Coverage Report

Created: 2023-06-07 06:06

/src/igraph/src/random/random.c
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/* -*- mode: C -*-  */
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/*
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   IGraph library.
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   Copyright (C) 2005-2012  Gabor Csardi <csardi.gabor@gmail.com>
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   334 Harvard street, Cambridge, MA 02139 USA
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   This program is free software; you can redistribute it and/or modify
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   it under the terms of the GNU General Public License as published by
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   the Free Software Foundation; either version 2 of the License, or
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   (at your option) any later version.
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   This program is distributed in the hope that it will be useful,
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   but WITHOUT ANY WARRANTY; without even the implied warranty of
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   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
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   GNU General Public License for more details.
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   You should have received a copy of the GNU General Public License
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   along with this program; if not, write to the Free Software
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   Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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   02110-1301 USA
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*/
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#include "igraph_random.h"
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#include "igraph_nongraph.h"
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#include "igraph_error.h"
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#include "igraph_types.h"
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#include "igraph_vector.h"
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#include "core/math.h"
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#include "math/safe_intop.h"
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#include "random/random_internal.h"
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#include "config.h" /* IGRAPH_THREAD_LOCAL, HAVE___UINT128_T, HAVE__UMUL128 */
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#if defined(HAVE__UMUL128) || defined(HAVE___UMULH)
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#include <intrin.h> /* _umul128() or __umulh() are defined in intrin.h */
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#endif
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#include <assert.h>
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#include <math.h>
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#include <float.h> /* DBL_MANT_DIG */
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/**
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 * \section about_rngs
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 *
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 * <section id="about-random-numbers-in-igraph">
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 * <title>About random numbers in igraph</title>
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 *
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 * <para>
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 * Some algorithms in igraph, such as sampling from random graph models,
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 * require random number generators (RNGs). igraph includes a flexible
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 * RNG framework that allows hooking up arbitrary random number generators,
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 * and comes with several ready-to-use generators. This framework is used
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 * in igraph's high-level interfaces to integrate with the host language's
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 * own RNG.
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 * </para>
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 * </section>
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 *
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 */
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/**
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 * \section rng_use_cases
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 *
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 * <section id="random-use-cases"><title>Use cases</title>
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 *
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 * <section id="random-normal-use"><title>Normal (default) use</title>
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 * <para>
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 * If the user does not use any of the RNG functions explicitly, but calls
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 * some of the randomized igraph functions, then a default RNG is set
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 * up the first time an igraph function needs random numbers. The
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 * seed of this RNG is the output of the <code>time(0)</code> function
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 * call, using the <code>time</code> function from the standard C
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 * library. This ensures that igraph creates a different random graph,
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 * each time the C program is called.
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 * </para>
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 *
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 * <para>
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 * The created default generator is stored internally and can be
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 * queried with the \ref igraph_rng_default() function.
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 * </para>
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 * </section>
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 *
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 * <section id="random-reproducible-simulations"><title>Reproducible simulations</title>
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 * <para>
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 * If reproducible results are needed, then the user should set the
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 * seed of the default random number generator explicitly, using the
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 * \ref igraph_rng_seed() function on the default generator, \ref
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 * igraph_rng_default(). When setting the seed to the same number,
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 * igraph generates exactly the same random graph (or series of random
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 * graphs).
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 * </para>
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 * </section>
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 *
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 * <section id="random-changing-default-generator"><title>Changing the default generator</title>
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 * <para>
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 * By default igraph uses the \ref igraph_rng_default() random number
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 * generator. This can be changed any time by calling \ref
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 * igraph_rng_set_default(), with an already initialized random number
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 * generator. Note that the old (replaced) generator is not
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 * destroyed, so no memory is deallocated.
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 * </para>
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 * </section>
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 *
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 * <section id="random-using-multiple-generators"><title>Using multiple generators</title>
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 * <para>
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 * igraph also provides functions to set up multiple random number
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 * generators, using the \ref igraph_rng_init() function, and then
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 * generating random numbers from them, e.g. with \ref igraph_rng_get_integer()
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 * and/or \ref igraph_rng_get_unif() calls.
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 * </para>
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 *
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 * <para>
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 * Note that initializing a new random number generator is
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 * independent of the generator that the igraph functions themselves
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 * use. If you want to replace that, then please use \ref
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 * igraph_rng_set_default().
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 * </para>
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 * </section>
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 *
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 * <section id="random-example"><title>Example</title>
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 * <para>
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 * \example examples/simple/random_seed.c
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 * </para>
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 * </section>
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 *
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 * </section>
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 */
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/* ------------------------------------ */
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/**
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 * \var igraph_i_rng_default
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 * The default igraph random number generator
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 *
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 * This generator is used by all builtin igraph functions that need to
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 * generate random numbers; e.g. all random graph generators.
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 *
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 * You can use \ref igraph_i_rng_default with \ref igraph_rng_seed()
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 * to set its seed.
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 *
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 * You can change the default generator using the \ref
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 * igraph_rng_set_default() function.
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 */
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extern IGRAPH_THREAD_LOCAL igraph_rng_t igraph_i_rng_default; /* defined in rng_pcg32.c */
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/**
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 * \function igraph_rng_set_default
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 * \brief Set the default igraph random number generator.
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 *
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 * This function \em copies the internal structure of the given \type igraph_rng_t
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 * object to igraph's internal default RNG structure. The structure itself
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 * contains two pointers only, one to the "methods" of the RNG and one to the
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 * memory buffer holding the internal state of the RNG. This means that if you
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 * keep on generating random numbers from the RNG after setting it as the
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 * default, it will affect the state of the default RNG as well because the two
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 * share the same state pointer. However, do \em not expect
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 * \ref igraph_rng_default() to return the same pointer as the one you passed
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 * in here - the state is shared, but the entire structure is not.
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 *
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 * \param rng The random number generator to use as default from now
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 *    on. Calling \ref igraph_rng_destroy() on it, while it is still
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 *    being used as the default will result in crashes and/or
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 *    unpredictable results.
168
 *
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 * Time complexity: O(1).
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 */
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0
void igraph_rng_set_default(igraph_rng_t *rng) {
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0
    igraph_i_rng_default = (*rng);
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0
}
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/* ------------------------------------ */
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/**
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 * \function igraph_rng_default
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 * \brief Query the default random number generator.
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 *
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 * \return A pointer to the default random number generator.
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 *
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 * \sa \ref igraph_rng_set_default()
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 */
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0
igraph_rng_t *igraph_rng_default(void) {
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0
    return &igraph_i_rng_default;
190
0
}
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/* ------------------------------------ */
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static igraph_uint_t igraph_i_rng_get_random_bits(igraph_rng_t *rng, uint8_t bits);
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static uint64_t igraph_i_rng_get_random_bits_uint64(igraph_rng_t *rng, uint8_t bits);
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static igraph_uint_t igraph_i_rng_get_uint(igraph_rng_t *rng);
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static igraph_uint_t igraph_i_rng_get_uint_bounded(igraph_rng_t *rng, igraph_uint_t range);
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static uint32_t igraph_i_rng_get_uint32(igraph_rng_t *rng);
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static uint32_t igraph_i_rng_get_uint32_bounded(igraph_rng_t *rng, uint32_t range);
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#if IGRAPH_INTEGER_SIZE == 64
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static uint64_t igraph_i_rng_get_uint64(igraph_rng_t *rng);
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static uint64_t igraph_i_rng_get_uint64_bounded(igraph_rng_t *rng, uint64_t range);
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#endif
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static double igraph_i_norm_rand(igraph_rng_t *rng);
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static double igraph_i_exp_rand(igraph_rng_t *rng);
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static double igraph_i_rbinom(igraph_rng_t *rng, igraph_integer_t n, double pp);
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static double igraph_i_rexp(igraph_rng_t *rng, double rate);
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static double igraph_i_rgamma(igraph_rng_t *rng, double shape, double scale);
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static double igraph_i_rpois(igraph_rng_t *rng, double rate);
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/**
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 * \function igraph_rng_init
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 * \brief Initializes a random number generator.
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 *
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 * This function allocates memory for a random number generator, with
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 * the given type, and sets its seed to the default.
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 *
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 * \param rng Pointer to an uninitialized RNG.
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 * \param type The type of the RNG, such as \ref igraph_rngtype_mt19937,
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 * \ref igraph_rngtype_glibc2, \ref igraph_rngtype_pcg32 or
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 * \ref igraph_rngtype_pcg64.
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 * \return Error code.
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 */
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0
igraph_error_t igraph_rng_init(igraph_rng_t *rng, const igraph_rng_type_t *type) {
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0
    rng->type = type;
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0
    IGRAPH_CHECK(rng->type->init(&rng->state));
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0
    return IGRAPH_SUCCESS;
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0
}
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/**
236
 * \function igraph_rng_destroy
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 * \brief Deallocates memory associated with a random number generator.
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 *
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 * \param rng The RNG to destroy. Do not destroy an RNG that is used
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 *    as the default igraph RNG.
241
 *
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 * Time complexity: O(1).
243
 */
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0
void igraph_rng_destroy(igraph_rng_t *rng) {
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0
    rng->type->destroy(rng->state);
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0
}
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/**
250
 * \function igraph_rng_seed
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 * \brief Seeds a random number generator.
252
 *
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 * \param rng The RNG.
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 * \param seed The new seed.
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 * \return Error code.
256
 *
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 * Time complexity: usually O(1), but may depend on the type of the
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 * RNG.
259
 */
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0
igraph_error_t igraph_rng_seed(igraph_rng_t *rng, igraph_uint_t seed) {
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0
    const igraph_rng_type_t *type = rng->type;
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0
    IGRAPH_CHECK(type->seed(rng->state, seed));
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0
    rng->is_seeded = 1;
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0
    return IGRAPH_SUCCESS;
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0
}
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/**
268
 * \function igraph_rng_bits
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 * \brief The number of random bits that a random number generator can produces in a single round.
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 *
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 * \param rng The RNG.
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 * \return The number of random bits that can be generated in a single round
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 *         with the RNG.
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 *
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 * Time complexity: O(1).
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 */
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0
IGRAPH_EXPORT igraph_integer_t igraph_rng_bits(const igraph_rng_t* rng) {
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0
    return rng->type->bits;
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0
}
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/**
282
 * \function igraph_rng_max
283
 * \brief The maximum possible integer for a random number generator.
284
 *
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 * Note that this number is only for informational purposes; it returns the
286
 * maximum possible integer that can be generated with the RNG with a single
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 * call to its internals. It is derived directly from the number of random
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 * \em bits that the RNG can generate in a single round. When this is smaller
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 * than what would be needed by other RNG functions like \ref igraph_rng_get_integer(),
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 * igraph will call the RNG multiple times to generate more random bits.
291
 *
292
 * \param rng The RNG.
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 * \return The largest possible integer that can be generated in a single round
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 *         with the RNG.
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 *
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 * Time complexity: O(1).
297
 */
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0
igraph_uint_t igraph_rng_max(const igraph_rng_t *rng) {
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0
    const igraph_rng_type_t *type = rng->type;
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0
#if IGRAPH_INTEGER_SIZE == 64
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0
    return (type->bits >= 64) ? 0xFFFFFFFFFFFFFFFFULL : ((1ULL << type->bits) - 1);
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#else
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    return (type->bits >= 32) ? 0xFFFFFFFFUL : ((1ULL << type->bits) - 1);
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#endif
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0
}
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/**
309
 * \function igraph_rng_name
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 * \brief The type of a random number generator.
311
 *
312
 * \param rng The RNG.
313
 * \return The name of the type of the generator. Do not deallocate or
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 *         change the returned string.
315
 *
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 * Time complexity: O(1).
317
 */
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319
0
const char *igraph_rng_name(const igraph_rng_t *rng) {
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0
    const igraph_rng_type_t *type = rng->type;
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0
    return type->name;
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0
}
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/**
325
 * Generates a given number of random bits, possibly invoking the underlying
326
 * RNG multiple times if needed, and returns the result in an \c igraph_uint_t .
327
 *
328
 * \param rng The RNG.
329
 * \param bits The number of random bits needed. Must be smaller than or equal
330
 *        to the size of the \c igraph_uint_t data type. Passing a value larger
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 *        than the size of \c igraph_uint_t will throw away random bits except
332
 *        the last few that are needed to fill an \c igraph_uint_t .
