Add complex random normals. #17725
Add complex random normals. #17725
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fiatflux
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| @@ -1224,6 +1227,14 @@ let Floats = Union{Float16,Float32,Float64} | |||
| $randfun( dims::Integer... ) = $randfun(GLOBAL_RNG, Float64, dims...) | |||
| end | |||
| end | |||
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| for (T,SQRT_HALF) in ((Float64, 0.7071067811865476), | |||
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Last digit should be a 5: 0.7071067811865475
julia> 1/sqrt(BigFloat(2))
7.071067811865475244008443621048490392848359376884740365883398689953662392310596e-01
julia> 1/sqrt(2)
0.7071067811865475
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kshyatt
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domain:randomness
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| (Float32, 0.70710677f0), | ||
| (Float16, 0.70710677f0)) | ||
| @inline function randn(rng::AbstractRNG, ::Type{Complex{T}}) | ||
| Complex{T}(SQRT_HALF*randn(rng, T), SQRT_HALF*randn(rng, T)) |
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Actually, this doesn't seem right to me.... you're defining the function in terms of the global variable T. I think you want to use @eval and $T
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Are we going to include this in 0.5? |
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This is a new feature, albeit a small one. I don't think we should. |
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@fiatflux, now that |
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Thanks @stevengj! I'm tied up with a proposal deadline right now but soon I'll be ready to do some comparative tests. My use case for this is performance sensitive, so I have a vested interest in ensuring it's snappy. |
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superseded by #21973 |
Implement complex normal random number generation, as discussed in #9836.
It ended up cleaner, at least on the git history side, to open a new PR rather than reopening #17443. Sorry if that makes things confusing otherwise!