Whitespace normalization.

1 files changed, 219 insertions, 219 deletions

diff --git a/Lib/random.py b/Lib/random.py
index ef755a5..d10ce78 100644
--- a/Lib/random.py
+++ b/Lib/random.py
@@ -28,101 +28,101 @@ from math import log, exp, pi, e, sqrt, acos, cos, sin
 # XXX TO DO: make the distribution functions below into methods.
 
 def makeseed(a=None):
-	"""Turn a hashable value into three seed values for whrandom.seed().
-
-	None or no argument returns (0, 0, 0), to seed from current time.
-
-	"""
-	if a is None:
-		return (0, 0, 0)
-	a = hash(a)
-	a, x = divmod(a, 256)
-	a, y = divmod(a, 256)
-	a, z = divmod(a, 256)
-	x = (x + a) % 256 or 1
-	y = (y + a) % 256 or 1
-	z = (z + a) % 256 or 1
-	return (x, y, z)
+    """Turn a hashable value into three seed values for whrandom.seed().
+
+    None or no argument returns (0, 0, 0), to seed from current time.
+
+    """
+    if a is None:
+        return (0, 0, 0)
+    a = hash(a)
+    a, x = divmod(a, 256)
+    a, y = divmod(a, 256)
+    a, z = divmod(a, 256)
+    x = (x + a) % 256 or 1
+    y = (y + a) % 256 or 1
+    z = (z + a) % 256 or 1
+    return (x, y, z)
 
 def seed(a=None):
-	"""Seed the default generator from any hashable value.
+    """Seed the default generator from any hashable value.
 
-	None or no argument seeds from current time.
+    None or no argument seeds from current time.
 
-	"""
-	x, y, z = makeseed(a)
-	whrandom.seed(x, y, z)
+    """
+    x, y, z = makeseed(a)
+    whrandom.seed(x, y, z)
 
 class generator(whrandom.whrandom):
-	"""Random generator class."""
+    """Random generator class."""
 
-	def __init__(self, a=None):
-		"""Constructor.  Seed from current time or hashable value."""
-		self.seed(a)
+    def __init__(self, a=None):
+        """Constructor.  Seed from current time or hashable value."""
+        self.seed(a)
 
-	def seed(self, a=None):
-		"""Seed the generator from current time or hashable value."""
-		x, y, z = makeseed(a)
-		whrandom.whrandom.seed(self, x, y, z)
+    def seed(self, a=None):
+        """Seed the generator from current time or hashable value."""
+        x, y, z = makeseed(a)
+        whrandom.whrandom.seed(self, x, y, z)
 
 def new_generator(a=None):
-	"""Return a new random generator instance."""
-	return generator(a)
+    """Return a new random generator instance."""
+    return generator(a)
 
 # Housekeeping function to verify that magic constants have been
 # computed correctly
 
 def verify(name, expected):
-	computed = eval(name)
-	if abs(computed - expected) > 1e-7:
-		raise ValueError, \
-  'computed value for %s deviates too much (computed %g, expected %g)' % \
-  (name, computed, expected)
+    computed = eval(name)
+    if abs(computed - expected) > 1e-7:
+        raise ValueError, \
+'computed value for %s deviates too much (computed %g, expected %g)' % \
+(name, computed, expected)
 
 # -------------------- normal distribution --------------------
 
 NV_MAGICCONST = 4*exp(-0.5)/sqrt(2.0)
 verify('NV_MAGICCONST', 1.71552776992141)
 def normalvariate(mu, sigma):
-	# mu = mean, sigma = standard deviation
-
-	# Uses Kinderman and Monahan method. Reference: Kinderman,
-	# A.J. and Monahan, J.F., "Computer generation of random
-	# variables using the ratio of uniform deviates", ACM Trans
-	# Math Software, 3, (1977), pp257-260.
-
-	while 1:
-		u1 = random()
-		u2 = random()
-		z = NV_MAGICCONST*(u1-0.5)/u2
-		zz = z*z/4.0
-		if zz <= -log(u2):
-			break
-	return mu+z*sigma
+    # mu = mean, sigma = standard deviation
+
+    # Uses Kinderman and Monahan method. Reference: Kinderman,
+    # A.J. and Monahan, J.F., "Computer generation of random
+    # variables using the ratio of uniform deviates", ACM Trans
+    # Math Software, 3, (1977), pp257-260.
+
+    while 1:
+        u1 = random()
+        u2 = random()
+        z = NV_MAGICCONST*(u1-0.5)/u2
+        zz = z*z/4.0
+        if zz <= -log(u2):
+            break
+    return mu+z*sigma
 
