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/* rng/minstd.c
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#include <config.h>
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#include <stdlib.h>
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#include <gsl/gsl_rng.h>
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/* MINSTD is Park and Miller's minimal standard generator (i.e. it's
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not particularly good).
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The sequence is
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x_{n+1} = (a x_n) mod m
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with a = 16807 and m = 2^31 - 1 = 2147483647. The seed specifies
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the initial value, x_1.
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The theoretical value of x_{10001} is 1043618065, starting with a
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seed of x_1 = 1.
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The period of this generator is 2^31.
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It is used as the RNUN subroutine in the IMSL Library and the RAND
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function in MATLAB. The generator is sometimes known by the acronym
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"GGL" (I'm not sure what that stands for).
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From: Park and Miller, "Random Number Generators: Good ones are
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hard to find" Communications of the ACM, October 1988, Volume 31,
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No 10, pages 1192-1201. */
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static inline unsigned long int minstd_get (void *vstate);
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static double minstd_get_double (void *vstate);
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static void minstd_set (void *state, unsigned long int s);
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static const long int m = 2147483647, a = 16807, q = 127773, r = 2836;
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typedef struct
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{
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unsigned long int x;
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}
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minstd_state_t;
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static inline unsigned long int
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minstd_get (void *vstate)
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{
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minstd_state_t *state = (minstd_state_t *) vstate;
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const unsigned long int x = state->x;
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const long int h = x / q;
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const long int t = a * (x - h * q) - h * r;
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if (t < 0)
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{
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state->x = t + m;
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}
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else
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{
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state->x = t;
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}
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return state->x;
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}
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static double
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minstd_get_double (void *vstate)
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{
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return minstd_get (vstate) / 2147483647.0;
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}
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static void
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minstd_set (void *vstate, unsigned long int s)
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{
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minstd_state_t *state = (minstd_state_t *) vstate;
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if (s == 0)
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s = 1; /* default seed is 1 */
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state->x = s;
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return;
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}
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static const gsl_rng_type minstd_type =
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{"minstd", /* name */
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2147483646, /* RAND_MAX */
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1, /* RAND_MIN */
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sizeof (minstd_state_t),
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&minstd_set,
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&minstd_get,
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&minstd_get_double};
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const gsl_rng_type *gsl_rng_minstd = &minstd_type;
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