tomoto 0.1.0

data/vendor/EigenRand/LICENSE

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+MIT License
+
+Copyright (c) 2019 
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

data/vendor/EigenRand/README.md

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+# EigenRand : The Fastest C++11-compatible random distribution generator for Eigen
+
+EigenRand is a header-only library for [Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page), providing vectorized random number engines and vectorized random distribution generators. 
+Since the classic Random functions of Eigen relies on an old C function `rand()`, 
+there is no way to control random numbers and no guarantee for quality of generated numbers. 
+In addition, Eigen's Random is slow because `rand()` is hard to vectorize.
+
+EigenRand provides a variety of random distribution functions similar to C++11 standard's random functions, 
+which can be vectorized and easily integrated into Eigen's expressions of Matrix and Array.
+
+You can get 5~10 times speed by just replacing old Eigen's Random or unvectorizable c++11 random number generators with EigenRand.
+
+## Features
+
+* C++11-compatible Random Number Generator
+* 5~10 times faster than non-vectorized functions
+* Header-only (like Eigen)
+* Can be easily integrated with Eigen's expressions
+* Currently supports only x86 and x86-64 architecture
+
+## Requirement
+
+* Eigen 3.3.7
+* C++11-compatible compilers
+
+## Documentation
+
+https://bab2min.github.io/eigenrand/
+
+## Functions
+
+### Random distributions for real types
+
+| Function | Scalar Type | Description | Equivalent to |
+|:---:|:---:|:---:|:---:|
+| `Eigen::Rand::balanced` | float, double | generates real values in the [-1, 1] range | `Eigen::DenseBase<Ty>::Random` for floating point types |
+| `Eigen::Rand::cauchy` | float, double | generates real values on the [Cauchy distribution](https://en.wikipedia.org/wiki/Cauchy_distribution). | `std::cauchy_distribution` |
+| `Eigen::Rand::chiSquared` | float, double | generates real values on a [chi-squared distribution](https://en.wikipedia.org/wiki/Chi-squared_distribution). | `std::chi_squared_distribution` |
+| `Eigen::Rand::exponential` | float, double | generates real values on an [exponential distribution](https://en.wikipedia.org/wiki/Exponential_distribution). | `std::exponential_distribution` |
+| `Eigen::Rand::extremeValue` | float, double | generates real values on an [extreme value distribution](https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution). | `std::extreme_value_distribution` |
+| `Eigen::Rand::fisherF` | float, double | generates real values on the [Fisher's F distribution](https://en.wikipedia.org/wiki/F_distribution). | `std::fisher_f_distribution` |
+| `Eigen::Rand::gamma` | float, double | generates real values on a [gamma distribution](https://en.wikipedia.org/wiki/Gamma_distribution). | `std::gamma_distribution` |
+| `Eigen::Rand::lognormal` | float, double | generates real values on a [lognormal distribution](https://en.wikipedia.org/wiki/Lognormal_distribution). | `std::lognormal_distribution` |
+| `Eigen::Rand::normal` | float, double | generates real values on a [normal distribution](https://en.wikipedia.org/wiki/Normal_distribution). | `std::normal_distribution` |
+| `Eigen::Rand::studentT` | float, double | generates real values on the [Student's t distribution](https://en.wikipedia.org/wiki/Student%27s_t-distribution). | `std::student_t_distribution` |
+| `Eigen::Rand::uniformReal` | float, double | generates real values in the `[-1, 0)` range. | `std::generate_canonical` |
+| `Eigen::Rand::weibull` | float, double | generates real values on the [Weibull distribution](https://en.wikipedia.org/wiki/Weibull_distribution). | `std::weibull_distribution` |
+
+### Random distributions for integer types
+
+| Function | Scalar Type | Description | Equivalent to |
+|:---:|:---:|:---:|:---:|
+| `Eigen::Rand::binomial` | int | generates integers on a [binomial distribution](https://en.wikipedia.org/wiki/Binomial_distribution). | `std::binomial_distribution` |
+| `Eigen::Rand::discrete` | int | generates random integers on a discrete distribution. | `std::discrete_distribution` |
+| `Eigen::Rand::geometric` | int | generates integers on a [geometric distribution](https://en.wikipedia.org/wiki/Geometric_distribution). | `std::geometric_distribution` |
+| `Eigen::Rand::negativeBinomial` | int | generates integers on a [negative binomial distribution](https://en.wikipedia.org/wiki/Negative_binomial_distribution). | `std::negative_binomial_distribution` |
+| `Eigen::Rand::poisson` | int | generates integers on the [Poisson distribution](https://en.wikipedia.org/wiki/Poisson_distribution). | `std::poisson_distribution` |
+| `Eigen::Rand::randBits` | int | generates integers with random bits. | `Eigen::DenseBase<Ty>::Random` for integer types |
+| `Eigen::Rand::uniformInt` | int | generates integers in the `[min, max]` range. | `std::uniform_int_distribution` |
+
+### Random number engines
+
+|  | Description | Equivalent to |
+|:---:|:---:|:---:|
+| `Eigen::Rand::Vmt19937_64` | a vectorized version of Mersenne Twister algorithm. It generates two 64bit random integers simultaneously with SSE2 and four integers with AVX2. | `std::mt19937_64` |
+
+## Performance
+
+The following result is a measure of the time in seconds it takes to generate 1M random numbers. 
