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Diffstat (limited to 'gsl-1.9/rng/ranlux.c')
| -rw-r--r-- | gsl-1.9/rng/ranlux.c | 222 |
1 files changed, 222 insertions, 0 deletions
diff --git a/gsl-1.9/rng/ranlux.c b/gsl-1.9/rng/ranlux.c new file mode 100644 index 0000000..b5e681d --- /dev/null +++ b/gsl-1.9/rng/ranlux.c @@ -0,0 +1,222 @@ +/* rng/ranlux.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 a lagged fibonacci generator with skipping developed by Luescher. + The sequence is a series of 24-bit integers, x_n, + + x_n = d_n + b_n + + where d_n = x_{n-10} - x_{n-24} - c_{n-1}, b_n = 0 if d_n >= 0 and + b_n = 2^24 if d_n < 0, c_n = 0 if d_n >= 0 and c_n = 1 if d_n < 0, + where after 24 samples a group of p integers are "skipped", to + reduce correlations. By default p = 199, but can be increased to + 365. + + The period of the generator is around 10^171. + + From: M. Luescher, "A portable high-quality random number generator + for lattice field theory calculations", Computer Physics + Communications, 79 (1994) 100-110. + + Available on the net as hep-lat/9309020 at http://xxx.lanl.gov/ + + See also, + + F. James, "RANLUX: A Fortran implementation of the high-quality + pseudo-random number generator of Luscher", Computer Physics + Communications, 79 (1994) 111-114 + + Kenneth G. Hamilton, F. James, "Acceleration of RANLUX", Computer + Physics Communications, 101 (1997) 241-248 + + Kenneth G. Hamilton, "Assembler RANLUX for PCs", Computer Physics + Communications, 101 (1997) 249-253 */ + +static inline unsigned long int ranlux_get (void *vstate); +static double ranlux_get_double (void *vstate); +static void ranlux_set_lux (void *state, unsigned long int s, unsigned int luxury); +static void ranlux_set (void *state, unsigned long int s); +static void ranlux389_set (void *state, unsigned long int s); + +static const unsigned long int mask_lo = 0x00ffffffUL; /* 2^24 - 1 */ +static const unsigned long int mask_hi = ~0x00ffffffUL; +static const unsigned long int two24 = 16777216; /* 2^24 */ + +typedef struct + { + unsigned int i; + unsigned int j; + unsigned int n; + unsigned int skip; + unsigned int carry; + unsigned long int u[24]; + } +ranlux_state_t; + +static inline unsigned long int increment_state (ranlux_state_t * state); + +static inline unsigned long int +increment_state (ranlux_state_t * state) +{ + unsigned int i = state->i; + unsigned int j = state->j; + long int delta = state->u[j] - state->u[i] - state->carry; + + if (delta & mask_hi) + { + state->carry = 1; + delta &= mask_lo; + } + else + { + state->carry = 0; + } + + state->u[i] = delta; + + if (i == 0) + { + i = 23; + } + else + { + i--; + } + + state->i = i; + + if (j == 0) + { + j = 23; + } + else + { + j--; + } + + state->j = j; + + return delta; +} + +static inline unsigned long int +ranlux_get (void *vstate) +{ + ranlux_state_t *state = (ranlux_state_t *) vstate; + const unsigned int skip = state->skip; + unsigned long int r = increment_state (state); + + state->n++; + + if (state->n == 24) + { + unsigned int i; + state->n = 0; + for (i = 0; i < skip; i++) + increment_state (state); + } + + return r; +} + +static double +ranlux_get_double (void *vstate) +{ + return ranlux_get (vstate) / 16777216.0; +} + +static void +ranlux_set_lux (void *vstate, unsigned long int s, unsigned int luxury) +{ + ranlux_state_t *state = (ranlux_state_t *) vstate; + int i; + + long int seed; + + if (s == 0) + s = 314159265; /* default seed is 314159265 */ + + seed = s; + + /* This is the initialization algorithm of F. James, widely in use + for RANLUX. */ + + for (i = 0; i < 24; i++) + { + unsigned long int k = seed / 53668; + seed = 40014 * (seed - k * 53668) - k * 12211; + if (seed < 0) + { + seed += 2147483563; + } + state->u[i] = seed % two24; + } + + state->i = 23; + state->j = 9; + state->n = 0; + state->skip = luxury - 24; + + if (state->u[23] & mask_hi) + { + state->carry = 1; + } + else + { + state->carry = 0; + } +} + +static void +ranlux_set (void *vstate, unsigned long int s) +{ + ranlux_set_lux (vstate, s, 223); +} + +static void +ranlux389_set (void *vstate, unsigned long int s) +{ + ranlux_set_lux (vstate, s, 389); +} + + +static const gsl_rng_type ranlux_type = +{"ranlux", /* name */ + 0x00ffffffUL, /* RAND_MAX */ + 0, /* RAND_MIN */ + sizeof (ranlux_state_t), + &ranlux_set, + &ranlux_get, + &ranlux_get_double}; + +static const gsl_rng_type ranlux389_type = +{"ranlux389", /* name */ + 0x00ffffffUL, /* RAND_MAX */ + 0, /* RAND_MIN */ + sizeof (ranlux_state_t), + &ranlux389_set, + &ranlux_get, + &ranlux_get_double}; + +const gsl_rng_type *gsl_rng_ranlux = &ranlux_type; +const gsl_rng_type *gsl_rng_ranlux389 = &ranlux389_type; |