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Add complex randn #21973

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merged 5 commits into from
May 25, 2017
Merged

Add complex randn #21973

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d891aef
Add complex randn
May 19, 2017
2da70cc
add where syntax and move to appropriate place in source
May 20, 2017
e21065f
update NEWS.md and adjust complex randn to accept AbstractFloat
May 23, 2017
f3c46e2
minor formatting of complex randn and delete stray empty line
May 24, 2017
672c01b
rebase off of upstream to resolve NEWS conflict
May 25, 2017
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7 changes: 6 additions & 1 deletion base/random.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1181,7 +1181,9 @@ const ziggurat_exp_r = 7.6971174701310497140446280481
Generate a normally-distributed random number of type `T` with mean 0 and standard deviation 1.
Optionally generate an array of normally-distributed random numbers.
The `Base` module currently provides an implementation for the types
`Float16`, `Float32`, and `Float64` (the default).
`Float16`, `Float32`, and `Float64` (the default), and their `Complex` counterparts.
When the type argument is complex, the values are drawn from the circularly symmetric
complex normal distribution.
"""
@inline function randn(rng::AbstractRNG=GLOBAL_RNG)
@inbounds begin
Expand All @@ -1194,6 +1196,9 @@ The `Base` module currently provides an implementation for the types
end
end

Base.@irrational SQRT_HALF 0.7071067811865475244008 sqrt(big(0.5))
randn{T}(rng::AbstractRNG, ::Type{Complex{T}}) = Complex{T}(SQRT_HALF * randn(rng, T), SQRT_HALF*randn(rng, T))
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For new code, maybe use the where syntax. Also, don't you want to restrict T<:AbstractFloat?

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Ah right I forgot about the new where syntax. Good call about restriction at the call site. I wasn't sure if should just let it blow up at the call the randn(rng, T), but it does makes the error message a little more cryptic doesn't it.

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I think it would make an InexactError when calling the complex constructor on real (because of the multiplication by SQRT_HALF) values, e.g. with T==Int. Also, this distribution will make sense only when randn(T) produces a number in [0,1), i.e. T<:AbstractFloat.

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I'm not sure I understand what you mean by this. Can you explain another way?


# this unlikely branch is put in a separate function for better efficiency
function randn_unlikely(rng, idx, rabs, x)
@inbounds if idx == 0
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6 changes: 3 additions & 3 deletions base/sysimg.jl
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Expand Up @@ -274,6 +274,9 @@ include("combinatorics.jl")
# more hashing definitions
include("hashing2.jl")

# irrational mathematical constants
include("irrationals.jl")

# random number generation
include("dSFMT.jl")
include("random.jl")
Expand Down Expand Up @@ -334,9 +337,6 @@ const × = cross
# statistics
include("statistics.jl")

# irrational mathematical constants
include("irrationals.jl")

# signal processing
include("dft.jl")
importall .DFT
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13 changes: 10 additions & 3 deletions test/random.jl
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Expand Up @@ -13,6 +13,7 @@ srand(0); rand(); x = rand(384)
@test typeof(rand(false:true)) === Bool
@test typeof(rand(Char)) === Char
@test length(randn(4, 5)) == 20
@test length(randn(Complex128, 4, 5)) == 20
@test length(bitrand(4, 5)) == 20

@test rand(MersenneTwister(0)) == 0.8236475079774124
Expand Down Expand Up @@ -65,6 +66,11 @@ randn!(MersenneTwister(42), A)
@test A == [-0.5560268761463861 0.027155338009193845;
-0.444383357109696 -0.29948409035891055]

B = zeros(Complex128, 2)
randn!(MersenneTwister(42), B)
@test B == [Complex128(-0.5560268761463861,-0.444383357109696),
Complex128(0.027155338009193845,-0.29948409035891055)] * 0.7071067811865475244008

for T in (Int8, UInt8, Int16, UInt16, Int32, UInt32, Int64, UInt64, Int128, UInt128, BigInt,
Float16, Float32, Float64, Rational{Int})
r = rand(convert(T, 97):convert(T, 122))
Expand Down Expand Up @@ -306,8 +312,9 @@ end

# test all rand APIs
for rng in ([], [MersenneTwister(0)], [RandomDevice()])
types = [Base.BitInteger_types..., Bool, Float16, Float32, Float64, Char]
ftypes = [Float16, Float32, Float64]
cftypes = [Complex32, Complex64, Complex128, ftypes...]
types = [Bool, Char, Base.BitInteger_types..., ftypes...]
b2 = big(2)
u3 = UInt(3)
for f in [rand, randn, randexp]
Expand All @@ -316,7 +323,7 @@ for rng in ([], [MersenneTwister(0)], [RandomDevice()])
f(rng..., 2, 3) ::Array{Float64, 2}
f(rng..., b2, u3) ::Array{Float64, 2}
f(rng..., (2, 3)) ::Array{Float64, 2}
for T in (f === rand ? types : ftypes)
for T in (f === rand ? types : f === randn ? cftypes : ftypes)
a0 = f(rng..., T) ::T
a1 = f(rng..., T, 5) ::Vector{T}
a2 = f(rng..., T, 2, 3) ::Array{T, 2}
Expand All @@ -330,7 +337,7 @@ for rng in ([], [MersenneTwister(0)], [RandomDevice()])
end
end
for f! in [rand!, randn!, randexp!]
for T in (f! === rand! ? types : ftypes)
for T in (f! === rand! ? types : f! === randn! ? cftypes : ftypes)
X = T == Bool ? T[0,1] : T[0,1,2]
for A in (Array{T}(5), Array{T}(2, 3))
f!(rng..., A) ::typeof(A)
Expand Down