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 * \return The random bits, packed into the low bits of an \c igraph_uint_t .
334
 *         The upper, unused bits of \c igraph_uint_t will be set to zero.
335
 */
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0
static igraph_uint_t igraph_i_rng_get_random_bits(igraph_rng_t *rng, uint8_t bits) {
337
0
    const igraph_rng_type_t *type = rng->type;
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0
    igraph_integer_t rng_bitwidth = igraph_rng_bits(rng);
339
0
    igraph_uint_t result;
340
341
0
    if (rng_bitwidth >= bits) {
342
        /* keep the high bits as RNGs sometimes tend to have lower entropy in
343
         * low bits than in high bits */
344
0
        result = type->get(rng->state) >> (rng_bitwidth - bits);
345
0
    } else {
346
0
        result = 0;
347
0
        do {
348
0
            result = (result << rng_bitwidth) + type->get(rng->state);
349
0
            bits -= rng_bitwidth;
350
0
        } while (bits > rng_bitwidth);
351
352
        /* and now the last piece */
353
0
        result = (result << bits) + (type->get(rng->state) >> (rng_bitwidth - bits));
354
0
    }
355
356
0
    return result;
357
0
}
358
359
/**
360
 * Generates a given number of random bits, possibly invoking the underlying
361
 * RNG multiple times if needed, and returns the result in an \c uint64_t .
362
 *
363
 * Prefer \c igraph_i_rng_get_random_bits() if you know that you need at most
364
 * 32 bits due to the type of the return value. This function might perform
365
 * worse on 32-bit platforms because the result is always 64 bits.
366
 *
367
 * \param rng The RNG.
368
 * \param bits The number of random bits needed. Must be smaller than or equal
369
 *        to the size of the \c uint64_t data type. Passing a value larger
370
 *        than the size of \c uint64_t will throw away random bits except
371
 *        the last few that are needed to fill an \c uint64_t .
372
 * \return The random bits, packed into the low bits of an \c uint64_t .
373
 *         The upper, unused bits of \c uint64_t will be set to zero.
374
 */
375
0
static uint64_t igraph_i_rng_get_random_bits_uint64(igraph_rng_t *rng, uint8_t bits) {
376
0
    const igraph_rng_type_t *type = rng->type;
377
0
    igraph_integer_t rng_bitwidth = igraph_rng_bits(rng);
378
0
    uint64_t result;
379
380
0
    if (rng_bitwidth >= bits) {
381
        /* keep the high bits as RNGs sometimes tend to have lower entropy in
382
         * low bits than in high bits */
383
0
        result = type->get(rng->state) >> (rng_bitwidth - bits);
384
0
    } else {
385
0
        result = 0;
386
0
        do {
387
0
            result = (result << rng_bitwidth) + type->get(rng->state);
388
0
            bits -= rng_bitwidth;
389
0
        } while (bits > rng_bitwidth);
390
391
        /* and now the last piece */
392
0
        result = (result << bits) + (type->get(rng->state) >> (rng_bitwidth - bits));
393
0
    }
394
395
0
    return result;
396
0
}
397
398
/**
399
 * Generates a random integer in the full range of the \c igraph_uint_t
400
 * data type.
401
 *
402
 * \param rng The RNG.
403
 * \return The random integer.
404
 */
405
0
static igraph_uint_t igraph_i_rng_get_uint(igraph_rng_t *rng) {
406
0
    return igraph_i_rng_get_random_bits(rng, sizeof(igraph_uint_t) * 8);
407
0
}
408
409
/**
410
 * Generates a random integer in the full range of the \c uint32_t
411
 * data type.
412
 *
413
 * \param rng The RNG.
414
 * \return The random integer.
415
 */
416
0
static uint32_t igraph_i_rng_get_uint32(igraph_rng_t *rng) {
417
0
    return igraph_i_rng_get_random_bits(rng, 32);
418
0
}
419
420
/**
421
 * Generates a random integer in the range [0; range) (upper bound exclusive),
422
 * restricted to at most 32 bits.
423
 *
424
 * \param rng The RNG.
425
 * \param range The upper bound (exclusive).
426
 * \return The random integer.
427
 */
428
0
static uint32_t igraph_i_rng_get_uint32_bounded(igraph_rng_t *rng, uint32_t range) {
429
    /* Debiased integer multiplication -- Lemire's method
430
     * from https://www.pcg-random.org/posts/bounded-rands.html */
431
0
    uint32_t x, l, t = (-range) % range;
432
0
    uint64_t m;
433
0
    do {
434
0
        x = igraph_i_rng_get_uint32(rng);
435
0
        m = (uint64_t)(x) * (uint64_t)(range);
436
0
        l = (uint32_t)m;
437
0
    } while (l < t);
438
0
    return m >> 32;
439
0
}
440
441
#if IGRAPH_INTEGER_SIZE == 64
442
/**
443
 * Generates a random integer in the full range of the \c uint64_t
444
 * data type.
445
 *
446
 * \param rng The RNG.
447
 * \param range The upper bound (inclusive).
448
 * \return The random integer.
449
 */
450
0
static uint64_t igraph_i_rng_get_uint64(igraph_rng_t *rng) {
451
0
    return igraph_i_rng_get_random_bits(rng, 64);
452
0
}
453
454
#if !defined(HAVE___UINT128_T)
455
static uint64_t igraph_i_umul128(uint64_t a, uint64_t b, uint64_t *hi) {
456
#if defined(HAVE__UMUL128)
457
    /* MSVC has _umul128() on x64 but not on arm64 */
458
    return _umul128(a, b, hi);
459
#elif defined(HAVE___UMULH)
460
    /* MSVC has __umulh() on arm64 */
461
    *hi = __umulh(a, b);
462
    return a*b;
463
#else
464
    /* Portable but slow fallback implementation of unsigned
465
     * 64-bit multiplication obtaining a 128-bit result.
466
     * Based on https://stackoverflow.com/a/28904636/695132
467
     */
468
469
    uint64_t a_lo = (uint32_t) a;
470
    uint64_t a_hi = a >> 32;
471
    uint64_t b_lo = (uint32_t) b;
472
    uint64_t b_hi = b >> 32;
473
474
    uint64_t a_x_b_hi  = a_hi * b_hi;
475
    uint64_t a_x_b_mid = a_hi * b_lo;
476
    uint64_t b_x_a_mid = b_hi * a_lo;
477
    uint64_t a_x_b_lo  = a_lo * b_lo;
478
479
    uint64_t carry_bit = ((uint64_t) (uint32_t) a_x_b_mid +
480
                          (uint64_t) (uint32_t) b_x_a_mid +
481
                          (a_x_b_lo >> 32) ) >> 32;
482
483
    *hi = a_x_b_hi +
484
          (a_x_b_mid >> 32) + (b_x_a_mid >> 32) +
485
          carry_bit;
486
487
    return a*b;
488
#endif
489
}
490
#endif /* !defined(HAVE___UINT128_T) */
491
492
/**
493
 * Generates a random integer in the range [0; range) (upper bound exclusive),
494
 * restricted to at most 64 bits.
495
 *
496
 * \param rng The RNG.
497
 * \param range The upper bound (exclusive).
498
 * \return The random integer.
499
 */
500
0
static uint64_t igraph_i_rng_get_uint64_bounded(igraph_rng_t *rng, uint64_t range) {
501
    /* Debiased integer multiplication -- Lemire's method
502
     * from https://www.pcg-random.org/posts/bounded-rands.html */
503
0
    uint64_t x, l, t = (-range) % range;
504
0
#if defined(HAVE___UINT128_T)
505
    /* gcc and clang have __uint128_t */
506
0
    __uint128_t m;
507
0
    do {
508
0
        x = igraph_i_rng_get_uint64(rng);
509
0
        m = (__uint128_t)(x) * (__uint128_t)(range);
510
0
        l = (uint64_t)m;
511
0
    } while (l < t);
512
0
    return m >> 64;
513
#else
514
    uint64_t hi;
515
    do {
516
        x = igraph_i_rng_get_uint64(rng);
517
        l = igraph_i_umul128(x, range, &hi);
518
    } while (l < t);
519
    return hi;
520
#endif
521
0
}
522
523
#endif /* IGRAPH_INTEGER_SIZE == 64 */
524
525
/**
526
 * Generates a random integer in the range [0; range) (upper bound exclusive).
527
 *
528
 * \param rng The RNG.
529
 * \param range The upper bound (exclusive).
530
 * \return The random integer.
531
 */
532
0
static igraph_uint_t igraph_i_rng_get_uint_bounded(igraph_rng_t *rng, igraph_uint_t range) {
533
    /* We must make this function behave the same way for range < 2^32 so igraph
534
     * behaves the same way on 32-bit and 64-bit platforms as long as we stick
535
     * to integers less than 2^32. This is to ensure that the unit tests are
536
     * consistent */
537
538
#if IGRAPH_INTEGER_SIZE == 32
539
    return igraph_i_rng_get_uint32_bounded(rng, range);
540
#else
541
0
    if (range <= UINT32_MAX) {
542
0
        return igraph_i_rng_get_uint32_bounded(rng, range);
543
0
    } else {
544
0
        return igraph_i_rng_get_uint64_bounded(rng, range);
545
0
    }
546
0
#endif
547
0
}
548
549
/**
550
 * \function igraph_rng_get_integer
551
 * \brief Generate an integer random number from an interval.
552
 *
553
 * \param rng Pointer to the RNG to use for the generation. Use \ref
554
 *        igraph_rng_default() here to use the default igraph RNG.
555
 * \param l Lower limit, inclusive, it can be negative as well.
556
 * \param h Upper limit, inclusive, it can be negative as well, but it
557
 *        should be at least <code>l</code>.
558
 * \return The generated random integer.
559
 *
560
 * Time complexity: O(log2(h-l) / bits) where bits is the value of
561
 * \ref igraph_rng_bits(rng).
562
 */
563
564
igraph_integer_t igraph_rng_get_integer(
565
    igraph_rng_t *rng, igraph_integer_t l, igraph_integer_t h
566
0
) {
567
0
    const igraph_rng_type_t *type = rng->type;
568
0
    igraph_uint_t range;
569
570
0
    assert(h >= l);
571
572
0
    if (h == l) {
573
0
        return l;
574
0
    }
575
576
0
    if (type->get_int) {
577
0
        return type->get_int(rng->state, l, h);
578
0
    }
579
580
0
    if (IGRAPH_UNLIKELY(l == IGRAPH_INTEGER_MIN && h == IGRAPH_INTEGER_MAX)) {
581
        /* Full uint range is needed, we can just grab a random number from
582
         * the uint range and cast it to a signed integer */
583
0
        return (igraph_integer_t) igraph_i_rng_get_uint(rng);
584
0
    } else if (l >= 0 || h < 0) {
585
        /* this is okay, (h - l) will not overflow an igraph_integer_t */
586
0
        range = (igraph_uint_t)(h - l) + 1;
587
0
    } else {
588
        /* (h - l) could potentially overflow so we need to play it safe. If we
589
         * are here, l < 0 and h >= 0 so we can cast -l into an igraph_uint_t
590
         * safely and do the subtraction that way */
591
0
        range = ((igraph_uint_t)(h)) + ((igraph_uint_t)(-l)) + 1;
592
0
    }
593
594
0
    return l + igraph_i_rng_get_uint_bounded(rng, range);
595
0
}
596
597
/**
598
 * \function igraph_rng_get_normal
599
 * \brief Samples from a normal distribution.
600
 *
601
 * Generates random variates from a normal distribution with probability
602
 * density
603
 *
604
 * </para><para>
605
 * <code>exp( -(x - m)^2 / (2 s^2) )</code>.
606
 *
607
 * \param rng Pointer to the RNG to use. Use \ref igraph_rng_default()
608
 *        here to use the default igraph RNG.
609
 * \param m The mean.
610
 * \param s The standard deviation.
611
 * \return The generated normally distributed random number.
612
 *
613
 * Time complexity: depends on the type of the RNG.
