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Add complex randn #21973

Merged
merged 5 commits into from
May 25, 2017
Merged

Add complex randn #21973

merged 5 commits into from
May 25, 2017

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nsmith5
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@nsmith5 nsmith5 commented May 19, 2017

Implements sampling from a complex normal distribution by adding a method to randn.

Extends work done in #17725 by applying some suggestions mentioned there. Fixes #21859.

@ararslan ararslan added complex Complex numbers randomness Random number generation and the Random stdlib labels May 19, 2017
base/random.jl Outdated
@@ -1194,6 +1196,9 @@ The `Base` module currently provides an implementation for the types
end
end

Base.@irrational SQRT_HALF 0.7071067811865475244008 sqrt(big(0.5))
randn{T}(rng::AbstractRNG, ::Type{Complex{T}}) = Complex{T}(SQRT_HALF * randn(rng, T), SQRT_HALF*randn(rng, T))
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For new code, maybe use the where syntax. Also, don't you want to restrict T<:AbstractFloat?

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Ah right I forgot about the new where syntax. Good call about restriction at the call site. I wasn't sure if should just let it blow up at the call the randn(rng, T), but it does makes the error message a little more cryptic doesn't it.

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I think it would make an InexactError when calling the complex constructor on real (because of the multiplication by SQRT_HALF) values, e.g. with T==Int. Also, this distribution will make sense only when randn(T) produces a number in [0,1), i.e. T<:AbstractFloat.

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I'm not sure I understand what you mean by this. Can you explain another way?

@rfourquet
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LGTM.

base/random.jl Outdated

# complex randn
Base.@irrational SQRT_HALF 0.7071067811865475244008 sqrt(big(0.5))
randn(rng::AbstractRNG, ::Type{Complex{T}}) where {T <: Floats} = Complex{T}(SQRT_HALF * randn(rng, T), SQRT_HALF*randn(rng, T))
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@rfourquet rfourquet May 23, 2017

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I'm not sure if we want T<:Floats or T<:AbstractFloat. E.g. if someone defines randn(::CustomRNG, ::BigFloat), she won't benefit from your complex randn definition...

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Should be AbstractFloat

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Done, also added a statement to the NEWS

@rfourquet
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cc @stevengj , @andreasnoack , @simonbyrne

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If no-one beats me to it, I will merge in a couple of days.

base/random.jl Outdated
end

# complex randn
Base.@irrational SQRT_HALF 0.7071067811865475244008 sqrt(big(0.5))
randn(rng::AbstractRNG, ::Type{Complex{T}}) where {T <: AbstractFloat} = Complex{T}(SQRT_HALF * randn(rng, T), SQRT_HALF*randn(rng, T))
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inconsistent spacing after SQRT_HALF

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Yup. This line is a little long as well. I'll break it at the =.

base/random.jl Outdated
@@ -1282,8 +1284,13 @@ let Floats = Union{Float16,Float32,Float64}
$randfun( dims::Integer... ) = $randfun(GLOBAL_RNG, Float64, dims...)
end
end

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blank line inserted?

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oops, not sure how that got there..

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4 participants