numerics.h

Gaussian Mixture Algorithm

/***************************************************************************
 *   Copyright (C) 2008 by Yann LeCun   *
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 *        Institute of Mathematical Sciences (http://cims.nyu.edu).
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#ifndef Numerics_H
#define Numerics_H

#include <math.h>

namespace ebl {

//! derivative of tanh
double dtanh(double x);

//! "standard" sigmoid, used in Lush.
//! Rational polynomial for computing y = 1.71593428*tanh(0.66666666*x)
double stdsigmoid(double x);
//! derivative of standard digmoid.
double dstdsigmoid(double x);


////////////////////////////////////////////////////////////////

//! flag used to know if dseed has been already called
//! This flag is raised only when init_rand is called, not
//! when dseed is called.
//! At the moment only the forget functions use this flag (see ebm)
extern bool drand_ini;

//! initializes drand by calling dseed, and raises drand_ini
void init_drand(int x);

//! sets the seed of the random number generator.
//! This MUST be called at least once before
//! the random number generator is used. Otherwise
//! calls to drand() and dgauss() always return the
//! same number.
void dseed(int x);

//! random number generator. Return a random number
//! drawn from a uniform distribution over [0,1].
double drand(void);

//! random number generator. Return a random number
//! drawn from a uniform distribution over [-v,+v].
double drand(double v);

//! random number generator. Return a random number
//! drawn from a uniform distribution over [v0,v1].
double drand(double v0, double v1);

//! draw a random number from a quasi-Gaussian
//! distribution with mean 0 and variance 1.
double dgauss(void);

//! draw a random number from a quasi-Gaussian
//! distribution with mean 0 and variance sigma.
double dgauss(double sigma);

//! draw a random number from a quasi-Gaussian
//! distribution with mean m and variance sigma.
double dgauss(double m, double sigma);

} // end namespace ebl

#endif