614
 */
615
616
igraph_real_t igraph_rng_get_normal(igraph_rng_t *rng,
617
0
                                    igraph_real_t m, igraph_real_t s) {
618
0
    const igraph_rng_type_t *type = rng->type;
619
0
    if (type->get_norm) {
620
0
        return type->get_norm(rng->state) * s + m;
621
0
    } else {
622
0
        return igraph_i_norm_rand(rng) * s + m;
623
0
    }
624
0
}
625
626
/**
627
 * \function igraph_rng_get_unif
628
 * \brief Samples real numbers from a given interval.
629
 *
630
 * Generates uniformly distributed real numbers from the <code>[l, h)</code>
631
 * half-open interval.
632
 *
633
 * \param rng Pointer to the RNG to use. Use \ref igraph_rng_default()
634
 *        here to use the default igraph RNG.
635
 * \param l The lower bound, it can be negative.
636
 * \param h The upper bound, it can be negative, but it has to be
637
 *        larger than the lower bound.
638
 * \return The generated uniformly distributed random number.
639
 *
640
 * Time complexity: depends on the type of the RNG.
641
 */
642
643
igraph_real_t igraph_rng_get_unif(igraph_rng_t *rng,
644
0
                                  igraph_real_t l, igraph_real_t h) {
645
0
    assert(h >= l);
646
647
0
    if (l == h) return h;
648
649
    /* Ensure that 'h' is never produced due to numerical roundoff errors, except when l == h. */
650
0
    igraph_real_t r;
651
0
    do {
652
0
        r = igraph_rng_get_unif01(rng) * (h - l) + l;
653
0
    } while (IGRAPH_UNLIKELY(r == h));
654
0
    return r;
655
0
}
656
657
/**
658
 * \function igraph_rng_get_unif01
659
 * \brief Samples uniformly from the unit interval.
660
 *
661
 * Generates uniformly distributed real numbers from the <code>[0, 1)</code>
662
 * half-open interval.
663
 *
664
 * \param rng Pointer to the RNG to use. Use \ref igraph_rng_default()
665
 *        here to use the default igraph RNG.
666
 * \return The generated uniformly distributed random number.
667
 *
668
 * Time complexity: depends on the type of the RNG.
669
 */
670
671
0
igraph_real_t igraph_rng_get_unif01(igraph_rng_t *rng) {
672
0
    const igraph_rng_type_t *type = rng->type;
673
0
    if (type->get_real) {
674
0
        return type->get_real(rng->state);
675
0
    } else {
676
        /* We extract 52 random bits from a 64-bit uint and fill that directly
677
         * into the mantissa of a double, bit-by-bit, clear the sign bit and
678
         * set the exponent to 2^0. This way we get a 52-bit random double
679
         * between 1 (inclusive) and 2 (exclusive), uniformly distributed.
680
         * Then we subtract 1 to arrive at the [0; 1) interval. This is fast
681
         * but we lose one bit of precision as there are 2^53 possible doubles
682
         * between 0 and 1. */
683
0
        uint64_t r = (igraph_i_rng_get_random_bits_uint64(rng, 52) & 0xFFFFFFFFFFFFFull) | 0x3FF0000000000000ull;
684
0
        return *(double *)(&r) - 1.0;
685
0
    }
686
0
}
687
688
/**
689
 * \function igraph_rng_get_geom
690
 * \brief Samples from a geometric distribution.
691
 *
692
 * Generates random variates from a geometric distribution. The number \c k is
693
 * generated with probability
694
 *
695
 * </para><para>
696
 * <code>(1 - p)^k p</code>, <code>k = 0, 1, 2, ...</code>.
697
 *
698
 * \param rng Pointer to the RNG to use. Use \ref igraph_rng_default()
699
 *        here to use the default igraph RNG.
700
 * \param p The probability of success in each trial. Must be larger
701
 *        than zero and smaller or equal to 1.
702
 * \return The generated geometrically distributed random number.
703
 *
704
 * Time complexity: depends on the RNG.
705
 */
706
707
0
igraph_real_t igraph_rng_get_geom(igraph_rng_t *rng, igraph_real_t p) {
708
0
    const igraph_rng_type_t *type = rng->type;
709
0
    if (!isfinite(p) || p <= 0 || p > 1) {
710
0
        return IGRAPH_NAN;
711
0
    }
712
0
    if (type->get_geom) {
713
0
        return type->get_geom(rng->state, p);
714
0
    } else {
715
0
        return igraph_rng_get_pois(rng, igraph_i_exp_rand(rng) * ((1 - p) / p));
716
0
    }
717
0
}
718
719
/**
720
 * \function igraph_rng_get_binom
721
 * \brief Samples from a binomial distribution.
722
 *
723
 * Generates random variates from a binomial distribution. The number \c k is generated
724
 * with probability
725
 *
726
 * </para><para>
727
 * <code>(n \choose k) p^k (1-p)^(n-k)</code>, <code>k = 0, 1, ..., n</code>.
728
 *
729
 * \param rng Pointer to the RNG to use. Use \ref igraph_rng_default()
730
 *        here to use the default igraph RNG.
731
 * \param n Number of observations.
732
 * \param p Probability of an event.
733
 * \return The generated binomially distributed random number.
734
 *
735
 * Time complexity: depends on the RNG.
736
 */
737
738
0
igraph_real_t igraph_rng_get_binom(igraph_rng_t *rng, igraph_integer_t n, igraph_real_t p) {
739
0
    const igraph_rng_type_t *type = rng->type;
740
0
    if (type->get_binom) {
741
0
        return type->get_binom(rng->state, n, p);
742
0
    } else {
743
0
        return igraph_i_rbinom(rng, n, p);
744
0
    }
745
0
}
746
747
/**
748
 * \function igraph_rng_get_gamma
749
 * \brief Samples from a gamma distribution.
750
 *
751
 * Generates random variates from a gamma distribution with probability
752
 * density proportional to
753
 *
754
 * </para><para>
755
 * <code>x^(shape-1) exp(-x / scale)</code>.
756
 *
757
 * \param rng Pointer to the RNG to use. Use \ref igraph_rng_default()
758
 *        here to use the default igraph RNG.
759
 * \param shape Shape parameter.
760
 * \param scale Scale parameter.
761
 * \return The generated sample.
762
 *
763
 * Time complexity: depends on the RNG.
764
 */
765
766
igraph_real_t igraph_rng_get_gamma(igraph_rng_t *rng, igraph_real_t shape,
767
0
                                   igraph_real_t scale) {
768
0
    const igraph_rng_type_t *type = rng->type;
769
0
    if (type->get_gamma) {
770
0
        return type->get_gamma(rng->state, shape, scale);
771
0
    } else {
772
0
        return igraph_i_rgamma(rng, shape, scale);
773
0
    }
774
0
}
775
776
/**
777
 * \function igraph_rng_get_exp
778
 * \brief Samples from an exponential distribution.
779
 *
780
 * Generates random variates from an exponential distribution with probability
781
 * density proportional to
782
 *
783
 * </para><para>
784
 * <code>exp(-rate x)</code>.
785
 *
786
 * \param rng Pointer to the RNG to use. Use \ref igraph_rng_default()
787
 *        here to use the default igraph RNG.
788
 * \param rate Rate parameter.
789
 * \return The generated sample.
790
 *
791
 * Time complexity: depends on the RNG.
792
 */
793
794
0
igraph_real_t igraph_rng_get_exp(igraph_rng_t *rng, igraph_real_t rate) {
795
0
    const igraph_rng_type_t *type = rng->type;
796
0
    if (type->get_exp) {
797
0
        return type->get_exp(rng->state, rate);
798
0
    } else {
799
0
        return igraph_i_rexp(rng, rate);
800
0
    }
801
0
}
802
803
/**
804
 * \function igraph_rng_get_pois
805
 * \brief Samples from a Poisson distribution.
806
 *
807
 * Generates random variates from a Poisson distribution. The number \c k is generated
808
 * with probability
809
 *
810
 * </para><para>
811
 * <code>rate^k * exp(-rate) / k!</code>, <code>k = 0, 1, 2, ...</code>.
812
 *
813
 * \param rng Pointer to the RNG to use. Use \ref igraph_rng_default()
814
 *        here to use the default igraph RNG.
815
 * \param rate The rate parameter of the Poisson distribution. Must not be negative.
816
 * \return The generated geometrically distributed random number.
817
 *
818
 * Time complexity: depends on the RNG.
819
 */
820
821
0
igraph_real_t igraph_rng_get_pois(igraph_rng_t *rng, igraph_real_t rate) {
822
0
    const igraph_rng_type_t *type = rng->type;
823
0
    if (isnan(rate) || rate < 0) {
824
0
        return IGRAPH_NAN;
825
0
    } else if (rate == 0) {
826
0
        return 0;
827
0
    } else if (type->get_pois) {
828
0
        return type->get_pois(rng->state, rate);
829
0
    } else {
830
0
        return igraph_i_rpois(rng, rate);
831
0
    }
832
0
}
833
834
835
/**
836
 * \ingroup internal
837
 *
838
 * This function appends the rest of the needed random numbers to the
839
 * result vector. It is Algoirthm A in Vitter's paper.
840
 */
841
842
static void igraph_i_random_sample_alga(igraph_vector_int_t *res,
843
                                        igraph_integer_t l, igraph_integer_t h,
844
0
                                        igraph_integer_t length) {
845
    /* Vitter: Variables V, quot, Nreal, and top are of type real */
846
847
0
    igraph_integer_t N = h - l + 1;
848
0
    igraph_integer_t n = length;
849
850
0
    igraph_real_t top = N - n;
851
0
    igraph_real_t Nreal = N;
852
0
    igraph_integer_t S = 0;
853
0
    igraph_real_t V, quot;
854
855
0
    l = l - 1;
856
857
0
    while (n >= 2) {
858
0
        V = RNG_UNIF01();
859
0
        S = 1;
860
0
        quot = top / Nreal;
861
0
        while (quot > V) {
862
0
            S += 1;
863
0
            top = -1.0 + top;
864
0
            Nreal = -1.0 + Nreal;
865
0
            quot = (quot * top) / Nreal;
866
0
        }
867
0
        l += S;
868
0
        igraph_vector_int_push_back(res, l); /* allocated */
869
0
        Nreal = -1.0 + Nreal; n = -1 + n;
870
0
    }
871
872
0
    S = trunc(round(Nreal) * RNG_UNIF01());
873
0
    l += S + 1;
874
0
    igraph_vector_int_push_back(res, l); /* allocated */
875
0
}
876
877
/**
878
 * \ingroup nongraph
879
 * \function igraph_random_sample
880
 * \brief Generates an increasing random sequence of integers.
881
 *
882
 * This function generates an increasing sequence of random integer
883
 * numbers from a given interval. The algorithm is taken literally
884
 * from (Vitter 1987). This method can be used for generating numbers from a
885
 * \em very large interval. It is primarily created for randomly
886
 * selecting some edges from the sometimes huge set of possible edges
887
 * in a large graph.
888
 *
889
 * </para><para>
890
 * Reference:
891
 *
892
 * </para><para>
893
 * J. S. Vitter. An efficient algorithm for sequential random sampling.
894
 * ACM Transactions on Mathematical Software, 13(1):58--67, 1987.
895
 * https://doi.org/10.1145/23002.23003
896
 *
897
 * \param res Pointer to an initialized vector. This will hold the
898
 *        result. It will be resized to the proper size.
899
 * \param l The lower limit of the generation interval (inclusive). This must
900
 *        be less than or equal to the upper limit, and it must be integral.
901
 * \param h The upper limit of the generation interval (inclusive). This must
902
 *        be greater than or equal to the lower limit, and it must be integral.
903
 * \param length The number of random integers to generate.
904
 * \return The error code \c IGRAPH_EINVAL is returned in each of the
905
 *         following cases: (1) The given lower limit is greater than the
906
 *         given upper limit, i.e. \c l &gt; \c h. (2) Assuming that
907
 *         \c l &lt; \c h and N is the sample size, the above error code is
908
 *         returned if N &gt; |\c h - \c l|, i.e. the sample size exceeds the
909
 *         size of the candidate pool.
910
 *
911
 * Time complexity: according to (Vitter 1987), the expected
912
 * running time is O(length).
