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