Blame rng/ranlxd.c

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/* rng/ranlxd.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 Martin Luescher's second generation
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   double-precision (48-bit) version of the RANLUX generator. 
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   Thanks to Martin Luescher for providing information on this
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   generator.
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*/
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static inline unsigned long int ranlxd_get (void *vstate);
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static double ranlxd_get_double (void *vstate);
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static void ranlxd_set_lux (void *state, unsigned long int s, unsigned int luxury);
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static void ranlxd1_set (void *state, unsigned long int s);
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static void ranlxd2_set (void *state, unsigned long int s);
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static const int next[12] = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 0};
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static const double one_bit = 1.0 / 281474976710656.0;  /* 1/2^48 */
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#define RANLUX_STEP(x1,x2,i1,i2,i3)      \
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          x1=xdbl[i1] - xdbl[i2];        \
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          if (x2 < 0)                    \
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          {                              \
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            x1-=one_bit;                 \
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            x2+=1;                       \
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          }                              \
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         xdbl[i3]=x2
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typedef struct
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  {
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    double xdbl[12]; 
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    double carry;
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    unsigned int ir;
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    unsigned int jr;
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    unsigned int ir_old;
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    unsigned int pr;
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  }
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ranlxd_state_t;
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static inline void increment_state (ranlxd_state_t * state);
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static inline void
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increment_state (ranlxd_state_t * state)
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{
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  int k, kmax;
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  double y1, y2, y3;
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  double *xdbl = state->xdbl;
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  double carry = state->carry;
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  unsigned int ir = state->ir;
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  unsigned int jr = state->jr;
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  for (k = 0; ir > 0; ++k)
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    {
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      y1 = xdbl[jr] - xdbl[ir];
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      y2 = y1 - carry;
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      if (y2 < 0)
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        {
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          carry = one_bit;
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          y2 += 1;
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        }
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      else
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        {
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          carry = 0;
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        }
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      xdbl[ir] = y2;
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      ir = next[ir];
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      jr = next[jr];
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    }
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  kmax = state->pr - 12;
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  for (; k <= kmax; k += 12)
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    {
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      y1 = xdbl[7] - xdbl[0];
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      y1 -= carry;
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      RANLUX_STEP (y2, y1, 8, 1, 0);
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      RANLUX_STEP (y3, y2, 9, 2, 1);
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      RANLUX_STEP (y1, y3, 10, 3, 2);
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      RANLUX_STEP (y2, y1, 11, 4, 3);
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      RANLUX_STEP (y3, y2, 0, 5, 4);
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      RANLUX_STEP (y1, y3, 1, 6, 5);
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      RANLUX_STEP (y2, y1, 2, 7, 6);
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      RANLUX_STEP (y3, y2, 3, 8, 7);
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      RANLUX_STEP (y1, y3, 4, 9, 8);
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      RANLUX_STEP (y2, y1, 5, 10, 9);
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      RANLUX_STEP (y3, y2, 6, 11, 10);
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      if (y3 < 0)
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        {
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          carry = one_bit;
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          y3 += 1;
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        }
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      else
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        {
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          carry = 0;
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        }
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      xdbl[11] = y3;
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    }
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  kmax = state->pr;
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  for (; k < kmax; ++k)
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    {
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      y1 = xdbl[jr] - xdbl[ir];
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      y2 = y1 - carry;
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      if (y2 < 0)
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        {
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          carry = one_bit;
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          y2 += 1;
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        }
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      else
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        {
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          carry = 0;
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        }
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      xdbl[ir] = y2;
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      ir = next[ir];
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      jr = next[jr];
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    }
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  state->ir = ir;
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  state->ir_old = ir;
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  state->jr = jr;
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  state->carry = carry;
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}
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static inline unsigned long int
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ranlxd_get (void *vstate)
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{
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  return ranlxd_get_double (vstate) * 4294967296.0;     /* 2^32 */
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}
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static double
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ranlxd_get_double (void *vstate)
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{
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  ranlxd_state_t *state = (ranlxd_state_t *) vstate;
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  int ir = state->ir;
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  state->ir = next[ir];
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  if (state->ir == state->ir_old)
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    increment_state (state);
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  return state->xdbl[state->ir];
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}
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static void
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ranlxd_set_lux (void *vstate, unsigned long int s, unsigned int luxury)
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{
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  ranlxd_state_t *state = (ranlxd_state_t *) vstate;
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  int ibit, jbit, i, k, l, xbit[31];
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  double x, y;
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  long int seed;
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  if (s == 0)
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    s = 1;                      /* default seed is 1 */
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  seed = s;
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  i = seed & 0xFFFFFFFFUL;
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  for (k = 0; k < 31; ++k)
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    {
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      xbit[k] = i % 2;
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      i /= 2;
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    }
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  ibit = 0;
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  jbit = 18;
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  for (k = 0; k < 12; ++k)
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    {
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      x = 0;
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      for (l = 1; l <= 48; ++l)
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        {
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          y = (double) ((xbit[ibit] + 1) % 2);
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          x += x + y;
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          xbit[ibit] = (xbit[ibit] + xbit[jbit]) % 2;
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          ibit = (ibit + 1) % 31;
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          jbit = (jbit + 1) % 31;
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        }
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      state->xdbl[k] = one_bit * x;
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    }
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  state->carry = 0;
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  state->ir = 11;
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  state->jr = 7;
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  state->ir_old = 0;
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  state->pr = luxury;
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}
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static void
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ranlxd1_set (void *vstate, unsigned long int s)
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{
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  ranlxd_set_lux (vstate, s, 202);
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}
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static void
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ranlxd2_set (void *vstate, unsigned long int s)
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{
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  ranlxd_set_lux (vstate, s, 397);
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}
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static const gsl_rng_type ranlxd1_type =
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{"ranlxd1",                     /* name */
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 0xffffffffUL,                  /* RAND_MAX */
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 0,                             /* RAND_MIN */
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 sizeof (ranlxd_state_t),
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 &ranlxd1_set,
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 &ranlxd_get,
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 &ranlxd_get_double};
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static const gsl_rng_type ranlxd2_type =
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{"ranlxd2",                     /* name */
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 0xffffffffUL,                  /* RAND_MAX */
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 0,                             /* RAND_MIN */
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 sizeof (ranlxd_state_t),
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 &ranlxd2_set,
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 &ranlxd_get,
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 &ranlxd_get_double};
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const gsl_rng_type *gsl_rng_ranlxd1 = &ranlxd1_type;
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const gsl_rng_type *gsl_rng_ranlxd2 = &ranlxd2_type;