common.hpp File Reference

#include <vsmc/internal/common.hpp>
#include <vsmc/utility/simd.hpp>
#include <vsmc/utility/mkl.hpp>

Go to the source code of this file.

Classes
class	vsmc::BetaDistribution< RealType >
	beta distribution More...
class	vsmc::CauchyDistribution< RealType >
	Cauchy distribution. More...
class	vsmc::ChiSquaredDistribution< RealType >
	The \(\chi^2\) distribution. More...
class	vsmc::CounterEngine< Generator >
	Counter based RNG engine. More...
class	vsmc::DiscreteDistribution< IntType >
	Draw a single sample given weights. More...
class	vsmc::ExponentialDistribution< RealType >
	Exponential distribution. More...
class	vsmc::ExtremeValueDistribution< RealType >
	ExtremeValue distribution. More...
class	vsmc::FisherFDistribution< RealType >
	Fisher-F distribution. More...
class	vsmc::GammaDistribution< RealType >
	Gamma distribution. More...
class	vsmc::internal::internal::HasKeyType< T >
class	vsmc::internal::internal::HasKeyTypeImpl< T >
class	vsmc::internal::internal::KeyTypeDispatch< T, bool >
class	vsmc::internal::internal::KeyTypeDispatch< T, false >
class	vsmc::internal::internal::KeyTypeDispatch< T, true >
class	vsmc::internal::KeyTypeTrait< T >
class	vsmc::internal::KeyTypeTrait< T >
class	vsmc::internal::RNGMaxBitsImpl< UIntType, U, N >
class	vsmc::internal::RNGMaxBitsImpl< UIntType, U, 0 >
class	vsmc::internal::RNGMinBitsImpl< UIntType, U, N >
class	vsmc::internal::RNGMinBitsImpl< UIntType, U, 0 >
class	vsmc::LaplaceDistribution< RealType >
	Laplace distribution. More...
class	vsmc::LevyDistribution< RealType >
	Levy distribution. More...
class	vsmc::LogisticDistribution< RealType >
	Logistic distribution. More...
class	vsmc::LognormalDistribution< RealType >
	Lognormal distribution. More...
class	vsmc::MKLEngine< BRNG, Bits >
	MKL RNG C++11 engine. More...
class	vsmc::NormalDistribution< RealType >
	Normal distribution. More...
class	vsmc::NormalMVDistribution< RealType, Dim >
	Multivariate Normal distribution. More...
class	vsmc::NormalMVProposal< RealType, Dim >
	Multivariate Normal random walk proposal. More...
class	vsmc::NormalProposal< RealType >
	Normal random walk proposal. More...
class	vsmc::ParetoDistribution< RealType >
	Pareto distribution. More...
class	vsmc::RandomWalk< RealType, Dim >
	Random walk MCMC update. More...
class	vsmc::RandomWalkG< RealType, DimX, DimG >
	Random walk MCMC update with test function. More...
class	vsmc::RayleighDistribution< RealType >
	Rayleigh distribution. More...
class	vsmc::RNGBits< RNGType >
	The value of RNGMaxBits<RNGType>::value - RNGMinBits<RNGType>::value. More...
class	vsmc::RNGMaxBits< RNGType >
	Find the largest N such that RNGType::max() >= (M >> (W - N)) where M = std::numeric_limits<typename RNGType::result_type>::max() W = std::numeric_limits<typename RNGType::result_type>::digits. More...
class	vsmc::RNGMinBits< RNGType >
	Find the smallest N such that (RNGType::min() >> N) == 0 More...
class	vsmc::StudentTDistribution< RealType >
	Student-t distribution. More...
class	vsmc::U01Distribution< RealType >
	Standard uniform distribution. More...
class	vsmc::U01LRDistribution< typename, typename, typename >
class	vsmc::UniformBitsDistribution< UIntType >
	Uniform bits distribution. More...
class	vsmc::UniformRealDistribution< RealType >
	Uniform real distribution. More...
class	vsmc::WeibullDistribution< RealType >
	Weibull distribution. More...

