/* rng/uni.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. */ /** This is a lagged Fibonacci generator which supposedly excellent statistical properties (I do not concur) I got it from the net and translated into C. * ====================================================================== * NIST Guide to Available Math Software. * Fullsource for module UNI from package CMLIB. * Retrieved from CAMSUN on Tue Oct 8 14:04:10 1996. * ====================================================================== C***BEGIN PROLOGUE UNI C***DATE WRITTEN 810915 C***REVISION DATE 830805 C***CATEGORY NO. L6A21 C***KEYWORDS RANDOM NUMBERS, UNIFORM RANDOM NUMBERS C***AUTHOR BLUE, JAMES, SCIENTIFIC COMPUTING DIVISION, NBS C KAHANER, DAVID, SCIENTIFIC COMPUTING DIVISION, NBS C MARSAGLIA, GEORGE, COMPUTER SCIENCE DEPT., WASH STATE UNIV C C***PURPOSE THIS ROUTINE GENERATES QUASI UNIFORM RANDOM NUMBERS ON [0,1 C AND CAN BE USED ON ANY COMPUTER WITH WHICH ALLOWS INTEGERS C AT LEAST AS LARGE AS 32767. C***DESCRIPTION C C THIS ROUTINE GENERATES QUASI UNIFORM RANDOM NUMBERS ON THE INTER C [0,1). IT CAN BE USED WITH ANY COMPUTER WHICH ALLOWS C INTEGERS AT LEAST AS LARGE AS 32767. C C C USE C FIRST TIME.... C Z = UNI(JD) C HERE JD IS ANY N O N - Z E R O INTEGER. C THIS CAUSES INITIALIZATION OF THE PROGRAM C AND THE FIRST RANDOM NUMBER TO BE RETURNED AS Z. C SUBSEQUENT TIMES... C Z = UNI(0) C CAUSES THE NEXT RANDOM NUMBER TO BE RETURNED AS Z. C C C.................................................................. C NOTE: USERS WHO WISH TO TRANSPORT THIS PROGRAM FROM ONE COMPUTER C TO ANOTHER SHOULD READ THE FOLLOWING INFORMATION..... C C MACHINE DEPENDENCIES... C MDIG = A LOWER BOUND ON THE NUMBER OF BINARY DIGITS AVAILABLE C FOR REPRESENTING INTEGERS, INCLUDING THE SIGN BIT. C THIS VALUE MUST BE AT LEAST 16, BUT MAY BE INCREASED C IN LINE WITH REMARK A BELOW. C C REMARKS... C A. THIS PROGRAM CAN BE USED IN TWO WAYS: C (1) TO OBTAIN REPEATABLE RESULTS ON DIFFERENT COMPUTERS, C SET 'MDIG' TO THE SMALLEST OF ITS VALUES ON EACH, OR, C (2) TO ALLOW THE LONGEST SEQUENCE OF RANDOM NUMBERS TO BE C GENERATED WITHOUT CYCLING (REPEATING) SET 'MDIG' TO THE C LARGEST POSSIBLE VALUE. C B. THE SEQUENCE OF NUMBERS GENERATED DEPENDS ON THE INITIAL C INPUT 'JD' AS WELL AS THE VALUE OF 'MDIG'. C IF MDIG=16 ONE SHOULD FIND THAT Editors Note: set the seed using 152 in order to get uni(305) -jt C THE FIRST EVALUATION C Z=UNI(305) GIVES Z=.027832881... C THE SECOND EVALUATION C Z=UNI(0) GIVES Z=.56102176... C THE THIRD EVALUATION C Z=UNI(0) GIVES Z=.41456343... C THE THOUSANDTH EVALUATION C Z=UNI(0) GIVES Z=.19797357... C C***REFERENCES MARSAGLIA G., "COMMENTS ON THE PERFECT UNIFORM RANDOM C NUMBER GENERATOR", UNPUBLISHED NOTES, WASH S. U. C***ROUTINES CALLED I1MACH,XERROR C***END PROLOGUE UNI **/ #include #include #include static inline unsigned long int uni_get (void *vstate); static double uni_get_double (void *vstate); static void uni_set (void *state, unsigned long int s); static const unsigned int MDIG = 16; /* Machine digits in int */ static const unsigned int m1 = 32767; /* 2^(MDIG-1) - 1 */ static const unsigned int m2 = 256; /* 2^(MDIG/2) */ typedef struct { int i, j; unsigned long m[17]; } uni_state_t; static inline unsigned long uni_get (void *vstate) { uni_state_t *state = (uni_state_t *) vstate; const int i = state->i; const int j = state->j; /* important k not be unsigned */ long k = state->m[i] - state->m[j]; if (k < 0) k += m1; state->m[j] = k; if (i == 0) { state->i = 16; } else { (state->i)--; } if (j == 0) { state->j = 16; } else { (state->j)--; } return k; } static double uni_get_double (void *vstate) { return uni_get (vstate) / 32767.0 ; } static void uni_set (void *vstate, unsigned long int s) { unsigned int i, seed, k0, k1, j0, j1; uni_state_t *state = (uni_state_t *) vstate; /* For this routine, the seeding is very elaborate! */ /* A flaw in this approach is that seeds 1,2 give exactly the same random number sequence! */ s = 2 * s + 1; /* enforce seed be odd */ seed = (s < m1 ? s : m1); /* seed should be less than m1 */ k0 = 9069 % m2; k1 = 9069 / m2; j0 = seed % m2; j1 = seed / m2; for (i = 0; i < 17; ++i) { seed = j0 * k0; j1 = (seed / m2 + j0 * k1 + j1 * k0) % (m2 / 2); j0 = seed % m2; state->m[i] = j0 + m2 * j1; } state->i = 4; state->j = 16; return; } static const gsl_rng_type uni_type = {"uni", /* name */ 32766, /* RAND_MAX */ 0, /* RAND_MIN */ sizeof (uni_state_t), &uni_set, &uni_get, &uni_get_double}; const gsl_rng_type *gsl_rng_uni = &uni_type;