ruby-dnn 0.1.0
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- checksums.yaml +7 -0
- data/.gitignore +8 -0
- data/.travis.yml +5 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +6 -0
- data/LICENSE.txt +21 -0
- data/README.md +42 -0
- data/Rakefile +10 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/lib/dnn.rb +14 -0
- data/lib/dnn/core/activations.rb +116 -0
- data/lib/dnn/core/error.rb +13 -0
- data/lib/dnn/core/initializers.rb +46 -0
- data/lib/dnn/core/layers.rb +366 -0
- data/lib/dnn/core/model.rb +158 -0
- data/lib/dnn/core/optimizers.rb +113 -0
- data/lib/dnn/core/util.rb +24 -0
- data/lib/dnn/core/version.rb +3 -0
- data/lib/dnn/ext/cifar10/Makefile +263 -0
- data/lib/dnn/ext/cifar10/cifar10_ext.c +52 -0
- data/lib/dnn/ext/cifar10/cifar10_ext.o +0 -0
- data/lib/dnn/ext/cifar10/cifar10_ext.so +0 -0
- data/lib/dnn/ext/cifar10/extconf.rb +3 -0
- data/lib/dnn/ext/cifar10/numo/compat.h +23 -0
- data/lib/dnn/ext/cifar10/numo/extconf.h +13 -0
- data/lib/dnn/ext/cifar10/numo/intern.h +117 -0
- data/lib/dnn/ext/cifar10/numo/narray.h +430 -0
- data/lib/dnn/ext/cifar10/numo/ndloop.h +94 -0
- data/lib/dnn/ext/cifar10/numo/template.h +149 -0
- data/lib/dnn/ext/cifar10/numo/types/bit.h +33 -0
- data/lib/dnn/ext/cifar10/numo/types/complex.h +409 -0
- data/lib/dnn/ext/cifar10/numo/types/complex_macro.h +377 -0
- data/lib/dnn/ext/cifar10/numo/types/dcomplex.h +44 -0
- data/lib/dnn/ext/cifar10/numo/types/dfloat.h +42 -0
- data/lib/dnn/ext/cifar10/numo/types/float_def.h +34 -0
- data/lib/dnn/ext/cifar10/numo/types/float_macro.h +186 -0
- data/lib/dnn/ext/cifar10/numo/types/int16.h +24 -0
- data/lib/dnn/ext/cifar10/numo/types/int32.h +24 -0
- data/lib/dnn/ext/cifar10/numo/types/int64.h +24 -0
- data/lib/dnn/ext/cifar10/numo/types/int8.h +24 -0
- data/lib/dnn/ext/cifar10/numo/types/int_macro.h +41 -0
- data/lib/dnn/ext/cifar10/numo/types/real_accum.h +486 -0
- data/lib/dnn/ext/cifar10/numo/types/robj_macro.h +75 -0
- data/lib/dnn/ext/cifar10/numo/types/robject.h +27 -0
- data/lib/dnn/ext/cifar10/numo/types/scomplex.h +44 -0
- data/lib/dnn/ext/cifar10/numo/types/sfloat.h +43 -0
- data/lib/dnn/ext/cifar10/numo/types/uint16.h +21 -0
- data/lib/dnn/ext/cifar10/numo/types/uint32.h +21 -0
- data/lib/dnn/ext/cifar10/numo/types/uint64.h +21 -0
- data/lib/dnn/ext/cifar10/numo/types/uint8.h +21 -0
- data/lib/dnn/ext/cifar10/numo/types/uint_macro.h +32 -0
- data/lib/dnn/ext/cifar10/numo/types/xint_macro.h +189 -0
- data/lib/dnn/ext/image_io/Makefile +263 -0
- data/lib/dnn/ext/image_io/extconf.rb +3 -0
- data/lib/dnn/ext/image_io/image_io_ext.c +89 -0
- data/lib/dnn/ext/image_io/image_io_ext.so +0 -0
- data/lib/dnn/ext/image_io/numo/compat.h +23 -0
- data/lib/dnn/ext/image_io/numo/extconf.h +13 -0
- data/lib/dnn/ext/image_io/numo/intern.h +117 -0
- data/lib/dnn/ext/image_io/numo/narray.h +430 -0
- data/lib/dnn/ext/image_io/numo/ndloop.h +94 -0
- data/lib/dnn/ext/image_io/numo/template.h +149 -0
- data/lib/dnn/ext/image_io/numo/types/bit.h +33 -0
- data/lib/dnn/ext/image_io/numo/types/complex.h +409 -0
- data/lib/dnn/ext/image_io/numo/types/complex_macro.h +377 -0
- data/lib/dnn/ext/image_io/numo/types/dcomplex.h +44 -0
- data/lib/dnn/ext/image_io/numo/types/dfloat.h +42 -0
- data/lib/dnn/ext/image_io/numo/types/float_def.h +34 -0
- data/lib/dnn/ext/image_io/numo/types/float_macro.h +186 -0
- data/lib/dnn/ext/image_io/numo/types/int16.h +24 -0
- data/lib/dnn/ext/image_io/numo/types/int32.h +24 -0
- data/lib/dnn/ext/image_io/numo/types/int64.h +24 -0
- data/lib/dnn/ext/image_io/numo/types/int8.h +24 -0
- data/lib/dnn/ext/image_io/numo/types/int_macro.h +41 -0
- data/lib/dnn/ext/image_io/numo/types/real_accum.h +486 -0
- data/lib/dnn/ext/image_io/numo/types/robj_macro.h +75 -0
- data/lib/dnn/ext/image_io/numo/types/robject.h +27 -0
- data/lib/dnn/ext/image_io/numo/types/scomplex.h +44 -0
- data/lib/dnn/ext/image_io/numo/types/sfloat.h +43 -0
- data/lib/dnn/ext/image_io/numo/types/uint16.h +21 -0
- data/lib/dnn/ext/image_io/numo/types/uint32.h +21 -0
- data/lib/dnn/ext/image_io/numo/types/uint64.h +21 -0
- data/lib/dnn/ext/image_io/numo/types/uint8.h +21 -0