Namespaces
	vsmc
	vsmc::internal
	vsmc::internal::internal

Macros
#define	VSMC_DEFINE_RNG_DISTRIBUTION_0(Name, name, T, t, Type)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_1(Name, name, p1, v1)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_2(Name, name, p1, v1, p2, v2)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_0(Name, T)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_1(Name, p1, v1)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_2(Name, p1, v1, p2, v2)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_OPERATOR(Name, name)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_0(Name, T, t, Type)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_1(Name, name, p1, v1)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_2(Name, name, p1, v1, p2, v2)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_RAND_0(Name, name, T)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_RAND_1(Name, name, p1)
#define	VSMC_DEFINE_RNG_DISTRIBUTION_RAND_2(Name, name, p1, p2)
#define	VSMC_RUNTIME_ASSERT_RNG_DISTRIBUTION_PARAM(flag, Name)

Typedefs
template<typename T >
using	vsmc::internal::KeyType = typename KeyTypeTrait< T >::type

Functions
template<typename RealType , typename RNGType >
void	vsmc::beta_distribution (RNGType &rng, std::size_t n, RealType *r, RealType alpha, RealType beta)
	Generating beta random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::beta_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::beta_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<typename RealType , typename RNGType >
void	vsmc::cauchy_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating cauchy random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::cauchy_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::cauchy_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<typename RealType , typename RNGType >
void	vsmc::chi_squared_distribution (RNGType &rng, std::size_t n, RealType *r, RealType df)
	Generating \(\chi^2\) random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::exponential_distribution (RNGType &rng, std::size_t n, RealType *r, RealType lambda)
	Generating exponential random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::exponential_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::exponential_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double)
template<typename RealType , typename RNGType >
void	vsmc::extreme_value_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating extreme_value random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::extreme_value_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::extreme_value_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<typename RealType , typename RNGType >
void	vsmc::fisher_f_distribution (RNGType &rng, std::size_t n, RealType *r, RealType df1, RealType df2)
	Generating Fisher-F random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::gamma_distribution (RNGType &rng, std::size_t n, RealType *r, RealType alpha, RealType beta)
	Generating gamma random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::gamma_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::gamma_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<typename RealType , typename RNGType >
void	vsmc::laplace_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating laplace random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::laplace_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::laplace_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<typename RealType , typename RNGType >
void	vsmc::levy_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating levy random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::logistic_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating logistic random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::lognormal_distribution (RNGType &rng, std::size_t n, RealType *r, RealType logmean, RealType logstddev)
	Generating lognormal random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::lognormal_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::lognormal_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<typename RealType , typename RNGType >
void	vsmc::normal_distribution (RNGType &rng, std::size_t n, RealType *r, RealType mean, RealType stddev)
	Generating Normal random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::normal_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *r, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::normal_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *r, double, double)
template<typename RealType , typename RNGType >
void	vsmc::normal_mv_distribution (RNGType &rng, std::size_t n, RealType *r, std::size_t dim, const RealType *mean, const RealType *chol)
	Generating multivariate Normal random varaites. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::normal_mv_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, std::size_t, const float *, const float *)
template<MKL_INT BRNG, int Bits>
void	vsmc::normal_mv_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, std::size_t, const double *, const double *)
template<typename RealType , typename RNGType >
void	vsmc::pareto_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating pareto random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::rayleigh_distribution (RNGType &rng, std::size_t n, RealType *r, RealType sigma)
	Generating rayleigh random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::rayleigh_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::rayleigh_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &rng, ChiSquaredDistribution< RealType > &dist, std::size_t n, RealType *r)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &rng, ExponentialDistribution< RealType > &dist, std::size_t n, RealType *r)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &rng, ExtremeValueDistribution< RealType > &dist, std::size_t n, RealType *r)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &rng, CauchyDistribution< RealType > &dist, std::size_t n, RealType *r)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &rng, FisherFDistribution< RealType > &dist, std::size_t n, RealType *r)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &rng, GammaDistribution< RealType > &dist, std::size_t n, RealType *r)
template<typename Generator >
void	vsmc::rng_rand (CounterEngine< Generator > &rng, std::size_t n, typename CounterEngine< Generator >::result_type *r)
template<typename RNGType >
void	vsmc::rng_rand (RNGType &rng, std::size_t n, typename RNGType::result_type *r)
	Generate random bits. More...
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &rng, BetaDistribution< RealType > &dist, std::size_t n, RealType *r)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, DiscreteDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, LaplaceDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, LevyDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, LogisticDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, LognormalDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, NormalDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , std::size_t Dim, typename RNGType >
void	vsmc::rng_rand (RNGType &, NormalMVDistribution< RealType, Dim > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, ParetoDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, RayleighDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, StudentTDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, U01Distribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType , typename Left , typename Right >
void	vsmc::rng_rand (RNGType &, U01LRDistribution< RealType, Left, Right > &, std::size_t, RealType *)
template<typename UIntType , typename RNGType >
void	vsmc::rng_rand (RNGType &, UniformBitsDistribution< UIntType > &, std::size_t, UIntType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, UniformRealDistribution< RealType > &, std::size_t, RealType *)
template<typename RealType , typename RNGType >
void	vsmc::rng_rand (RNGType &, WeibullDistribution< RealType > &, std::size_t, RealType *)
template<MKL_INT BRNG, int Bits>
void	vsmc::rng_rand (MKLEngine< BRNG, Bits > &, std::size_t, typename MKLEngine< BRNG, Bits >::result_type *)
template<typename RealType , typename RNGType >
void	vsmc::student_t_distribution (RNGType &rng, std::size_t n, RealType *r, RealType df)
	Generating student-t random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::u01_distribution (RNGType &rng, std::size_t n, RealType *r)
	Generate standard uniform random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::u01_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *)
template<MKL_INT BRNG, int Bits>
void	vsmc::u01_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *)
template<typename , typename , typename RealType , typename RNGType >
void	vsmc::u01_lr_distribution (RNGType &, std::size_t, RealType *)
template<typename UIntType , typename RNGType >
void	vsmc::uniform_bits_distribution (RNGType &, std::size_t, UIntType *)
template<typename RealType , typename RNGType >
void	vsmc::uniform_real_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generate uniform real random variates with open/closed variants. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::uniform_real_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::uniform_real_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<typename RealType , typename RNGType >
void	vsmc::weibull_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating weibull random variates. More...
template<MKL_INT BRNG, int Bits>
void	vsmc::weibull_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::weibull_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)

