numo-random 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +7 -0
- data/CODE_OF_CONDUCT.md +84 -0
- data/LICENSE.txt +176 -0
- data/README.md +64 -0
- data/ext/numo/random/extconf.rb +29 -0
- data/ext/numo/random/randomext.cpp +26 -0
- data/ext/numo/random/randomext.hpp +410 -0
- data/ext/numo/random/src/LICENSE.txt +201 -0
- data/ext/numo/random/src/pcg_extras.hpp +637 -0
- data/ext/numo/random/src/pcg_random.hpp +1751 -0
- data/ext/numo/random/src/pcg_uint128.hpp +750 -0
- data/lib/numo/random/version.rb +8 -0
- data/lib/numo/random.rb +184 -0
- metadata +78 -0
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/**
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* Numo::Random provides random number generation with several distributions for Numo::NArray.
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*
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* Copyright (c) 2022 Atsushi Tatsuma
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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#ifndef NUMO_RANDOMEXT_HPP
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#define NUMO_RANDOMEXT_HPP 1
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#include <ruby.h>
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#include <numo/narray.h>
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#include <numo/template.h>
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#include <random>
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#include <pcg_random.hpp>
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class RbNumoRandomPCG64 {
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public:
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static VALUE numo_random_pcg64_alloc(VALUE self) {
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pcg64* ptr = (pcg64*)ruby_xmalloc(sizeof(pcg64));
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new (ptr) pcg64();
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return TypedData_Wrap_Struct(self, &pcg64_type, ptr);
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}
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static void numo_random_pcg64_free(void* ptr) {
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((pcg64*)ptr)->~pcg64();
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ruby_xfree(ptr);
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}
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static size_t numo_random_pcg64_size(const void* ptr) {
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return sizeof(*((pcg64*)ptr));
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}
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static pcg64* get_pcg64(VALUE self) {
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pcg64* ptr;
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TypedData_Get_Struct(self, pcg64, &pcg64_type, ptr);
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return ptr;
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}
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static VALUE define_class(VALUE rb_mNumoRandom) {
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VALUE rb_cPCG64 = rb_define_class_under(rb_mNumoRandom, "PCG64", rb_cObject);
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rb_define_alloc_func(rb_cPCG64, numo_random_pcg64_alloc);
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rb_define_method(rb_cPCG64, "initialize", RUBY_METHOD_FUNC(_numo_random_pcg64_init), -1);
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rb_define_method(rb_cPCG64, "seed=", RUBY_METHOD_FUNC(_numo_random_pcg64_set_seed), 1);
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rb_define_method(rb_cPCG64, "seed", RUBY_METHOD_FUNC(_numo_random_pcg64_get_seed), 0);
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rb_define_method(rb_cPCG64, "random", RUBY_METHOD_FUNC(_numo_random_pcg64_random), 0);
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rb_define_method(rb_cPCG64, "uniform", RUBY_METHOD_FUNC(_numo_random_pcg64_uniform), -1);
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rb_define_method(rb_cPCG64, "cauchy", RUBY_METHOD_FUNC(_numo_random_pcg64_cauchy), -1);
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rb_define_method(rb_cPCG64, "chisquare", RUBY_METHOD_FUNC(_numo_random_pcg64_chisquare), -1);
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rb_define_method(rb_cPCG64, "f", RUBY_METHOD_FUNC(_numo_random_pcg64_f), -1);
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rb_define_method(rb_cPCG64, "normal", RUBY_METHOD_FUNC(_numo_random_pcg64_normal), -1);
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rb_define_method(rb_cPCG64, "lognormal", RUBY_METHOD_FUNC(_numo_random_pcg64_lognormal), -1);
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rb_define_method(rb_cPCG64, "standard_t", RUBY_METHOD_FUNC(_numo_random_pcg64_standard_t), -1);
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return rb_cPCG64;
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}
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private:
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static const rb_data_type_t pcg64_type;
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// #initialize
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static VALUE _numo_random_pcg64_init(int argc, VALUE* argv, VALUE self) {
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VALUE kw_args = Qnil;
