internal/ceres/random.h

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
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// Author: keir@google.com (Keir Mierle)
//         sameeragarwal@google.com (Sameer Agarwal)

#ifndef CERES_INTERNAL_RANDOM_H_
#define CERES_INTERNAL_RANDOM_H_

#include <cmath>
#include <cstdlib>
#include "ceres/internal/port.h"

namespace ceres {

inline void SetRandomState(int state) {
  srand(state);
}

inline int Uniform(int n) {
  return rand() % n;
}

inline double RandDouble() {
  double r = static_cast<double>(rand());
  return r / RAND_MAX;
}

// Box-Muller algorithm for normal random number generation.
// http://en.wikipedia.org/wiki/Box-Muller_transform
inline double RandNormal() {
  double x1, x2, w;
  do {
    x1 = 2.0 * RandDouble() - 1.0;
    x2 = 2.0 * RandDouble() - 1.0;
    w = x1 * x1 + x2 * x2;
  } while ( w >= 1.0 || w == 0.0 );

  w = sqrt((-2.0 * log(w)) / w);
  return x1 * w;
}

}  // namespace ceres

#endif  // CERES_INTERNAL_RANDOM_H_