- data/lib/dnn/ext/image_io/numo/types/uint_macro.h +32 -0
- data/lib/dnn/ext/image_io/numo/types/xint_macro.h +189 -0
- data/lib/dnn/ext/image_io/stb_image.h +7462 -0
- data/lib/dnn/ext/image_io/stb_image_write.h +1568 -0
- data/lib/dnn/ext/mnist/Makefile +263 -0
- data/lib/dnn/ext/mnist/extconf.rb +3 -0
- data/lib/dnn/ext/mnist/mnist_ext.c +49 -0
- data/lib/dnn/ext/mnist/mnist_ext.o +0 -0
- data/lib/dnn/ext/mnist/mnist_ext.so +0 -0
- data/lib/dnn/ext/mnist/numo/compat.h +23 -0
- data/lib/dnn/ext/mnist/numo/extconf.h +13 -0
- data/lib/dnn/ext/mnist/numo/intern.h +117 -0
- data/lib/dnn/ext/mnist/numo/narray.h +430 -0
- data/lib/dnn/ext/mnist/numo/ndloop.h +94 -0
- data/lib/dnn/ext/mnist/numo/template.h +149 -0
- data/lib/dnn/ext/mnist/numo/types/bit.h +33 -0
- data/lib/dnn/ext/mnist/numo/types/complex.h +409 -0
- data/lib/dnn/ext/mnist/numo/types/complex_macro.h +377 -0
- data/lib/dnn/ext/mnist/numo/types/dcomplex.h +44 -0
- data/lib/dnn/ext/mnist/numo/types/dfloat.h +42 -0
- data/lib/dnn/ext/mnist/numo/types/float_def.h +34 -0
- data/lib/dnn/ext/mnist/numo/types/float_macro.h +186 -0
- data/lib/dnn/ext/mnist/numo/types/int16.h +24 -0
- data/lib/dnn/ext/mnist/numo/types/int32.h +24 -0
- data/lib/dnn/ext/mnist/numo/types/int64.h +24 -0
- data/lib/dnn/ext/mnist/numo/types/int8.h +24 -0
- data/lib/dnn/ext/mnist/numo/types/int_macro.h +41 -0
- data/lib/dnn/ext/mnist/numo/types/real_accum.h +486 -0
- data/lib/dnn/ext/mnist/numo/types/robj_macro.h +75 -0
- data/lib/dnn/ext/mnist/numo/types/robject.h +27 -0
- data/lib/dnn/ext/mnist/numo/types/scomplex.h +44 -0
- data/lib/dnn/ext/mnist/numo/types/sfloat.h +43 -0
- data/lib/dnn/ext/mnist/numo/types/uint16.h +21 -0
- data/lib/dnn/ext/mnist/numo/types/uint32.h +21 -0
- data/lib/dnn/ext/mnist/numo/types/uint64.h +21 -0
- data/lib/dnn/ext/mnist/numo/types/uint8.h +21 -0
- data/lib/dnn/ext/mnist/numo/types/uint_macro.h +32 -0
- data/lib/dnn/ext/mnist/numo/types/xint_macro.h +189 -0
- data/lib/dnn/lib/cifar10.rb +26 -0
- data/lib/dnn/lib/image_io.rb +33 -0
- data/lib/dnn/lib/mnist.rb +61 -0
- data/ruby-dnn.gemspec +41 -0
- metadata +225 -0
@@ -0,0 +1,377 @@
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#include "float_def.h"
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extern double round(double);
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extern double log2(double);
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extern double exp2(double);
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extern double exp10(double);
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#define r_abs(x) fabs(x)
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#define r_sqrt(x) sqrt(x)
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#define r_exp(x) exp(x)
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#define r_log(x) log(x)
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#define r_sin(x) sin(x)
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#define r_cos(x) cos(x)
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#define r_sinh(x) sinh(x)
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#define r_cosh(x) cosh(x)
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#define r_tanh(x) tanh(x)
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#define r_atan2(y,x) atan2(y,x)
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#define r_hypot(x,y) hypot(x,y)
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#include "complex.h"
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static inline dtype c_from_scomplex(scomplex x) {
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dtype z;
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REAL(z) = REAL(x);
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IMAG(z) = IMAG(x);
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return z;
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}
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static inline dtype c_from_dcomplex(dcomplex x) {
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dtype z;
