normal.h

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/*
 * Copyright (c) 2018 XLAB d.o.o.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 * http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
 
#ifndef CIFER_NORMAL_H
#define CIFER_NORMAL_H
 
#include <gmp.h>
#include "cifer/data/vec.h"
#include "cifer/data/vec_float.h"
 
typedef struct cfe_normal {
    mpf_t sigma;            // Standard deviation
    size_t n;               // Precision parameter
    cfe_vec_float pre_exp;  // Precomputed values of exponential function with precision n
    mpz_t pow_n;            // Precomputed values for quicker sampling
    mpf_t pow_nf;
} cfe_normal;
 
void cfe_normal_init(cfe_normal *s, mpf_t sigma, size_t n);
 
void cfe_normal_free(cfe_normal *s);
 
void cfe_normal_precomp_exp(cfe_normal *s);
 
bool cfe_normal_is_exp_greater(cfe_normal *s, mpf_t y, mpz_t x);
 
void cfe_taylor_exp(mpf_t res, mpz_t x, mpf_t alpha, size_t k, size_t n);
 
bool cfe_bernoulli(mpz_t t, mpf_t k_square_inv);
 
void cfe_mean(mpf_t res, cfe_vec *vec);
 
void cfe_variance(mpf_t res, cfe_vec *vec);
 
#endif