summaryrefslogtreecommitdiff
path: root/gsl-1.9/rng/randu.c
blob: acd9ea107daaa41c014db297d5af45dff06d894d (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
/* rng/randu.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 reincarnation of the infamously bad RANDU generator.
   The sequence is,

   x_{n+1} = (a x_n) mod m

   with a = 65539 and m = 2^31 = 2147483648. The seed specifies
   the initial value, x_1.

   The theoretical value of x_{10001} is 1623524161.

   The period of this generator is 2^29.

   Note: Knuth describes this generator as "really horrible". 

   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 randu_get (void *vstate);
static double randu_get_double (void *vstate);
static void randu_set (void *state, unsigned long int s);

static const long int a = 65539;
/* static const unsigned long int m = 2147483648UL; */

typedef struct
  {
    unsigned long int x;
  }
randu_state_t;

static inline unsigned long int
randu_get (void *vstate)
{
  randu_state_t *state = (randu_state_t *) vstate;

  /* The following line relies on unsigned 32-bit arithmetic */

  state->x = (a * state->x) & 0x7fffffffUL;

  return state->x;
}

static double
randu_get_double (void *vstate)
{
  return randu_get (vstate) / 2147483648.0 ;
}

static void
randu_set (void *vstate, unsigned long int s)
{
  randu_state_t *state = (randu_state_t *) vstate;

  if (s == 0)
    s = 1;      /* default seed is 1 */

  state->x = s;

  return;
}

static const gsl_rng_type randu_type =
{"randu",                       /* name */
 0x7fffffffUL,                  /* RAND_MAX */
 1,                             /* RAND_MIN */
 sizeof (randu_state_t),
 &randu_set,
 &randu_get,
 &randu_get_double};

const gsl_rng_type *gsl_rng_randu = &randu_type;