+It shows the average of 20 times.
+
+### Intel(R) Xeon(R) Platinum 8171M CPU @ 2.60GHz (Ubuntu 16.04, gcc5.4)
+
+|  | C++ std (or Eigen) | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|---:|
+| `balanced`* | 9.0 | 5.9 | 1.5 | 1.4 | 1.3 | 0.9 |
+| `balanced`(double)* | 8.7 | 6.4 | 3.3 | 2.9 | 1.7 | 1.7 |
+| `binomial(20, 0.5)` | 400.8 | 118.5 | 32.7 | 36.6 | 30.0 | 22.7 |
+| `binomial(50, 0.01)` | 71.7 | 22.5 | 7.7 | 8.3 | 7.9 | 6.6 |
+| `binomial(100, 0.75)` | 340.5 | 454.5 | 91.7 | 111.5 | 106.3 | 86.4 |
+| `cauchy` | 36.1 | 54.4 | 6.1 | 7.1 | 4.7 | 3.9 |
+| `chiSquared` | 80.5 | 249.5 | 64.6 | 58.0 | 29.4 | 28.8 |
+| `discrete`(int32) | - | 14.0 | 2.9 | 2.6 | 2.4 | 1.7 |
+| `discrete`(fp32) | - | 21.9 | 4.3 | 4.0 | 3.6 | 3.0 |
+| `discrete`(fp64) | 72.4 | 21.4 | 6.9 | 6.5 | 4.9 | 3.7 |
+| `exponential` | 31.0 | 25.3 | 5.5 | 5.3 | 3.3 | 2.9 |
+| `extremeValue` | 66.0 | 60.1 | 11.9 | 10.7 | 6.5 | 5.8 |
+| `fisherF(1, 1)` | 178.1 | 35.1 | 33.2 | 39.3 | 22.9 | 18.7 |
+| `fisherF(5, 5)` | 141.8 | 415.2 | 136.47 | 172.4 | 92.4 | 74.9 |
+| `gamma(0.2, 1)` | 207.8 | 211.4 | 54.6 | 51.2 | 26.9 | 27.0 |
+| `gamma(5, 3)` | 80.9 | 60.0 | 14.3 | 13.3 | 11.4 | 8.0 |
+| `gamma(10.5, 1)` | 81.1 | 248.6 | 63.3 | 58.5 | 29.2 | 28.4 |
+| `geometric` | 43.0 | 22.4 | 6.7 | 7.4 | 5.8 |  |
+| `lognormal` | 66.3 | 55.4 | 12.8 | 11.8 | 6.2 | 6.2 |
+| `negativeBinomial(10, 0.5)` | 312.0 | 301.4 | 82.9 | 100.6 | 95.3 | 77.9 |
+| `negativeBinomial(20, 0.25)` | 483.4 | 575.9 | 125.0 | 158.2 | 148.4 | 119.5 |
+| `normal(0, 1)` | 38.1 | 28.5 | 6.8 | 6.2 | 3.8 | 3.7 |
+| `normal(2, 3)` | 37.6 | 29.0 | 7.3 | 6.6 | 4.0 | 3.9 |
+| `poisson(1)` | 31.8 | 25.2 | 9.8 | 10.8 | 9.7 | 8.2 |
+| `poisson(16)` | 231.8 | 274.1 | 66.2 | 80.7 | 74.4 | 64.2 |
+| `randBits` | 5.2 | 5.4 | 1.4 | 1.3 | 1.1 | 1.0 |
+| `studentT(1)` | 122.7 | 120.1 | 15.3 | 19.2 | 12.6 | 9.4 |
+| `studentT(20)` | 102.2 | 111.1 | 15.4 | 19.2 | 12.2 | 9.4 |
+| `uniformInt(0~63)` | 22.4 | 4.7 | 1.7 | 1.6 | 1.4 | 1.1 |
+| `uniformInt(0~100k)` | 21.8 | 10.1 | 6.2 | 6.7 | 6.6 | 5.4 |
+| `uniformReal` | 12.9 | 5.7 | 1.4 | 1.2 | 1.4 | 0.7 |
+| `weibull` | 41.0 | 35.8 | 17.7 | 15.5 | 8.5 | 8.5 |
+
+* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
+
+|  | C++ std | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|---:|
