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@google.com (Keir Mierle)
30//         sameeragarwal@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
39namespace ceres {
40
41inline void SetRandomState(int state) {
42  srand(state);
43}
44
45inline int Uniform(int n) {
46  return rand() % n;
47}
48
49inline 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
56inline 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