 # -------------------- lognormal distribution --------------------
 
 def lognormvariate(mu, sigma):
-	return exp(normalvariate(mu, sigma))
+    return exp(normalvariate(mu, sigma))
 
 # -------------------- circular uniform --------------------
 
 def cunifvariate(mean, arc):
-	# mean: mean angle (in radians between 0 and pi)
-	# arc:  range of distribution (in radians between 0 and pi)
+    # mean: mean angle (in radians between 0 and pi)
+    # arc:  range of distribution (in radians between 0 and pi)
 
-	return (mean + arc * (random() - 0.5)) % pi
+    return (mean + arc * (random() - 0.5)) % pi
 
 # -------------------- exponential distribution --------------------
 
 def expovariate(lambd):
-	# lambd: rate lambd = 1/mean
-	# ('lambda' is a Python reserved word)
+    # lambd: rate lambd = 1/mean
+    # ('lambda' is a Python reserved word)
 
-	u = random()
-	while u <= 1e-7:
-		u = random()
-	return -log(u)/lambd
+    u = random()
+    while u <= 1e-7:
+        u = random()
+    return -log(u)/lambd
 
 # -------------------- von Mises distribution --------------------
 
@@ -130,43 +130,43 @@ TWOPI = 2.0*pi
 verify('TWOPI', 6.28318530718)
 
 def vonmisesvariate(mu, kappa):
-	# mu:    mean angle (in radians between 0 and 2*pi)
-	# kappa: concentration parameter kappa (>= 0)
-	# if kappa = 0 generate uniform random angle
+    # mu:    mean angle (in radians between 0 and 2*pi)
+    # kappa: concentration parameter kappa (>= 0)
+    # if kappa = 0 generate uniform random angle
 
-	# Based upon an algorithm published in: Fisher, N.I.,
-	# "Statistical Analysis of Circular Data", Cambridge
-	# University Press, 1993.
+    # Based upon an algorithm published in: Fisher, N.I.,
+    # "Statistical Analysis of Circular Data", Cambridge
+    # University Press, 1993.
 
-	# Thanks to Magnus Kessler for a correction to the
-	# implementation of step 4.
+    # Thanks to Magnus Kessler for a correction to the
+    # implementation of step 4.
 
-	if kappa <= 1e-6:
-		return TWOPI * random()
+    if kappa <= 1e-6:
+        return TWOPI * random()
 
-	a = 1.0 + sqrt(1.0 + 4.0 * kappa * kappa)
-	b = (a - sqrt(2.0 * a))/(2.0 * kappa)
-	r = (1.0 + b * b)/(2.0 * b)
+    a = 1.0 + sqrt(1.0 + 4.0 * kappa * kappa)
+    b = (a - sqrt(2.0 * a))/(2.0 * kappa)
+    r = (1.0 + b * b)/(2.0 * b)
 
-	while 1:
-		u1 = random()
+    while 1:
+        u1 = random()
 
-		z = cos(pi * u1)
-		f = (1.0 + r * z)/(r + z)
-		c = kappa * (r - f)
+        z = cos(pi * u1)
+        f = (1.0 + r * z)/(r + z)
+        c = kappa * (r - f)
 
-		u2 = random()
+        u2 = random()
 
-		if not (u2 >= c * (2.0 - c) and u2 > c * exp(1.0 - c)):
-			break
+        if not (u2 >= c * (2.0 - c) and u2 > c * exp(1.0 - c)):
+            break
 
