Added a function for generating Gaussian random numbers.

dlib/rand/rand_kernel_1.h

@@ -44,6 +44,10 @@ namespace dlib
                 max_val *= 0x1000000;
                 max_val += 0xFFFFFF;
                 max_val += 0.01;
+
+
+                has_gaussian = false;
+                next_gaussian = 0;
             }
 
             virtual ~rand(
@@ -56,6 +60,9 @@ namespace dlib
                 mt.seed();
                 seed.clear();
 
+                has_gaussian = false;
+                next_gaussian = 0;
+
                 // prime the generator a bit
                 for (int i = 0; i < 10000; ++i)
                     mt();
@@ -92,6 +99,10 @@ namespace dlib
                 // prime the generator a bit
                 for (int i = 0; i < 10000; ++i)
                     mt();
+
+
+                has_gaussian = false;
+                next_gaussian = 0;
             }
 
             unsigned char get_random_8bit_number (
@@ -164,6 +175,35 @@ namespace dlib
                 }
             }
 
+            double get_random_gaussian (
+            )
+            {
+                if (has_gaussian)
+                {
+                    has_gaussian = false;
+                    return next_gaussian;
+                }
+
+                double x1, x2, w;
+
+                const double rndmax = std::numeric_limits<dlib::uint32>::max();
+
+                // Generate a pair of Gaussian random numbers using the Box-Muller transformation.
+                do 
+                {
+                    const double rnd1 = get_random_32bit_number()/rndmax;
+                    const double rnd2 = get_random_32bit_number()/rndmax;
+
+                    x1 = 2.0 * rnd1 - 1.0;
+                    x2 = 2.0 * rnd2 - 1.0;
+                    w = x1 * x1 + x2 * x2;
+                } while ( w >= 1.0 );
+
+                w = std::sqrt( (-2.0 * std::log( w ) ) / w );
+                next_gaussian = x2 * w;
+                has_gaussian = true;
+                return x1 * w;
+            }
 
             void swap (
                 rand& item
@@ -171,6 +211,8 @@ namespace dlib
             {
                 exchange(mt,item.mt);
                 exchange(seed, item.seed);
+                exchange(has_gaussian, item.has_gaussian);
+                exchange(next_gaussian, item.next_gaussian);
             }
     
             friend void serialize(
@@ -190,6 +232,8 @@ namespace dlib
 
 
             double max_val;
+            bool has_gaussian;
+            double next_gaussian;
     };
 
 
@@ -210,8 +254,13 @@ namespace dlib
         std::ostream& out
     )
     {
+        int version = 1;
+        serialize(version, out);
+
         serialize(item.mt, out);
         serialize(item.seed, out);
+        serialize(item.has_gaussian, out);
+        serialize(item.next_gaussian, out);
     }
 
     inline void deserialize(
@@ -219,8 +268,15 @@ namespace dlib
         std::istream& in 
     )
     {
+        int version;
+        deserialize(version, in);
+        if (version != 1)
+            throw serialization_error("Error deserializing object of type rand: unexpected version."); 
+
         deserialize(item.mt, in);
         deserialize(item.seed, in);
+        deserialize(item.has_gaussian, in);
+        deserialize(item.next_gaussian, in);
     }
 }