source: branches/HeuristicLab.Problems.GaussianProcessTuning/ILNumerics.2.14.4735.573/Functions/builtin/randn.cs @ 12005

///
///    This file is part of ILNumerics Community Edition.
///
///    ILNumerics Community Edition - high performance computing for applications.
///    Copyright (C) 2006 - 2012 Haymo Kutschbach, http://ilnumerics.net
///
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///    it under the terms of the GNU General Public License version 3 as published by
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using System;
using System.Collections.Generic;
using System.Text;
using System.Runtime.InteropServices; 
using ILNumerics.Storage;
using ILNumerics.Misc;
using ILNumerics.Native;
using ILNumerics.Exceptions;

namespace ILNumerics {

    public partial class ILMath {

        [ThreadStatic]
        private static ILNRandom m_nrandomGenerator;
        internal static ILNRandom NRandomGenerator {
            get {
                if (m_nrandomGenerator == null)
                    m_nrandomGenerator = new ILNRandom(Environment.TickCount + System.Threading.Thread.CurrentThread.ManagedThreadId);
                return m_nrandomGenerator; 
            }
        }

        /// <summary>
        /// Normal randomly-distributed N-dimensional array elements.
        /// </summary>
        /// <param name="dimensions">int array or single int paramters specifying 
        /// dimensions for new array to be created.</param>
        /// <returns>N-dimensional array filled with random numbers.</returns>
        /// <remarks>The elements lie within the range 0.0 ... 1.0 and are choosen to be normally 
        /// distributed.</remarks>
        public static ILRetArray<double> randn(params int[] dimensions) {
            ILSize dim;
            if (dimensions.Length == 1)
                dim = new ILSize(dimensions[0], dimensions[0]);
            else
                dim = new ILSize(dimensions);
            double[] data = ILMemoryPool.Pool.New<double>(dim.NumberOfElements);
            if (dim.NumberOfElements < ILNumerics.Settings.s_minParallelElement1Count)
            {
                unsafe
                {
                    fixed (double* pRetArray = data)
                    {
                        double* pCurIdx = pRetArray;
                        double* pLastElement = pCurIdx + dim.NumberOfElements;
                        while (pCurIdx < pLastElement)
                            *pCurIdx++ = NRandomGenerator.NextDouble();
                    }
                }
            }
            else
            {
                System.Threading.Tasks.Parallel.For(0, dim.NumberOfElements, i =>
                {
                    data[i] = NRandomGenerator.NextDouble();
                });
            }
            return new ILRetArray<double>(data, dim);
        }

    }
}