-	u3 = random()
-	if u3 > 0.5:
-		theta = (mu % TWOPI) + acos(f)
-	else:
-		theta = (mu % TWOPI) - acos(f)
+    u3 = random()
+    if u3 > 0.5:
+        theta = (mu % TWOPI) + acos(f)
+    else:
+        theta = (mu % TWOPI) - acos(f)
 
-	return theta
+    return theta
 
 # -------------------- gamma distribution --------------------
 
@@ -174,62 +174,62 @@ LOG4 = log(4.0)
 verify('LOG4', 1.38629436111989)
 
 def gammavariate(alpha, beta):
-        # beta times standard gamma
-	ainv = sqrt(2.0 * alpha - 1.0)
-	return beta * stdgamma(alpha, ainv, alpha - LOG4, alpha + ainv)
+    # beta times standard gamma
+    ainv = sqrt(2.0 * alpha - 1.0)
+    return beta * stdgamma(alpha, ainv, alpha - LOG4, alpha + ainv)
 
 SG_MAGICCONST = 1.0 + log(4.5)
 verify('SG_MAGICCONST', 2.50407739677627)
 
 def stdgamma(alpha, ainv, bbb, ccc):
-	# ainv = sqrt(2 * alpha - 1)
-	# bbb = alpha - log(4)
-	# ccc = alpha + ainv
-
-	if alpha <= 0.0:
-		raise ValueError, 'stdgamma: alpha must be > 0.0'
-
-	if alpha > 1.0:
-
-		# Uses R.C.H. Cheng, "The generation of Gamma
-		# variables with non-integral shape parameters",
-		# Applied Statistics, (1977), 26, No. 1, p71-74
-
-		while 1:
-			u1 = random()
-			u2 = random()
-			v = log(u1/(1.0-u1))/ainv
-			x = alpha*exp(v)
-			z = u1*u1*u2
-			r = bbb+ccc*v-x
-			if r + SG_MAGICCONST - 4.5*z >= 0.0 or r >= log(z):
-				return x
-
-	elif alpha == 1.0:
-		# expovariate(1)
-		u = random()
-		while u <= 1e-7:
-			u = random()
-		return -log(u)
-
-	else:	# alpha is between 0 and 1 (exclusive)
-
-		# Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
-
-		while 1:
-			u = random()
-			b = (e + alpha)/e
-			p = b*u
-			if p <= 1.0:
-				x = pow(p, 1.0/alpha)
-			else:
-				# p > 1
-				x = -log((b-p)/alpha)
-			u1 = random()
-			if not (((p <= 1.0) and (u1 > exp(-x))) or
-				  ((p > 1)  and  (u1 > pow(x, alpha - 1.0)))):
-				break
-		return x
+    # ainv = sqrt(2 * alpha - 1)
+    # bbb = alpha - log(4)
+    # ccc = alpha + ainv
+
+    if alpha <= 0.0:
+        raise ValueError, 'stdgamma: alpha must be > 0.0'
+
+    if alpha > 1.0:
+
+        # Uses R.C.H. Cheng, "The generation of Gamma
+        # variables with non-integral shape parameters",
+        # Applied Statistics, (1977), 26, No. 1, p71-74
+
+        while 1:
+            u1 = random()
+            u2 = random()
+            v = log(u1/(1.0-u1))/ainv
+            x = alpha*exp(v)
+            z = u1*u1*u2
+            r = bbb+ccc*v-x
+            if r + SG_MAGICCONST - 4.5*z >= 0.0 or r >= log(z):
+                return x
+
+    elif alpha == 1.0:
+        # expovariate(1)
+        u = random()
+        while u <= 1e-7:
+            u = random()
+        return -log(u)
+
+    else:   # alpha is between 0 and 1 (exclusive)
+
+        # Uses ALGORITHM GS of Statistical Computing - Kennedy & Gentle
+
+        while 1:
+            u = random()
+            b = (e + alpha)/e
+            p = b*u
+            if p <= 1.0:
+                x = pow(p, 1.0/alpha)
+            else:
+                # p > 1
+                x = -log((b-p)/alpha)
+            u1 = random()
+            if not (((p <= 1.0) and (u1 > exp(-x))) or
+                      ((p > 1)  and  (u1 > pow(x, alpha - 1.0)))):
+                break
+        return x
 