+| Mersenne Twister(int32) | 4.7 | 5.6 | 4.0 | 3.7 | 3.5 | 3.6 |
+| Mersenne Twister(int64) | 5.4 | 5.3 | 4.0 | 3.9 | 3.4 | 2.6 |
+
+### Intel(R) Xeon(R) CPU E5-1650 v2 @ 3.50GHz (macOS 10.15, clang-1103)
+
+|  | C++ std (or Eigen) | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) |
+|---|---:|---:|---:|---:|---:|
+| `balanced`* | 6.5 | 7.3 | 1.1 | 1.4 | 1.1 |
+| `balanced`(double)* | 6.6 | 7.5 | 2.6 | 3.3 | 2.4 |
+| `binomial(20, 0.5)` | 38.8 | 164.9 | 27.7 | 29.3 | 24.9 |
+| `binomial(50, 0.01)` | 21.9 | 27.6 | 6.6 | 7.0 | 6.3 |
+| `binomial(100, 0.75)` | 52.2 | 421.9 | 93.6 | 94.8 | 89.1 |
+| `cauchy` | 36.0 | 30.4 | 5.6 | 5.8 | 4.0 |
+| `chiSquared` | 84.4 | 152.2 | 44.1 | 48.7 | 26.2 |
+| `discrete`(int32) | - | 12.4 | 2.1 | 2.6 | 2.2 |
+| `discrete`(fp32) | - | 23.2 | 3.4 | 3.7 | 3.4 |
+| `discrete`(fp64) | 48.6 | 22.9 | 4.2 | 5.0 | 4.6 |
+| `exponential` | 22.0 | 18.0 | 4.1 | 4.9 | 3.2 |
+| `extremeValue` | 36.2 | 32.0 | 8.7 | 9.5 | 5.1 |
+| `fisherF(1, 1)` | 158.2 | 73.1 | 32.3 | 32.1 | 18.1 |
+| `fisherF(5, 5)` | 177.3 | 310.1 | 127.0 | 121.8 | 74.3 |
+| `gamma(0.2, 1)` | 69.8 | 80.4 | 28.5 | 33.8 | 19.2 |
+| `gamma(5, 3)` | 83.9 | 53.3 | 10.6 | 12.4 | 8.6 |
+| `gamma(10.5, 1)` | 83.2 | 150.4 | 43.3 | 48.4 | 26.2 |
+| `geometric` | 39.6 | 19.0 | 4.3 | 4.4 | 4.1 |
+| `lognormal` | 43.8 | 40.7 | 9.0 | 10.8 | 5.7 |
+| `negativeBinomial(10, 0.5)` | 217.4 | 274.8 | 71.6 | 73.7 | 68.2 |
+| `negativeBinomial(20, 0.25)` | 192.9 | 464.9 | 112.0 | 111.5 | 105.7 |
+| `normal(0, 1)` | 32.6 | 28.6 | 5.5 | 6.5 | 3.8 |
+| `normal(2, 3)` | 32.9 | 30.5 | 5.7 | 6.7 | 3.9 |
+| `poisson(1)` | 37.9 | 31.0 | 7.5 | 7.8 | 7.1 |
+| `poisson(16)` | 92.4 | 243.3 | 55.6 | 57.7 | 53.7 |
+| `randBits` | 6.5 | 6.5 | 1.1 | 1.3 | 1.1 |
+| `studentT(1)` | 115.0 | 54.1 | 15.5 | 15.7 | 8.3 |
+| `studentT(20)` | 121.2 | 53.8 | 15.8 | 16.0 | 8.2 |
+| `uniformInt(0~63)` | 20.2 | 9.8 | 1.8 | 1.8 | 1.6 |
+| `uniformInt(0~100k)` | 25.7 | 16.1 | 8.1 | 8.5 | 7.2 |
+| `uniformReal` | 12.7 | 7.0 | 1.0 | 1.2 | 1.1 |
+| `weibull` | 23.1 | 19.2 | 11.6 | 13.6 | 7.6 |
+
+* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
+
+|  | C++ std | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) |
+|---|---:|---:|---:|---:|---:|
+| Mersenne Twister(int32) | 6.2 | 6.4 | 1.7 | 2.0 | 1.8 |
