Translate ziggurat algorithms for normal and exponential variates to …

…Julia.

base/random.jl

@@ -213,10 +213,10 @@ randbool!(B::BitArray) = rand!(B)
 # The Ziggurat Method for generating random variables - Marsaglia and Tsang
 # Paper and reference code: http://www.jstatsoft.org/v05/i08/ 
 
-randn() = randmtzig_gv_randn()
+randn() = randmtzig_randn()
 randn(rng::MersenneTwister) = randmtzig_randn(rng.state)
-randn!(A::Array{Float64}) = randmtzig_gv_fill_randn!(A)
-randn!(rng::MersenneTwister, A::Array{Float64}) = randmtzig_fill_randn!(rng.state, A)
+randn!(A::Array{Float64}) = (for i = 1:length(A);A[i] = randmtzig_randn();end;A)
+randn!(rng::MersenneTwister, A::Array{Float64}) = (for i = 1:length(A);A[i] = randmtzig_randn(rng.state);end;A)
 randn(dims::Dims) = randn!(Array(Float64, dims))
 randn(dims::Int...) = randn!(Array(Float64, dims...))
 

base/sysimg.jl

@@ -149,12 +149,6 @@ end
 # reduction along dims
 include("reducedim.jl")  # macros in this file relies on string.jl
 
-# random number generation and statistics
-include("statistics.jl")
-include("librandom.jl")
-include("random.jl")
-importall .Random
-
 # basic data structures
 include("ordering.jl")
 importall .Order
@@ -165,6 +159,27 @@ include("sort.jl")
 importall .Sort
 include("combinatorics.jl")
 
+# rounding utilities
+include("rounding.jl")
+importall .Rounding
+
+# BigInts and BigFloats
+include("gmp.jl")
+importall .GMP
+include("mpfr.jl")
+importall .MPFR
+big(n::Integer) = convert(BigInt,n)
+big(x::FloatingPoint) = convert(BigFloat,x)
+big(q::Rational) = big(num(q))//big(den(q))
+big(z::Complex) = complex(big(real(z)),big(imag(z)))
+@vectorize_1arg Number big
+
+# random number generation and statistics
+include("statistics.jl")
+include("librandom.jl")
+include("random.jl")
+importall .Random
+
 # distributed arrays and memory-mapped arrays
 include("darray.jl")
 include("mmap.jl")
@@ -209,21 +224,6 @@ include("fftw.jl")
 include("dsp.jl")
 importall .DSP
 
-# rounding utilities
-include("rounding.jl")
-importall .Rounding
-
-# BigInts and BigFloats
-include("gmp.jl")
-importall .GMP
-include("mpfr.jl")
-importall .MPFR
-big(n::Integer) = convert(BigInt,n)
-big(x::FloatingPoint) = convert(BigFloat,x)
-big(q::Rational) = big(num(q))//big(den(q))
-big(z::Complex) = complex(big(real(z)),big(imag(z)))
-@vectorize_1arg Number big
-
 # (s)printf macros
 include("printf.jl")
 importall .Printf

deps/Makefile

@@ -614,7 +614,7 @@ install-openspecfun: $(OPENSPECFUN_OBJ_TARGET)
 ## LIBRANDOM ##
 
 LIBRANDOM_OBJ_TARGET = $(build_shlibdir)/librandom.$(SHLIB_EXT)
-LIBRANDOM_OBJ_SOURCE = random/librandom.$(SHLIB_EXT)
+LIBRANDOM_OBJ_SOURCE = librandom.$(SHLIB_EXT)
 
 LIBRANDOM_CFLAGS = $(CFLAGS) -DNDEBUG -DDSFMT_MEXP=19937 $(fPIC) -DDSFMT_DO_NOT_USE_OLD_NAMES
 ifneq ($(USEMSVC), 1)
@@ -627,29 +627,27 @@ ifeq ($(ARCH), x86_64)
 LIBRANDOM_CFLAGS += -msse2 -DHAVE_SSE2
 endif
 
-random/dsfmt-$(DSFMT_VER).tar.gz:
+dsfmt-$(DSFMT_VER).tar.gz:
 	$(JLDOWNLOAD) $@ http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/dSFMT-src-$(DSFMT_VER).tar.gz 
 	touch -c $@
-random/dsfmt-$(DSFMT_VER)/config.status: random/dsfmt-$(DSFMT_VER).tar.gz
-	cd random && \
+dsfmt-$(DSFMT_VER)/config.status: dsfmt-$(DSFMT_VER).tar.gz
 	mkdir -p dsfmt-$(DSFMT_VER) && \
 	$(TAR) -C dsfmt-$(DSFMT_VER) --strip-components 1 -xf dsfmt-$(DSFMT_VER).tar.gz && \
 	cd dsfmt-$(DSFMT_VER) && patch < ../dSFMT.h.patch && patch < ../dSFMT.c.patch
 	echo 1 > $@
-$(LIBRANDOM_OBJ_SOURCE): random/jl_random.c random/randmtzig.c random/dsfmt-$(DSFMT_VER)/config.status
-	cd random && \
-	$(CC) $(CPPFLAGS) $(LIBRANDOM_CFLAGS) $(LDFLAGS) jl_random.c -o librandom.$(SHLIB_EXT) && \
+$(LIBRANDOM_OBJ_SOURCE): dsfmt-$(DSFMT_VER)/config.status dsfmt-$(DSFMT_VER)/dSFMT.c 
+	$(CC) $(CPPFLAGS) $(LIBRANDOM_CFLAGS) $(LDFLAGS) dsfmt-$(DSFMT_VER)/dSFMT.c -o librandom.$(SHLIB_EXT) && \
 	$(INSTALL_NAME_CMD)librandom.$(SHLIB_EXT) librandom.$(SHLIB_EXT)
 $(LIBRANDOM_OBJ_TARGET): $(LIBRANDOM_OBJ_SOURCE)
 	cp $< $@
 
 clean-random:
-	-rm -f random/librandom.$(SHLIB_EXT)
+	-rm -f librandom.$(SHLIB_EXT)
 distclean-random: clean-random
-	-cd random && rm -rf *.tar.gz dsfmt-$(DSFMT_VER)
+	-rf *.tar.gz dsfmt-$(DSFMT_VER)
 
-get-random: random/dsfmt-$(DSFMT_VER).tar.gz
-configure-random: random/dsfmt-$(DSFMT_VER)/config.status
+get-random: dsfmt-$(DSFMT_VER).tar.gz
+configure-random: dsfmt-$(DSFMT_VER)/config.status
 compile-random: $(LIBRANDOM_OBJ_SOURCE)
 check-random: compile-random
 install-random: $(LIBRANDOM_OBJ_TARGET)