- use custom noise for bugfixing

- init weights with zero mean uniform noise

git-svn-id: http://moon:8086/svn/software/trunk/projects/Rbm@598 b431acfa-c32f-4a4a-93f1-934dc6c82436

source/noise.c

@@ -0,0 +1,80 @@
+// --------------------------------------------------------------
+// --------------------------------------------------------------
+
+#include <string.h>
+#include <stdlib.h>
+#include <time.h>
+#include <math.h>
+
+#include "noise.h"
+
+// --------------------------------------------------------------
+// internal funcs
+// --------------------------------------------------------------
+#define PM_IA 16807
+#define PM_IM 2147483647
+#define PM_AM (1.0/PM_IM)
+#define PM_IQ 127773
+#define PM_IR 2836
+#define PM_MASK 123459876
+
+//	'Minimal' random number generator of Park and Miller. Returns a uniform random deviate
+//	between 0.0 and 1.0. Set or reset idum to any integer value (except the unlikely value MASK)
+//	to initialize the sequence; idum must not be altered between calls for successive deviates in
+//	a sequence.
+double ran0(long *idum)
+{
+	long k;
+	double ans;
+
+	*idum ^= PM_MASK;				// XORing with MASK allows use of zero and other
+	k=(*idum)/PM_IQ;				// simple bit patterns for idum.
+	*idum=PM_IA*(*idum-k*PM_IQ)-PM_IR *k;		// Compute idum=(IA*idum) % IM without over-
+							// flows by Schrage’s method.
+	if (*idum < 0)
+		*idum += PM_IM;
+
+	ans=PM_AM*(*idum);				// Convert idumto a floating result.
+	*idum ^= PM_MASK;				// Unmask before return.
+
+	return ans;
+}
+
+// --------------------------------------------------------------
+// Exported functions
+// --------------------------------------------------------------
+void Noise_Init(noise_gen_t *pObj, long seed)
+{
+
+	pObj->state = seed;
+}
+
+void Noise_Free(noise_gen_t *pObj)
+{
+}
+
+// 0 .. 1
+double Noise_Uniform(noise_gen_t *pObj)
+{
+	return ran0(&pObj->state);
+}
+
+double Noise_Gaussian(noise_gen_t *pObj)
+{
+	double U1, U2, V1, V2, S, Y;
+
+	do
+	{
+		U1 = Noise_Uniform(pObj);		         // U1=[0,1]
+		U2 = Noise_Uniform(pObj);                // U2=[0,1]
+		V1 = 2 * U1 - 1;          // V1=[-1,1]
+		V2 = 2 * U2 - 1;          // V2=[-1,1]
+		S = V1 * V1 + V2 * V2;
+
+	} while (S >= 1);
+
+	// X = sqrt(-2 * log(S) / S) * V1;
+	Y = sqrt(-2 * log(S) / S) * V2;
+
+	return Y;
+}