Add randn(&mut rng)

Author: termoshtt

src/generate.rs

@@ -1,7 +1,7 @@
 
 use ndarray::*;
-use rand::*;
 use std::ops::*;
+use rand::*;
 
 use super::layout::*;
 use super::types::*;
@@ -21,17 +21,17 @@ pub fn conjugate<A, Si, So>(a: &ArrayBase<Si, Ix2>) -> ArrayBase<So, Ix2>
 
 /// Random square matrix
 pub fn random_square<A, S>(n: usize) -> ArrayBase<S, Ix2>
-    where A: Rand,
+    where A: RandNormal,
           S: DataOwned<Elem = A>
 {
     let mut rng = thread_rng();
-    let v: Vec<A> = (0..n * n).map(|_| rng.gen()).collect();
+    let v: Vec<A> = (0..n * n).map(|_| A::randn(&mut rng)).collect();
     ArrayBase::from_shape_vec((n, n), v).unwrap()
 }
 
 /// Random Hermite matrix
 pub fn random_hermite<A, S>(n: usize) -> ArrayBase<S, Ix2>
-    where A: Rand + Conjugate + Add<Output = A>,
+    where A: RandNormal + Conjugate + Add<Output = A>,
           S: DataOwned<Elem = A> + DataMut
 {
     let mut a = random_square(n);
@@ -46,7 +46,7 @@ pub fn random_hermite<A, S>(n: usize) -> ArrayBase<S, Ix2>
 
 /// Random Hermite Positive-definite matrix
 pub fn random_hpd<A, S>(n: usize) -> ArrayBase<S, Ix2>
-    where A: Rand + Conjugate + LinalgScalar,
+    where A: RandNormal + Conjugate + LinalgScalar,
           S: DataOwned<Elem = A> + DataMut
 {
     let a: Array2<A> = random_square(n);

src/types.rs

@@ -4,6 +4,8 @@ pub use num_complex::Complex64 as c64;
 use num_complex::Complex;
 use num_traits::Float;
 use std::ops::*;
+use rand::Rng;
+use rand::distributions::*;
 
 pub trait AssociatedReal: Sized {
     type Real: Float + Mul<Self, Output = Self>;
@@ -25,6 +27,10 @@ pub trait Conjugate: Copy {
     fn conj(self) -> Self;
 }
 
+pub trait RandNormal {
+    fn randn<R: Rng>(&mut R) -> Self;
+}
+
 macro_rules! impl_traits {
     ($real:ty, $complex:ty) => {
 
@@ -76,6 +82,22 @@ impl Conjugate for $complex {
     }
 }
 
+impl RandNormal for $real {
+    fn randn<R: Rng>(rng: &mut R) -> Self {
+        let dist = Normal::new(0., 1.);
+        dist.ind_sample(rng) as $real
+    }
+}
+
+impl RandNormal for $complex {
+    fn randn<R: Rng>(rng: &mut R) -> Self {
+        let dist = Normal::new(0., 1.);
+        let re = dist.ind_sample(rng) as $real;
+        let im = dist.ind_sample(rng) as $real;
+        Self::new(re, im)
+    }
+}
+
 }} // impl_traits!
 
 impl_traits!(f64, c64);