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