913
 *
914
 * \example examples/simple/igraph_random_sample.c
915
 */
916
917
igraph_error_t igraph_random_sample(igraph_vector_int_t *res, igraph_integer_t l, igraph_integer_t h,
918
0
                         igraph_integer_t length) {
919
0
    igraph_integer_t N; /* := h - l + 1 */
920
0
    IGRAPH_SAFE_ADD(h, -l, &N);
921
0
    IGRAPH_SAFE_ADD(N, 1, &N);
922
923
0
    igraph_integer_t n = length;
924
925
0
    igraph_real_t nreal = length;
926
0
    igraph_real_t ninv = (nreal != 0) ? 1.0 / nreal : 0.0;
927
0
    igraph_real_t Nreal = N;
928
0
    igraph_real_t Vprime;
929
0
    igraph_integer_t qu1 = -n + 1 + N;
930
0
    igraph_real_t qu1real = -nreal + 1.0 + Nreal;
931
0
    igraph_real_t negalphainv = -13;
932
0
    igraph_real_t threshold = -negalphainv * n;
933
0
    igraph_integer_t S;
934
935
    /* getting back some sense of sanity */
936
0
    if (l > h) {
937
0
        IGRAPH_ERROR("Lower limit is greater than upper limit.", IGRAPH_EINVAL);
938
0
    }
939
    /* now we know that l <= h */
940
0
    if (length > N) {
941
0
        IGRAPH_ERROR("Sample size exceeds size of candidate pool.", IGRAPH_EINVAL);
942
0
    }
943
944
    /* treat rare cases quickly */
945
0
    if (l == h) {
946
0
        IGRAPH_CHECK(igraph_vector_int_resize(res, 1));
947
0
        VECTOR(*res)[0] = l;
948
0
        return IGRAPH_SUCCESS;
949
0
    }
950
0
    if (length == 0) {
951
0
        igraph_vector_int_clear(res);
952
0
        return IGRAPH_SUCCESS;
953
0
    }
954
0
    if (length == N) {
955
0
        IGRAPH_CHECK(igraph_vector_int_resize(res, length));
956
0
        for (igraph_integer_t i = 0; i < length; i++) {
957
0
            VECTOR(*res)[i] = l++;
958
0
        }
959
0
        return IGRAPH_SUCCESS;
960
0
    }
961
962
0
    igraph_vector_int_clear(res);
963
0
    IGRAPH_CHECK(igraph_vector_int_reserve(res, length));
964
965
0
    RNG_BEGIN();
966
967
0
    Vprime = exp(log(RNG_UNIF01()) * ninv);
968
0
    l = l - 1;
969
970
0
    while (n > 1 && threshold < N) {
971
0
        igraph_real_t X, U;
972
0
        igraph_real_t limit, t;
973
0
        igraph_real_t negSreal, y1, y2, top, bottom;
974
0
        igraph_real_t nmin1inv = 1.0 / (-1.0 + nreal);
975
0
        while (1) {
976
0
            while (1) {
977
0
                X = Nreal * (-Vprime + 1.0);
978
0
                S = floor(X);
979
                /* if (S==0) { S=1; } */
980
0
                if (S < qu1) {
981
0
                    break;
982
0
                }
983
0
                Vprime = exp(log(RNG_UNIF01()) * ninv);
984
0
            }
985
0
            U = RNG_UNIF01();
986
0
            negSreal = -S;
987
988
0
            y1 = exp(log(U * Nreal / qu1real) * nmin1inv);
989
0
            Vprime = y1 * (-X / Nreal + 1.0) * (qu1real / (negSreal + qu1real));
990
0
            if (Vprime <= 1.0) {
991
0
                break;
992
0
            }
993
994
0
            y2 = 1.0;
995
0
            top = -1.0 + Nreal;
996
0
            if (-1 + n > S) {
997
0
                bottom = -nreal + Nreal;
998
0
                limit = -S + N;
999
0
            } else {
1000
0
                bottom = -1.0 + negSreal + Nreal;
1001
0
                limit = qu1;
1002
0
            }
1003
0
            for (t = -1 + N; t >= limit; t--) {
1004
0
                y2 = (y2 * top) / bottom;
1005
0
                top = -1.0 + top;
1006
0
                bottom = -1.0 + bottom;
1007
0
            }
1008
0
            if (Nreal / (-X + Nreal) >= y1 * exp(log(y2)*nmin1inv)) {
1009
0
                Vprime = exp(log(RNG_UNIF01()) * nmin1inv);
1010
0
                break;
1011
0
            }
1012
0
            Vprime = exp(log(RNG_UNIF01()) * ninv);
1013
0
        }
1014
1015
0
        l += S + 1;
1016
0
        igraph_vector_int_push_back(res, l);    /* allocated */
1017
0
        N = -S + (-1 + N);   Nreal = negSreal + (-1.0 + Nreal);
1018
0
        n = -1 + n;   nreal = -1.0 + nreal; ninv = nmin1inv;
1019
0
        qu1 = -S + qu1; qu1real = negSreal + qu1real;
1020
0
        threshold = threshold + negalphainv;
1021
0
    }
1022
1023
0
    if (n > 1) {
1024
0
        igraph_i_random_sample_alga(res, l + 1, h, n);
1025
0
    } else {
1026
0
        S = floor(N * Vprime);
1027
0
        l += S + 1;
1028
0
        igraph_vector_int_push_back(res, l);    /* allocated */
1029
0
    }
1030
1031
0
    RNG_END();
1032
1033
0
    return IGRAPH_SUCCESS;
1034
0
}
1035
1036
static void igraph_i_random_sample_alga_real(igraph_vector_t *res,
1037
                                       igraph_real_t l, igraph_real_t h,
1038
0
                                       igraph_real_t length) {
1039
0
    igraph_real_t N = h - l + 1;
1040
0
    igraph_real_t n = length;
1041
1042
0
    igraph_real_t top = N - n;
1043
0
    igraph_real_t Nreal = N;
1044
0
    igraph_real_t S = 0;
1045
0
    igraph_real_t V, quot;
1046
1047
0
    l = l - 1;
1048
1049
0
    while (n >= 2) {
1050
0
        V = RNG_UNIF01();
1051
0
        S = 1;
1052
0
        quot = top / Nreal;
1053
0
        while (quot > V) {
1054
0
            S += 1;
1055
0
            top = -1.0 + top;
1056
0
            Nreal = -1.0 + Nreal;
1057
0
            quot = (quot * top) / Nreal;
1058
0
        }
1059
0
        l += S;
1060
0
        igraph_vector_push_back(res, l); /* allocated */
1061
0
        Nreal = -1.0 + Nreal; n = -1 + n;
1062
0
    }
1063
1064
0
    S = trunc(round(Nreal) * RNG_UNIF01());
1065
0
    l += S + 1;
1066
0
    igraph_vector_push_back(res, l); /* allocated */
1067
0
}
1068
1069
/**
1070
 * \ingroup nongraph
1071
 * \function igraph_random_sample_real
1072
 * \brief Generates an increasing random sequence of integers (igraph_real_t version).
1073
 *
1074
 * This function is the 'real' version of \ref igraph_random_sample(), and was added
1075
 * so \ref igraph_erdos_renyi_game_gnm() and related functions can use a random sample
1076
 * of doubles instead of integers to prevent overflows on systems with 32-bit
1077
 * \type igraph_integer_t.
1078
 *
1079
 * \param res Pointer to an initialized vector. This will hold the
1080
 *        result. It will be resized to the proper size.
1081
 * \param l The lower limit of the generation interval (inclusive). This must
1082
 *        be less than or equal to the upper limit, and it must be integral.
1083
 *        Passing a fractional number here results in undefined behaviour.
1084
 * \param h The upper limit of the generation interval (inclusive). This must
1085
 *        be greater than or equal to the lower limit, and it must be integral.
1086
 *        Passing a fractional number here results in undefined behaviour.
1087
 * \param length The number of random integers to generate.
1088
 * \return The error code \c IGRAPH_EINVAL is returned in each of the
1089
 *         following cases: (1) The given lower limit is greater than the
1090
 *         given upper limit, i.e. \c l &gt; \c h. (2) Assuming that
1091
 *         \c l &lt; \c h and N is the sample size, the above error code is
1092
 *         returned if N &gt; |\c h - \c l|, i.e. the sample size exceeds the
1093
 *         size of the candidate pool.
1094
 */
1095
1096
igraph_error_t igraph_random_sample_real(igraph_vector_t *res, igraph_real_t l,
1097
0
                    igraph_real_t h, igraph_integer_t length) {
1098
    /* This function is the 'real' version of igraph_random_sample, and was added
1099
     * so erdos_renyi_game_gnm can use a random sample of doubles instead of integers
1100
     * to prevent overflows on systems with 32-bits igraph_integer_t.
1101
     */
1102
0
    igraph_real_t N = h - l + 1;
1103
0
    igraph_real_t n = length;
1104
1105
0
    igraph_real_t nreal = length;
1106
0
    igraph_real_t ninv = (nreal != 0) ? 1.0 / nreal : 0.0;
1107
0
    igraph_real_t Nreal = N;
1108
0
    igraph_real_t Vprime;
1109
0
    igraph_real_t qu1 = -n + 1 + N;
1110
0
    igraph_real_t qu1real = -nreal + 1.0 + Nreal;
1111
0
    igraph_real_t negalphainv = -13;
1112
0
    igraph_real_t threshold = -negalphainv * n;
1113
0
    igraph_real_t S;
1114
1115
    /* getting back some sense of sanity */
1116
0
    if (l > h) {
1117
0
        IGRAPH_ERROR("Lower limit is greater than upper limit.", IGRAPH_EINVAL);
1118
0
    }
1119
    /* now we know that l <= h */
1120
0
    if (length > N) {
1121
0
        IGRAPH_ERROR("Sample size exceeds size of candidate pool.", IGRAPH_EINVAL);
1122
0
    }
1123
1124
    /* ensure that we work in the range where igraph_real_t can represent integers exactly */
1125
0
    if (h > IGRAPH_MAX_EXACT_REAL || l < -IGRAPH_MAX_EXACT_REAL || N > IGRAPH_MAX_EXACT_REAL) {
1126
0
        IGRAPH_ERROR("Sampling interval too large.", IGRAPH_EOVERFLOW);
1127
0
    }
1128
1129
    /* treat rare cases quickly */
1130
0
    if (l == h) {
1131
0
        IGRAPH_CHECK(igraph_vector_resize(res, 1));
1132
0
        VECTOR(*res)[0] = l;
1133
0
        return IGRAPH_SUCCESS;
1134
0
    }
1135
0
    if (length == 0) {
1136
0
        igraph_vector_clear(res);
1137
0
        return IGRAPH_SUCCESS;
1138
0
    }
1139
0
    if (length == N) {
1140
0
        IGRAPH_CHECK(igraph_vector_resize(res, length));
1141
0
        for (igraph_integer_t i = 0; i < length; i++) {
1142
0
            VECTOR(*res)[i] = l++;
1143
0
        }
1144
0
        return IGRAPH_SUCCESS;
1145
0
    }
1146
1147
0
    igraph_vector_clear(res);
1148
0
    IGRAPH_CHECK(igraph_vector_reserve(res, length));
1149
1150
0
    RNG_BEGIN();
1151
1152
0
    Vprime = exp(log(RNG_UNIF01()) * ninv);
1153
0
    l = l - 1;
1154
1155
0
    while (n > 1 && threshold < N) {
1156
0
        igraph_real_t X, U;
1157
0
        igraph_real_t limit, t;
1158
0
        igraph_real_t negSreal, y1, y2, top, bottom;
1159
0
        igraph_real_t nmin1inv = 1.0 / (-1.0 + nreal);
1160
0
        while (1) {
1161
0
            while (1) {
1162
0
                X = Nreal * (-Vprime + 1.0);
1163
0
                S = floor(X);
1164
                /* if (S==0) { S=1; } */
1165
0
                if (S < qu1) {
1166
0
                    break;
1167
0
                }
1168
0
                Vprime = exp(log(RNG_UNIF01()) * ninv);
1169
0
            }
1170
0
            U = RNG_UNIF01();
1171
0
            negSreal = -S;
1172
1173
0
            y1 = exp(log(U * Nreal / qu1real) * nmin1inv);
1174
0
            Vprime = y1 * (-X / Nreal + 1.0) * (qu1real / (negSreal + qu1real));
1175
0
            if (Vprime <= 1.0) {
1176
0
                break;
1177
0
            }
1178
1179
0
            y2 = 1.0;
1180
0
            top = -1.0 + Nreal;
1181
0
            if (-1 + n > S) {
1182
0
                bottom = -nreal + Nreal;
1183
0
                limit = -S + N;
1184
0
            } else {
1185
0
                bottom = -1.0 + negSreal + Nreal;
1186
0
                limit = qu1;
1187
0
            }
1188
0
            for (t = -1 + N; t >= limit; t--) {
1189
0
                y2 = (y2 * top) / bottom;
1190
0
                top = -1.0 + top;
1191
0
                bottom = -1.0 + bottom;
1192
0
            }
1193
0
            if (Nreal / (-X + Nreal) >= y1 * exp(log(y2)*nmin1inv)) {
1194
0
                Vprime = exp(log(RNG_UNIF01()) * nmin1inv);
1195
0
                break;
1196
0
            }
1197
0
            Vprime = exp(log(RNG_UNIF01()) * ninv);
1198
0
        }
1199
1200
0
        l += S + 1;
1201
0
        igraph_vector_push_back(res, l);    /* allocated */
1202
0
        N = -S + (-1 + N);   Nreal = negSreal + (-1.0 + Nreal);
1203
0
        n = -1 + n;   nreal = -1.0 + nreal; ninv = nmin1inv;
1204
0
        qu1 = -S + qu1; qu1real = negSreal + qu1real;
1205
0
        threshold = threshold + negalphainv;
1206
0
    }
1207
1208
0
    if (n > 1) {
1209
0
        igraph_i_random_sample_alga_real(res, l + 1, h, n);
1210
0
    } else {
1211
0
        S = floor(N * Vprime);
1212
0
        l += S + 1;
1213
0
        igraph_vector_push_back(res, l);    /* allocated */
1214
0
    }
1215
1216
0
    RNG_END();
1217
1218
0
    return IGRAPH_SUCCESS;
1219
0
}
1220
1221
/*
1222
 *  Mathlib : A C Library of Special Functions
1223
 *  Copyright (C) 1998 Ross Ihaka
1224
 *  Copyright (C) 2000 The R Development Core Team
1225
 *  based on AS 111 (C) 1977 Royal Statistical Society
1226
 *  and   on AS 241 (C) 1988 Royal Statistical Society
1227
 *
1228
 *  This program is free software; you can redistribute it and/or modify
1229
 *  it under the terms of the GNU General Public License as published by
1230
 *  the Free Software Foundation; either version 2 of the License, or
1231
 *  (at your option) any later version.
