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