1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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6 // modification, are permitted provided that the following conditions are met:
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
31 #ifndef CERES_EXAMPLES_RANDOM_H_
32 #define CERES_EXAMPLES_RANDOM_H_
40 // Return a random number sampled from a uniform distribution in the range
42 inline double RandDouble() {
43 double r = static_cast<double>(rand());
47 // Marsaglia Polar method for generation standard normal (pseudo)
48 // random numbers http://en.wikipedia.org/wiki/Marsaglia_polar_method
49 inline double RandNormal() {
52 x1 = 2.0 * RandDouble() - 1.0;
53 x2 = 2.0 * RandDouble() - 1.0;
54 w = x1 * x1 + x2 * x2;
55 } while ( w >= 1.0 || w == 0.0 );
57 w = sqrt((-2.0 * log(w)) / w);
61 } // namespace examples
64 #endif // CERES_EXAMPLES_RANDOM_H_