+| Mersenne Twister(int64) | 6.4 | 6.3 | 2.5 | 3.1 | 2.4 |
+
+### Intel(R) Xeon(R) Platinum 8171M CPU @ 2.60GHz (Windows Server 2019, MSVC2019)
+
+|  | C++ std (or Eigen) | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|
+| `balanced`* | 20.7 | 7.2 | 3.3 | 4.0 | 2.2 |
+| `balanced`(double)* | 21.9 | 8.8 | 6.7 | 4.3 | 4.3 |
+| `binomial(20, 0.5)` | 718.3 | 141.0 | 38.1 | 30.2 | 32.7 |
+| `binomial(50, 0.01)` | 61.5 | 21.4 | 7.5 | 6.5 | 8.0 |
+| `binomial(100, 0.75)` | 495.9 | 1042.5 | 100.6 | 95.2 | 93.0 |
+| `cauchy` | 71.6 | 30.0 | 6.8 | 6.4 | 3.0 |
+| `chiSquared` | 243.0 | 147.3 | 63.5 | 34.1 | 24.0 |
+| `discrete`(int32) | - | 12.4 | 3.5 | 2.7 | 2.2 |
+| `discrete`(fp32) | - | 19.2 | 5.1 | 3.6 | 3.7 |
+| `discrete`(fp64) | 83.9 | 19.0 | 6.7 | 7.4 | 4.6 |
+| `exponential` | 58.7 | 16.0 | 6.8 | 6.4 | 3.0 |
+| `extremeValue` | 64.6 | 27.7 | 13.5 | 9.8 | 5.5 |
+| `fisherF(1, 1)` | 178.7 | 75.2 | 35.3 | 28.4 | 17.5 |
+| `fisherF(5, 5)` | 491.0 | 298.4 | 125.8 | 87.4 | 60.5 |
+| `gamma(0.2, 1)` | 211.7 | 69.3 | 43.7 | 24.7 | 18.7 |
+| `gamma(5, 3)` | 272.5 | 42.3 | 17.6 | 17.2 | 8.5 |
+| `gamma(10.5, 1)` | 237.8 | 146.2 | 63.7 | 33.8 | 23.5 |
+| `geometric` | 49.3 | 17.0 | 7.0 | 5.8 | 5.4 |
+| `lognormal` | 169.8 | 37.6 | 12.7 | 7.2 | 5.0 |
+| `negativeBinomial(10, 0.5)` | 752.7 | 462.3 | 87.0 | 83.0 | 81.6 |
+| `negativeBinomial(20, 0.25)` | 611.4 | 855.3 | 123.7 | 125.3 | 116.6 |
+| `normal(0, 1)` | 78.4 | 21.1 | 6.9 | 4.6 | 2.9 |
+| `normal(2, 3)` | 77.2 | 22.3 | 6.8 | 4.8 | 3.1 |
+| `poisson(1)` | 77.4 | 28.9 | 10.0 | 8.1 | 10.1 |
+| `poisson(16)` | 312.9 | 485.5 | 63.6 | 61.5 | 60.5 |
+| `randBits` | 6.0 | 6.2 | 3.1 | 2.7 | 2.7 |
+| `studentT(1)` | 175.8 | 53.9 | 17.3 | 12.5 | 7.7 |
+| `studentT(20)` | 173.2 | 55.5 | 17.9 | 12.7 | 7.6 |
+| `uniformInt(0~63)` | 39.1 | 5.2 | 2.0 | 1.4 | 1.6 |
+| `uniformInt(0~100k)` | 38.5 | 12.3 | 7.6 | 6.0 | 7.7 |
+| `uniformReal` | 53.4 | 5.7 | 1.9 | 2.3 | 1.0 |
+| `weibull` | 75.1 | 44.3 | 18.5 | 14.3 | 7.9 |
+
+* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
+
+|  | C++ std | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|
+| Mersenne Twister(int32) | 6.5 | 6.4 | 5.6 | 5.1 | 4.5 |
+| Mersenne Twister(int64) | 6.6 | 6.5 | 6.9 | 5.9 | 5.1 |
+
