@@ -1,3 +1,38 @@
+//return an array of n 2d vectors
+function randn(n) {
+ var randn = NormalDistribution(1, 0);
+ var a = [];
+ for (i=0; i < n; i++) {
+ a.push([randn.sample(), randn.sample()]);
+ }
+ return $M(a);
+}
+
+function NormalDistribution(sigma, mu) {
+ return new Object({
+ sigma: sigma,
+ mu: mu,
+ //Box-Muller Transform
+ sample: function() {
+ var res;
+ if (this.storedDeviate) {
+ res = this.storedDeviate * this.sigma + this.mu;
+ this.storedDeviate = null;
+ } else {
+ var dist = Math.sqrt(-1 * Math.log(Math.random()));
+ var angle = 2 * Math.PI * Math.random();
+ this.storedDeviate = dist*Math.cos(angle);
+ res = dist*Math.sin(angle) * this.sigma + this.mu;
+ }
+ return res;
+ },
+ sampleInt : function() {
+ return Math.round(this.sample());
+ }
+ });
+}
+
+
function cholesky(a){
var n =a.rows();
var el = a.dup(); //MUST NOT use = operator - need a new matrix here!
linalg/cholesky.js
13c3a41585e37348fde004b739fb20567d943cd8
Bill Mill
bill.mill@gmail.com
http://github.com/llimllib/grabcut_js/commit/ea2eb9648809cd52cd8131f0f117bf08e6a1cf33
ea2eb9648809cd52cd8131f0f117bf08e6a1cf33
2009-11-04T06:00:02-08:00
2009-11-04T06:00:02-08:00
moving randn and cholesky to linalg
fe36775cec5c7a557f3d3a8458a37a3991024f5f
Bill Mill
bill.mill@gmail.com