1232
 *
1233
 *  This program is distributed in the hope that it will be useful,
1234
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
1235
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
1236
 *  GNU General Public License for more details.
1237
 *
1238
 *  You should have received a copy of the GNU General Public License
1239
 *  along with this program; if not, write to the Free Software
1240
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA.
1241
 *
1242
 *  SYNOPSIS
1243
 *
1244
 *  double qnorm5(double p, double mu, double sigma,
1245
 *            int lower_tail, int log_p)
1246
 *            {qnorm (..) is synonymous and preferred inside R}
1247
 *
1248
 *  DESCRIPTION
1249
 *
1250
 *  Compute the quantile function for the normal distribution.
1251
 *
1252
 *  For small to moderate probabilities, algorithm referenced
1253
 *  below is used to obtain an initial approximation which is
1254
 *  polished with a final Newton step.
1255
 *
1256
 *  For very large arguments, an algorithm of Wichura is used.
1257
 *
1258
 *  REFERENCE
1259
 *
1260
 *  Beasley, J. D. and S. G. Springer (1977).
1261
 *  Algorithm AS 111: The percentage points of the normal distribution,
1262
 *  Applied Statistics, 26, 118-121.
1263
 *
1264
 *      Wichura, M.J. (1988).
1265
 *      Algorithm AS 241: The Percentage Points of the Normal Distribution.
1266
 *      Applied Statistics, 37, 477-484.
1267
 */
1268
1269
/*
1270
 *  Mathlib : A C Library of Special Functions
1271
 *  Copyright (C) 1998-2004  The R Development Core Team
1272
 *
1273
 *  This program is free software; you can redistribute it and/or modify
1274
 *  it under the terms of the GNU General Public License as published by
1275
 *  the Free Software Foundation; either version 2 of the License, or
1276
 *  (at your option) any later version.
1277
 *
1278
 *  This program is distributed in the hope that it will be useful,
1279
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
1280
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
1281
 *  GNU General Public License for more details.
1282
 *
1283
 *  You should have received a copy of the GNU General Public License
1284
 *  along with this program; if not, write to the Free Software
1285
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
1286
 *
1287
 */
1288
1289
/* The ISNAN macro is used in some of the code borrowed from R below. */
1290
0
#define ISNAN isnan
1291
1292
/* Indicates that we use systems which support NaN values. */
1293
#define IEEE_754 1
1294
1295
/* Private header file for use during compilation of Mathlib */
1296
#ifndef MATHLIB_PRIVATE_H
1297
#define MATHLIB_PRIVATE_H
1298
1299
0
#define ML_POSINF IGRAPH_INFINITY
1300
0
#define ML_NEGINF -IGRAPH_INFINITY
1301
0
#define ML_NAN    IGRAPH_NAN
1302
1303
#define ML_ERROR(x) /* nothing */
1304
#define ML_UNDERFLOW    (DBL_MIN * DBL_MIN)
1305
#define ML_VALID(x) (!ISNAN(x))
1306
1307
#define ME_NONE     0
1308
/*  no error */
1309
#define ME_DOMAIN   1
1310
/*  argument out of domain */
1311
#define ME_RANGE    2
1312
/*  value out of range */
1313
#define ME_NOCONV   4
1314
/*  process did not converge */
1315
#define ME_PRECISION    8
1316
/*  does not have "full" precision */
1317
#define ME_UNDERFLOW    16
1318
/*  and underflow occurred (important for IEEE)*/
1319
1320
0
#define ML_ERR_return_NAN { ML_ERROR(ME_DOMAIN); return ML_NAN; }
1321
1322
#endif /* MATHLIB_PRIVATE_H */
1323
1324
1325
/* Utilities for `dpq' handling (density/probability/quantile) */
1326
1327
/* give_log in "d";  log_p in "p" & "q" : */
1328
#define give_log log_p
1329
/* "DEFAULT" */
1330
/* --------- */
1331
0
#define R_D__0  (log_p ? ML_NEGINF : 0.)        /* 0 */
1332
0
#define R_D__1  (log_p ? 0. : 1.)           /* 1 */
1333
0
#define R_DT_0  (lower_tail ? R_D__0 : R_D__1)      /* 0 */
1334
0
#define R_DT_1  (lower_tail ? R_D__1 : R_D__0)      /* 1 */
1335
1336
0
#define R_D_Lval(p) (lower_tail ? (p) : (1 - (p)))  /*  p  */
1337
0
#define R_D_Cval(p) (lower_tail ? (1 - (p)) : (p))  /*  1 - p */
1338
1339
#define R_D_val(x)  (log_p  ? log(x) : (x))     /*  x  in pF(x,..) */
1340
#define R_D_qIv(p)  (log_p  ? exp(p) : (p))     /*  p  in qF(p,..) */
1341
#define R_D_exp(x)  (log_p  ?  (x)   : exp(x))  /* exp(x) */
1342
#define R_D_log(p)  (log_p  ?  (p)   : log(p))  /* log(p) */
1343
#define R_D_Clog(p) (log_p  ? log1p(-(p)) : (1 - (p)))/* [log](1-p) */
1344
1345
/* log(1-exp(x)):  R_D_LExp(x) == (log1p(- R_D_qIv(x))) but even more stable:*/
1346
#define R_D_LExp(x)     (log_p ? R_Log1_Exp(x) : log1p(-x))
1347
1348
/*till 1.8.x:
1349
 * #define R_DT_val(x)  R_D_val(R_D_Lval(x))
1350
 * #define R_DT_Cval(x) R_D_val(R_D_Cval(x)) */
1351
#define R_DT_val(x) (lower_tail ? R_D_val(x)  : R_D_Clog(x))
1352
#define R_DT_Cval(x)    (lower_tail ? R_D_Clog(x) : R_D_val(x))
1353
1354
/*#define R_DT_qIv(p)   R_D_Lval(R_D_qIv(p))         *  p  in qF ! */
1355
0
#define R_DT_qIv(p) (log_p ? (lower_tail ? exp(p) : - expm1(p)) \
1356
0
                     : R_D_Lval(p))
1357
1358
/*#define R_DT_CIv(p)   R_D_Cval(R_D_qIv(p))         *  1 - p in qF */
1359
0
#define R_DT_CIv(p) (log_p ? (lower_tail ? -expm1(p) : exp(p)) \
1360
0
                     : R_D_Cval(p))
1361
1362
#define R_DT_exp(x) R_D_exp(R_D_Lval(x))        /* exp(x) */
1363
#define R_DT_Cexp(x)    R_D_exp(R_D_Cval(x))        /* exp(1 - x) */
1364
1365
#define R_DT_log(p) (lower_tail? R_D_log(p) : R_D_LExp(p))/* log(p) in qF */
1366
#define R_DT_Clog(p)    (lower_tail? R_D_LExp(p): R_D_log(p))/* log(1-p) in qF*/
1367
#define R_DT_Log(p) (lower_tail? (p) : R_Log1_Exp(p))
1368
/* ==   R_DT_log when we already "know" log_p == TRUE :*/
1369
1370
#define R_Q_P01_check(p)            \
1371
0
    if ((log_p  && p > 0) ||            \
1372
0
        (!log_p && (p < 0 || p > 1)) )      \
1373
0
        ML_ERR_return_NAN
1374
1375
/* additions for density functions (C.Loader) */
1376
#define R_D_fexp(f,x)     (give_log ? -0.5*log(f)+(x) : exp(x)/sqrt(f))
1377
#define R_D_forceint(x)   floor((x) + 0.5)
1378
#define R_D_nonint(x)     (fabs((x) - floor((x)+0.5)) > 1e-7)
1379
/* [neg]ative or [non int]eger : */
1380
#define R_D_negInonint(x) (x < 0. || R_D_nonint(x))
1381
1382
#define R_D_nonint_check(x)                 \
1383
    if (R_D_nonint(x)) {                  \
1384
        MATHLIB_WARNING("non-integer x = %f", x);   \
1385
        return R_D__0;                  \
1386
    }
1387
1388
0
static double igraph_i_qnorm5(double p, double mu, double sigma, igraph_bool_t lower_tail, igraph_bool_t log_p) {
1389
0
    double p_, q, r, val;
1390
1391
0
#ifdef IEEE_754
1392
0
    if (ISNAN(p) || ISNAN(mu) || ISNAN(sigma)) {
1393
0
        return p + mu + sigma;
1394
0
    }
1395
0
#endif
1396
0
    if (p == R_DT_0) {
1397
0
        return ML_NEGINF;
1398
0
    }
1399
0
    if (p == R_DT_1) {
1400
0
        return ML_POSINF;
1401
0
    }
1402
0
    R_Q_P01_check(p);
1403
1404
0
    if (sigma  < 0) {
1405
0
        ML_ERR_return_NAN;
1406
0
    }
1407
0
    if (sigma == 0) {
1408
0
        return mu;
1409
0
    }
1410
1411
0
    p_ = R_DT_qIv(p);/* real lower_tail prob. p */
1412
0
    q = p_ - 0.5;
1413
1414
    /*-- use AS 241 --- */
1415
    /* double ppnd16_(double *p, long *ifault)*/
1416
    /*      ALGORITHM AS241  APPL. STATIST. (1988) VOL. 37, NO. 3
1417
1418
            Produces the normal deviate Z corresponding to a given lower
1419
            tail area of P; Z is accurate to about 1 part in 10**16.
1420
1421
            (original fortran code used PARAMETER(..) for the coefficients
1422
             and provided hash codes for checking them...)
