Implement av_bmg_next(), a Box-Muller Gaussian random generator.
[libav.git] / libavutil / lfg.c
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1/*
2 * Lagged Fibonacci PRNG
3 * Copyright (c) 2008 Michael Niedermayer
4 *
5 * This file is part of FFmpeg.
6 *
7 * FFmpeg is free software; you can redistribute it and/or
8 * modify it under the terms of the GNU Lesser General Public
9 * License as published by the Free Software Foundation; either
10 * version 2.1 of the License, or (at your option) any later version.
11 *
12 * FFmpeg is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
15 * Lesser General Public License for more details.
16 *
17 * You should have received a copy of the GNU Lesser General Public
18 * License along with FFmpeg; if not, write to the Free Software
19 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
20 */
21
22#include <inttypes.h>
23#include "lfg.h"
24#include "md5.h"
25#include "intreadwrite.h"
26
27void av_cold av_lfg_init(AVLFG *c, unsigned int seed){
28 uint8_t tmp[16]={0};
29 int i;
30
31 for(i=8; i<64; i+=4){
32 AV_WL32(tmp, seed); tmp[4]=i;
33 av_md5_sum(tmp, tmp, 16);
34 c->state[i ]= AV_RL32(tmp);
35 c->state[i+1]= AV_RL32(tmp+4);
36 c->state[i+2]= AV_RL32(tmp+8);
37 c->state[i+3]= AV_RL32(tmp+12);
38 }
39 c->index=0;
40}
41
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42void av_bmg_get(AVLFG *lfg, double out[2])
43{
44 double x1, x2, w;
45
46 do {
47 x1 = 2.0/UINT_MAX*av_lfg_get(lfg) - 1.0;
48 x2 = 2.0/UINT_MAX*av_lfg_get(lfg) - 1.0;
49 w = x1*x1 + x2*x2;
50 } while (w >= 1.0);
51
52 w = sqrt((-2.0 * log(w)) / w);
53 out[0] = x1 * w;
54 out[1] = x2 * w;
55}
56
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57#ifdef TEST
58#include "log.h"
59#include "common.h"
60
61int main(void)
62{
63 int x=0;
64 int i, j;
65 AVLFG state;
66
67 av_lfg_init(&state, 0xdeadbeef);
68 for (j = 0; j < 10000; j++) {
69 START_TIMER
70 for (i = 0; i < 624; i++) {
71// av_log(NULL,AV_LOG_ERROR, "%X\n", av_lfg_get(&state));
72 x+=av_lfg_get(&state);
73 }
0e4cb6cb 74 STOP_TIMER("624 calls of av_lfg_get");
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75 }
76 av_log(NULL, AV_LOG_ERROR, "final value:%X\n", x);
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77
78 /* BMG usage example */
79 {
80 double mean = 1000;
81 double stddev = 53;
82
83 av_lfg_init(&state, 42);
84
85 for (i = 0; i < 1000; i += 2) {
86 double bmg_out[2];
87 av_bmg_get(&state, bmg_out);
88 av_log(NULL, AV_LOG_INFO,
89 "%f\n%f\n",
90 bmg_out[0] * stddev + mean,
91 bmg_out[1] * stddev + mean);
92 }
93 }
94
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95 return 0;
96}
97#endif