Add Spectra.

thirdparty/include/Spectra/Util/SimpleRandom.h

@@ -0,0 +1,99 @@
+// Copyright (C) 2016-2022 Yixuan Qiu <yixuan.qiu@cos.name>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at https://mozilla.org/MPL/2.0/.
+
+#ifndef SPECTRA_SIMPLE_RANDOM_H
+#define SPECTRA_SIMPLE_RANDOM_H
+
+#include <Eigen/Core>
+
+/// \cond
+
+namespace Spectra {
+
+// We need a simple pseudo random number generator here:
+// 1. It is used to generate initial and restarted residual vector.
+// 2. It is not necessary to be so "random" and advanced. All we hope
+//    is that the residual vector is not in the space spanned by the
+//    current Krylov space. This should be met almost surely.
+// 3. We don't want to call RNG in C++, since we actually want the
+//    algorithm to be deterministic. Also, calling RNG in C/C++ is not
+//    allowed in R packages submitted to CRAN.
+// 4. The method should be as simple as possible, so an LCG is enough.
+// 5. Based on public domain code by Ray Gardner
+//    http://stjarnhimlen.se/snippets/rg_rand.c
+
+template <typename Scalar = double>
+class SimpleRandom
+{
+private:
+    using Index = Eigen::Index;
+    using Vector = Eigen::Matrix<Scalar, Eigen::Dynamic, 1>;
+
+    static constexpr unsigned int m_a = 16807;           // multiplier
+    static constexpr unsigned long m_max = 2147483647L;  // 2^31 - 1
+    long m_rand;                                         // RNG state
+
+    inline long next_long_rand(long seed) const
+    {
+        unsigned long lo, hi;
+
+        lo = m_a * (long) (seed & 0xFFFF);
+        hi = m_a * (long) ((unsigned long) seed >> 16);
+        lo += (hi & 0x7FFF) << 16;
+        if (lo > m_max)
+        {
+            lo &= m_max;
+            ++lo;
+        }
+        lo += hi >> 15;
+        if (lo > m_max)
+        {
+            lo &= m_max;
+            ++lo;
+        }
+        return (long) lo;
+    }
+
+public:
+    SimpleRandom(unsigned long init_seed) :
+        m_rand(init_seed ? (init_seed & m_max) : 1)
+    {}
+
+    // Return a single random number, ranging from -0.5 to 0.5
+    Scalar random()
+    {
+        m_rand = next_long_rand(m_rand);
+        return Scalar(m_rand) / Scalar(m_max) - Scalar(0.5);
+    }
+
+    // Fill the given vector with random numbers
+    // Ranging from -0.5 to 0.5
+    void random_vec(Vector& vec)
+    {
+        const Index len = vec.size();
+        for (Index i = 0; i < len; i++)
+        {
+            m_rand = next_long_rand(m_rand);
+            vec[i] = Scalar(m_rand);
+        }
+        vec.array() = vec.array() / Scalar(m_max) - Scalar(0.5);
+    }
+
+    // Return a vector of random numbers
+    // Ranging from -0.5 to 0.5
+    Vector random_vec(const Index len)
+    {
+        Vector res(len);
+        random_vec(res);
+        return res;
+    }
+};
+
+}  // namespace Spectra
+
+/// \endcond
+
+#endif  // SPECTRA_SIMPLE_RANDOM_H