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[psychlops/silverlight.git] / dev4 / psychlops / core / math / util.cs
diff --git a/dev4/psychlops/core/math/util.cs b/dev4/psychlops/core/math/util.cs
new file mode 100644 (file)
index 0000000..f1aa817
--- /dev/null
@@ -0,0 +1,263 @@
+using System;\r
+\r
+namespace Psychlops\r
+{\r
+\r
+       public static class Math\r
+       {\r
+               public const double PI = 3.14159265, E = 2.718281828459045, LOG2E = 1.44269504088896340736;\r
+               public static Random random_generator;\r
+               static Math()\r
+               {\r
+                       random_generator = new Random();\r
+               }\r
+\r
+               public static T max<T>(T val1, T val2) where T : IComparable\r
+               {\r
+                       return val1.CompareTo(val2) > 0 ? val1 : val2;\r
+               }\r
+               public static T min<T>(T val1, T val2) where T : IComparable\r
+               {\r
+                       return val1.CompareTo(val2) < 0 ? val1 : val2;\r
+               }\r
+               public static void shuffle<X>(X[] array, int n)\r
+               {\r
+                       int a;\r
+                       X tmp;\r
+                       for(int i = 1; i < n; i++){\r
+                               a = random(i + 1);\r
+                               tmp = array[i];\r
+                               array[i] = array[a];\r
+                               array[a] = tmp;\r
+                       }\r
+               }\r
+\r
+\r
+               public static double mod(double lhs, double rhs)\r
+               {\r
+                       return lhs - System.Math.Floor(lhs/rhs)*rhs;\r
+               }\r
+               public static double abs(double x)\r
+               {\r
+                       return System.Math.Abs(x);\r
+               }\r
+               public static double floor(double x)\r
+               {\r
+                       return System.Math.Floor(x);\r
+               }\r
+               public static double ceil(double x)\r
+               {\r
+                       return System.Math.Ceiling(x);\r
+               }\r
+               public static double sin(double x)\r
+               {\r
+                       return System.Math.Sin(x);\r
+               }\r
+               public static double cos(double x)\r
+               {\r
+                       return System.Math.Cos(x);\r
+               }\r
+               public static double tan(double x)\r
+               {\r
+                       return System.Math.Tan(x);\r
+               }\r
+               public static double asin(double x)\r
+               {\r
+                       return System.Math.Asin(x);\r
+               }\r
+               public static double acos(double x)\r
+               {\r
+                       return System.Math.Acos(x);\r
+               }\r
+               public static double atan(double x)\r
+               {\r
+                       return System.Math.Atan(x);\r
+               }\r
+               public static double atan(double y, double x)\r
+               {\r
+                       return System.Math.Atan2(y, x);\r
+               }\r
+               public static double atan2(double y, double x)\r
+               {\r
+                       return System.Math.Atan2(y, x);\r
+               }\r
+               public static double sqrt(double x)\r
+               {\r
+                       return System.Math.Sqrt(x);\r
+               }\r
+               public static double pow(double x, double y)\r
+               {\r
+                       return System.Math.Pow(x,y);\r
+               }\r
+               public static double exp(double x)\r
+               {\r
+                       return System.Math.Exp(x);\r
+               }\r
+               public static double log(double x)\r
+               {\r
+                       return System.Math.Log(x);\r
+               }\r
+               public static double log2(double val)\r
+               {\r
+                       return log(val) * LOG2E;\r
+               }\r
+               public static double round(double val)\r
+               {\r
+                       return System.Math.Round(val);\r
+               }\r
+\r
+               public static double radius(double x, double y)\r
+               {\r
+                       return System.Math.Sqrt(x * x + y * y);\r
+               }\r
+\r
+               public static double random()\r
+               {\r
+                       return (random_generator.NextDouble());\r
+               }\r
+               public static int random(int x)\r
+               {\r
+                       return (int)((random_generator.NextDouble()) * x);\r
+               }\r
+               public static double random(double x)\r
+               {\r
+                       return (random_generator.NextDouble()) * x;\r
+               }\r
+               public static double random(double x, double y)\r
+               {\r
+                       return (random_generator.NextDouble()) * (y-x) + x;\r
+               }\r
+\r
+\r
+               public static double gaussian(double x, double sigma)\r
+               {\r
+                       return exp(- (x*x) / (2*sigma*sigma));\r
+               }\r
+\r
+               public static double normalDistibution(double x, double mu, double sigma)\r
+               {\r
+                       return exp( -( (x-mu)*(x-mu) / (2*sigma*sigma) ) ) / sqrt(2*PI*sigma*sigma);\r
+               }\r
+\r
+               public static double cumulativeNormalDistibution(double x, double mu, double sigma)\r
+               {\r
+                       return .5 + .5*Internal.GammaFunction.erf( (x-mu)/(sigma*sqrt(2.0) ) );\r
+               }\r
+\r
+       }\r
+\r
+       namespace Internal\r
+       {\r
+               public static class GammaFunction\r
+               {\r
+                       /************ loggamma(x) -- gamma.c より再掲 *************/\r
+\r
+                       static readonly double PI      = 3.14159265358979324;  /* $\pi$ */\r
+                       static readonly double LOG_2PI = 1.83787706640934548;  /* $\log 2\pi$ */\r