Macro Definition Documentation

#define VSMC_DEFINE_RNG_DISTRIBUTION_0	(		Name,
			name,
			T,
			t,
			Type
	)

Value:

VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_0(Name, T, t, Type)               \
    VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_0(Name, T)                       \
    VSMC_DEFINE_RNG_DISTRIBUTION_OPERATOR(Name, name)

Definition at line 364 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_1	(		Name,
			name,
			p1,
			v1
	)

Value:

VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_1(Name, name, p1, v1)             \
    VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_1(Name, p1, v1)                  \
    VSMC_DEFINE_RNG_DISTRIBUTION_OPERATOR(Name, name)

Definition at line 369 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_2	(		Name,
			name,
			p1,
			v1,
			p2,
			v2
	)

Value:

VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_2(Name, name, p1, v1, p2, v2)     \
    VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_2(Name, p1, v1, p2, v2)          \
    VSMC_DEFINE_RNG_DISTRIBUTION_OPERATOR(Name, name)

Definition at line 374 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_0	(		Name,
			T
	)

Value:

public:                                                                   \
    using result_type = T;                                                    \
    using distribution_type = Name##Distribution<T>;                          \
                                                                              \
    Name##Distribution() = default;                                           \
    explicit Name##Distribution(const param_type &) {}

Definition at line 239 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_1	(		Name,
			p1,
			v1
	)

