1// Ceres Solver - A fast non-linear least squares minimizer
2// Copyright 2014 Google Inc. All rights reserved.
3// http://code.google.com/p/ceres-solver/
4//
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6// modification, are permitted provided that the following conditions are met:
7//
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9//   this list of conditions and the following disclaimer.
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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
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29// Author: sameeragarwal@google.com (Sameer Agarwal)
30
31#ifndef CERES_EXAMPLES_RANDOM_H_
32#define CERES_EXAMPLES_RANDOM_H_
33
34#include <math.h>
35#include <stdlib.h>
36
37namespace ceres {
38namespace examples {
39
40// Return a random number sampled from a uniform distribution in the range
41// [0,1].
42inline double RandDouble() {
43  double r = static_cast<double>(rand());
44  return r / RAND_MAX;
45}
46
47// Marsaglia Polar method for generation standard normal (pseudo)
48// random numbers http://en.wikipedia.org/wiki/Marsaglia_polar_method
49inline double RandNormal() {
50  double x1, x2, w;
51  do {
52    x1 = 2.0 * RandDouble() - 1.0;
53    x2 = 2.0 * RandDouble() - 1.0;
54    w = x1 * x1 + x2 * x2;
55  } while ( w >= 1.0 || w == 0.0 );
56
57  w = sqrt((-2.0 * log(w)) / w);
58  return x1 * w;
59}
60
61}  // namespace examples
62}  // namespace ceres
63
64#endif  // CERES_EXAMPLES_RANDOM_H_
65