// Copyright (C) 2016-2022 Yixuan Qiu // // 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 /// \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 class SimpleRandom { private: using Index = Eigen::Index; using Vector = Eigen::Matrix; 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