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Diffstat (limited to 'gsl-1.9/rng/ran2.c')
-rw-r--r-- | gsl-1.9/rng/ran2.c | 146 |
1 files changed, 146 insertions, 0 deletions
diff --git a/gsl-1.9/rng/ran2.c b/gsl-1.9/rng/ran2.c new file mode 100644 index 0000000..ec6d38d --- /dev/null +++ b/gsl-1.9/rng/ran2.c @@ -0,0 +1,146 @@ +/* rng/ran2.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> + +/* This is an implementation of the algorithm used in Numerical + Recipe's ran2 generator. It is a L'Ecuyer combined recursive + generator with a 32-element shuffle-box. + + As far as I can tell, in general the effects of adding a shuffle + box cannot be proven theoretically, so the period of this generator + is unknown. + + The period of the underlying combined generator is O(2^60). */ + +static inline unsigned long int ran2_get (void *vstate); +static double ran2_get_double (void *vstate); +static void ran2_set (void *state, unsigned long int s); + +static const long int m1 = 2147483563, a1 = 40014, q1 = 53668, r1 = 12211; +static const long int m2 = 2147483399, a2 = 40692, q2 = 52774, r2 = 3791; + +#define N_SHUFFLE 32 +#define N_DIV (1 + 2147483562/N_SHUFFLE) + +typedef struct + { + unsigned long int x; + unsigned long int y; + unsigned long int n; + unsigned long int shuffle[N_SHUFFLE]; + } +ran2_state_t; + +static inline unsigned long int +ran2_get (void *vstate) +{ + ran2_state_t *state = (ran2_state_t *) vstate; + + const unsigned long int x = state->x; + const unsigned long int y = state->y; + + long int h1 = x / q1; + long int t1 = a1 * (x - h1 * q1) - h1 * r1; + + long int h2 = y / q2; + long int t2 = a2 * (y - h2 * q2) - h2 * r2; + + if (t1 < 0) + t1 += m1; + + if (t2 < 0) + t2 += m2; + + state->x = t1; + state->y = t2; + + { + unsigned long int j = state->n / N_DIV; + long int delta = state->shuffle[j] - t2; + if (delta < 1) + delta += m1 - 1; + state->n = delta; + state->shuffle[j] = t1; + } + + return state->n; +} + +static double +ran2_get_double (void *vstate) +{ + float x_max = 1 - 1.2e-7f ; /* Numerical Recipes version of 1-FLT_EPS */ + + float x = ran2_get (vstate) / 2147483563.0f ; + + if (x > x_max) + return x_max ; + + return x ; +} + +static void +ran2_set (void *vstate, unsigned long int s) +{ + ran2_state_t *state = (ran2_state_t *) vstate; + int i; + + if (s == 0) + s = 1; /* default seed is 1 */ + + state->y = s; + + for (i = 0; i < 8; i++) + { + long int h = s / q1; + long int t = a1 * (s - h * q1) - h * r1; + if (t < 0) + t += m1; + s = t; + } + + for (i = N_SHUFFLE - 1; i >= 0; i--) + { + long int h = s / q1; + long int t = a1 * (s - h * q1) - h * r1; + if (t < 0) + t += m1; + s = t; + state->shuffle[i] = s; + } + + state->x = s; + state->n = s; + + return; +} + +static const gsl_rng_type ran2_type = +{"ran2", /* name */ + 2147483562, /* RAND_MAX */ + 1, /* RAND_MIN */ + sizeof (ran2_state_t), + &ran2_set, + &ran2_get, + &ran2_get_double}; + +const gsl_rng_type *gsl_rng_ran2 = &ran2_type; |