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Diffstat (limited to 'gsl-1.9/rng/ranf.c')
-rw-r--r-- | gsl-1.9/rng/ranf.c | 161 |
1 files changed, 161 insertions, 0 deletions
diff --git a/gsl-1.9/rng/ranf.c b/gsl-1.9/rng/ranf.c new file mode 100644 index 0000000..cc5ac41 --- /dev/null +++ b/gsl-1.9/rng/ranf.c @@ -0,0 +1,161 @@ +/* rng/ranf.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 <math.h> +#include <stdlib.h> +#include <gsl/gsl_rng.h> + +/* This is the CRAY RANF generator. The generator returns the + upper 32 bits from each term of the sequence, + + x_{n+1} = (a x_n) mod m + + using 48-bit unsigned arithmetic, with a = 0x2875A2E7B175 and m = + 2^48. The seed specifies the lower 32 bits of the initial value, + x_1, with the lowest bit set (to prevent the seed taking an even + value), and the upper 16 bits set to 0. + + There is a subtlety in the implementation of the seed. The initial + state is put one step back by multiplying by the modular inverse of + a mod m. This is done for compatibility with the original CRAY + implementation. + + Note, you can only seed the generator with integers up to 2^32, + while the CRAY uses wide integers which can cover all 2^48 states + of the generator. + + The theoretical value of x_{10001} is 141091827447341. + + The period of this generator is 2^{46}. */ + +static inline void ranf_advance (void *vstate); +static unsigned long int ranf_get (void *vstate); +static double ranf_get_double (void *vstate); +static void ranf_set (void *state, unsigned long int s); + +static const unsigned short int a0 = 0xB175 ; +static const unsigned short int a1 = 0xA2E7 ; +static const unsigned short int a2 = 0x2875 ; + +typedef struct + { + unsigned short int x0, x1, x2; + } +ranf_state_t; + +static inline void +ranf_advance (void *vstate) +{ + ranf_state_t *state = (ranf_state_t *) vstate; + + const unsigned long int x0 = (unsigned long int) state->x0 ; + const unsigned long int x1 = (unsigned long int) state->x1 ; + const unsigned long int x2 = (unsigned long int) state->x2 ; + + unsigned long int r ; + + r = a0 * x0 ; + state->x0 = (r & 0xFFFF) ; + + r >>= 16 ; + r += a0 * x1 + a1 * x0 ; + state->x1 = (r & 0xFFFF) ; + + r >>= 16 ; + r += a0 * x2 + a1 * x1 + a2 * x0 ; + state->x2 = (r & 0xFFFF) ; +} + +static unsigned long int +ranf_get (void *vstate) +{ + unsigned long int x1, x2; + + ranf_state_t *state = (ranf_state_t *) vstate; + ranf_advance (state) ; + + x1 = (unsigned long int) state->x1; + x2 = (unsigned long int) state->x2; + + return (x2 << 16) + x1; +} + +static double +ranf_get_double (void * vstate) +{ + ranf_state_t *state = (ranf_state_t *) vstate; + + ranf_advance (state) ; + + return (ldexp((double) state->x2, -16) + + ldexp((double) state->x1, -32) + + ldexp((double) state->x0, -48)) ; +} + +static void +ranf_set (void *vstate, unsigned long int s) +{ + ranf_state_t *state = (ranf_state_t *) vstate; + + unsigned short int x0, x1, x2 ; + unsigned long int r ; + + unsigned long int b0 = 0xD6DD ; + unsigned long int b1 = 0xB894 ; + unsigned long int b2 = 0x5CEE ; + + if (s == 0) /* default seed */ + { + x0 = 0x9CD1 ; + x1 = 0x53FC ; + x2 = 0x9482 ; + } + else + { + x0 = (s | 1) & 0xFFFF ; + x1 = s >> 16 & 0xFFFF ; + x2 = 0 ; + } + + r = b0 * x0 ; + state->x0 = (r & 0xFFFF) ; + + r >>= 16 ; + r += b0 * x1 + b1 * x0 ; + state->x1 = (r & 0xFFFF) ; + + r >>= 16 ; + r += b0 * x2 + b1 * x1 + b2 * x0 ; + state->x2 = (r & 0xFFFF) ; + + return; +} + +static const gsl_rng_type ranf_type = +{"ranf", /* name */ + 0xffffffffUL, /* RAND_MAX */ + 0, /* RAND_MIN */ + sizeof (ranf_state_t), + &ranf_set, + &ranf_get, + &ranf_get_double +}; + +const gsl_rng_type *gsl_rng_ranf = &ranf_type; |