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ID kw_table[1] = { rb_intern("seed") };
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VALUE kw_values[1] = { Qundef };
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rb_scan_args(argc, argv, ":", &kw_args);
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rb_get_kwargs(kw_args, kw_table, 0, 1, kw_values);
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pcg64* ptr = get_pcg64(self);
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if (kw_values[0] == Qundef || NIL_P(kw_values[0])) {
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std::random_device rd;
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const unsigned int seed = rd();
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new (ptr) pcg64(seed);
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rb_iv_set(self, "seed", UINT2NUM(seed));
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} else {
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new (ptr) pcg64(NUM2LONG(kw_values[0]));
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rb_iv_set(self, "seed", kw_values[0]);
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}
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return Qnil;
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}
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// #seed=
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static VALUE _numo_random_pcg64_set_seed(VALUE self, VALUE seed) {
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get_pcg64(self)->seed(NUM2LONG(seed));
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rb_iv_set(self, "seed", seed);
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return Qnil;
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}
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// #seed
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static VALUE _numo_random_pcg64_get_seed(VALUE self) {
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return rb_iv_get(self, "seed");
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}
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// #random
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static VALUE _numo_random_pcg64_random(VALUE self) {
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std::uniform_real_distribution<double> uniform_dist(0, 1);
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pcg64* ptr = get_pcg64(self);
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const double x = uniform_dist(*ptr);
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return DBL2NUM(x);
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}
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// -- common subroutine --
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template<class D> struct rand_opt_t {
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D dist;
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pcg64* rnd;
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};
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template<class D, typename T> static void _iter_rand(na_loop_t* const lp) {
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rand_opt_t<D>* opt = (rand_opt_t<D>*)(lp->opt_ptr);
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size_t i;
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char* p1;
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ssize_t s1;
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size_t* idx1;
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INIT_COUNTER(lp, i);
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INIT_PTR_IDX(lp, 0, p1, s1, idx1);
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if (idx1) {
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for (; i--;) {
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SET_DATA_INDEX(p1, idx1, T, opt->dist(*(opt->rnd)));
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}
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} else {
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for (; i--;) {
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SET_DATA_STRIDE(p1, s1, T, opt->dist(*(opt->rnd)));
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}
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}
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}
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// #uniform
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template<typename T> static void _rand_uniform(VALUE& self, VALUE& x, const double& low, const double& high) {
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pcg64* ptr = get_pcg64(self);
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ndfunc_arg_in_t ain[1] = { { OVERWRITE, 0 } };
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std::uniform_real_distribution<T> uniform_dist(low, high);
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ndfunc_t ndf = { _iter_rand<std::uniform_real_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
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rand_opt_t<std::uniform_real_distribution<T>> opt = { uniform_dist, ptr };
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na_ndloop3(&ndf, &opt, 1, x);
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}
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static VALUE _numo_random_pcg64_uniform(int argc, VALUE* argv, VALUE self) {
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VALUE x = Qnil;
