;;;"randinex.scm" Pseudo-Random inexact real numbers for scheme. ;;; Copyright (C) 1991, 1993, 1999 Aubrey Jaffer ; ;Permission to copy this software, to modify it, to redistribute it, ;to distribute modified versions, and to use it for any purpose is ;granted, subject to the following restrictions and understandings. ; ;1. Any copy made of this software must include this copyright notice ;in full. ; ;2. I have made no warranty or representation that the operation of ;this software will be error-free, and I am under no obligation to ;provide any services, by way of maintenance, update, or otherwise. ; ;3. In conjunction with products arising from the use of this ;material, there shall be no use of my name in any advertising, ;promotional, or sales literature without prior written consent in ;each case. ;This file is loaded by random.scm if inexact numbers are supported by ;the implementation. ;;; Sphere and normal functions corrections from: Harald Hanche-Olsen (require 'random) (require 'inexact) ;;@code{(require 'random-inexact)} ;;@ftindex random-inexact ;;; Generate an inexact real between 0 and 1. (define random:uniform1 ; how many chunks fill an inexact? (do ((random:chunks/float 0 (+ 1 random:chunks/float)) (smidgen 1.0 (/ smidgen 256.0))) ((or (= 1 (+ 1 smidgen)) (= 4 random:chunks/float)) (lambda (state) (do ((cnt random:chunks/float (+ -1 cnt)) (uni (/ (random:chunk state) 256.0) (/ (+ uni (random:chunk state)) 256.0))) ((= 1 cnt) uni)))))) ;;@args ;;@args state ;;Returns an uniformly distributed inexact real random number in the ;;range between 0 and 1. (define (random:uniform . args) (random:uniform1 (if (null? args) *random-state* (car args)))) ;;@args ;;@args state ;;Returns an inexact real in an exponential distribution with mean 1. For ;;an exponential distribution with mean @var{u} use ;;@w{@code{(* @var{u} (random:exp))}}. (define (random:exp . args) (- (log (random:uniform1 (if (null? args) *random-state* (car args)))))) ;;@args ;;@args state ;;Returns an inexact real in a normal distribution with mean 0 and ;;standard deviation 1. For a normal distribution with mean @var{m} and ;;standard deviation @var{d} use ;;@w{@code{(+ @var{m} (* @var{d} (random:normal)))}}. (define (random:normal . args) (let ((vect (make-vector 1))) (apply random:normal-vector! vect args) (vector-ref vect 0))) ;;; If x and y are independent standard normal variables, then with ;;; x=r*cos(t), y=r*sin(t), we find that t is uniformly distributed ;;; over [0,2*pi] and the cumulative distribution of r is ;;; 1-exp(-r^2/2). This latter means that u=exp(-r^2/2) is uniformly ;;; distributed on [0,1], so r=sqrt(-2 log u) can be used to generate r. ;;@args vect ;;@args vect state ;;Fills @1 with inexact real random numbers which are independent ;;and standard normally distributed (i.e., with mean 0 and variance 1). (define random:normal-vector! (let ((*2pi (* 8 (atan 1)))) (lambda (vect . args) (let ((state (if (null? args) *random-state* (car args))) (sum2 0)) (let ((do! (lambda (k x) (vector-set! vect k x) (set! sum2 (+ sum2 (* x x)))))) (do ((n (- (vector-length vect) 1) (- n 2))) ((negative? n) sum2) (let ((t (* *2pi (random:uniform1 state))) (r (sqrt (* -2 (log (random:uniform1 state)))))) (do! n (* r (cos t))) (if (positive? n) (do! (- n 1) (* r (sin t))))))))))) ;;; For the uniform distibution on the hollow sphere, pick a normal ;;; family and scale. ;;@args vect ;;@args vect state ;;Fills @1 with inexact real random numbers the sum of whose ;;squares is equal to 1.0. Thinking of @1 as coordinates in space ;;of dimension n = @code{(vector-length @1)}, the coordinates are ;;uniformly distributed over the surface of the unit n-shere. (define (random:hollow-sphere! vect . args) (let ((ms (sqrt (apply random:normal-vector! vect args)))) (do ((n (- (vector-length vect) 1) (- n 1))) ((negative? n)) (vector-set! vect n (/ (vector-ref vect n) ms))))) ;;; For the uniform distribution on the solid sphere, note that in ;;; this distribution the length r of the vector has cumulative ;;; distribution r^n; i.e., u=r^n is uniform [0,1], so r can be ;;; generated as r=u^(1/n). ;;@args vect ;;@args vect state ;;Fills @1 with inexact real random numbers the sum of whose ;;squares is less than 1.0. Thinking of @1 as coordinates in ;;space of dimension @var{n} = @code{(vector-length @1)}, the ;;coordinates are uniformly distributed within the unit @var{n}-shere. ;;The sum of the squares of the numbers is returned. (define (random:solid-sphere! vect . args) (apply random:hollow-sphere! vect args) (let ((r (expt (random:uniform1 (if (null? args) *random-state* (car args))) (/ (vector-length vect))))) (do ((n (- (vector-length vect) 1) (- n 1))) ((negative? n) r) (vector-set! vect n (* r (vector-ref vect n))))))