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REAL(z) = REAL(x);
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IMAG(z) = IMAG(x);
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return z;
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}
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/* --------------------------- */
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#define m_zero c_zero()
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#define m_one c_one()
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#define m_num_to_data(x) NUM2COMP(x)
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#define m_data_to_num(x) COMP2NUM(x)
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#define m_from_double(x) c_new(x,0)
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#define m_from_real(x) c_new(x,0)
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#define m_from_scomplex(x) c_from_scomplex(x)
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#define m_from_dcomplex(x) c_from_dcomplex(x)
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#define m_extract(x) COMP2NUM(*(dtype*)x)
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#define m_real(x) REAL(x)
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#define m_imag(x) IMAG(x)
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#define m_set_real(x,y) c_set_real(x,y)
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#define m_set_imag(x,y) c_set_imag(x,y)
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#define m_add(x,y) c_add(x,y)
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#define m_sub(x,y) c_sub(x,y)
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#define m_mul(x,y) c_mul(x,y)
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#define m_div(x,y) c_div(x,y)
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#define m_mod(x,y) c_mod(x,y)
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#define m_pow(x,y) c_pow(x,y)
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#define m_pow_int(x,y) c_pow_int(x,y)
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#define m_abs(x) c_abs(x)
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#define m_minus(x) c_minus(x)
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#define m_reciprocal(x) c_reciprocal(x)
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#define m_square(x) c_square(x)
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#define m_floor(x) c_new(floor(REAL(x)),floor(IMAG(x)))
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#define m_round(x) c_new(round(REAL(x)),round(IMAG(x)))
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#define m_ceil(x) c_new(ceil(REAL(x)),ceil(IMAG(x)))
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#define m_trunc(x) c_new(trunc(REAL(x)),trunc(IMAG(x)))
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#define m_rint(x) c_new(rint(REAL(x)),rint(IMAG(x)))
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#define m_sign(x) c_new( \
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((REAL(x)==0) ? 0.0:((REAL(x)>0) ? 1.0:((REAL(x)<0) ? -1.0:REAL(x)))), \
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((IMAG(x)==0) ? 0.0:((IMAG(x)>0) ? 1.0:((IMAG(x)<0) ? -1.0:IMAG(x)))))
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#define m_copysign(x,y) c_new(copysign(REAL(x),REAL(y)),copysign(IMAG(x),IMAG(y)))
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#define m_im(x) c_im(x)
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#define m_conj(x) c_new(REAL(x),-IMAG(x))
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#define m_arg(x) atan2(IMAG(x),REAL(x))
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#define m_eq(x,y) c_eq(x,y)
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#define m_ne(x,y) c_ne(x,y)
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#define m_nearly_eq(x,y) c_nearly_eq(x,y)
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#define m_isnan(x) c_isnan(x)
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#define m_isinf(x) c_isinf(x)
