mirror of
https://gitlab.kitware.com/vtk/vtk-m
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93 lines
3.9 KiB
C++
93 lines
3.9 KiB
C++
//============================================================================
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// Copyright (c) Kitware, Inc.
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// All rights reserved.
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// See LICENSE.txt for details.
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//
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// This software is distributed WITHOUT ANY WARRANTY; without even
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// the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
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// PURPOSE. See the above copyright notice for more information.
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//============================================================================
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#ifndef vtk_m_count_ArrayHandleRandomStandardNormal_h
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#define vtk_m_count_ArrayHandleRandomStandardNormal_h
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#include <vtkm/Math.h>
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#include <vtkm/cont/ArrayHandleRandomUniformReal.h>
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#include <vtkm/cont/ArrayHandleTransform.h>
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#include <vtkm/cont/ArrayHandleZip.h>
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namespace vtkm
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{
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namespace cont
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{
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namespace detail
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{
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struct BoxMuller
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{
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VTKM_EXEC_CONT vtkm::Float32 operator()(const vtkm::Pair<vtkm::Float32, vtkm::Float32>& uv) const
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{
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// We take two U(0, 1) and return one N(0, 1)
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return vtkm::Sqrt(-2.0f * vtkm::Log(uv.first)) * vtkm::Cos(2.0f * vtkm::TwoPif() * uv.second);
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}
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VTKM_EXEC_CONT vtkm::Float64 operator()(const vtkm::Pair<vtkm::Float64, vtkm::Float64>& uv) const
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{
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// We take two U(0, 1) and return one N(0, 1)
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return vtkm::Sqrt(-2.0 * vtkm::Log(uv.first)) * vtkm::Cos(2 * vtkm::TwoPi() * uv.second);
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}
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};
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} //detail
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/// @brief An `ArrayHandle` that provides a source of random numbers with a standard normal distribution.
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///
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/// `ArrayHandleRandomStandardNormal` takes a user supplied seed and hashes it to provide
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/// a sequence of numbers drawn from a random standard normal distribution. The probability
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/// density function of the numbers is @f$\frac{e^{-x^2/2}}{\sqrt{2\pi}}@f$. The range of possible
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/// values is technically infinite, but the probability of large positive or negative numbers
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/// becomes vanishingly small.
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///
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/// This array uses the Box-Muller transform to pick random numbers in the stanard normal
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/// distribution.
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///
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/// Note: In contrast to traditional random number generator,
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/// `ArrayHandleRandomStandardNormal` does not have "state", i.e. multiple calls
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/// the Get() method with the same index will always return the same hash value.
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/// To get a new set of random bits, create a new `ArrayHandleRandomUniformBits`
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/// with a different seed.
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template <typename Real = vtkm::Float64>
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class VTKM_ALWAYS_EXPORT ArrayHandleRandomStandardNormal
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: public vtkm::cont::ArrayHandleTransform<
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vtkm::cont::ArrayHandleZip<vtkm::cont::ArrayHandleRandomUniformReal<Real>,
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vtkm::cont::ArrayHandleRandomUniformReal<Real>>,
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detail::BoxMuller>
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{
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public:
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using SeedType = vtkm::Vec<vtkm::UInt32, 1>;
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using UniformReal = vtkm::cont::ArrayHandleRandomUniformReal<Real>;
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VTKM_ARRAY_HANDLE_SUBCLASS(
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ArrayHandleRandomStandardNormal,
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(ArrayHandleRandomStandardNormal<Real>),
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(vtkm::cont::ArrayHandleTransform<
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vtkm::cont::ArrayHandleZip<vtkm::cont::ArrayHandleRandomUniformReal<Real>,
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vtkm::cont::ArrayHandleRandomUniformReal<Real>>,
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detail::BoxMuller>));
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/// Construct an `ArrayHandleRandomStandardNormal`.
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///
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/// @param length Specifies the length of the generated array.
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/// @param seed Provides a seed to use for the pseudorandom numbers. To prevent confusion
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/// between the seed and the length, the type of the seed is a `vtkm::Vec` of size 1. To
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/// specify the seed, declare it in braces. For example, to construct a random array of
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/// size 50 with seed 123, use `ArrayHandleRandomStandardNormal(50, { 123 })`.
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explicit ArrayHandleRandomStandardNormal(vtkm::Id length,
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SeedType seed = { std::random_device{}() })
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: Superclass(vtkm::cont::make_ArrayHandleZip(UniformReal{ length, seed },
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UniformReal{ length, { ~seed[0] } }),
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detail::BoxMuller{})
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{
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}
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};
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}
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}
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#endif // vtk_m_count_ArrayHandleRandomStandardNormal_h
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