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VALUE kw_args = Qnil;
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ID kw_table[2] = { rb_intern("low"), rb_intern("high") };
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VALUE kw_values[2] = { Qundef, Qundef };
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rb_scan_args(argc, argv, "1:", &x, &kw_args);
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rb_get_kwargs(kw_args, kw_table, 0, 2, kw_values);
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VALUE klass = rb_obj_class(x);
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if (klass != numo_cSFloat && klass != numo_cDFloat) rb_raise(rb_eTypeError, "invalid NArray class, it must be DFloat or SFloat");
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const double low = kw_values[0] == Qundef ? 0.0 : NUM2DBL(kw_values[0]);
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const double high = kw_values[1] == Qundef ? 1.0 : NUM2DBL(kw_values[1]);
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if (high - low < 0) rb_raise(rb_eArgError, "high - low must be > 0");
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if (klass == numo_cSFloat) {
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_rand_uniform<float>(self, x, low, high);
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} else {
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_rand_uniform<double>(self, x, low, high);
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}
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RB_GC_GUARD(x);
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return Qnil;
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}
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// #cauchy
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template<typename T> static void _rand_cauchy(VALUE& self, VALUE& x, const double& loc, const double& scale) {
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pcg64* ptr = get_pcg64(self);
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ndfunc_arg_in_t ain[1] = { { OVERWRITE, 0 } };
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std::cauchy_distribution<T> cauchy_dist(loc, scale);
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ndfunc_t ndf = { _iter_rand<std::cauchy_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
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rand_opt_t<std::cauchy_distribution<T>> opt = { cauchy_dist, ptr };
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na_ndloop3(&ndf, &opt, 1, x);
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}
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static VALUE _numo_random_pcg64_cauchy(int argc, VALUE* argv, VALUE self) {
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VALUE x = Qnil;
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VALUE kw_args = Qnil;
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ID kw_table[2] = { rb_intern("loc"), rb_intern("scale") };
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VALUE kw_values[2] = { Qundef, Qundef };
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rb_scan_args(argc, argv, "1:", &x, &kw_args);
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rb_get_kwargs(kw_args, kw_table, 0, 2, kw_values);
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const VALUE klass = rb_obj_class(x);
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if (klass != numo_cSFloat && klass != numo_cDFloat) rb_raise(rb_eTypeError, "invalid NArray class, it must be DFloat or SFloat");
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const double loc = kw_values[0] == Qundef ? 0.0 : NUM2DBL(kw_values[0]);
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const double scale = kw_values[1] == Qundef ? 1.0 : NUM2DBL(kw_values[1]);
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if (scale < 0) rb_raise(rb_eArgError, "scale must be a non-negative value");
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if (klass == numo_cSFloat) {
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_rand_cauchy<float>(self, x, loc, scale);
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} else {
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_rand_cauchy<double>(self, x, loc, scale);
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}
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RB_GC_GUARD(x);
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return Qnil;
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}
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// #chisqure
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template<typename T> static void _rand_chisquare(VALUE& self, VALUE& x, const double& df) {
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pcg64* ptr = get_pcg64(self);
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ndfunc_arg_in_t ain[1] = { { OVERWRITE, 0 } };
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std::chi_squared_distribution<T> chisquare_dist(df);
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ndfunc_t ndf = { _iter_rand<std::chi_squared_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
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rand_opt_t<std::chi_squared_distribution<T>> opt = { chisquare_dist, ptr };
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na_ndloop3(&ndf, &opt, 1, x);
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}