Value:

public:                                                                   \
    using result_type = RealType;                                             \
    using distribution_type = Name##Distribution<RealType>;                   \
                                                                              \
    explicit Name##Distribution(result_type p1 = v1) : param_(p1)             \
    {                                                                         \
        reset();                                                              \
    }                                                                         \
                                                                              \
    explicit Name##Distribution(const param_type &param) : param_(param)      \
    {                                                                         \
        reset();                                                              \
    }                                                                         \
                                                                              \
    result_type p1() const { return param_.p1(); }

Definition at line 247 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_CONSTRUCTOR_2	(		Name,
			p1,
			v1,
			p2,
			v2
	)

Value:

public:                                                                   \
    using result_type = RealType;                                             \
    using distribution_type = Name##Distribution<RealType>;                   \
                                                                              \
    explicit Name##Distribution(result_type p1 = v1, result_type p2 = v2)     \
        : param_(p1, p2)                                                      \
    {                                                                         \
        reset();                                                              \
    }                                                                         \
                                                                              \
    explicit Name##Distribution(const param_type &param) : param_(param)      \
    {                                                                         \
        reset();                                                              \
    }                                                                         \
                                                                              \
    result_type p1() const { return param_.p1(); }                            \
    result_type p2() const { return param_.p2(); }

Definition at line 264 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_OPERATOR	(		Name,
			name
	)

Definition at line 283 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_0	(		Name,
			T,
			t,
			Type
	)

Definition at line 45 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_1	(		Name,
			name,
			p1,
			v1
	)

Definition at line 85 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_PARAM_TYPE_2	(		Name,
			name,
			p1,
			v1,
			p2,
			v2
	)

Definition at line 157 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_RAND_0	(		Name,
			name,
			T
	)

Value:

template <typename T, typename RNGType>                                   \
    inline void name##_distribution(RNGType &rng, std::size_t n, T *r,        \
        const typename Name##Distribution<T>::param_type &)                   \
    {                                                                         \
        name##_distribution(rng, n, r);                                       \
    }                                                                         \
                                                                              \
    template <typename T, typename RNGType>                                   \
    inline void rng_rand(                                                     \
        RNGType &rng, Name##Distribution<T> &dist, std::size_t n, T *r)       \
    {                                                                         \
        dist(rng, n, r);                                                      \
    }

Definition at line 379 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_RAND_1	(		Name,
			name,
			p1
	)

Value:

template <typename RealType, typename RNGType>                            \
    inline void name##_distribution(RNGType &rng, std::size_t n, RealType *r, \
        const typename Name##Distribution<RealType>::param_type &param)       \
    {                                                                         \
        name##_distribution(rng, n, r, param.p1());                           \
    }                                                                         \
                                                                              \
    template <typename RealType, typename RNGType>                            \
    inline void rng_rand(RNGType &rng, Name##Distribution<RealType> &dist,    \
        std::size_t n, RealType *r)                                           \
    {                                                                         \
        dist(rng, n, r);                                                      \
    }

Definition at line 394 of file common.hpp.

#define VSMC_DEFINE_RNG_DISTRIBUTION_RAND_2	(		Name,
			name,
			p1,
			p2
	)

Value:

template <typename RealType, typename RNGType>                            \
    inline void name##_distribution(RNGType &rng, std::size_t n, RealType *r, \
        const typename Name##Distribution<RealType>::param_type &param)       \
    {                                                                         \
        name##_distribution(rng, n, r, param.p1(), param.p2());               \
    }                                                                         \
                                                                              \
    template <typename RealType, typename RNGType>                            \
    inline void rng_rand(RNGType &rng, Name##Distribution<RealType> &dist,    \
        std::size_t n, RealType *r)                                           \
    {                                                                         \
        dist(rng, n, r);                                                      \
    }

Definition at line 409 of file common.hpp.

#define VSMC_RUNTIME_ASSERT_RNG_DISTRIBUTION_PARAM	(		flag,
			Name
	)

Value:

VSMC_RUNTIME_ASSERT((flag),                                               \
        "**" #Name "Distribution** CONSTRUCTED WITH INVALID PARAMETERS")

Definition at line 41 of file common.hpp.