1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 // this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 // this list of conditions and the following disclaimer in the documentation
12 // and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 // used to endorse or promote products derived from this software without
15 // specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: keir@google.com (Keir Mierle)
30 // sameeragarwal@google.com (Sameer Agarwal)
31
32 #ifndef CERES_INTERNAL_RANDOM_H_
33 #define CERES_INTERNAL_RANDOM_H_
34
35 #include <cmath>
36 #include <cstdlib>
37 #include "ceres/internal/port.h"
38
39 namespace ceres {
40
SetRandomState(int state)41 inline void SetRandomState(int state) {
42 srand(state);
43 }
44
Uniform(int n)45 inline int Uniform(int n) {
46 return rand() % n;
47 }
48
RandDouble()49 inline double RandDouble() {
50 double r = static_cast<double>(rand());
51 return r / RAND_MAX;
52 }
53
54 // Box-Muller algorithm for normal random number generation.
55 // http://en.wikipedia.org/wiki/Box-Muller_transform
RandNormal()56 inline double RandNormal() {
57 double x1, x2, w;
58 do {
59 x1 = 2.0 * RandDouble() - 1.0;
60 x2 = 2.0 * RandDouble() - 1.0;
61 w = x1 * x1 + x2 * x2;
62 } while ( w >= 1.0 || w == 0.0 );
63
64 w = sqrt((-2.0 * log(w)) / w);
65 return x1 * w;
66 }
67
68 } // namespace ceres
69
70 #endif // CERES_INTERNAL_RANDOM_H_
71