+### AMD Ryzen 7 3700x CPU @ 3.60GHz (Windows 10, MSVC2017)
+
+|  | C++ std (or Eigen) | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|
+| `balanced`* | 20.8 | 1.9 | 2.0 | 1.4 |
+| `balanced`(double)* | 21.7 | 4.1 | 2.7 | 3.0 |
+| `binomial(20, 0.5)` | 416.0 | 27.7 | 28.9 | 29.1 |
+| `binomial(50, 0.01)` | 37.8 | 6.3 | 6.0 | 6.6 |
+| `binomial(100, 0.75)` | 309.1 | 72.4 | 66.0 | 67.0 |
+| `cauchy` | 42.2 | 4.8 | 5.1 | 2.7 |
+| `chiSquared` | 153.8 | 33.5 | 21.2 | 17.0 |
+| `discrete`(int32) | - | 2.4 | 2.3 | 2.5 |
+| `discrete`(fp32) | - | 2.6 | 2.3 | 3.5 |
+| `discrete`(fp64) | 55.8 | 5.1 | 4.7 | 4.3 |
+| `exponential` | 33.4 | 6.4 | 2.8 | 2.2 |
+| `extremeValue` | 39.4 | 7.8 | 4.6 | 4.0 |
+| `fisherF(1, 1)` | 103.9 | 25.3 | 14.9 | 11.7 |
+| `fisherF(5, 5)` | 295.7 | 85.5 | 58.3 | 44.8 |
+| `gamma(0.2, 1)` | 128.8 | 31.9 | 18.3 | 15.8 |
+| `gamma(5, 3)` | 156.1 | 9.7 | 8.0 | 5.0 |
+| `gamma(10.5, 1)` | 148.5 | 33.1 | 21.1 | 17.2 |
+| `geometric` | 27.1 | 6.6 | 4.3 | 4.1 |
+| `lognormal` | 104.0 | 6.6 | 4.7 | 3.5 |
+| `negativeBinomial(10, 0.5)` | 462.1 | 60.0 | 56.4 | 58.6 |
+| `negativeBinomial(20, 0.25)` | 357.6 | 84.5 | 80.6 | 78.4 |
+| `normal(0, 1)` | 48.8 | 4.2 | 3.7 | 2.3 |
+| `normal(2, 3)` | 48.8 | 4.5 | 3.8 | 2.4 |
+| `poisson(1)` | 46.4 | 7.9 | 7.4 | 8.2 |
+| `poisson(16)` | 192.4 | 43.2 | 40.4 | 40.9 |
+| `randBits` | 4.2 | 1.7 | 1.5 | 1.8 |
+| `studentT(1)` | 107.0 | 12.3 | 6.8 | 5.7 |
+| `studentT(20)` | 107.1 | 12.3 | 6.8 | 5.8 |
+| `uniformInt(0~63)` | 31.2 | 1.1 | 1.0 | 1.2 |
+| `uniformInt(0~100k)` | 27.7 | 5.6 | 5.6 | 5.4 |
+| `uniformReal` | 30.7 | 1.1 | 1.0 | 0.6 |
+| `weibull` | 46.5 | 10.6 | 6.4 | 5.2 |
+
+* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
+
+|  | C++ std | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|
+| Mersenne Twister(int32) | 5.0 | 3.4 | 3.4 | 3.3 |
+| Mersenne Twister(int64) | 5.1 | 3.9 | 3.9 | 3.3 |
+
+## Accuracy
+Since vectorized mathematical functions may have a loss of precision, I measured how well the generated random number fits its actual distribution.
+32768 samples were generated and Earth Mover's Distance between samples and its actual distribution was calculated for each distribution.
+Following table shows the average distance (and stdev.) of results performed 50 times for different seeds.
