Commit 3ba69a15 authored by Stefano Sabatini's avatar Stefano Sabatini
Browse files

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
parent 62d75662
......@@ -35,8 +35,8 @@
#define AV_VERSION(a, b, c) AV_VERSION_DOT(a, b, c)
#define LIBAVUTIL_VERSION_MAJOR 50
#define LIBAVUTIL_VERSION_MINOR 5
#define LIBAVUTIL_VERSION_MICRO 1
#define LIBAVUTIL_VERSION_MINOR 6
#define LIBAVUTIL_VERSION_MICRO 0
#define LIBAVUTIL_VERSION_INT AV_VERSION_INT(LIBAVUTIL_VERSION_MAJOR, \
LIBAVUTIL_VERSION_MINOR, \
......
......@@ -39,6 +39,21 @@ void av_cold av_lfg_init(AVLFG *c, unsigned int seed){
c->index=0;
}
void av_bmg_get(AVLFG *lfg, double out[2])
{
double x1, x2, w;
do {
x1 = 2.0/UINT_MAX*av_lfg_get(lfg) - 1.0;
x2 = 2.0/UINT_MAX*av_lfg_get(lfg) - 1.0;
w = x1*x1 + x2*x2;
} while (w >= 1.0);
w = sqrt((-2.0 * log(w)) / w);
out[0] = x1 * w;
out[1] = x2 * w;
}
#ifdef TEST
#include "log.h"
#include "common.h"
......@@ -59,6 +74,24 @@ int main(void)
STOP_TIMER("624 calls of av_lfg_get");
}
av_log(NULL, AV_LOG_ERROR, "final value:%X\n", x);
/* BMG usage example */
{
double mean = 1000;
double stddev = 53;
av_lfg_init(&state, 42);
for (i = 0; i < 1000; i += 2) {
double bmg_out[2];
av_bmg_get(&state, bmg_out);
av_log(NULL, AV_LOG_INFO,
"%f\n%f\n",
bmg_out[0] * stddev + mean,
bmg_out[1] * stddev + mean);
}
}
return 0;
}
#endif
......@@ -51,4 +51,12 @@ static inline unsigned int av_mlfg_get(AVLFG *c){
return c->state[c->index++ & 63] = 2*a*b+a+b;
}
/**
* Gets the next two numbers generated by a Box-Muller Gaussian
* generator using the random numbers issued by lfg.
*
* @param out[2] array where are placed the two generated numbers
*/
void av_bmg_get(AVLFG *lfg, double out[2]);
#endif /* AVUTIL_LFG_H */
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