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#define m_isposinf(x) c_isposinf(x)
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#define m_isneginf(x) c_isneginf(x)
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#define m_isfinite(x) c_isfinite(x)
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#define m_sprintf(s,x) sprintf(s,"%g%+gi",REAL(x),IMAG(x))
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#define m_sqrt(x) c_sqrt(x)
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#define m_cbrt(x) c_cbrt(x)
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#define m_log(x) c_log(x)
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#define m_log2(x) c_log2(x)
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#define m_log10(x) c_log10(x)
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#define m_exp(x) c_exp(x)
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#define m_exp2(x) c_exp2(x)
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#define m_exp10(x) c_exp10(x)
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#define m_sin(x) c_sin(x)
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#define m_cos(x) c_cos(x)
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#define m_tan(x) c_tan(x)
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#define m_asin(x) c_asin(x)
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#define m_acos(x) c_acos(x)
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#define m_atan(x) c_atan(x)
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#define m_sinh(x) c_sinh(x)
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#define m_cosh(x) c_cosh(x)
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#define m_tanh(x) c_tanh(x)
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#define m_asinh(x) c_asinh(x)
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#define m_acosh(x) c_acosh(x)
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#define m_atanh(x) c_atanh(x)
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#define m_hypot(x,y) c_hypot(x,y)
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#define m_sinc(x) c_div(c_sin(x),x)
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#define m_sum_init INT2FIX(0)
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#define m_mulsum_init INT2FIX(0)
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#define not_nan(x) (REAL(x)==REAL(x) && IMAG(x)==IMAG(x))
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#define m_mulsum(x,y,z) {z = m_add(m_mul(x,y),z);}
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#define m_mulsum_nan(x,y,z) { \
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if(not_nan(x) && not_nan(y)) { \
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z = m_add(m_mul(x,y),z); \
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}}
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#define m_cumsum(x,y) {(x)=m_add(x,y);}
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#define m_cumsum_nan(x,y) { \
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if (!not_nan(x)) { \
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(x) = (y); \
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} else if (not_nan(y)) { \
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(x) = m_add(x,y); \
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}}
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#define m_cumprod(x,y) {(x)=m_mul(x,y);}
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#define m_cumprod_nan(x,y) { \
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if (!not_nan(x)) { \
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(x) = (y); \
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} else if (not_nan(y)) { \
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(x) = m_mul(x,y); \
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}}
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static inline dtype f_sum(size_t n, char *p, ssize_t stride)
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{
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size_t i=n;
