basic initial version of brownian motion

Cargo.toml

@@ -15,6 +15,8 @@ edition = "2021"
 
 [dependencies]
 num-traits = "0.2.19"
+rand_distr = "0.4"
+rand="0.8"
 
 [lib]
 

src/brownian.rs

@@ -0,0 +1,41 @@
+use num_traits::Num;
+use rand_distr::{Normal, Distribution};
+use crate::{storage::DimensionalStorage, Dimensional};
+use std::ops::AddAssign;
+
+// TODO: make it work for all types (now works only for floating types)
+// TODO: have the option to save the path of the walk (although may be costly)
+
+
+fn brownian_motion<T, S, const N: usize>(dimensional: &mut Dimensional<T, S, N>, std_dev: f64, n_steps: usize) 
+where
+    T: Num + Copy + AddAssign ,
+    f64: Into<T>,
+    S: DimensionalStorage<T, N>,
+{
+    let normal = Normal::new(0.0, std_dev).unwrap();
+    let length_dimensional = dimensional.len();
+    let mut iter = dimensional.iter_mut();
+    for _ in 1..=length_dimensional {
+        if let Some(elem) = iter.next() {
+            for _ in 0..n_steps{
+                *elem += normal.sample(&mut rand::thread_rng()).into();
+            }
+        }
+    }
+
+}
+
+mod tests {
+    use crate::{brownian::brownian_motion, Dimensional, LinearArrayStorage};
+
+
+    #[test]
+    fn test_len() {
+        let mut zeros: Dimensional<f64, LinearArrayStorage<f64, 2>, 2> = Dimensional::zeros([2, 3]);
+        brownian_motion(&mut zeros,0.1, 1000);  
+        println!("{}", format!("{}", zeros));
+
+    }
+
+}

src/lib.rs

@@ -50,6 +50,7 @@ mod display;
 mod iterators;
 mod operators;
 mod storage;
+mod brownian;
 
 // Public API
 pub use crate::core::Dimensional;