1423
    */
1424
0
    if (fabs(q) <= .425) {/* 0.075 <= p <= 0.925 */
1425
0
        r = .180625 - q * q;
1426
0
        val =
1427
0
            q * (((((((r * 2509.0809287301226727 +
1428
0
                       33430.575583588128105) * r + 67265.770927008700853) * r +
1429
0
                     45921.953931549871457) * r + 13731.693765509461125) * r +
1430
0
                   1971.5909503065514427) * r + 133.14166789178437745) * r +
1431
0
                 3.387132872796366608)
1432
0
            / (((((((r * 5226.495278852854561 +
1433
0
                     28729.085735721942674) * r + 39307.89580009271061) * r +
1434
0
                   21213.794301586595867) * r + 5394.1960214247511077) * r +
1435
0
                 687.1870074920579083) * r + 42.313330701600911252) * r + 1.);
1436
0
    } else { /* closer than 0.075 from {0,1} boundary */
1437
1438
        /* r = min(p, 1-p) < 0.075 */
1439
0
        if (q > 0) {
1440
0
            r = R_DT_CIv(p);    /* 1-p */
1441
0
        } else {
1442
0
            r = p_;    /* = R_DT_Iv(p) ^=  p */
1443
0
        }
1444
1445
0
        r = sqrt(- ((log_p &&
1446
0
                     ((lower_tail && q <= 0) || (!lower_tail && q > 0))) ?
1447
0
                    p : /* else */ log(r)));
1448
        /* r = sqrt(-log(r))  <==>  min(p, 1-p) = exp( - r^2 ) */
1449
1450
0
        if (r <= 5.) { /* <==> min(p,1-p) >= exp(-25) ~= 1.3888e-11 */
1451
0
            r += -1.6;
1452
0
            val = (((((((r * 7.7454501427834140764e-4 +
1453
0
                         .0227238449892691845833) * r + .24178072517745061177) *
1454
0
                       r + 1.27045825245236838258) * r +
1455
0
                      3.64784832476320460504) * r + 5.7694972214606914055) *
1456
0
                    r + 4.6303378461565452959) * r +
1457
0
                   1.42343711074968357734)
1458
0
                  / (((((((r *
1459
0
                           1.05075007164441684324e-9 + 5.475938084995344946e-4) *
1460
0
                          r + .0151986665636164571966) * r +
1461
0
                         .14810397642748007459) * r + .68976733498510000455) *
1462
0
                       r + 1.6763848301838038494) * r +
1463
0
                      2.05319162663775882187) * r + 1.);
1464
0
        } else { /* very close to  0 or 1 */
1465
0
            r += -5.;
1466
0
            val = (((((((r * 2.01033439929228813265e-7 +
1467
0
                         2.71155556874348757815e-5) * r +
1468
0
                        .0012426609473880784386) * r + .026532189526576123093) *
1469
0
                      r + .29656057182850489123) * r +
1470
0
                     1.7848265399172913358) * r + 5.4637849111641143699) *
1471
0
                   r + 6.6579046435011037772)
1472
0
                  / (((((((r *
1473
0
                           2.04426310338993978564e-15 + 1.4215117583164458887e-7) *
1474
0
                          r + 1.8463183175100546818e-5) * r +
1475
0
                         7.868691311456132591e-4) * r + .0148753612908506148525)
1476
0
                       * r + .13692988092273580531) * r +
1477
0
                      .59983220655588793769) * r + 1.);
1478
0
        }
1479
1480
0
        if (q < 0.0) {
1481
0
            val = -val;
1482
0
        }
1483
        /* return (q >= 0.)? r : -r ;*/
1484
0
    }
1485
0
    return mu + sigma * val;
1486
0
}
1487
1488
0
static igraph_integer_t imax2(igraph_integer_t x, igraph_integer_t y) {
1489
0
    return (x < y) ? y : x;
1490
0
}
1491
1492
0
static igraph_integer_t imin2(igraph_integer_t x, igraph_integer_t y) {
1493
0
    return (x < y) ? x : y;
1494
0
}
1495
1496
0
static double igraph_i_norm_rand(igraph_rng_t *rng) {
1497
0
    double r;
1498
1499
    /* Use the inversion method based on uniform variates from (0, 1).
1500
     * We exclude 0.0 as it would lead to generating -infinity.
1501
     * It is assumed that unif01() provides sufficient accuracy.
1502
     * A resolution of 2^-32 may not be sufficient. igraph's default
1503
     * implementaton provides an accuracy of 2^-52.
1504
     */
1505
0
    do {
1506
0
        r = igraph_rng_get_unif01(rng);
1507
0
    } while (r == 0.0);
1508
1509
0
    return igraph_i_qnorm5(r, 0.0, 1.0, 1, 0);
1510
0
}
1511
1512
/*
1513
 * The following function is igraph code (not R / Mathlib).
1514
 *
1515
 * We use simple inverse transform sampling, with the assumption that the
1516
 * quality/resolution of uniform variates is high (52 bits in the default
1517
 * implementation). The quantile function is -log(1 - r) but given that
1518
 * r is sampled uniformly form the unit interval, -log(r) is equivalent.
1519
 * r = 0 is disallowed as it would yield infinity.
1520
 */
1521
1522
0
static double igraph_i_exp_rand(igraph_rng_t *rng) {
1523
0
    igraph_real_t r = igraph_rng_get_unif01(rng);
1524
0
    if (r == 0.0) r = 1.0; /* sample from (0, 1] instead of [0, 1) */
1525
0
    return -log(r);
1526
0
}
1527
1528
/*
1529
 *  Mathlib : A C Library of Special Functions
1530
 *  Copyright (C) 1998 Ross Ihaka
1531
 *  Copyright (C) 2000-2001 The R Development Core Team
1532
 *
1533
 *  This program is free software; you can redistribute it and/or modify
1534
 *  it under the terms of the GNU General Public License as published by
1535
 *  the Free Software Foundation; either version 2 of the License, or
1536
 *  (at your option) any later version.
1537
 *
1538
 *  This program is distributed in the hope that it will be useful,
1539
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
1540
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
1541
 *  GNU General Public License for more details.
1542
 *
1543
 *  You should have received a copy of the GNU General Public License
1544
 *  along with this program; if not, write to the Free Software
1545
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA.
1546
 *
1547
 *  SYNOPSIS
1548
 *
1549
 *    #include <Rmath.h>
1550
 *    double rpois(double lambda)
1551
 *
1552
 *  DESCRIPTION
1553
 *
1554
 *    Random variates from the Poisson distribution.
1555
 *
1556
 *  REFERENCE
1557
 *
1558
 *    Ahrens, J.H. and Dieter, U. (1982).
1559
 *    Computer generation of Poisson deviates
1560
 *    from modified normal distributions.
1561
 *    ACM Trans. Math. Software 8, 163-179.
1562
 */
1563
1564
0
#define a0  -0.5
1565
0
#define a1   0.3333333
1566
0
#define a2  -0.2500068
1567
0
#define a3   0.2000118
1568
0
#define a4  -0.1661269
1569
0
#define a5   0.1421878
1570
0
#define a6  -0.1384794
1571
0
#define a7   0.1250060
1572
1573
0
#define one_7   0.1428571428571428571
1574
0
#define one_12  0.0833333333333333333
1575
0
#define one_24  0.0416666666666666667
1576
1577
0
#define repeat for(;;)
1578
1579
0
#define FALSE 0
1580
0
#define TRUE  1
1581
0
#define M_1_SQRT_2PI    0.398942280401432677939946059934     /* 1/sqrt(2pi) */
1582
1583
0
static double igraph_i_rpois(igraph_rng_t *rng, double mu) {
1584
    /* Factorial Table (0:9)! */
1585
0
    const double fact[10] = {
1586
0
        1., 1., 2., 6., 24., 120., 720., 5040., 40320., 362880.
1587
0
    };
1588
1589
    /* These are static --- persistent between calls for same mu : */
1590
0
    static IGRAPH_THREAD_LOCAL int l;
1591
0
    static IGRAPH_THREAD_LOCAL igraph_integer_t m;
1592
1593
0
    static IGRAPH_THREAD_LOCAL double b1, b2, c, c0, c1, c2, c3;
1594
0
    static IGRAPH_THREAD_LOCAL double pp[36], p0, p, q, s, d, omega;
1595
0
    static IGRAPH_THREAD_LOCAL double big_l;/* integer "w/o overflow" */
1596
0
    static IGRAPH_THREAD_LOCAL double muprev = 0., muprev2 = 0.;/*, muold    = 0.*/
1597
1598
    /* Local Vars  [initialize some for -Wall]: */
1599
0
    double del, difmuk = 0., E = 0., fk = 0., fx, fy, g, px, py, t, u = 0., v, x;
1600
0
    double pois = -1.;
1601
0
    int k, kflag, big_mu, new_big_mu = FALSE;
1602
1603
0
    if (!isfinite(mu) || mu < 0) {
1604
0
        ML_ERR_return_NAN;
1605
0
    }
1606
1607
0
    if (mu <= 0.) {
1608
0
        return 0.;
1609
0
    }
1610
1611
0
    big_mu = mu >= 10.;
1612
0
    if (big_mu) {
1613
0
        new_big_mu = FALSE;
1614
0
    }
1615
1616
0
    if (!(big_mu && mu == muprev)) {/* maybe compute new persistent par.s */
1617
1618
0
        if (big_mu) {
1619
0
            new_big_mu = TRUE;
1620
            /* Case A. (recalculation of s,d,l  because mu has changed):
1621
             * The Poisson probabilities pk exceed the discrete normal
1622
             * probabilities fk whenever k >= m(mu).
1623
             */
1624
0
            muprev = mu;
1625
0
            s = sqrt(mu);
1626
0
            d = 6. * mu * mu;
1627
0
            big_l = floor(mu - 1.1484);
1628
            /* = an upper bound to m(mu) for all mu >= 10.*/
1629
0
        } else { /* Small mu ( < 10) -- not using normal approx. */
1630
1631
            /* Case B. (start new table and calculate p0 if necessary) */
1632
1633
            /*muprev = 0.;-* such that next time, mu != muprev ..*/
1634
0
            if (mu != muprev) {
1635
0
                muprev = mu;
1636
0
                m = imax2(1, (igraph_integer_t) mu);
1637
0
                l = 0; /* pp[] is already ok up to pp[l] */
1638
0
                q = p0 = p = exp(-mu);
1639
0
            }
1640
1641
0
            repeat {
1642
                /* Step U. uniform sample for inversion method */
1643
0
                u = igraph_rng_get_unif01(rng);
1644
0
                if (u <= p0) {
1645
0
                    return 0.;
1646
0
                }
1647
1648
                /* Step T. table comparison until the end pp[l] of the
1649
                   pp-table of cumulative Poisson probabilities
1650
                   (0.458 > ~= pp[9](= 0.45792971447) for mu=10 ) */
1651
0
                if (l != 0) {
1652
0
                    for (k = (u <= 0.458) ? 1 : imin2(l, m);  k <= l; k++)
1653
0
                        if (u <= pp[k]) {
1654
0
                            return (double)k;
1655
0
                        }
1656
0
                    if (l == 35) { /* u > pp[35] */
1657
0
                        continue;
1658
0
                    }
1659
0
                }
1660
                /* Step C. creation of new Poisson
1661
                   probabilities p[l..] and their cumulatives q =: pp[k] */
1662
0
                l++;
1663
0
                for (k = l; k <= 35; k++) {
1664
0
                    p *= mu / k;
1665
0
                    q += p;
1666
0
                    pp[k] = q;
1667
0
                    if (u <= q) {
1668
0
                        l = k;
1669
0
                        return (double)k;
1670
0
                    }
1671
0
                }
1672
0
                l = 35;
1673
0
            } /* end(repeat) */
1674
0
        }/* mu < 10 */
1675
1676
0
    } /* end {initialize persistent vars} */
1677
1678
    /* Only if mu >= 10 : ----------------------- */
1679
1680
    /* Step N. normal sample */
1681
0
    g = mu + s * igraph_i_norm_rand(rng);/* norm_rand() ~ N(0,1), standard normal */
1682
1683
0
    if (g >= 0.) {
1684
0
        pois = floor(g);
1685
        /* Step I. immediate acceptance if pois is large enough */
1686
0
        if (pois >= big_l) {
1687
0
            return pois;
1688
0
        }
1689
        /* Step S. squeeze acceptance */
1690
0
        fk = pois;
1691
0
        difmuk = mu - fk;
1692
0
        u = igraph_rng_get_unif01(rng); /* ~ U(0,1) - sample */
1693
0
        if (d * u >= difmuk * difmuk * difmuk) {
1694
0
            return pois;
1695
0
        }
1696
0
    }
1697
1698
    /* Step P. preparations for steps Q and H.
