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/* 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 <config.h>
#include <stdlib.h>
#include <gsl/gsl_rng.h>
/* 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;
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