 
 # -------------------- Gauss (faster alternative) --------------------
@@ -237,61 +237,61 @@ def stdgamma(alpha, ainv, bbb, ccc):
 gauss_next = None
 def gauss(mu, sigma):
 
-	# When x and y are two variables from [0, 1), uniformly
-	# distributed, then
-	#
-	#    cos(2*pi*x)*sqrt(-2*log(1-y))
-	#    sin(2*pi*x)*sqrt(-2*log(1-y))
-	#
-	# are two *independent* variables with normal distribution
-	# (mu = 0, sigma = 1).
-	# (Lambert Meertens)
-	# (corrected version; bug discovered by Mike Miller, fixed by LM)
-
-	# Multithreading note: When two threads call this function
-	# simultaneously, it is possible that they will receive the
-	# same return value.  The window is very small though.  To
-	# avoid this, you have to use a lock around all calls.  (I
-	# didn't want to slow this down in the serial case by using a
-	# lock here.)
-
-	global gauss_next
-
-	z = gauss_next
-	gauss_next = None
-	if z is None:
-		x2pi = random() * TWOPI
-		g2rad = sqrt(-2.0 * log(1.0 - random()))
-		z = cos(x2pi) * g2rad
-		gauss_next = sin(x2pi) * g2rad
-
-	return mu + z*sigma
+    # When x and y are two variables from [0, 1), uniformly
+    # distributed, then
+    #
+    #    cos(2*pi*x)*sqrt(-2*log(1-y))
+    #    sin(2*pi*x)*sqrt(-2*log(1-y))
+    #
+    # are two *independent* variables with normal distribution
+    # (mu = 0, sigma = 1).
+    # (Lambert Meertens)
+    # (corrected version; bug discovered by Mike Miller, fixed by LM)
+
+    # Multithreading note: When two threads call this function
+    # simultaneously, it is possible that they will receive the
+    # same return value.  The window is very small though.  To
+    # avoid this, you have to use a lock around all calls.  (I
+    # didn't want to slow this down in the serial case by using a
+    # lock here.)
+
+    global gauss_next
+
+    z = gauss_next
+    gauss_next = None
+    if z is None:
+        x2pi = random() * TWOPI
+        g2rad = sqrt(-2.0 * log(1.0 - random()))
+        z = cos(x2pi) * g2rad
+        gauss_next = sin(x2pi) * g2rad
+
+    return mu + z*sigma
 
 # -------------------- beta --------------------
 
 def betavariate(alpha, beta):
 
-	# Discrete Event Simulation in C, pp 87-88.
+    # Discrete Event Simulation in C, pp 87-88.
 
-	y = expovariate(alpha)
-	z = expovariate(1.0/beta)
-	return z/(y+z)
+    y = expovariate(alpha)
+    z = expovariate(1.0/beta)
+    return z/(y+z)
 
 # -------------------- Pareto --------------------
 
 def paretovariate(alpha):
-	# Jain, pg. 495
+    # Jain, pg. 495
 
-	u = random()
-	return 1.0 / pow(u, 1.0/alpha)
+    u = random()
+    return 1.0 / pow(u, 1.0/alpha)
 
 # -------------------- Weibull --------------------
 
 def weibullvariate(alpha, beta):
-	# Jain, pg. 499; bug fix courtesy Bill Arms
+    # Jain, pg. 499; bug fix courtesy Bill Arms
 
-	u = random()
-	return alpha * pow(-log(u), 1.0/beta)
+    u = random()
+    return alpha * pow(-log(u), 1.0/beta)
 
 # -------------------- shuffle --------------------
 # Not quite a random distribution, but a standard algorithm.
@@ -310,55 +310,55 @@ def shuffle(x, random=random, int=int):
     """
 
     for i in xrange(len(x)-1, 0, -1):
-        # pick an element in x[:i+1] with which to exchange x[i]
+    # pick an element in x[:i+1] with which to exchange x[i]
         j = int(random() * (i+1))
         x[i], x[j] = x[j], x[i]
 
