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Diffstat (limited to 'gsl-1.9/rng/minstd.c')
-rw-r--r-- | gsl-1.9/rng/minstd.c | 109 |
1 files changed, 109 insertions, 0 deletions
diff --git a/gsl-1.9/rng/minstd.c b/gsl-1.9/rng/minstd.c new file mode 100644 index 0000000..b3efa9e --- /dev/null +++ b/gsl-1.9/rng/minstd.c @@ -0,0 +1,109 @@ +/* rng/minstd.c + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, Brian Gough + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +#include <config.h> +#include <stdlib.h> +#include <gsl/gsl_rng.h> + +/* MINSTD is Park and Miller's minimal standard generator (i.e. it's + not particularly good). + + The sequence is + + x_{n+1} = (a x_n) mod m + + with a = 16807 and m = 2^31 - 1 = 2147483647. The seed specifies + the initial value, x_1. + + The theoretical value of x_{10001} is 1043618065, starting with a + seed of x_1 = 1. + + The period of this generator is 2^31. + + It is used as the RNUN subroutine in the IMSL Library and the RAND + function in MATLAB. The generator is sometimes known by the acronym + "GGL" (I'm not sure what that stands for). + + From: Park and Miller, "Random Number Generators: Good ones are + hard to find" Communications of the ACM, October 1988, Volume 31, + No 10, pages 1192-1201. */ + +static inline unsigned long int minstd_get (void *vstate); +static double minstd_get_double (void *vstate); +static void minstd_set (void *state, unsigned long int s); + +static const long int m = 2147483647, a = 16807, q = 127773, r = 2836; + +typedef struct + { + unsigned long int x; + } +minstd_state_t; + +static inline unsigned long int +minstd_get (void *vstate) +{ + minstd_state_t *state = (minstd_state_t *) vstate; + + const unsigned long int x = state->x; + + const long int h = x / q; + const long int t = a * (x - h * q) - h * r; + + if (t < 0) + { + state->x = t + m; + } + else + { + state->x = t; + } + + return state->x; +} + +static double +minstd_get_double (void *vstate) +{ + return minstd_get (vstate) / 2147483647.0; +} + +static void +minstd_set (void *vstate, unsigned long int s) +{ + minstd_state_t *state = (minstd_state_t *) vstate; + + if (s == 0) + s = 1; /* default seed is 1 */ + + state->x = s; + + return; +} + +static const gsl_rng_type minstd_type = +{"minstd", /* name */ + 2147483646, /* RAND_MAX */ + 1, /* RAND_MIN */ + sizeof (minstd_state_t), + &minstd_set, + &minstd_get, + &minstd_get_double}; + +const gsl_rng_type *gsl_rng_minstd = &minstd_type; |