+                       static readonly double N       = 8;\r
+\r
+                       static readonly double B0  = 1            ;     /* 以下はBernoulli数 */\r
+                       static readonly double B1  = (-1.0 / 2.0);\r
+                       static readonly double B2  = ( 1.0 / 6.0);\r
+                       static readonly double B4  = (-1.0 / 30.0);\r
+                       static readonly double B6  = ( 1.0 / 42.0);\r
+                       static readonly double B8  = (-1.0 / 30.0);\r
+                       static readonly double B10 = ( 5.0 / 66.0);\r
+                       static readonly double B12 = (-691.0 / 2730.0);\r
+                       static readonly double B14 = ( 7.0 / 6.0);\r
+                       static readonly double B16 = (-3617.0 / 510.0);\r
+\r
+                       public static double loggamma(double x)  /* ガンマ関数の対数 */\r
+                       {\r
+                               double v, w;\r
+\r
+                               v = 1;\r
+                               while (x < N) {  v *= x;  x++;  }\r
+                               w = 1 / (x * x);\r
+                               return ((((((((B16 / (16 * 15))  * w + (B14 / (14 * 13))) * w\r
+                                                       + (B12 / (12 * 11))) * w + (B10 / (10 *  9))) * w\r
+                                                       + (B8  / ( 8 *  7))) * w + (B6  / ( 6 *  5))) * w\r
+                                                       + (B4  / ( 4 *  3))) * w + (B2  / ( 2 *  1))) / x\r
+                                                       + 0.5 * LOG_2PI - Math.log(v) - x + (x - 0.5) * Math.log(x);\r
+                       }\r
+\r
+                       public static double p_gamma(double a, double x, double loggamma_a)  /* 本文参照 */\r
+                       {\r
+                               int k;\r
+                               double result, term, previous;\r
+\r
+                               if (x >= 1 + a) return 1 - q_gamma(a, x, loggamma_a);\r
+                               if (x == 0)     return 0;\r
+                               result = term = Math.exp(a * Math.log(x) - x - loggamma_a) / a;\r
+                               for (k = 1; k < 1000; k++) {\r
+                                       term *= x / (a + k);\r
+                                       previous = result;  result += term;\r
+                                       if (result == previous) return result;\r
+                               }\r
+                               //throw new Exception("p_gamma(): the sequence is not convergent.");\r
+                               return result;\r
+                       }\r
+\r
+                       public static double q_gamma(double a, double x, double loggamma_a)  /* 本文参照 */\r
+                       {\r
+                               int k;\r
+                               double result, w, temp, previous;\r
+                               double la = 1, lb = 1 + x - a;  /* Laguerreの多項式 */\r
+\r
+                               if (x < 1 + a) return 1 - p_gamma(a, x, loggamma_a);\r
+                               w = Math.exp(a * Math.log(x) - x - loggamma_a);\r
+                               result = w / lb;\r
+                               for (k = 2; k < 1000; k++) {\r
+                                       temp = ((k - 1 - a) * (lb - la) + (k + x) * lb) / k;\r
+                                       la = lb;  lb = temp;\r
+                                       w *= (k - 1 - a) / k;\r
+                                       temp = w / (la * lb);\r
+                                       previous = result;  result += temp;\r
+                                       if (result == previous) return result;\r
+                               }\r
+                               //throw new Exception("q_gamma(): the sequence is not convergent.");\r
+                               return result;\r
+                       }\r
+\r
+                       public static double p_chisq(double chisq, int df)  /* カイ2乗分布の下側確率 */\r
+                       {\r
+                               return p_gamma(0.5 * df, 0.5 * chisq, loggamma(0.5 * df));\r
+                       }\r
+\r
+                       public static double q_chisq(double chisq, int df)  /* カイ2乗分布の上側確率 */\r
+                       {\r
+                               return q_gamma(0.5 * df, 0.5 * chisq, loggamma(0.5 * df));\r
+                       }\r
+\r
+                       static readonly double LOG_PI = 1.14472988584940017;  /* $\log_e \pi$ */\r
+\r
+                       public static double erf(double x)  /* Gaussの誤差関数 ${\rm erf}(x)$ */\r
+                       {\r
+                               if (x >= 0) return   p_gamma(0.5, x * x, LOG_PI / 2);\r
+                               else        return - p_gamma(0.5, x * x, LOG_PI / 2);\r
+                       }\r
+\r
+                       public static double erfc(double x)  /* $1 - {\rm erf}(x)$ */\r
+                       {\r
+                               if (x >= 0) return  q_gamma(0.5, x * x, LOG_PI / 2);\r
+                               else        return  1 + p_gamma(0.5, x * x, LOG_PI / 2);\r
+                       }\r
+\r
+                       public static double p_normal(double x)  /* 標準正規分布の下側確率 */\r
+                       {\r
+                               if (x >= 0) return\r
+                                       0.5 * (1 + p_gamma(0.5, 0.5 * x * x, LOG_PI / 2));\r
+                               else return\r
+                                       0.5 * q_gamma(0.5, 0.5 * x * x, LOG_PI / 2);\r
+                       }\r
+\r
+                       public static double q_normal(double x)  /* 標準正規分布の上側確率 */\r
+                       {\r
+                               if (x >= 0) return\r
+                                       0.5 * q_gamma(0.5, 0.5 * x * x, LOG_PI / 2);\r
+                               else return\r
+                                       0.5 * (1 + p_gamma(0.5, 0.5 * x * x, LOG_PI / 2));\r
+                       }\r
+               }\r
+       }\r
+}
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