1699
       (recalculations of parameters if necessary) */
1700
1701
0
    if (new_big_mu || mu != muprev2) {
1702
        /* Careful! muprev2 is not always == muprev
1703
        because one might have exited in step I or S
1704
        */
1705
0
        muprev2 = mu;
1706
0
        omega = M_1_SQRT_2PI / s;
1707
        /* The quantities b1, b2, c3, c2, c1, c0 are for the Hermite
1708
         * approximations to the discrete normal probabilities fk. */
1709
1710
0
        b1 = one_24 / mu;
1711
0
        b2 = 0.3 * b1 * b1;
1712
0
        c3 = one_7 * b1 * b2;
1713
0
        c2 = b2 - 15. * c3;
1714
0
        c1 = b1 - 6. * b2 + 45. * c3;
1715
0
        c0 = 1. - b1 + 3. * b2 - 15. * c3;
1716
0
        c = 0.1069 / mu; /* guarantees majorization by the 'hat'-function. */
1717
0
    }
1718
1719
0
    if (g >= 0.) {
1720
        /* 'Subroutine' F is called (kflag=0 for correct return) */
1721
0
        kflag = 0;
1722
0
        goto Step_F;
1723
0
    }
1724
1725
1726
0
    repeat {
1727
        /* Step E. Exponential Sample */
1728
1729
0
        E = igraph_i_exp_rand(rng);/* ~ Exp(1) (standard exponential) */
1730
1731
        /*  sample t from the laplace 'hat'
1732
            (if t <= -0.6744 then pk < fk for all mu >= 10.) */
1733
0
        u = 2 * igraph_rng_get_unif01(rng) - 1.;
1734
0
        t = 1.8 + copysign(E, u);
1735
0
        if (t > -0.6744) {
1736
0
            pois = floor(mu + s * t);
1737
0
            fk = pois;
1738
0
            difmuk = mu - fk;
1739
1740
            /* 'subroutine' F is called (kflag=1 for correct return) */
1741
0
            kflag = 1;
1742
1743
0
Step_F: /* 'subroutine' F : calculation of px,py,fx,fy. */
1744
1745
0
            if (pois < 10) { /* use factorials from table fact[] */
1746
0
                px = -mu;
1747
0
                py = pow(mu, pois) / fact[(int)pois];
1748
0
            } else {
1749
                /* Case pois >= 10 uses polynomial approximation
1750
                   a0-a7 for accuracy when advisable */
1751
0
                del = one_12 / fk;
1752
0
                del = del * (1. - 4.8 * del * del);
1753
0
                v = difmuk / fk;
1754
0
                if (fabs(v) <= 0.25)
1755
0
                    px = fk * v * v * (((((((a7 * v + a6) * v + a5) * v + a4) *
1756
0
                                          v + a3) * v + a2) * v + a1) * v + a0)
1757
0
                    - del;
1758
0
                else { /* |v| > 1/4 */
1759
0
                    px = fk * log(1. + v) - difmuk - del;
1760
0
                }
1761
0
                py = M_1_SQRT_2PI / sqrt(fk);
1762
0
            }
1763
0
            x = (0.5 - difmuk) / s;
1764
0
            x *= x;/* x^2 */
1765
0
            fx = -0.5 * x;
1766
0
            fy = omega * (((c3 * x + c2) * x + c1) * x + c0);
1767
0
            if (kflag > 0) {
1768
                /* Step H. Hat acceptance (E is repeated on rejection) */
1769
0
                if (c * fabs(u) <= py * exp(px + E) - fy * exp(fx + E)) {
1770
0
                    break;
1771
0
                }
1772
0
            } else
1773
                /* Step Q. Quotient acceptance (rare case) */
1774
0
                if (fy - u * fy <= py * exp(px - fx)) {
1775
0
                    break;
1776
0
                }
1777
0
        }/* t > -.67.. */
1778
0
    }
1779
0
    return pois;
1780
0
}
1781
1782
#undef a1
1783
#undef a2
1784
#undef a3
1785
#undef a4
1786
#undef a5
1787
#undef a6
1788
#undef a7
1789
1790
/* This is from nmath/rbinom.c */
1791
1792
0
#define repeat for(;;)
1793
1794
0
static double igraph_i_rbinom(igraph_rng_t *rng, igraph_integer_t n, double pp) {
1795
1796
0
    static IGRAPH_THREAD_LOCAL double c, fm, npq, p1, p2, p3, p4, qn;
1797
0
    static IGRAPH_THREAD_LOCAL double xl, xll, xlr, xm, xr;
1798
1799
0
    static IGRAPH_THREAD_LOCAL double psave = -1.0;
1800
0
    static IGRAPH_THREAD_LOCAL igraph_integer_t nsave = -1;
1801
0
    static IGRAPH_THREAD_LOCAL igraph_integer_t m;
1802
1803
0
    double f, f1, f2, u, v, w, w2, x, x1, x2, z, z2;
1804
0
    double p, q, np, g, r, al, alv, amaxp, ffm, ynorm;
1805
0
    igraph_integer_t i, ix, k;
1806
1807
0
    if (!isfinite(pp) ||
1808
        /* n=0, p=0, p=1 are not errors <TSL>*/
1809
0
        n < 0 || pp < 0. || pp > 1.) {
1810
0
        ML_ERR_return_NAN;
1811
0
    }
1812
1813
0
    if (n == 0 || pp == 0.) {
1814
0
        return 0;
1815
0
    }
1816
0
    if (pp == 1.) {
1817
0
        return n;
1818
0
    }
1819
1820
0
    p = fmin(pp, 1. - pp);
1821
0
    q = 1. - p;
1822
0
    np = n * p;
1823
0
    r = p / q;
1824
0
    g = r * (n + 1);
1825
1826
    /* Setup, perform only when parameters change [using static (globals): */
1827
1828
    /* FIXING: Want this thread safe
1829
       -- use as little (thread globals) as possible
1830
    */
1831
0
    if (pp != psave || n != nsave) {
1832
0
        psave = pp;
1833
0
        nsave = n;
1834
0
        if (np < 30.0) {
1835
            /* inverse cdf logic for mean less than 30 */
1836
0
            qn = pow(q, (double) n);
1837
0
            goto L_np_small;
1838
0
        } else {
1839
0
            ffm = np + p;
1840
0
            m = ffm;
1841
0
            fm = m;
1842
0
            npq = np * q;
1843
            /* Note (igraph): Original code used a cast to (int) for rounding. However,
1844
             * the max npq = n*p*(1-p) value is 0.25*n, thus 2.195 * sqrt(npq) may be
1845
             * as large as 1.0975 * sqrt(n). This is not representable on a 32-bit signed
1846
             * integer when n is a 64-bit signed integer. Thus we use trunc() instead. */
1847
0
            p1 = trunc(2.195 * sqrt(npq) - 4.6 * q) + 0.5;
1848
0
            xm = fm + 0.5;
1849
0
            xl = xm - p1;
1850
0
            xr = xm + p1;
1851
0
            c = 0.134 + 20.5 / (15.3 + fm);
1852
0
            al = (ffm - xl) / (ffm - xl * p);
1853
0
            xll = al * (1.0 + 0.5 * al);
1854
0
            al = (xr - ffm) / (xr * q);
1855
0
            xlr = al * (1.0 + 0.5 * al);
1856
0
            p2 = p1 * (1.0 + c + c);
1857
0
            p3 = p2 + c / xll;
1858
0
            p4 = p3 + c / xlr;
1859
0
        }
1860
0
    } else if (n == nsave) {
1861
0
        if (np < 30.0) {
1862
0
            goto L_np_small;
1863
0
        }
1864
0
    }
1865
1866
    /*-------------------------- np = n*p >= 30 : ------------------- */
1867
0
    repeat {
1868
0
        u = igraph_rng_get_unif01(rng) * p4;
1869
0
        v = igraph_rng_get_unif01(rng);
1870
        /* triangular region */
1871
0
        if (u <= p1) {
1872
0
            ix = xm - p1 * v + u;
1873
0
            goto finis;
1874
0
        }
1875
        /* parallelogram region */
1876
0
        if (u <= p2) {
1877
0
            x = xl + (u - p1) / c;
1878
0
            v = v * c + 1.0 - fabs(xm - x) / p1;
1879
0
            if (v > 1.0 || v <= 0.) {
1880
0
                continue;
1881
0
            }
1882
0
            ix = x;
1883
0
        } else {
1884
0
            if (u > p3) { /* right tail */
1885
0
                ix = xr - log(v) / xlr;
1886
0
                if (ix > n) {
1887
0
                    continue;
1888
0
                }
1889
0
                v = v * (u - p3) * xlr;
1890
0
            } else {/* left tail */
1891
0
                ix = xl + log(v) / xll;
1892
0
                if (ix < 0) {
1893
0
                    continue;
1894
0
                }
1895
0
                v = v * (u - p2) * xll;
1896
0
            }
1897
0
        }
1898
        /* determine appropriate way to perform accept/reject test */
1899
0
        k = imaxabs(ix - m);
1900
0
        if (k <= 20 || k >= npq / 2 - 1) {
1901
            /* explicit evaluation */
1902
0
            f = 1.0;
1903
0
            if (m < ix) {
1904
0
                for (i = m + 1; i <= ix; i++) {
1905
0
                    f *= (g / i - r);
1906
0
                }
1907
0
            } else if (m != ix) {
1908
0
                for (i = ix + 1; i <= m; i++) {
1909
0
                    f /= (g / i - r);
1910
0
                }
1911
0
            }
1912
0
            if (v <= f) {
1913
0
                goto finis;
1914
0
            }
1915
0
        } else {
1916
            /* squeezing using upper and lower bounds on log(f(x)) */
1917
0
            amaxp = (k / npq) * ((k * (k / 3. + 0.625) + 0.1666666666666) / npq + 0.5);
1918
0
            ynorm = -k * k / (2.0 * npq);
1919
0
            alv = log(v);
1920
0
            if (alv < ynorm - amaxp) {
1921
0
                goto finis;
1922
0
            }
1923
0
            if (alv <= ynorm + amaxp) {
1924
                /* Stirling's formula to machine accuracy */
1925
                /* for the final acceptance/rejection test */
1926
0
                x1 = ix + 1;
1927
0
                f1 = fm + 1.0;
1928
0
                z = n + 1 - fm;
1929
0
                w = n - ix + 1.0;
1930
0
                z2 = z * z;
1931
0
                x2 = x1 * x1;
1932
0
                f2 = f1 * f1;
1933
0
                w2 = w * w;
1934
0
                if (alv <= xm * log(f1 / x1) + (n - m + 0.5) * log(z / w) + (ix - m) * log(w * p / (x1 * q)) + (13860.0 - (462.0 - (132.0 - (99.0 - 140.0 / f2) / f2) / f2) / f2) / f1 / 166320.0 + (13860.0 - (462.0 - (132.0 - (99.0 - 140.0 / z2) / z2) / z2) / z2) / z / 166320.0 + (13860.0 - (462.0 - (132.0 - (99.0 - 140.0 / x2) / x2) / x2) / x2) / x1 / 166320.0 + (13860.0 - (462.0 - (132.0 - (99.0 - 140.0 / w2) / w2) / w2) / w2) / w / 166320.) {
1935
0
                    goto finis;
1936
0
                }
1937
0
            }
1938
0
        }
1939
0
    }
1940
1941
0
L_np_small:
1942
    /*---------------------- np = n*p < 30 : ------------------------- */
1943
1944
0
    repeat {
1945
0
        ix = 0;
1946
0
        f = qn;
1947
0
        u = igraph_rng_get_unif01(rng);
1948
0
        repeat {
1949
0
            if (u < f) {
1950
0
                goto finis;
1951
0
            }
1952
0
            if (ix > 110) {
1953
0
                break;
1954
0
            }
1955
0
            u -= f;
1956
0
            ix++;
1957
0
            f *= (g / ix - r);
1958
0
        }
1959
0
    }
1960
0
finis:
1961
0
    if (psave > 0.5) {
1962
0
        ix = n - ix;
1963
0
    }
1964
0
    return (double)ix;
1965
0
}
1966
1967
0
static igraph_real_t igraph_i_rexp(igraph_rng_t *rng, double rate) {
1968
0
    igraph_real_t scale = 1.0 / rate;
1969
0
    if (!isfinite(scale) || scale <= 0.0) {
1970
0
        if (scale == 0.0) {
1971
0
            return 0.0;
1972
0
        }
1973
0
        return IGRAPH_NAN;
1974
0
    }
1975
0
    return scale * igraph_i_exp_rand(rng);
1976
0
}
1977
1978
/* This is from nmath/rgamma.c */
1979
1980
/*
1981
 *  Mathlib : A C Library of Special Functions
1982
 *  Copyright (C) 1998 Ross Ihaka
1983
 *  Copyright (C) 2000--2008 The R Core Team
1984
 *
1985
 *  This program is free software; you can redistribute it and/or modify
1986
 *  it under the terms of the GNU General Public License as published by
1987
 *  the Free Software Foundation; either version 2 of the License, or
1988
 *  (at your option) any later version.
