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/* rng/ran2.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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/* This is an implementation of the algorithm used in Numerical
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Recipe's ran2 generator. It is a L'Ecuyer combined recursive
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generator with a 32-element shuffle-box.
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As far as I can tell, in general the effects of adding a shuffle
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box cannot be proven theoretically, so the period of this generator
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is unknown.
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The period of the underlying combined generator is O(2^60). */
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static inline unsigned long int ran2_get (void *vstate);
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static double ran2_get_double (void *vstate);
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static void ran2_set (void *state, unsigned long int s);
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static const long int m1 = 2147483563, a1 = 40014, q1 = 53668, r1 = 12211;
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static const long int m2 = 2147483399, a2 = 40692, q2 = 52774, r2 = 3791;
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#define N_SHUFFLE 32
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#define N_DIV (1 + 2147483562/N_SHUFFLE)
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typedef struct
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{
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unsigned long int x;
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unsigned long int y;
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unsigned long int n;
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unsigned long int shuffle[N_SHUFFLE];
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}
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ran2_state_t;
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static inline unsigned long int
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ran2_get (void *vstate)
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{
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ran2_state_t *state = (ran2_state_t *) vstate;
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const unsigned long int x = state->x;
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const unsigned long int y = state->y;
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long int h1 = x / q1;
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long int t1 = a1 * (x - h1 * q1) - h1 * r1;
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long int h2 = y / q2;
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long int t2 = a2 * (y - h2 * q2) - h2 * r2;
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if (t1 < 0)
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t1 += m1;
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if (t2 < 0)
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t2 += m2;
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state->x = t1;
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state->y = t2;
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{
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unsigned long int j = state->n / N_DIV;
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long int delta = state->shuffle[j] - t2;
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if (delta < 1)
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delta += m1 - 1;
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state->n = delta;
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state->shuffle[j] = t1;
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}
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return state->n;
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}
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static double
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ran2_get_double (void *vstate)
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{
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float x_max = 1 - 1.2e-7f ; /* Numerical Recipes version of 1-FLT_EPS */
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float x = ran2_get (vstate) / 2147483563.0f ;
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if (x > x_max)
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return x_max ;
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return x ;
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}
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static void
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ran2_set (void *vstate, unsigned long int s)
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{
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ran2_state_t *state = (ran2_state_t *) vstate;
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int i;
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if (s == 0)
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s = 1; /* default seed is 1 */
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state->y = s;
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for (i = 0; i < 8; i++)
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{
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long int h = s / q1;
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long int t = a1 * (s - h * q1) - h * r1;
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if (t < 0)
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t += m1;
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s = t;
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}
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for (i = N_SHUFFLE - 1; i >= 0; i--)
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{
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long int h = s / q1;
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long int t = a1 * (s - h * q1) - h * r1;
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if (t < 0)
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t += m1;
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s = t;
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state->shuffle[i] = s;
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}
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state->x = s;
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state->n = s;
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return;
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}
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static const gsl_rng_type ran2_type =
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{"ran2", /* name */
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2147483562, /* RAND_MAX */
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1, /* RAND_MIN */
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sizeof (ran2_state_t),
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&ran2_set,
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&ran2_get,
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&ran2_get_double};
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const gsl_rng_type *gsl_rng_ran2 = &ran2_type;
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