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/* rng/ranmar.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 the RANMAR lagged fibonacci generator of Marsaglia, Zaman
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and Tsang. The sequence is a series of 24-bit integers, x_n,
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x_n = (y_n - c_n + 2^24) mod 2^24
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where,
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y_n = (y_{n-97) - y_{n-33} + 2^24) mod 2^24
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c_n = (c_{n-1} - 7654321 + 2^24 - 3) mod (2^24 - 3)
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The period of this generator is 2^144.
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The generator provides about 900 million different subsequences
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each of length O(10^30). Thus each seed up to 900,000,000 gives an
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independent sequence.
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Although it was good in its day this generator now has known
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statistical defects and has been superseded by RANLUX.
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From: F. James, "A Review of Pseudorandom number generators",
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Computer Physics Communications 60, 329 (1990).
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G. Marsaglia, A. Zaman and W.W. Tsang, Stat. Prob. Lett. 9, 35 (1990) */
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static inline unsigned long int ranmar_get (void *vstate);
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static double ranmar_get_double (void *vstate);
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static void ranmar_set (void *state, unsigned long int s);
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static const unsigned long int two24 = 16777216; /* 2^24 */
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typedef struct
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{
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unsigned int i;
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unsigned int j;
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long int carry;
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unsigned long int u[97];
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}
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ranmar_state_t;
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static inline unsigned long int
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ranmar_get (void *vstate)
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{
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ranmar_state_t *state = (ranmar_state_t *) vstate;
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unsigned int i = state->i;
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unsigned int j = state->j;
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long int carry = state->carry;
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long int delta = state->u[i] - state->u[j];
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if (delta < 0)
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delta += two24 ;
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state->u[i] = delta;
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if (i == 0)
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{
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i = 96;
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}
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else
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{
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i--;
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}
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state->i = i;
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if (j == 0)
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{
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j = 96;
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}
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else
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{
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j--;
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}
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state->j = j;
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carry += - 7654321 ;
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if (carry < 0)
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carry += two24 - 3;
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state->carry = carry ;
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delta += - carry ;
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if (delta < 0)
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delta += two24 ;
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return delta;
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}
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static double
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ranmar_get_double (void *vstate)
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{
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return ranmar_get (vstate) / 16777216.0 ;
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}
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static void
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ranmar_set (void *vstate, unsigned long int s)
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{
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ranmar_state_t *state = (ranmar_state_t *) vstate;
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unsigned long int ij = s / 30082 ;
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unsigned long int kl = s % 30082 ;
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int i = (ij / 177) % 177 + 2 ;
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int j = (ij % 177) + 2 ;
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int k = (kl / 169) % 178 + 1 ;
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int l = (kl % 169) ;
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int a, b;
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for (a = 0; a < 97; a++)
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{
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unsigned long int sum = 0 ;
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unsigned long int t = two24 ;
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for (b = 0; b < 24; b++)
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{
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unsigned long int m = (((i * j) % 179) * k) % 179 ;
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i = j ;
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j = k ;
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k = m ;
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l = (53 * l + 1) % 169 ;
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t >>= 1 ;
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if ((l * m) % 64 >= 32)
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sum += t ;
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}
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state->u[a] = sum ;
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}
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state->i = 96;
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state->j = 32;
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state->carry = 362436 ;
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}
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static const gsl_rng_type ranmar_type =
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{"ranmar", /* name */
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0x00ffffffUL, /* RAND_MAX */
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0, /* RAND_MIN */
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sizeof (ranmar_state_t),
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&ranmar_set,
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&ranmar_get,
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&ranmar_get_double};
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const gsl_rng_type *gsl_rng_ranmar = &ranmar_type;
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