1 files changed, 29 insertions, 1 deletions

diff --git a/packages/hmatrix/src/Numeric/Random.hs b/packages/hmatrix/src/Numeric/Random.hs
index b4c6cde..7bf9e8b 100644
--- a/packages/hmatrix/src/Numeric/Random.hs
+++ b/packages/hmatrix/src/Numeric/Random.hs
@@ -16,13 +16,15 @@ module Numeric.Random (
     RandDist(..),
     randomVector,
     gaussianSample,
-    uniformSample
+    uniformSample,
+    rand, randn
 ) where
 
 import Numeric.GSL.Vector
 import Data.Packed
 import Data.Packed.Numeric
 import Numeric.LinearAlgebra.Algorithms
+import System.Random(randomIO)
 
 
 type Seed = Int
@@ -55,3 +57,29 @@ uniformSample seed n rgs = m where
     am = konst' 1 n `outer` a
     m = fromColumns (zipWith scale cs dat) `add` am
 
+-- | pseudorandom matrix with uniform elements between 0 and 1
+randm :: RandDist
+     -> Int -- ^ rows
+     -> Int -- ^ columns
+     -> IO (Matrix Double)
+randm d r c = do
+    seed <- randomIO
+    return (reshape c $ randomVector seed d (r*c))
+
+-- | pseudorandom matrix with uniform elements between 0 and 1
+rand :: Int -> Int -> IO (Matrix Double)
+rand = randm Uniform
+
+{- | pseudorandom matrix with normal elements
+
+>>> x <- randn 3 5
+>>> disp 3 x
+3x5
+0.386  -1.141   0.491  -0.510   1.512
+0.069  -0.919   1.022  -0.181   0.745
+0.313  -0.670  -0.097  -1.575  -0.583
+
+-}
+randn :: Int -> Int -> IO (Matrix Double)
+randn = randm Gaussian
+