This function extracts a scalar/vector/matrix of random numbers with discrete Probability Distribution Function.
The PDF is specified by the user as a input vector.
This function is designed to be fast, and it is implemented within a .mex file
Following Olivier B. comments (that I acknowledge for his comments), I performed cross-comparisons with randp. gDiscrPdfRnd is faster with a ratio that increases with the number of number, i.e. for about 3 times faster for 10^6 numbers to over 40 times faster for 10^7 numbers.
Moreover, for large random arrays, randp seriously surcharges the RAM memory, whereas gDiscrPdfRnd limits thememory use to what is essential (tanksto the coding). In what follows the details of thecomparison are given.
>> tic;R = randp([1 3 2],1000000,1);toc
>> tic;R = gDiscrPdfRnd([1 3 2],1000000,1);toc
>> tic;R = randp([1 3 2],10000000,1);toc
>> tic;R = gDiscrPdfRnd([1 3 2],10000000,1);toc