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dtype x,y;
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y = c_zero();
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for (; i--;) {
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x = *(dtype*)p;
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y = c_add(x,y);
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p += stride;
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}
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return y;
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}
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static inline dtype f_sum_nan(size_t n, char *p, ssize_t stride)
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{
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size_t i=n;
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dtype x,y;
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y = c_zero();
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for (; i--;) {
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x = *(dtype*)p;
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if (not_nan(x)) {
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y = c_add(x,y);
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}
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p += stride;
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}
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return y;
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}
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static inline dtype f_kahan_sum(size_t n, char *p, ssize_t stride)
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{
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size_t i=n;
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dtype x;
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volatile dtype y,t,r;
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y = c_zero();
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r = c_zero();
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for (; i--;) {
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x = *(dtype*)p;
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if (fabs(REAL(x)) > fabs(REAL(y))) {
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double z=REAL(x); REAL(x)=REAL(y); REAL(y)=z;
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}
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if (fabs(IMAG(x)) > fabs(IMAG(y))) {
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double z=IMAG(x); IMAG(x)=IMAG(y); IMAG(y)=z;
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}
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r = c_add(x, r);
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t = y;
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y = c_add(r, y);
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t = c_sub(y, t);
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r = c_sub(r, t);
|
195
|
+
p += stride;
|
196
|
+
}
|
197
|
+
return y;
|
198
|
+
}
|
199
|
+
|
200
|
+
static inline dtype f_kahan_sum_nan(size_t n, char *p, ssize_t stride)
|
201
|
+
{
|
202
|
+
size_t i=n;
|
203
|
+
dtype x;
|
204
|
+
volatile dtype y,t,r;
|
205
|
+
|
206
|
+
y = c_zero();
|
207
|
+
r = c_zero();
|
208
|
+
for (; i--;) {
|
209
|
+
x = *(dtype*)p;
|
210
|
+
if (not_nan(x)) {
|
211
|
+
if (fabs(REAL(x)) > fabs(REAL(y))) {
|
212
|
+
double z=REAL(x); REAL(x)=REAL(y); REAL(y)=z;
|
213
|
+
}
|
214
|
+
if (fabs(IMAG(x)) > fabs(IMAG(y))) {
|
215
|
+
double z=IMAG(x); IMAG(x)=IMAG(y); IMAG(y)=z;
|
216
|
+
}
|
217
|
+
r = c_add(x, r);
|
218
|
+
t = y;
|
219
|
+
y = c_add(r, y);
|
220
|
+
t = c_sub(y, t);
|
221
|
+
r = c_sub(r, t);
|
222
|
+
}
|
223
|
+
p += stride;
|
224
|
+
}
|
225
|
+
return y;
|
226
|
+
}
|
227
|
+
|
228
|
+
static inline dtype f_prod(size_t n, char *p, ssize_t stride)
|
229
|
+
{
|
230
|
+
size_t i=n;
|
231
|
+
dtype x,y;
|
232
|
+
|
233
|
+
y = c_one();
|
234
|
+
for (; i--;) {
|
235
|
+
x = *(dtype*)p;
|
236
|
+
y = c_mul(x,y);
|
237
|
+
p += stride;
|
238
|
+
}
|
239
|
+
return y;