 # -------------------- test program --------------------
 
 def test(N = 200):
-	print 'TWOPI         =', TWOPI
-	print 'LOG4          =', LOG4
-	print 'NV_MAGICCONST =', NV_MAGICCONST
-	print 'SG_MAGICCONST =', SG_MAGICCONST
-	test_generator(N, 'random()')
-	test_generator(N, 'normalvariate(0.0, 1.0)')
-	test_generator(N, 'lognormvariate(0.0, 1.0)')
-	test_generator(N, 'cunifvariate(0.0, 1.0)')
-	test_generator(N, 'expovariate(1.0)')
-	test_generator(N, 'vonmisesvariate(0.0, 1.0)')
-	test_generator(N, 'gammavariate(0.5, 1.0)')
-	test_generator(N, 'gammavariate(0.9, 1.0)')
-	test_generator(N, 'gammavariate(1.0, 1.0)')
-	test_generator(N, 'gammavariate(2.0, 1.0)')
-	test_generator(N, 'gammavariate(20.0, 1.0)')
-	test_generator(N, 'gammavariate(200.0, 1.0)')
-	test_generator(N, 'gauss(0.0, 1.0)')
-	test_generator(N, 'betavariate(3.0, 3.0)')
-	test_generator(N, 'paretovariate(1.0)')
-	test_generator(N, 'weibullvariate(1.0, 1.0)')
+    print 'TWOPI         =', TWOPI
+    print 'LOG4          =', LOG4
+    print 'NV_MAGICCONST =', NV_MAGICCONST
+    print 'SG_MAGICCONST =', SG_MAGICCONST
+    test_generator(N, 'random()')
+    test_generator(N, 'normalvariate(0.0, 1.0)')
+    test_generator(N, 'lognormvariate(0.0, 1.0)')
+    test_generator(N, 'cunifvariate(0.0, 1.0)')
+    test_generator(N, 'expovariate(1.0)')
+    test_generator(N, 'vonmisesvariate(0.0, 1.0)')
+    test_generator(N, 'gammavariate(0.5, 1.0)')
+    test_generator(N, 'gammavariate(0.9, 1.0)')
+    test_generator(N, 'gammavariate(1.0, 1.0)')
+    test_generator(N, 'gammavariate(2.0, 1.0)')
+    test_generator(N, 'gammavariate(20.0, 1.0)')
+    test_generator(N, 'gammavariate(200.0, 1.0)')
+    test_generator(N, 'gauss(0.0, 1.0)')
+    test_generator(N, 'betavariate(3.0, 3.0)')
+    test_generator(N, 'paretovariate(1.0)')
+    test_generator(N, 'weibullvariate(1.0, 1.0)')
 
 def test_generator(n, funccall):
-	import time
-	print n, 'times', funccall
-	code = compile(funccall, funccall, 'eval')
-	sum = 0.0
-	sqsum = 0.0
-	smallest = 1e10
-	largest = -1e10
-	t0 = time.time()
-	for i in range(n):
-		x = eval(code)
-		sum = sum + x
-		sqsum = sqsum + x*x
-		smallest = min(x, smallest)
-		largest = max(x, largest)
-	t1 = time.time()
-	print round(t1-t0, 3), 'sec,', 
-	avg = sum/n
-	stddev = sqrt(sqsum/n - avg*avg)
-	print 'avg %g, stddev %g, min %g, max %g' % \
-		  (avg, stddev, smallest, largest)
+    import time
+    print n, 'times', funccall
+    code = compile(funccall, funccall, 'eval')
+    sum = 0.0
+    sqsum = 0.0
+    smallest = 1e10
+    largest = -1e10
+    t0 = time.time()
+    for i in range(n):
+        x = eval(code)
+        sum = sum + x
+        sqsum = sqsum + x*x
+        smallest = min(x, smallest)
+        largest = max(x, largest)
+    t1 = time.time()
+    print round(t1-t0, 3), 'sec,',
+    avg = sum/n
+    stddev = sqrt(sqsum/n - avg*avg)
+    print 'avg %g, stddev %g, min %g, max %g' % \
+              (avg, stddev, smallest, largest)
 
 if __name__ == '__main__':
-	test()
+    test()