// Copyright (C) 2016-2019 Yixuan Qiu // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at https://mozilla.org/MPL/2.0/. #ifndef SIMPLE_RANDOM_H #define SIMPLE_RANDOM_H #include /// \cond namespace Spectra { // We need a simple pseudo random number generator here: // 1. It is used to generate initial and restarted residual vector. // 2. It is not necessary to be so "random" and advanced. All we hope // is that the residual vector is not in the space spanned by the // current Krylov space. This should be met almost surely. // 3. We don't want to call RNG in C++, since we actually want the // algorithm to be deterministic. Also, calling RNG in C/C++ is not // allowed in R packages submitted to CRAN. // 4. The method should be as simple as possible, so an LCG is enough. // 5. Based on public domain code by Ray Gardner // http://stjarnhimlen.se/snippets/rg_rand.c template class SimpleRandom { private: typedef Eigen::Index Index; typedef Eigen::Matrix Vector; const unsigned int m_a; // multiplier const unsigned long m_max; // 2^31 - 1 long m_rand; inline long next_long_rand(long seed) { unsigned long lo, hi; lo = m_a * (long)(seed & 0xFFFF); hi = m_a * (long)((unsigned long)seed >> 16); lo += (hi & 0x7FFF) << 16; if(lo > m_max) { lo &= m_max; ++lo; } lo += hi >> 15; if(lo > m_max) { lo &= m_max; ++lo; } return (long)lo; } public: SimpleRandom(unsigned long init_seed) : m_a(16807), m_max(2147483647L), m_rand(init_seed ? (init_seed & m_max) : 1) {} Scalar random() { m_rand = next_long_rand(m_rand); return Scalar(m_rand) / Scalar(m_max) - Scalar(0.5); } // Vector of random numbers of type Scalar // Ranging from -0.5 to 0.5 Vector random_vec(const Index len) { Vector res(len); for(Index i = 0; i < len; i++) { m_rand = next_long_rand(m_rand); res[i] = Scalar(m_rand) / Scalar(m_max) - Scalar(0.5); } return res; } }; } // namespace Spectra /// \endcond #endif // SIMPLE_RANDOM_H