|
240
|
+
}
|
241
|
+
|
242
|
+
static inline dtype f_prod_nan(size_t n, char *p, ssize_t stride)
|
243
|
+
{
|
244
|
+
size_t i=n;
|
245
|
+
dtype x,y;
|
246
|
+
|
247
|
+
y = c_one();
|
248
|
+
for (; i--;) {
|
249
|
+
x = *(dtype*)p;
|
250
|
+
if (not_nan(x)) {
|
251
|
+
y = c_mul(x,y);
|
252
|
+
}
|
253
|
+
p += stride;
|
254
|
+
}
|
255
|
+
return y;
|
256
|
+
}
|
257
|
+
|
258
|
+
static inline dtype f_mean(size_t n, char *p, ssize_t stride)
|
259
|
+
{
|
260
|
+
size_t i=n;
|
261
|
+
size_t count=0;
|
262
|
+
dtype x,y;
|
263
|
+
|
264
|
+
y = c_zero();
|
265
|
+
for (; i--;) {
|
266
|
+
x = *(dtype*)p;
|
267
|
+
y = c_add(x,y);
|
268
|
+
count++;
|
269
|
+
p += stride;
|
270
|
+
}
|
271
|
+
return c_div_r(y,count);
|
272
|
+
}
|
273
|
+
|
274
|
+
static inline dtype f_mean_nan(size_t n, char *p, ssize_t stride)
|
275
|
+
{
|
276
|
+
size_t i=n;
|
277
|
+
size_t count=0;
|
278
|
+
dtype x,y;
|
279
|
+
|
280
|
+
y = c_zero();
|
281
|
+
for (; i--;) {
|
282
|
+
x = *(dtype*)p;
|
283
|
+
if (not_nan(x)) {
|
284
|
+
y = c_add(x,y);
|
285
|
+
count++;
|
286
|
+
}
|
287
|
+
p += stride;
|
288
|
+
}
|
289
|
+
return c_div_r(y,count);
|
290
|
+
}
|
291
|
+
|
292
|
+
static inline rtype f_var(size_t n, char *p, ssize_t stride)
|
293
|
+
{
|
294
|
+
size_t i=n;
|
295
|
+
size_t count=0;
|
296
|
+
dtype x,m;
|
297
|
+
rtype y=0;
|
298
|
+
|
299
|
+
m = f_mean(n,p,stride);
|
300
|
+
|
301
|
+
for (; i--;) {
|
302
|
+
x = *(dtype*)p;
|
303
|
+
y += c_abs_square(c_sub(x,m));
|
304
|
+
count++;
|
305
|
+
p += stride;
|
306
|
+
}
|
307
|
+
return y/(count-1);
|
308
|
+
}
|
309
|
+
|
310
|
+
static inline rtype f_var_nan(size_t n, char *p, ssize_t stride)
|
311
|
+
{
|
312
|
+
size_t i=n;
|
313
|
+
size_t count=0;
|
314
|
+
dtype x,m;
|
315
|
+
rtype y=0;
|
316
|
+
|
317
|
+
m = f_mean_nan(n,p,stride);
|
318
|
+
|
319
|
+
for (; i--;) {
|
320
|
+
x = *(dtype*)p;
|
321
|
+
if (not_nan(x)) {
|
322
|
+
y += c_abs_square(c_sub(x,m));
|
323
|
+
count++;
|
324
|
+
}
|
325
|
+
p += stride;
|
326
|
+
}
|
327
|
+
return y/(count-1);
|
328
|
+
}
|
329
|
+
|
330
|
+
static inline rtype f_stddev(size_t n, char *p, ssize_t stride)
|
331
|
+
{
|
332
|
+
return r_sqrt(f_var(n,p,stride));
|
333
|
+
}
|
334
|
+
|
335
|
+
static inline rtype f_stddev_nan(size_t n, char *p, ssize_t stride)
|
336
|
+
{
|
337
|
+
return r_sqrt(f_var_nan(n,p,stride));
|
338
|
+
}
|
339
|
+
|
340
|
+
static inline rtype f_rms(size_t n, char *p, ssize_t stride)
|
341
|
+
{
|
342
|
+
size_t i=n;
|
343
|
+
size_t count=0;
|
344
|
+
dtype x;
|
345
|
+
rtype y=0;
|
346
|
+
|
347
|
+
for (; i--;) {
|
348
|
+
x = *(dtype*)p;
|
349
|
+
y += c_abs_square(x);
|
350
|
+
count++;
|
351
|
+
p += stride;
|
352
|
+
}
|
353
|
+
return r_sqrt(y/count);
|
354
|
+
}
|
355
|
+
|
356
|
+
static inline rtype f_rms_nan(size_t n, char *p, ssize_t stride)
|
357
|
+
{
|
358
|
+
size_t i=n;
|
359
|
+
size_t count=0;
|
360
|
+
dtype x;
|
361
|
+
rtype y=0;
|
362
|
+
|
363
|
+
for (; i--;) {
|
364
|
+
x = *(dtype*)p;
|
365
|
+
if (not_nan(x)) {
|
366
|
+
y += c_abs_square(x);
|
367
|
+
count++;
|
368
|
+
}
|
369
|
+
p += stride;
|
370
|
+
}
|
371
|
+
return r_sqrt(y/count);
|
372
|
+
}
|
373
|
+
|
374
|
+
static inline dtype f_seq(dtype x, dtype y, double c)
|
375
|
+
{
|
376
|
+
return c_add(x,c_mul_r(y,c));
|
377
|
+
}
|
@@ -0,0 +1,44 @@
|
|
1
|
+
typedef dcomplex dtype;
|
2
|
+
typedef double rtype;
|
3
|
+
#define cT numo_cDComplex
|
4
|
+
#define cRT numo_cDFloat
|
5
|
+
#define mTM numo_mDComplexMath
|
6
|
+
|
7
|
+
#include "complex_macro.h"
|
8
|
+
|
9
|
+
static inline bool c_nearly_eq(dtype x, dtype y) {
|
10
|
+
return c_abs(c_sub(x,y)) <= (c_abs(x)+c_abs(y))*DBL_EPSILON*2;
|
11
|
+
}
|
12
|
+
|
13
|
+
#ifdef SFMT_H
|
14
|
+
/* generates a random number on [0,1)-real-interval */
|
15
|
+
inline static dtype m_rand(dtype max)
|
16
|
+
{
|
17
|
+
dtype z;
|
18
|
+
REAL(z) = genrand_res53_mix() * REAL(max);
|
19
|
+
IMAG(z) = genrand_res53_mix() * IMAG(max);
|
20
|
+
return z;
|
21
|
+
}
|
22
|
+
|
23
|
+
/* generates random numbers from the normal distribution
|
24
|
+
using Box-Muller Transformation.
