Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

random_*_using API for using given RNG #337

Merged
merged 1 commit into from Sep 16, 2022
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Jump to
Jump to file
Failed to load files.
Diff view
Diff view
100 changes: 92 additions & 8 deletions ndarray-linalg/src/generate.rs
Expand Up @@ -22,7 +22,10 @@ where
a
}

/// Generate random array
/// Generate random array with given shape
///
/// - This function uses [rand::thread_rng].
/// See [random_using] for using another RNG
pub fn random<A, S, Sh, D>(sh: Sh) -> ArrayBase<S, D>
where
A: Scalar,
Expand All @@ -31,29 +34,77 @@ where
Sh: ShapeBuilder<Dim = D>,
{
let mut rng = thread_rng();
ArrayBase::from_shape_fn(sh, |_| A::rand(&mut rng))
random_using(sh, &mut rng)
}

/// Generate random array with given RNG
///
/// - See [random] for using default RNG
pub fn random_using<A, S, Sh, D, R>(sh: Sh, rng: &mut R) -> ArrayBase<S, D>
where
A: Scalar,
S: DataOwned<Elem = A>,
D: Dimension,
Sh: ShapeBuilder<Dim = D>,
R: Rng,
{
ArrayBase::from_shape_fn(sh, |_| A::rand(rng))
}

/// Generate random unitary matrix using QR decomposition
///
/// Be sure that this it **NOT** a uniform distribution. Use it only for test purpose.
/// - Be sure that this it **NOT** a uniform distribution.
/// Use it only for test purpose.
/// - This function uses [rand::thread_rng].
/// See [random_unitary_using] for using another RNG.
pub fn random_unitary<A>(n: usize) -> Array2<A>
where
A: Scalar + Lapack,
{
let a: Array2<A> = random((n, n));
let mut rng = thread_rng();
random_unitary_using(n, &mut rng)
}

/// Generate random unitary matrix using QR decomposition with given RNG
///
/// - Be sure that this it **NOT** a uniform distribution.
/// Use it only for test purpose.
/// - See [random_unitary] for using default RNG.
pub fn random_unitary_using<A, R>(n: usize, rng: &mut R) -> Array2<A>
where
A: Scalar + Lapack,
R: Rng,
{
let a: Array2<A> = random_using((n, n), rng);
let (q, _r) = a.qr_into().unwrap();
q
}

/// Generate random regular matrix
///
/// Be sure that this it **NOT** a uniform distribution. Use it only for test purpose.
/// - Be sure that this it **NOT** a uniform distribution.
/// Use it only for test purpose.
/// - This function uses [rand::thread_rng].
/// See [random_regular_using] for using another RNG.
pub fn random_regular<A>(n: usize) -> Array2<A>
where
A: Scalar + Lapack,
{
let a: Array2<A> = random((n, n));
let mut rng = rand::thread_rng();
random_regular_using(n, &mut rng)
}

/// Generate random regular matrix with given RNG
///
/// - Be sure that this it **NOT** a uniform distribution.
/// Use it only for test purpose.
/// - See [random_regular] for using default RNG.
pub fn random_regular_using<A, R>(n: usize, rng: &mut R) -> Array2<A>
where
A: Scalar + Lapack,
R: Rng,
{
let a: Array2<A> = random_using((n, n), rng);
let (q, mut r) = a.qr_into().unwrap();
for i in 0..n {
r[(i, i)] = A::one() + A::from_real(r[(i, i)].abs());
Expand All @@ -62,12 +113,28 @@ where
}

/// Random Hermite matrix
///
/// - This function uses [rand::thread_rng].
/// See [random_hermite_using] for using another RNG.
pub fn random_hermite<A, S>(n: usize) -> ArrayBase<S, Ix2>
where
A: Scalar,
S: DataOwned<Elem = A> + DataMut,
{
let mut a: ArrayBase<S, Ix2> = random((n, n));
let mut rng = rand::thread_rng();
random_hermite_using(n, &mut rng)
}

/// Random Hermite matrix with given RNG
///
/// - See [random_hermite] for using default RNG.
pub fn random_hermite_using<A, S, R>(n: usize, rng: &mut R) -> ArrayBase<S, Ix2>
where
A: Scalar,
S: DataOwned<Elem = A> + DataMut,
R: Rng,
{
let mut a: ArrayBase<S, Ix2> = random_using((n, n), rng);
for i in 0..n {
a[(i, i)] = a[(i, i)] + a[(i, i)].conj();
for j in (i + 1)..n {
Expand All @@ -80,13 +147,30 @@ where
/// Random Hermite Positive-definite matrix
///
/// - Eigenvalue of matrix must be larger than 1 (thus non-singular)
/// - This function uses [rand::thread_rng].
/// See [random_hpd_using] for using another RNG.
///
pub fn random_hpd<A, S>(n: usize) -> ArrayBase<S, Ix2>
where
A: Scalar,
S: DataOwned<Elem = A> + DataMut,
{
let a: Array2<A> = random((n, n));
let mut rng = rand::thread_rng();
random_hpd_using(n, &mut rng)
}

/// Random Hermite Positive-definite matrix with given RNG
///
/// - Eigenvalue of matrix must be larger than 1 (thus non-singular)
/// - See [random_hpd] for using default RNG.
///
pub fn random_hpd_using<A, S, R>(n: usize, rng: &mut R) -> ArrayBase<S, Ix2>
where
A: Scalar,
S: DataOwned<Elem = A> + DataMut,
R: Rng,
{
let a: Array2<A> = random_using((n, n), rng);
let ah: Array2<A> = conjugate(&a);
ArrayBase::eye(n) + &ah.dot(&a)
}
Expand Down