diff options
Diffstat (limited to 'packages/hmatrix/src/Numeric/Random.hs')
-rw-r--r-- | packages/hmatrix/src/Numeric/Random.hs | 30 |
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 ( | |||
16 | RandDist(..), | 16 | RandDist(..), |
17 | randomVector, | 17 | randomVector, |
18 | gaussianSample, | 18 | gaussianSample, |
19 | uniformSample | 19 | uniformSample, |
20 | rand, randn | ||
20 | ) where | 21 | ) where |
21 | 22 | ||
22 | import Numeric.GSL.Vector | 23 | import Numeric.GSL.Vector |
23 | import Data.Packed | 24 | import Data.Packed |
24 | import Data.Packed.Numeric | 25 | import Data.Packed.Numeric |
25 | import Numeric.LinearAlgebra.Algorithms | 26 | import Numeric.LinearAlgebra.Algorithms |
27 | import System.Random(randomIO) | ||
26 | 28 | ||
27 | 29 | ||
28 | type Seed = Int | 30 | type Seed = Int |
@@ -55,3 +57,29 @@ uniformSample seed n rgs = m where | |||
55 | am = konst' 1 n `outer` a | 57 | am = konst' 1 n `outer` a |
56 | m = fromColumns (zipWith scale cs dat) `add` am | 58 | m = fromColumns (zipWith scale cs dat) `add` am |
57 | 59 | ||
60 | -- | pseudorandom matrix with uniform elements between 0 and 1 | ||
61 | randm :: RandDist | ||
62 | -> Int -- ^ rows | ||
63 | -> Int -- ^ columns | ||
64 | -> IO (Matrix Double) | ||
65 | randm d r c = do | ||
66 | seed <- randomIO | ||
67 | return (reshape c $ randomVector seed d (r*c)) | ||
68 | |||
69 | -- | pseudorandom matrix with uniform elements between 0 and 1 | ||
70 | rand :: Int -> Int -> IO (Matrix Double) | ||
71 | rand = randm Uniform | ||
72 | |||
73 | {- | pseudorandom matrix with normal elements | ||
74 | |||
75 | >>> x <- randn 3 5 | ||
76 | >>> disp 3 x | ||
77 | 3x5 | ||
78 | 0.386 -1.141 0.491 -0.510 1.512 | ||
79 | 0.069 -0.919 1.022 -0.181 0.745 | ||
80 | 0.313 -0.670 -0.097 -1.575 -0.583 | ||
81 | |||
82 | -} | ||
83 | randn :: Int -> Int -> IO (Matrix Double) | ||
84 | randn = randm Gaussian | ||
85 | |||