|
25
|
+
*/
|
26
|
+
inline static void m_rand_norm(dtype mu, rtype sigma, dtype *a0)
|
27
|
+
{
|
28
|
+
rtype x1, x2, w;
|
29
|
+
do {
|
30
|
+
x1 = genrand_res53_mix();
|
31
|
+
x1 = x1*2-1;
|
32
|
+
x2 = genrand_res53_mix();
|
33
|
+
x2 = x2*2-1;
|
34
|
+
w = x1 * x1 + x2 * x2;
|
35
|
+
} while (w>=1);
|
36
|
+
w = sqrt( (-2*log(w)) / w );
|
37
|
+
REAL(*a0) = x1*w * sigma + REAL(mu);
|
38
|
+
IMAG(*a0) = x2*w * sigma + IMAG(mu);
|
39
|
+
}
|
40
|
+
#endif
|
41
|
+
|
42
|
+
#define M_EPSILON rb_float_new(2.2204460492503131e-16)
|
43
|
+
#define M_MIN rb_float_new(2.2250738585072014e-308)
|
44
|
+
#define M_MAX rb_float_new(1.7976931348623157e+308)
|
@@ -0,0 +1,42 @@
|
|
1
|
+
typedef double dtype;
|
2
|
+
typedef double rtype;
|
3
|
+
#define cT numo_cDFloat
|
4
|
+
#define cRT numo_cDFloat
|
5
|
+
#define mTM numo_mDFloatMath
|
6
|
+
|
7
|
+
#include "float_macro.h"
|
8
|
+
|
9
|
+
#ifdef SFMT_H
|
10
|
+
/* generates a random number on [0,1)-real-interval */
|
11
|
+
inline static dtype m_rand(dtype max)
|
12
|
+
{
|
13
|
+
return genrand_res53_mix() * max;
|
14
|
+
}
|
15
|
+
|
16
|
+
/* generates random numbers from the normal distribution
|
17
|
+
using Box-Muller Transformation.
|
18
|
+
*/
|
19
|
+
inline static void m_rand_norm(dtype mu, dtype sigma, dtype *a0, dtype *a1)
|
20
|
+
{
|
21
|
+
dtype x1, x2, w;
|
22
|
+
do {
|
23
|
+
x1 = genrand_res53_mix();
|
24
|
+
x1 = x1*2-1;
|
25
|
+
x2 = genrand_res53_mix();
|
26
|
+
x2 = x2*2-1;
|
27
|
+
w = x1 * x1 + x2 * x2;
|
28
|
+
} while (w>=1);
|
29
|
+
w = sqrt( (-2*log(w)) / w );
|
30
|
+
if (a0) {*a0 = x1*w * sigma + mu;}
|
31
|
+
if (a1) {*a1 = x2*w * sigma + mu;}
|
32
|
+
}
|
33
|
+
#endif
|
34
|
+
|
35
|
+
#define m_min_init numo_dfloat_new_dim0(0.0/0.0)
|
36
|
+
#define m_max_init numo_dfloat_new_dim0(0.0/0.0)
|
37
|
+
#define m_extract(x) rb_float_new(*(double*)x)
|
38
|
+
#define m_nearly_eq(x,y) (fabs(x-y)<=(fabs(x)+fabs(y))*DBL_EPSILON*2)
|
39
|
+
|
40
|
+
#define M_EPSILON rb_float_new(2.2204460492503131e-16)
|
41
|
+
#define M_MIN rb_float_new(2.2250738585072014e-308)
|
42
|
+
#define M_MAX rb_float_new(1.7976931348623157e+308)
|