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Implement av_bmg_next(), a Box-Muller Gaussian random generator.
See the thread: "[FFmpeg-devel] [PATCH] Box-Muller gaussian generator". Originally committed as revision 20808 to svn://svn.ffmpeg.org/ffmpeg/trunk
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@ -35,8 +35,8 @@
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#define AV_VERSION(a, b, c) AV_VERSION_DOT(a, b, c)
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#define LIBAVUTIL_VERSION_MAJOR 50
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#define LIBAVUTIL_VERSION_MINOR 5
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#define LIBAVUTIL_VERSION_MICRO 1
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#define LIBAVUTIL_VERSION_MINOR 6
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#define LIBAVUTIL_VERSION_MICRO 0
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#define LIBAVUTIL_VERSION_INT AV_VERSION_INT(LIBAVUTIL_VERSION_MAJOR, \
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LIBAVUTIL_VERSION_MINOR, \
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@ -39,6 +39,21 @@ void av_cold av_lfg_init(AVLFG *c, unsigned int seed){
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c->index=0;
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}
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void av_bmg_get(AVLFG *lfg, double out[2])
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{
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double x1, x2, w;
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do {
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x1 = 2.0/UINT_MAX*av_lfg_get(lfg) - 1.0;
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x2 = 2.0/UINT_MAX*av_lfg_get(lfg) - 1.0;
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w = x1*x1 + x2*x2;
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} while (w >= 1.0);
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w = sqrt((-2.0 * log(w)) / w);
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out[0] = x1 * w;
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out[1] = x2 * w;
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}
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#ifdef TEST
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#include "log.h"
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#include "common.h"
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@ -59,6 +74,24 @@ int main(void)
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STOP_TIMER("624 calls of av_lfg_get");
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}
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av_log(NULL, AV_LOG_ERROR, "final value:%X\n", x);
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/* BMG usage example */
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{
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double mean = 1000;
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double stddev = 53;
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av_lfg_init(&state, 42);
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for (i = 0; i < 1000; i += 2) {
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double bmg_out[2];
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av_bmg_get(&state, bmg_out);
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av_log(NULL, AV_LOG_INFO,
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"%f\n%f\n",
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bmg_out[0] * stddev + mean,
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bmg_out[1] * stddev + mean);
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}
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}
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return 0;
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}
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#endif
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@ -51,4 +51,12 @@ static inline unsigned int av_mlfg_get(AVLFG *c){
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return c->state[c->index++ & 63] = 2*a*b+a+b;
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}
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/**
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* Gets the next two numbers generated by a Box-Muller Gaussian
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* generator using the random numbers issued by lfg.
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*
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* @param out[2] array where are placed the two generated numbers
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*/
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void av_bmg_get(AVLFG *lfg, double out[2]);
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#endif /* AVUTIL_LFG_H */
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