/* rng/taus.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 3 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 #include #include /* This is a maximally equidistributed combined Tausworthe generator. The sequence is, x_n = (s1_n ^ s2_n ^ s3_n) s1_{n+1} = (((s1_n & 4294967294) <<12) ^ (((s1_n <<13) ^ s1_n) >>19)) s2_{n+1} = (((s2_n & 4294967288) << 4) ^ (((s2_n << 2) ^ s2_n) >>25)) s3_{n+1} = (((s3_n & 4294967280) <<17) ^ (((s3_n << 3) ^ s3_n) >>11)) computed modulo 2^32. In the three formulas above '^' means exclusive-or (C-notation), not exponentiation. Note that the algorithm relies on the properties of 32-bit unsigned integers (it is formally defined on bit-vectors of length 32). I have added a bitmask to make it work on 64 bit machines. We initialize the generator with s1_1 .. s3_1 = s_n MOD m, where s_n = (69069 * s_{n-1}) mod 2^32, and s_0 = s is the user-supplied seed. The theoretical value of x_{10007} is 2733957125. The subscript 10007 means (1) seed the generator with s=1 (2) do six warm-up iterations, (3) then do 10000 actual iterations. The period of this generator is about 2^88. From: P. L'Ecuyer, "Maximally Equidistributed Combined Tausworthe Generators", Mathematics of Computation, 65, 213 (1996), 203--213. This is available on the net from L'Ecuyer's home page, http://www.iro.umontreal.ca/~lecuyer/myftp/papers/tausme.ps ftp://ftp.iro.umontreal.ca/pub/simulation/lecuyer/papers/tausme.ps Update: April 2002 There is an erratum in the paper "Tables of Maximally Equidistributed Combined LFSR Generators", Mathematics of Computation, 68, 225 (1999), 261--269: http://www.iro.umontreal.ca/~lecuyer/myftp/papers/tausme2.ps ... the k_j most significant bits of z_j must be non- zero, for each j. (Note: this restriction also applies to the computer code given in [4], but was mistakenly not mentioned in that paper.) This affects the seeding procedure by imposing the requirement s1 > 1, s2 > 7, s3 > 15. The generator taus2 has been added to satisfy this requirement. The original taus generator is unchanged. Update: November 2002 There was a bug in the correction to the seeding procedure for s2. It affected the following seeds 254679140 1264751179 1519430319 2274823218 2529502358 3284895257 3539574397 (s2 < 8). */ static inline unsigned long int taus_get (void *vstate); static double taus_get_double (void *vstate); static void taus_set (void *state, unsigned long int s); typedef struct { unsigned long int s1, s2, s3; } taus_state_t; static inline unsigned long taus_get (void *vstate) { taus_state_t *state = (taus_state_t *) vstate; #define MASK 0xffffffffUL #define TAUSWORTHE(s,a,b,c,d) (((s &c) <>b) state->s1 = TAUSWORTHE (state->s1, 13, 19, 4294967294UL, 12); state->s2 = TAUSWORTHE (state->s2, 2, 25, 4294967288UL, 4); state->s3 = TAUSWORTHE (state->s3, 3, 11, 4294967280UL, 17); return (state->s1 ^ state->s2 ^ state->s3); } static double taus_get_double (void *vstate) { return taus_get (vstate) / 4294967296.0 ; } static void taus_set (void *vstate, unsigned long int s) { taus_state_t *state = (taus_state_t *) vstate; if (s == 0) s = 1; /* default seed is 1 */ #define LCG(n) ((69069 * n) & 0xffffffffUL) state->s1 = LCG (s); state->s2 = LCG (state->s1); state->s3 = LCG (state->s2); /* "warm it up" */ taus_get (state); taus_get (state); taus_get (state); taus_get (state); taus_get (state); taus_get (state); return; } static void taus2_set (void *vstate, unsigned long int s) { taus_state_t *state = (taus_state_t *) vstate; if (s == 0) s = 1; /* default seed is 1 */ #define LCG(n) ((69069 * n) & 0xffffffffUL) state->s1 = LCG (s); if (state->s1 < 2) state->s1 += 2UL; state->s2 = LCG (state->s1); if (state->s2 < 8) state->s2 += 8UL; state->s3 = LCG (state->s2); if (state->s3 < 16) state->s3 += 16UL; /* "warm it up" */ taus_get (state); taus_get (state); taus_get (state); taus_get (state); taus_get (state); taus_get (state); return; } static const gsl_rng_type taus_type = {"taus", /* name */ 0xffffffffUL, /* RAND_MAX */ 0, /* RAND_MIN */ sizeof (taus_state_t), &taus_set, &taus_get, &taus_get_double}; const gsl_rng_type *gsl_rng_taus = &taus_type; static const gsl_rng_type taus2_type = {"taus2", /* name */ 0xffffffffUL, /* RAND_MAX */ 0, /* RAND_MIN */ sizeof (taus_state_t), &taus2_set, &taus_get, &taus_get_double}; const gsl_rng_type *gsl_rng_taus2 = &taus2_type;