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Diffstat (limited to 'gsl-1.9/rng/taus.c')
| -rw-r--r-- | gsl-1.9/rng/taus.c | 184 |
1 files changed, 184 insertions, 0 deletions
diff --git a/gsl-1.9/rng/taus.c b/gsl-1.9/rng/taus.c new file mode 100644 index 0000000..fd039f5 --- /dev/null +++ b/gsl-1.9/rng/taus.c @@ -0,0 +1,184 @@ +/* rng/taus.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 maximally equidistributed combined Tausworthe + generator. The sequence is, + + x_n = (s1_n ^ s2_n ^ s3_n) + + s1_{n+1} = (((s1_n & 4294967294) <<12) ^ (((s1_n <<13) ^ s1_n) >>19)) + s2_{n+1} = (((s2_n & 4294967288) << 4) ^ (((s2_n << 2) ^ s2_n) >>25)) + s3_{n+1} = (((s3_n & 4294967280) <<17) ^ (((s3_n << 3) ^ s3_n) >>11)) + + computed modulo 2^32. In the three formulas above '^' means + exclusive-or (C-notation), not exponentiation. Note that the + algorithm relies on the properties of 32-bit unsigned integers (it + is formally defined on bit-vectors of length 32). I have added a + bitmask to make it work on 64 bit machines. + + We initialize the generator with s1_1 .. s3_1 = s_n MOD m, where + s_n = (69069 * s_{n-1}) mod 2^32, and s_0 = s is the user-supplied + seed. + + The theoretical value of x_{10007} is 2733957125. The subscript + 10007 means (1) seed the generator with s=1 (2) do six warm-up + iterations, (3) then do 10000 actual iterations. + + The period of this generator is about 2^88. + + From: P. L'Ecuyer, "Maximally Equidistributed Combined Tausworthe + Generators", Mathematics of Computation, 65, 213 (1996), 203--213. + + This is available on the net from L'Ecuyer's home page, + + http://www.iro.umontreal.ca/~lecuyer/myftp/papers/tausme.ps + ftp://ftp.iro.umontreal.ca/pub/simulation/lecuyer/papers/tausme.ps + + Update: April 2002 + + There is an erratum in the paper "Tables of Maximally + Equidistributed Combined LFSR Generators", Mathematics of + Computation, 68, 225 (1999), 261--269: + http://www.iro.umontreal.ca/~lecuyer/myftp/papers/tausme2.ps + + ... the k_j most significant bits of z_j must be non- + zero, for each j. (Note: this restriction also applies to the + computer code given in [4], but was mistakenly not mentioned in + that paper.) + + This affects the seeding procedure by imposing the requirement + s1 > 1, s2 > 7, s3 > 15. + + The generator taus2 has been added to satisfy this requirement. + The original taus generator is unchanged. + + Update: November 2002 + + There was a bug in the correction to the seeding procedure for s2. + It affected the following seeds 254679140 1264751179 1519430319 + 2274823218 2529502358 3284895257 3539574397 (s2 < 8). + +*/ + +static inline unsigned long int taus_get (void *vstate); +static double taus_get_double (void *vstate); +static void taus_set (void *state, unsigned long int s); + +typedef struct + { + unsigned long int s1, s2, s3; + } +taus_state_t; + +static inline unsigned long +taus_get (void *vstate) +{ + taus_state_t *state = (taus_state_t *) vstate; + +#define MASK 0xffffffffUL +#define TAUSWORTHE(s,a,b,c,d) (((s &c) <<d) &MASK) ^ ((((s <<a) &MASK)^s) >>b) + + state->s1 = TAUSWORTHE (state->s1, 13, 19, 4294967294UL, 12); + state->s2 = TAUSWORTHE (state->s2, 2, 25, 4294967288UL, 4); + state->s3 = TAUSWORTHE (state->s3, 3, 11, 4294967280UL, 17); + + return (state->s1 ^ state->s2 ^ state->s3); +} + +static double +taus_get_double (void *vstate) +{ + return taus_get (vstate) / 4294967296.0 ; +} + +static void +taus_set (void *vstate, unsigned long int s) +{ + taus_state_t *state = (taus_state_t *) vstate; + + if (s == 0) + s = 1; /* default seed is 1 */ + +#define LCG(n) ((69069 * n) & 0xffffffffUL) + state->s1 = LCG (s); + state->s2 = LCG (state->s1); + state->s3 = LCG (state->s2); + + /* "warm it up" */ + taus_get (state); + taus_get (state); + taus_get (state); + taus_get (state); + taus_get (state); + taus_get (state); + return; +} + +static void +taus2_set (void *vstate, unsigned long int s) +{ + taus_state_t *state = (taus_state_t *) vstate; + + if (s == 0) + s = 1; /* default seed is 1 */ + +#define LCG(n) ((69069 * n) & 0xffffffffUL) + state->s1 = LCG (s); + if (state->s1 < 2) state->s1 += 2UL; + state->s2 = LCG (state->s1); + if (state->s2 < 8) state->s2 += 8UL; + state->s3 = LCG (state->s2); + if (state->s3 < 16) state->s3 += 16UL; + + /* "warm it up" */ + taus_get (state); + taus_get (state); + taus_get (state); + taus_get (state); + taus_get (state); + taus_get (state); + return; +} + + +static const gsl_rng_type taus_type = +{"taus", /* name */ + 0xffffffffUL, /* RAND_MAX */ + 0, /* RAND_MIN */ + sizeof (taus_state_t), + &taus_set, + &taus_get, + &taus_get_double}; + +const gsl_rng_type *gsl_rng_taus = &taus_type; + +static const gsl_rng_type taus2_type = +{"taus2", /* name */ + 0xffffffffUL, /* RAND_MAX */ + 0, /* RAND_MIN */ + sizeof (taus_state_t), + &taus2_set, + &taus_get, + &taus_get_double}; + +const gsl_rng_type *gsl_rng_taus2 = &taus2_type; |