mirror of
https://github.com/attractivechaos/klib
synced 2025-02-22 09:24:00 +03:00
54 lines
1.5 KiB
C
54 lines
1.5 KiB
C
#ifndef AC_KMATH_H
|
|
#define AC_KMATH_H
|
|
|
|
#include <stdint.h>
|
|
|
|
#ifdef __cplusplus
|
|
extern "C" {
|
|
#endif
|
|
|
|
/**********************************
|
|
* Pseudo-random number generator *
|
|
**********************************/
|
|
|
|
typedef uint64_t krint64_t;
|
|
|
|
struct _krand_t;
|
|
typedef struct _krand_t krand_t;
|
|
|
|
#define kr_drand(_kr) ((kr_rand(_kr) >> 11) * (1.0/9007199254740992.0))
|
|
#define kr_sample(_kr, _k, _cnt) ((*(_cnt))++ < (_k)? *(_cnt) - 1 : kr_rand(_kr) % *(_cnt))
|
|
|
|
krand_t *kr_srand(krint64_t seed);
|
|
krint64_t kr_rand(krand_t *kr);
|
|
|
|
/**************************
|
|
* Non-linear programming *
|
|
**************************/
|
|
|
|
#define KMIN_RADIUS 0.5
|
|
#define KMIN_EPS 1e-7
|
|
#define KMIN_MAXCALL 50000
|
|
|
|
typedef double (*kmin_f)(int, double*, void*);
|
|
typedef double (*kmin1_f)(double, void*);
|
|
|
|
double kmin_hj(kmin_f func, int n, double *x, void *data, double r, double eps, int max_calls); // Hooke-Jeeves'
|
|
double kmin_brent(kmin1_f func, double a, double b, void *data, double tol, double *xmin); // Brent's 1-dimenssion
|
|
|
|
/*********************
|
|
* Special functions *
|
|
*********************/
|
|
|
|
double kf_lgamma(double z); // log gamma function
|
|
double kf_erfc(double x); // complementary error function
|
|
double kf_gammap(double s, double z); // regularized lower incomplete gamma function
|
|
double kf_gammaq(double s, double z); // regularized upper incomplete gamma function
|
|
double kf_betai(double a, double b, double x); // regularized incomplete beta function
|
|
|
|
#ifdef __cplusplus
|
|
}
|
|
#endif
|
|
|
|
#endif
|