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static VALUE _numo_random_pcg64_chisquare(int argc, VALUE* argv, VALUE self) {
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VALUE x = Qnil;
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VALUE kw_args = Qnil;
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ID kw_table[1] = { rb_intern("df") };
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VALUE kw_values[1] = { Qundef };
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rb_scan_args(argc, argv, "1:", &x, &kw_args);
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rb_get_kwargs(kw_args, kw_table, 1, 0, kw_values);
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const VALUE klass = rb_obj_class(x);
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if (klass != numo_cSFloat && klass != numo_cDFloat) rb_raise(rb_eTypeError, "invalid NArray class, it must be DFloat or SFloat");
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const double df = NUM2DBL(kw_values[0]);
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if (df <= 0) rb_raise(rb_eArgError, "df must be > 0");
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if (klass == numo_cSFloat) {
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_rand_chisquare<float>(self, x, df);
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} else {
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_rand_chisquare<double>(self, x, df);
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}
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RB_GC_GUARD(x);
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return Qnil;
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}
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// #f
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template<typename T> static void _rand_f(VALUE& self, VALUE& x, const double& dfnum, const double& dfden) {
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pcg64* ptr = get_pcg64(self);
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ndfunc_arg_in_t ain[1] = { { OVERWRITE, 0 } };
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std::fisher_f_distribution<T> f_dist(dfnum, dfden);
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ndfunc_t ndf = { _iter_rand<std::fisher_f_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
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rand_opt_t<std::fisher_f_distribution<T>> opt = { f_dist, ptr };
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na_ndloop3(&ndf, &opt, 1, x);
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}
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static VALUE _numo_random_pcg64_f(int argc, VALUE* argv, VALUE self) {
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VALUE x = Qnil;
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VALUE kw_args = Qnil;
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ID kw_table[2] = { rb_intern("dfnum"), rb_intern("dfden") };
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VALUE kw_values[2] = { Qundef, Qundef };
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rb_scan_args(argc, argv, "1:", &x, &kw_args);
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rb_get_kwargs(kw_args, kw_table, 2, 0, kw_values);
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const VALUE klass = rb_obj_class(x);
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if (klass != numo_cSFloat && klass != numo_cDFloat) rb_raise(rb_eTypeError, "invalid NArray class, it must be DFloat or SFloat");
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const double dfnum = NUM2DBL(kw_values[0]);
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const double dfden = NUM2DBL(kw_values[1]);
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if (dfnum <= 0) rb_raise(rb_eArgError, "dfnum must be > 0");
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if (dfden <= 0) rb_raise(rb_eArgError, "dfden must be > 0");
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if (klass == numo_cSFloat) {
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_rand_f<float>(self, x, dfnum, dfden);
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} else {
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_rand_f<double>(self, x, dfnum, dfden);
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}
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RB_GC_GUARD(x);
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return Qnil;
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}
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// #normal
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template<typename T> static void _rand_normal(VALUE& self, VALUE& x, const double& loc, const double& scale) {
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pcg64* ptr = get_pcg64(self);
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ndfunc_arg_in_t ain[1] = { { OVERWRITE, 0 } };
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std::normal_distribution<T> normal_dist(loc, scale);
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ndfunc_t ndf = { _iter_rand<std::normal_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
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rand_opt_t<std::normal_distribution<T>> opt = { normal_dist, ptr };
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na_ndloop3(&ndf, &opt, 1, x);
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}
