10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez// Copyright 2014 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 291d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Author: sameeragarwal@google.com (Sameer Agarwal) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#ifndef CERES_EXAMPLES_RANDOM_H_ 3279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#define CERES_EXAMPLES_RANDOM_H_ 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#include <math.h> 3579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#include <stdlib.h> 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 3879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandeznamespace examples { 391d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 4079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez// Return a random number sampled from a uniform distribution in the range 4179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez// [0,1]. 4279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandezinline double RandDouble() { 4379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez double r = static_cast<double>(rand()); 4479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez return r / RAND_MAX; 4579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez} 461d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 4779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez// Marsaglia Polar method for generation standard normal (pseudo) 4879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez// random numbers http://en.wikipedia.org/wiki/Marsaglia_polar_method 4979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandezinline double RandNormal() { 5079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez double x1, x2, w; 5179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez do { 5279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez x1 = 2.0 * RandDouble() - 1.0; 5379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez x2 = 2.0 * RandDouble() - 1.0; 5479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez w = x1 * x1 + x2 * x2; 5579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez } while ( w >= 1.0 || w == 0.0 ); 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 5779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez w = sqrt((-2.0 * log(w)) / w); 5879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez return x1 * w; 5979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez} 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 6179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez} // namespace examples 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 6479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#endif // CERES_EXAMPLES_RANDOM_H_ 65