Added thirdparty: boost library

thirdparty/include/boost/math/tools/random_vector.hpp

@@ -0,0 +1,101 @@
+//  (C) Copyright Nick Thompson 2018.
+//  (C) Copyright Matt Borland 2021.
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#include <cstddef>
+#include <random>
+#include <type_traits>
+#include <vector>
+
+namespace boost { namespace math {
+
+// To stress test, set global_seed = 0, global_size = huge.
+static constexpr std::size_t global_seed = 0;
+static constexpr std::size_t global_size = 128;
+
+template<typename T, typename std::enable_if<std::is_floating_point<T>::value, bool>::type = true>
+std::vector<T> generate_random_vector(std::size_t size, std::size_t seed)
+{
+    if (seed == 0)
+    {
+        std::random_device rd;
+        seed = rd();
+    }
+    std::vector<T> v(size);
+
+    std::mt19937_64 gen(seed);
+
+    std::normal_distribution<T> dis(0, 1);
+    for (auto& x : v)
+    {
+        x = dis(gen);
+    }
+    return v;
+}
+
+template<typename T, typename std::enable_if<std::is_floating_point<T>::value, bool>::type = true>
+std::vector<T> generate_random_uniform_vector(std::size_t size, std::size_t seed, T lower_bound = T(0), T upper_bound = T(1))
+{
+    if (seed == 0)
+    {
+        std::random_device rd;
+        seed = rd();
+    }
+    std::vector<T> v(size);
+
+    std::mt19937 gen(seed);
+
+    std::uniform_real_distribution<T> dis(lower_bound, upper_bound);
+
+    for (auto& x : v)
+    {
+        x = dis(gen);
+    }
+    
+    return v;
+}
+
+template<typename T, typename std::enable_if<std::is_floating_point<T>::value, bool>::type = true>
+std::vector<T> generate_random_vector(std::size_t size, std::size_t seed, T mean, T stddev)
+{
+    if (seed == 0)
+    {
+        std::random_device rd;
+        seed = rd();
+    }
+    std::vector<T> v(size);
+
+    std::mt19937 gen(seed);
+
+    std::normal_distribution<T> dis(mean, stddev);
+    for (auto& x : v)
+    {
+        x = dis(gen);
+    }
+    return v;
+}
+
+template<typename T, typename std::enable_if<std::is_integral<T>::value, bool>::type = true>
+std::vector<T> generate_random_vector(std::size_t size, std::size_t seed)
+{
+    if (seed == 0)
+    {
+        std::random_device rd;
+        seed = rd();
+    }
+    std::vector<T> v(size);
+
+    std::mt19937_64 gen(seed);
+
+    // Rescaling by larger than 2 is UB!
+    std::uniform_int_distribution<T> dis(std::numeric_limits<T>::lowest()/2, (std::numeric_limits<T>::max)()/2);
+    for (auto& x : v)
+    {
+        x = dis(gen);
+    }
+    return v;
+}
+
+}} // Namespaces