numo-random 0.1.0

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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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+
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+ #ifndef NUMO_RANDOMEXT_HPP
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+ #define NUMO_RANDOMEXT_HPP 1
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+
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+ #include <ruby.h>
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+
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+ #include <numo/narray.h>
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+ #include <numo/template.h>
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+
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+ #include <random>
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+
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+ #include <pcg_random.hpp>
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+
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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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+
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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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+
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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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+
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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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+
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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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+
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+ private:
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+ static const rb_data_type_t pcg64_type;
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+
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+ // #initialize
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+
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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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+
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+ // #seed=
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+
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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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+
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+ // #seed
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+
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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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+
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+ // #random
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+
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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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+
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+ // -- common subroutine --
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+
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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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+
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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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+
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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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+
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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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+
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+ // #uniform
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+
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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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+
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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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+
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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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+
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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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+
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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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+
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+ RB_GC_GUARD(x);
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+ return Qnil;
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+ }
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+
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+ // #cauchy
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+
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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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+
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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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+
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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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+
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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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+
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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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+
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+ RB_GC_GUARD(x);
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+ return Qnil;
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+ }
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+
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+ // #chisqure
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+
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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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+
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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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+
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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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+
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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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+
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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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+
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+ RB_GC_GUARD(x);
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+ return Qnil;
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+ }
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+
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+ // #f
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+
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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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+
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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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+
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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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+
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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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+
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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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+
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+ RB_GC_GUARD(x);
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+ return Qnil;
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+ }
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+
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+ // #normal
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+
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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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+
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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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+
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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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+
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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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+
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+ if (klass == numo_cSFloat) {
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+ _rand_normal<float>(self, x, loc, scale);
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+ } else {
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+ _rand_normal<double>(self, x, loc, scale);
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+ }
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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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+
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+ // #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 } };
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+ std::lognormal_distribution<T> lognormal_dist(mean, sigma);
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+ ndfunc_t ndf = { _iter_rand<std::lognormal_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
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+ rand_opt_t<std::lognormal_distribution<T>> opt = { lognormal_dist, ptr };
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+ na_ndloop3(&ndf, &opt, 1, x);
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+ }
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+
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+ static VALUE _numo_random_pcg64_lognormal(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("mean"), rb_intern("sigma") };
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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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+
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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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+
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+ const double mean = kw_values[0] == Qundef ? 0.0 : NUM2DBL(kw_values[0]);
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+ const double sigma = kw_values[1] == Qundef ? 1.0 : NUM2DBL(kw_values[1]);
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+ if (sigma < 0) rb_raise(rb_eArgError, "sigma must be a non-negative value");
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+
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+ if (klass == numo_cSFloat) {
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+ _rand_lognormal<float>(self, x, mean, sigma);
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+ } else {
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+ _rand_lognormal<double>(self, x, mean, sigma);
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+ }
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+
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+ RB_GC_GUARD(x);
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+ return Qnil;
360
+ }
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+
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+ // #standard_t
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+
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+ template<typename T> static void _rand_t(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::student_t_distribution<T> t_dist(df);
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+ ndfunc_t ndf = { _iter_rand<std::student_t_distribution<T>, T>, FULL_LOOP, 1, 0, ain, 0 };
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+ rand_opt_t<std::student_t_distribution<T>> opt = { t_dist, ptr };
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+ na_ndloop3(&ndf, &opt, 1, x);
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+ }
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+
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+ static VALUE _numo_random_pcg64_standard_t(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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+
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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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+
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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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+
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+ if (klass == numo_cSFloat) {
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+ _rand_t<float>(self, x, df);
389
+ } else {
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+ _rand_t<double>(self, x, df);
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+ }
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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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+ };
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+
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+ const rb_data_type_t RbNumoRandomPCG64::pcg64_type = {
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+ "RbNumoRandomPCG64",
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+ {
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+ NULL,
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+ RbNumoRandomPCG64::numo_random_pcg64_free,
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+ RbNumoRandomPCG64::numo_random_pcg64_size
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+ },
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+ NULL,
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+ NULL,
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+ RUBY_TYPED_FREE_IMMEDIATELY
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+ };
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+
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+ #endif /* NUMO_RANDOMEXT_HPP */
@@ -0,0 +1,201 @@
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+ Apache License
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+ Version 2.0, January 2004
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+ http://www.apache.org/licenses/
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+
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+ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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+
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+ 1. Definitions.
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+
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+ "License" shall mean the terms and conditions for use, reproduction,
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+ and distribution as defined by Sections 1 through 9 of this document.
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+ "Legal Entity" shall mean the union of the acting entity and all
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+ other entities that control, are controlled by, or are under common
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+ "control" means (i) the power, direct or indirect, to cause the
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+ direction or management of such entity, whether by contract or
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+ otherwise, or (ii) ownership of fifty percent (50%) or more of the
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+ outstanding shares, or (iii) beneficial ownership of such entity.
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+
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+ "You" (or "Your") shall mean an individual or Legal Entity
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+ exercising permissions granted by this License.
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+ "Source" form shall mean the preferred form for making modifications,
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+ including but not limited to software source code, documentation
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+ source, and configuration files.
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+ "Object" form shall mean any form resulting from mechanical
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+ transformation or translation of a Source form, including but
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+ not limited to compiled object code, generated documentation,
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+ and conversions to other media types.
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+ "Work" shall mean the work of authorship, whether in Source or
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+ Object form, made available under the License, as indicated by a
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+ copyright notice that is included in or attached to the work
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+ (an example is provided in the Appendix below).
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