1989
 *
1990
 *  This program is distributed in the hope that it will be useful,
1991
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
1992
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
1993
 *  GNU General Public License for more details.
1994
 *
1995
 *  You should have received a copy of the GNU General Public License
1996
 *  along with this program; if not, a copy is available at
1997
 *  http://www.r-project.org/Licenses/
1998
 *
1999
 *  SYNOPSIS
2000
 *
2001
 *    #include <Rmath.h>
2002
 *    double rgamma(double a, double scale);
2003
 *
2004
 *  DESCRIPTION
2005
 *
2006
 *    Random variates from the gamma distribution.
2007
 *
2008
 *  REFERENCES
2009
 *
2010
 *    [1] Shape parameter a >= 1.  Algorithm GD in:
2011
 *
2012
 *    Ahrens, J.H. and Dieter, U. (1982).
2013
 *    Generating gamma variates by a modified
2014
 *    rejection technique.
2015
 *    Comm. ACM, 25, 47-54.
2016
 *
2017
 *
2018
 *    [2] Shape parameter 0 < a < 1. Algorithm GS in:
2019
 *
2020
 *    Ahrens, J.H. and Dieter, U. (1974).
2021
 *    Computer methods for sampling from gamma, beta,
2022
 *    poisson and binomial distributions.
2023
 *    Computing, 12, 223-246.
2024
 *
2025
 *    Input: a = parameter (mean) of the standard gamma distribution.
2026
 *    Output: a variate from the gamma(a)-distribution
2027
 */
2028
2029
0
static double igraph_i_rgamma(igraph_rng_t *rng, double a, double scale) {
2030
    /* Constants : */
2031
0
    static const double sqrt32 = 5.656854;
2032
0
    static const double exp_m1 = 0.36787944117144232159;/* exp(-1) = 1/e */
2033
2034
    /* Coefficients q[k] - for q0 = sum(q[k]*a^(-k))
2035
     * Coefficients a[k] - for q = q0+(t*t/2)*sum(a[k]*v^k)
2036
     * Coefficients e[k] - for exp(q)-1 = sum(e[k]*q^k)
2037
     */
2038
0
    static const double q1 = 0.04166669;
2039
0
    static const double q2 = 0.02083148;
2040
0
    static const double q3 = 0.00801191;
2041
0
    static const double q4 = 0.00144121;
2042
0
    static const double q5 = -7.388e-5;
2043
0
    static const double q6 = 2.4511e-4;
2044
0
    static const double q7 = 2.424e-4;
2045
2046
0
    static const double a1 = 0.3333333;
2047
0
    static const double a2 = -0.250003;
2048
0
    static const double a3 = 0.2000062;
2049
0
    static const double a4 = -0.1662921;
2050
0
    static const double a5 = 0.1423657;
2051
0
    static const double a6 = -0.1367177;
2052
0
    static const double a7 = 0.1233795;
2053
2054
    /* State variables: */
2055
0
    static IGRAPH_THREAD_LOCAL double aa = 0.;
2056
0
    static IGRAPH_THREAD_LOCAL double aaa = 0.;
2057
0
    static IGRAPH_THREAD_LOCAL double s, s2, d;    /* no. 1 (step 1) */
2058
0
    static IGRAPH_THREAD_LOCAL double q0, b, si, c;/* no. 2 (step 4) */
2059
2060
0
    double e, p, q, r, t, u, v, w, x, ret_val;
2061
2062
0
    if (!isfinite(a) || !isfinite(scale) || a < 0.0 || scale <= 0.0) {
2063
0
        if (scale == 0.) {
2064
0
            return 0.;
2065
0
        }
2066
0
        ML_ERR_return_NAN;
2067
0
    }
2068
2069
0
    if (a < 1.) { /* GS algorithm for parameters a < 1 */
2070
0
        if (a == 0) {
2071
0
            return 0.;
2072
0
        }
2073
0
        e = 1.0 + exp_m1 * a;
2074
0
        repeat {
2075
0
            p = e * igraph_rng_get_unif01(rng);
2076
0
            if (p >= 1.0) {
2077
0
                x = -log((e - p) / a);
2078
0
                if (igraph_i_exp_rand(rng) >= (1.0 - a) * log(x)) {
2079
0
                    break;
2080
0
                }
2081
0
            } else {
2082
0
                x = exp(log(p) / a);
2083
0
                if (igraph_i_exp_rand(rng) >= x) {
2084
0
                    break;
2085
0
                }
2086
0
            }
2087
0
        }
2088
0
        return scale * x;
2089
0
    }
2090
2091
    /* --- a >= 1 : GD algorithm --- */
2092
2093
    /* Step 1: Recalculations of s2, s, d if a has changed */
2094
0
    if (a != aa) {
2095
0
        aa = a;
2096
0
        s2 = a - 0.5;
2097
0
        s = sqrt(s2);
2098
0
        d = sqrt32 - s * 12.0;
2099
0
    }
2100
    /* Step 2: t = standard normal deviate,
2101
               x = (s,1/2) -normal deviate. */
2102
2103
    /* immediate acceptance (i) */
2104
0
    t = igraph_i_norm_rand(rng);
2105
0
    x = s + 0.5 * t;
2106
0
    ret_val = x * x;
2107
0
    if (t >= 0.0) {
2108
0
        return scale * ret_val;
2109
0
    }
2110
2111
    /* Step 3: u = 0,1 - uniform sample. squeeze acceptance (s) */
2112
0
    u = igraph_rng_get_unif01(rng);
2113
0
    if (d * u <= t * t * t) {
2114
0
        return scale * ret_val;
2115
0
    }
2116
2117
    /* Step 4: recalculations of q0, b, si, c if necessary */
2118
2119
0
    if (a != aaa) {
2120
0
        aaa = a;
2121
0
        r = 1.0 / a;
2122
0
        q0 = ((((((q7 * r + q6) * r + q5) * r + q4) * r + q3) * r
2123
0
               + q2) * r + q1) * r;
2124
2125
        /* Approximation depending on size of parameter a */
2126
        /* The constants in the expressions for b, si and c */
2127
        /* were established by numerical experiments */
2128
2129
0
        if (a <= 3.686) {
2130
0
            b = 0.463 + s + 0.178 * s2;
2131
0
            si = 1.235;
2132
0
            c = 0.195 / s - 0.079 + 0.16 * s;
2133
0
        } else if (a <= 13.022) {
2134
0
            b = 1.654 + 0.0076 * s2;
2135
0
            si = 1.68 / s + 0.275;
2136
0
            c = 0.062 / s + 0.024;
2137
0
        } else {
2138
0
            b = 1.77;
2139
0
            si = 0.75;
2140
0
            c = 0.1515 / s;
2141
0
        }
2142
0
    }
2143
    /* Step 5: no quotient test if x not positive */
2144
2145
0
    if (x > 0.0) {
2146
        /* Step 6: calculation of v and quotient q */
2147
0
        v = t / (s + s);
2148
0
        if (fabs(v) <= 0.25)
2149
0
            q = q0 + 0.5 * t * t * ((((((a7 * v + a6) * v + a5) * v + a4) * v
2150
0
                                      + a3) * v + a2) * v + a1) * v;
2151
0
        else {
2152
0
            q = q0 - s * t + 0.25 * t * t + (s2 + s2) * log(1.0 + v);
2153
0
        }
2154
2155
2156
        /* Step 7: quotient acceptance (q) */
2157
0
        if (log(1.0 - u) <= q) {
2158
0
            return scale * ret_val;
2159
0
        }
2160
0
    }
2161
2162
0
    repeat {
2163
        /* Step 8: e = standard exponential deviate
2164
         *  u =  0,1 -uniform deviate
2165
         *  t = (b,si)-double exponential (laplace) sample */
2166
0
        e = igraph_i_exp_rand(rng);
2167
0
        u = igraph_rng_get_unif01(rng);
2168
0
        u = u + u - 1.0;
2169
0
        if (u < 0.0) {
2170
0
            t = b - si * e;
2171
0
        } else {
2172
0
            t = b + si * e;
2173
0
        }
2174
        /* Step  9:  rejection if t < tau(1) = -0.71874483771719 */
2175
0
        if (t >= -0.71874483771719) {
2176
            /* Step 10:  calculation of v and quotient q */
2177
0
            v = t / (s + s);
2178
0
            if (fabs(v) <= 0.25)
2179
0
                q = q0 + 0.5 * t * t *
2180
0
                ((((((a7 * v + a6) * v + a5) * v + a4) * v + a3) * v
2181
0
                  + a2) * v + a1) * v;
2182
0
            else {
2183
0
                q = q0 - s * t + 0.25 * t * t + (s2 + s2) * log(1.0 + v);
2184
0
            }
2185
            /* Step 11:  hat acceptance (h) */
2186
            /* (if q not positive go to step 8) */
2187
0
            if (q > 0.0) {
2188
0
                w = expm1(q);
2189
                /*  ^^^^^ original code had approximation with rel.err < 2e-7 */
2190
                /* if t is rejected sample again at step 8 */
2191
0
                if (c * fabs(u) <= w * exp(e - 0.5 * t * t)) {
2192
0
                    break;
2193
0
                }
2194
0
            }
2195
0
        }
2196
0
    } /* repeat .. until  `t' is accepted */
2197
0
    x = s + 0.5 * t;
2198
0
    return scale * x * x;
2199
0
}
2200
2201
igraph_error_t igraph_rng_get_dirichlet(igraph_rng_t *rng,
2202
                             const igraph_vector_t *alpha,
2203
0
                             igraph_vector_t *result) {
2204
2205
0
    igraph_integer_t len = igraph_vector_size(alpha);
2206
0
    igraph_integer_t j;
2207
0
    igraph_real_t sum = 0.0;
2208
2209
0
    if (len < 2) {
2210
0
        IGRAPH_ERROR("Dirichlet parameter vector too short, must have at least two entries.",
2211
0
                     IGRAPH_EINVAL);
2212
0
    }
2213
0
    if (igraph_vector_min(alpha) <= 0) {
2214
0
        IGRAPH_ERROR("Dirichlet concentration parameters must be positive.",
2215
0
                     IGRAPH_EINVAL);
2216
0
    }
2217
2218
0
    IGRAPH_CHECK(igraph_vector_resize(result, len));
2219
2220
0
    RNG_BEGIN();
2221
2222
0
    for (j = 0; j < len; j++) {
2223
0
        VECTOR(*result)[j] = igraph_rng_get_gamma(rng, VECTOR(*alpha)[j], 1.0);
2224
0
        sum += VECTOR(*result)[j];
2225
0
    }
2226
0
    for (j = 0; j < len; j++) {
2227
0
        VECTOR(*result)[j] /= sum;
2228
0
    }
2229
2230
0
    RNG_END();
2231
2232
0
    return IGRAPH_SUCCESS;
2233
0
}