[] { 1d, -1d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, -1.5d, -3d), Is.EqualTo(new[] { 1d, -0.5d, -2d }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, -1.5d, -3.5d), Is.EqualTo(new[] { 1d, -0.5d, -2d, -3.5 }).AsCollection);
+ Assert.That(Generate.LinearRange(1d, -1.5d, -4d), Is.EqualTo(new[] { 1d, -0.5d, -2d, -3.5 }).AsCollection);
+ }
+
+ [Test]
+ public void SinusoidalConsistentWithSequence()
+ {
+ Assert.That(
+ Generate.SinusoidalSequence(32, 2, 5, 1, 0.5, -6).Take(1000).ToArray(),
+ Is.EqualTo(Generate.Sinusoidal(1000, 32, 2, 5, 1, 0.5, -6)).AsCollection);
+ }
+
+ [Test]
+ public void StepConsistentWithSequence()
+ {
+ Assert.That(
+ Generate.StepSequence(5, 40).Take(1000).ToArray(),
+ Is.EqualTo(Generate.Step(1000, 5, 40)).AsCollection);
+ }
+
+ [Test]
+ public void ImpulseConsistentWithSequence()
+ {
+ Assert.That(
+ Generate.ImpulseSequence(0, 5, 40).Take(1000).ToArray(),
+ Is.EqualTo(Generate.Impulse(1000, 0, 5, 40)).AsCollection);
+
+ Assert.That(
+ Generate.ImpulseSequence(100, 5, 40).Take(1000).ToArray(),
+ Is.EqualTo(Generate.Impulse(1000, 100, 5, 40)).AsCollection);
+ }
+ }
+}
diff --git a/src/UnitTests/UnitTests.csproj b/src/UnitTests/UnitTests.csproj
index 56026b9c..491bf401 100644
--- a/src/UnitTests/UnitTests.csproj
+++ b/src/UnitTests/UnitTests.csproj
@@ -133,6 +133,7 @@
+