+
+|  | C++ std | EigenRand |
+|---|---:|---:|
+| `balanced`* | .0034(.0015) | .0034(.0015) |
+| `chiSquared(7)` | .0260(.0091) | .0242(.0079) |
+| `exponential(1)` | .0065(.0025) | .0072(.0022) |
+| `extremeValue(1, 1)` | .0097(.0029) | .0088(.0025) |
+| `gamma(0.2, 1)` | .0380(.0021) | .0377(.0025) |
+| `gamma(1, 1)` | .0070(.0020) | .0065(.0023) |
+| `gamma(5, 1)` | .0169(.0065) | .0170(.0051) |
+| `lognormal(0, 1)` | .0072(.0029) | .0067(.0022) |
+| `normal(0, 1)` | .0070(.0024) | .0073(.0020) |
+| `uniformReal` | .0018(.0008) | .0017(.0007) |
+| `weibull(2, 1)` | .0032(.0013) | .0031(.0010) |
+
+(* Result of `balanced` were from Eigen::Random, not C++ std)
+
+The smaller value means that the sample result fits its distribution better.
+The results of EigenRand and C++ std appear to be equivalent within the margin of error.
+
+
+## License
+MIT License
+
+## History
+### 0.2.2 (2020-08-02)
+* Now `ParallelRandomEngineAdaptor` and `MersenneTwister` use aligned array on heap.
+
+### 0.2.1 (2020-07-11)
+* A new template class `ParallelRandomEngineAdaptor` yielding the same random sequence regardless of SIMD ISA was added.
+
+### 0.2.0 (2020-07-04)
+* New distributions including `cauchy`, `studentT`, `fisherF`, `uniformInt`, `binomial`, `negativeBinomial`, `poisson` and `geometric` were added.
+* A new member function `uniform_real` for `PacketRandomEngine` was added.
+
+### 0.1.0 (2020-06-27)
+* The first version of `EigenRand`

data/vendor/eigen/COPYING.BSD

@@ -0,0 +1,26 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*/

data/vendor/eigen/COPYING.GPL

@@ -0,0 +1,674 @@
+                    GNU GENERAL PUBLIC LICENSE
+                       Version 3, 29 June 2007
+
+ Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
+ Everyone is permitted to copy and distribute verbatim copies
+ of this license document, but changing it is not allowed.
+
+                            Preamble
+
+  The GNU General Public License is a free, copyleft license for
+software and other kinds of works.
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+PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
+EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
+SUCH DAMAGES.
+
+  17. Interpretation of Sections 15 and 16.
+
+  If the disclaimer of warranty and limitation of liability provided
+above cannot be given local legal effect according to their terms,
+reviewing courts shall apply local law that most closely approximates
+an absolute waiver of all civil liability in connection with the
+Program, unless a warranty or assumption of liability accompanies a
+copy of the Program in return for a fee.
+
+                     END OF TERMS AND CONDITIONS
+
+            How to Apply These Terms to Your New Programs
+
+  If you develop a new program, and you want it to be of the greatest
+possible use to the public, the best way to achieve this is to make it
+free software which everyone can redistribute and change under these terms.
+
+  To do so, attach the following notices to the program.  It is safest
+to attach them to the start of each source file to most effectively
+state the exclusion of warranty; and each file should have at least
+the "copyright" line and a pointer to where the full notice is found.
+
+    <one line to give the program's name and a brief idea of what it does.>
+    Copyright (C) <year>  <name of author>
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+Also add information on how to contact you by electronic and paper mail.
+
+  If the program does terminal interaction, make it output a short
+notice like this when it starts in an interactive mode:
+
+    <program>  Copyright (C) <year>  <name of author>
+    This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
+    This is free software, and you are welcome to redistribute it
+    under certain conditions; type `show c' for details.
+
+The hypothetical commands `show w' and `show c' should show the appropriate
+parts of the General Public License.  Of course, your program's commands
+might be different; for a GUI interface, you would use an "about box".
+
+  You should also get your employer (if you work as a programmer) or school,
+if any, to sign a "copyright disclaimer" for the program, if necessary.
+For more information on this, and how to apply and follow the GNU GPL, see
+<http://www.gnu.org/licenses/>.
+
+  The GNU General Public License does not permit incorporating your program
+into proprietary programs.  If your program is a subroutine library, you
+may consider it more useful to permit linking proprietary applications with
+the library.  If this is what you want to do, use the GNU Lesser General
+Public License instead of this License.  But first, please read
+<http://www.gnu.org/philosophy/why-not-lgpl.html>.