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static VALUE _numo_random_pcg64_normal(int argc, VALUE* argv, VALUE self) {
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VALUE x = Qnil;
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VALUE kw_args = Qnil;
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ID kw_table[2] = { rb_intern("loc"), rb_intern("scale") };
|
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+
VALUE kw_values[2] = { Qundef, Qundef };
|
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|
+
rb_scan_args(argc, argv, "1:", &x, &kw_args);
|
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|
+
rb_get_kwargs(kw_args, kw_table, 0, 2, kw_values);
|
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|
+
|
309
|
+
VALUE klass = rb_obj_class(x);
|
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|
+
if (klass != numo_cSFloat && klass != numo_cDFloat) rb_raise(rb_eTypeError, "invalid NArray class, it must be DFloat or SFloat");
|
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|
+
|
312
|
+
const double loc = kw_values[0] == Qundef ? 0.0 : NUM2DBL(kw_values[0]);
|
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|
+
const double scale = kw_values[1] == Qundef ? 1.0 : NUM2DBL(kw_values[1]);
|
314
|
+
if (scale < 0) rb_raise(rb_eArgError, "scale must be a non-negative value");
|
315
|
+
|
316
|
+
if (klass == numo_cSFloat) {
|
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|
+
_rand_normal<float>(self, x, loc, scale);
|
318
|
+
} else {
|
319
|
+
_rand_normal<double>(self, x, loc, scale);
|
320
|
+
}
|
321
|
+
|
322
|
+
RB_GC_GUARD(x);
|
323
|
+
return Qnil;
|
324
|
+
}
|
325
|
+
|
326
|
+
// #lognormal
|
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+
|
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|
+
template<typename T> static void _rand_lognormal(VALUE& self, VALUE& x, const double& mean, const double& sigma) {
|
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pcg64* ptr = get_pcg64(self);
|
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|
+
ndfunc_arg_in_t ain[1] = { { OVERWRITE, 0 } };
|
331
|
+
std::lognormal_distribution<T> lognormal_dist(mean, sigma);
|
332
|
+
ndfunc_t ndf = { _iter_rand<std::lognormal_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
|
333
|
+
rand_opt_t<std::lognormal_distribution<T>> opt = { lognormal_dist, ptr };
|
334
|
+
na_ndloop3(&ndf, &opt, 1, x);
|
335
|
+
}
|
336
|
+
|
337
|
+
static VALUE _numo_random_pcg64_lognormal(int argc, VALUE* argv, VALUE self) {
|
338
|
+
VALUE x = Qnil;
|
339
|
+
VALUE kw_args = Qnil;
|
340
|
+
ID kw_table[2] = { rb_intern("mean"), rb_intern("sigma") };
|
341
|
+
VALUE kw_values[2] = { Qundef, Qundef };
|
342
|
+
rb_scan_args(argc, argv, "1:", &x, &kw_args);
|
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|
+
rb_get_kwargs(kw_args, kw_table, 0, 2, kw_values);
|
344
|
+
|
345
|
+
const VALUE klass = rb_obj_class(x);
|
346
|
+
if (klass != numo_cSFloat && klass != numo_cDFloat) rb_raise(rb_eTypeError, "invalid NArray class, it must be DFloat or SFloat");
|
347
|
+
|
348
|
+
const double mean = kw_values[0] == Qundef ? 0.0 : NUM2DBL(kw_values[0]);
|
349
|
+
const double sigma = kw_values[1] == Qundef ? 1.0 : NUM2DBL(kw_values[1]);
|
350
|
+
if (sigma < 0) rb_raise(rb_eArgError, "sigma must be a non-negative value");
|
351
|
+
|
352
|
+
if (klass == numo_cSFloat) {
|
353
|
+
_rand_lognormal<float>(self, x, mean, sigma);
|
354
|
+
} else {
|
355
|
+
_rand_lognormal<double>(self, x, mean, sigma);
|
356
|
+
}
|
357
|
+
|
358
|
+
RB_GC_GUARD(x);
|
359
|
+
return Qnil;
|
360
|
+
}
|
361
|
+
|
362
|
+
// #standard_t
|
363
|
+
|
364
|
+
template<typename T> static void _rand_t(VALUE& self, VALUE& x, const double& df) {
|
365
|
+
pcg64* ptr = get_pcg64(self);
|
366
|
+
ndfunc_arg_in_t ain[1] = { { OVERWRITE, 0 } };
|
367
|
+
std::student_t_distribution<T> t_dist(df);
|
368
|
+
ndfunc_t ndf = { _iter_rand<std::student_t_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
|
369
|
+
rand_opt_t<std::student_t_distribution<T>> opt = { t_dist, ptr };
|
370
|
+
na_ndloop3(&ndf, &opt, 1, x);
|
371
|
+
}
|
372
|
+
|
373
|
+
static VALUE _numo_random_pcg64_standard_t(int argc, VALUE* argv, VALUE self) {
|
374
|
+
VALUE x = Qnil;
|
375
|
+
VALUE kw_args = Qnil;
|
376
|
+
ID kw_table[1] = { rb_intern("df") };
|
377
|
+
VALUE kw_values[1] = { Qundef };
|
378
|
+
rb_scan_args(argc, argv, "1:", &x, &kw_args);
|
379
|
+
rb_get_kwargs(kw_args, kw_table, 1, 0, kw_values);
|
380
|
+
|
381
|
+
const VALUE klass = rb_obj_class(x);
|
382
|
+
if (klass != numo_cSFloat && klass != numo_cDFloat) rb_raise(rb_eTypeError, "invalid NArray class, it must be DFloat or SFloat");
|
383
|
+
|
384
|
+
const double df = NUM2DBL(kw_values[0]);
|
385
|
+
if (df <= 0) rb_raise(rb_eArgError, "df must be > 0");
|
386
|
+
|
387
|
+
if (klass == numo_cSFloat) {
|
388
|
+
_rand_t<float>(self, x, df);
|
389
|
+
} else {
|
390
|
+
_rand_t<double>(self, x, df);
|
391
|
+
}
|
392
|
+
|
393
|
+
RB_GC_GUARD(x);
|
394
|
+
return Qnil;
|
395
|
+
}
|
396
|
+
};
|
397
|
+
|
398
|
+
const rb_data_type_t RbNumoRandomPCG64::pcg64_type = {
|
399
|
+
"RbNumoRandomPCG64",
|
400
|
+
{
|
401
|
+
NULL,
|
402
|
+
RbNumoRandomPCG64::numo_random_pcg64_free,
|
403
|
+
RbNumoRandomPCG64::numo_random_pcg64_size
|
404
|
+
},
|
405
|
+
NULL,
|
406
|
+
NULL,
|
407
|
+
RUBY_TYPED_FREE_IMMEDIATELY
|
408
|
+
};
|
409
|
+
|
410
|
+
#endif /* NUMO_RANDOMEXT_HPP */
|
@@ -0,0 +1,201 @@
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