From 70b88736af624b635da192e5967175ae774fc646 Mon Sep 17 00:00:00 2001
From: Justin Le <justin@jle.im>
Date: Thu, 7 Jan 2016 01:38:43 -0800
Subject: random generator functions for Static module

---
 packages/base/src/Numeric/LinearAlgebra/Static.hs | 51 +++++++++++++++++++++--
 1 file changed, 48 insertions(+), 3 deletions(-)

(limited to 'packages/base/src/Numeric')

diff --git a/packages/base/src/Numeric/LinearAlgebra/Static.hs b/packages/base/src/Numeric/LinearAlgebra/Static.hs
index 7790aef..f39e47f 100644
--- a/packages/base/src/Numeric/LinearAlgebra/Static.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/Static.hs
@@ -52,6 +52,9 @@ module Numeric.LinearAlgebra.Static(
     withNullspace, qr, chol,
     -- * Norms
     Normed(..),
+    -- * Random arrays
+    Seed, RandDist(..),
+    randomVector, rand, randn, gaussianSample, uniformSample,
     -- * Misc
     mean,
     Disp(..), Domain(..),
@@ -67,7 +70,8 @@ import Numeric.LinearAlgebra hiding (
     row,col,vector,matrix,linspace,toRows,toColumns,
     (<\>),fromList,takeDiag,svd,eig,eigSH,
     eigenvalues,eigenvaluesSH,build,
-    qr,size,dot,chol,range,R,C,sym,mTm,unSym)
+    qr,size,dot,chol,range,R,C,sym,mTm,unSym,
+    randomVector, rand, randn, gaussianSample, uniformSample)
 import qualified Numeric.LinearAlgebra as LA
 import qualified Numeric.LinearAlgebra.Devel as LA
 import Data.Proxy(Proxy(..))
@@ -398,7 +402,7 @@ withVector v f =
 -- | Useful for constraining two dependently typed vectors to match each
 -- other in length when they are unknown at compile-time.
 exactLength
-    :: forall n m. (KnownNat n, KnownNat m)
+    :: forall n m . (KnownNat n, KnownNat m)
     => R m
     -> Maybe (R n)
 exactLength v
@@ -424,7 +428,7 @@ withMatrix a f =
 -- | Useful for constraining two dependently typed matrices to match each
 -- other in dimensions when they are unknown at compile-time.
 exactDims
-    :: forall n m j k. (KnownNat n, KnownNat m, KnownNat j, KnownNat k)
+    :: forall n m j k . (KnownNat n, KnownNat m, KnownNat j, KnownNat k)
     => L m n
     -> Maybe (L j k)
 exactDims m
@@ -434,6 +438,47 @@ exactDims m
     | otherwise
         = Nothing
 
+randomVector
+    :: forall n . KnownNat n
+    => Seed
+    -> RandDist
+    -> R n
+randomVector s d = mkR (LA.randomVector s d
+                          (fromInteger (natVal (Proxy :: Proxy n)))
+                       )
+
+rand
+    :: forall m n . (KnownNat m, KnownNat n)
+    => IO (L m n)
+rand = mkL <$> LA.rand (fromInteger (natVal (Proxy :: Proxy m)))
+                       (fromInteger (natVal (Proxy :: Proxy n)))
+
+randn
+    :: forall m n . (KnownNat m, KnownNat n)
+    => IO (L m n)
+randn = mkL <$> LA.randn (fromInteger (natVal (Proxy :: Proxy m)))
+                         (fromInteger (natVal (Proxy :: Proxy n)))
+
+gaussianSample
+    :: forall m n . (KnownNat m, KnownNat n)
+    => Seed
+    -> R n
+    -> Sym n
+    -> L m n
+gaussianSample s (extract -> mu) (Sym (extract -> sigma)) =
+    mkL $ LA.gaussianSample s (fromInteger (natVal (Proxy :: Proxy m)))
+                            mu (LA.trustSym sigma)
+
+uniformSample
+    :: forall m n . (KnownNat m, KnownNat n)
+    => Seed
+    -> R n    -- ^ minimums of each row
+    -> R n    -- ^ maximums of each row
+    -> L m n
+uniformSample s (extract -> mins) (extract -> maxs) =
+    mkL $ LA.uniformSample s (fromInteger (natVal (Proxy :: Proxy m)))
+                           (zip (LA.toList mins) (LA.toList maxs))
+
 
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