random numbers in base

1 files changed, 49 insertions, 0 deletions

diff --git a/packages/base/src/C/vector-aux.c b/packages/base/src/C/vector-aux.c
index f1bb371..5b9c171 100644
--- a/packages/base/src/C/vector-aux.c
+++ b/packages/base/src/C/vector-aux.c
@@ -695,3 +695,52 @@ int saveMatrix(char * file, char * format, KDMAT(a)){
     OK
 }
 
+////////////////////////////////////////////////////////////////////////////////
+
+// http://c-faq.com/lib/gaussian.html
+double gaussrand()
+{
+        static double V1, V2, S;
+        static int phase = 0;
+        double X;
+
+        if(phase == 0) {
+                do {
+                        double U1 = (double)rand() / RAND_MAX;
+                        double U2 = (double)rand() / RAND_MAX;
+
+                        V1 = 2 * U1 - 1;
+                        V2 = 2 * U2 - 1;
+                        S = V1 * V1 + V2 * V2;
+                        } while(S >= 1 || S == 0);
+
+                X = V1 * sqrt(-2 * log(S) / S);
+        } else
+                X = V2 * sqrt(-2 * log(S) / S);
+
+        phase = 1 - phase;
+
+        return X;
+}
+
+int random_vector(int seed, int code, DVEC(r)) {
+    srand(seed);
+    int k;
+    switch (code) {
+      case 0: { // uniform
+        for (k=0; k<rn; k++) {
+            rp[k] = (double)rand()/RAND_MAX;
+        }
+        OK
+      }
+      case 1: { // gaussian
+        for (k=0; k<rn; k++) {
+            rp[k] = gaussrand();
+        }
+        OK
+      }
+
+      default: ERROR(BAD_CODE);
+    }
+}
+