1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614
|
/* Copyright (C) 1999,2000,2001 Free Software Foundation, Inc.
* 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 2, 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 software; see the file COPYING. If not, write to
* the Free Software Foundation, Inc., 59 Temple Place, Suite 330,
* Boston, MA 02111-1307 USA
*
* As a special exception, the Free Software Foundation gives permission
* for additional uses of the text contained in its release of GUILE.
*
* The exception is that, if you link the GUILE library with other files
* to produce an executable, this does not by itself cause the
* resulting executable to be covered by the GNU General Public License.
* Your use of that executable is in no way restricted on account of
* linking the GUILE library code into it.
*
* This exception does not however invalidate any other reasons why
* the executable file might be covered by the GNU General Public License.
*
* This exception applies only to the code released by the
* Free Software Foundation under the name GUILE. If you copy
* code from other Free Software Foundation releases into a copy of
* GUILE, as the General Public License permits, the exception does
* not apply to the code that you add in this way. To avoid misleading
* anyone as to the status of such modified files, you must delete
* this exception notice from them.
*
* If you write modifications of your own for GUILE, it is your choice
* whether to permit this exception to apply to your modifications.
* If you do not wish that, delete this exception notice. */
/* Author: Mikael Djurfeldt <djurfeldt@nada.kth.se> */
#include "libguile/_scm.h"
#include <stdio.h>
#include <math.h>
#include <string.h>
#include "libguile/smob.h"
#include "libguile/numbers.h"
#include "libguile/feature.h"
#include "libguile/strings.h"
#include "libguile/unif.h"
#include "libguile/vectors.h"
#include "libguile/validate.h"
#include "libguile/random.h"
/*
* A plugin interface for RNGs
*
* Using this interface, it is possible for the application to tell
* libguile to use a different RNG. This is desirable if it is
* necessary to use the same RNG everywhere in the application in
* order to prevent interference, if the application uses RNG
* hardware, or if the application has special demands on the RNG.
*
* Look in random.h and how the default generator is "plugged in" in
* scm_init_random().
*/
scm_t_rng scm_the_rng;
/*
* The prepackaged RNG
*
* This is the MWC (Multiply With Carry) random number generator
* described by George Marsaglia at the Department of Statistics and
* Supercomputer Computations Research Institute, The Florida State
* University (http://stat.fsu.edu/~geo).
*
* It uses 64 bits, has a period of 4578426017172946943 (4.6e18), and
* passes all tests in the DIEHARD test suite
* (http://stat.fsu.edu/~geo/diehard.html)
*/
#define A 2131995753UL
#ifndef M_PI
#define M_PI 3.14159265359
#endif
#if SIZEOF_LONG > 4
#if SIZEOF_INT > 4
#define LONG32 unsigned short
#else
#define LONG32 unsigned int
#endif
#define LONG64 unsigned long
#else
#define LONG32 unsigned long
#ifdef __MINGW32__
#define LONG64 unsigned __int64
#else
#define LONG64 unsigned long long
#endif
#endif
#if SIZEOF_LONG > 4 || defined (HAVE_LONG_LONGS)
unsigned long
scm_i_uniform32 (scm_t_i_rstate *state)
{
LONG64 x = (LONG64) A * state->w + state->c;
LONG32 w = x & 0xffffffffUL;
state->w = w;
state->c = x >> 32L;
return w;
}
#else
/* ww This is a portable version of the same RNG without 64 bit
* * aa arithmetic.
* ----
* xx It is only intended to provide identical behaviour on
* xx platforms without 8 byte longs or long longs until
* xx someone has implemented the routine in assembler code.
* xxcc
* ----
* ccww
*/
#define L(x) ((x) & 0xffff)
#define H(x) ((x) >> 16)
unsigned long
scm_i_uniform32 (scm_t_i_rstate *state)
{
LONG32 x1 = L (A) * L (state->w);
LONG32 x2 = L (A) * H (state->w);
LONG32 x3 = H (A) * L (state->w);
LONG32 w = L (x1) + L (state->c);
LONG32 m = H (x1) + L (x2) + L (x3) + H (state->c) + H (w);
LONG32 x4 = H (A) * H (state->w);
state->w = w = (L (m) << 16) + L (w);
state->c = H (x2) + H (x3) + x4 + H (m);
return w;
}
#endif
void
scm_i_init_rstate (scm_t_i_rstate *state, char *seed, int n)
{
LONG32 w = 0L;
LONG32 c = 0L;
int i, m;
for (i = 0; i < n; ++i)
{
m = i % 8;
if (m < 4)
w += seed[i] << (8 * m);
else
c += seed[i] << (8 * (m - 4));
}
if ((w == 0 && c == 0) || (w == 0xffffffffUL && c == A - 1))
++c;
state->w = w;
state->c = c;
}
scm_t_i_rstate *
scm_i_copy_rstate (scm_t_i_rstate *state)
{
scm_t_rstate *new_state = malloc (scm_the_rng.rstate_size);
if (new_state == 0)
scm_memory_error ("rstate");
return memcpy (new_state, state, scm_the_rng.rstate_size);
}
/*
* Random number library functions
*/
scm_t_rstate *
scm_c_make_rstate (char *seed, int n)
{
scm_t_rstate *state = malloc (scm_the_rng.rstate_size);
if (state == 0)
scm_memory_error ("rstate");
state->reserved0 = 0;
scm_the_rng.init_rstate (state, seed, n);
return state;
}
scm_t_rstate *
scm_c_default_rstate ()
#define FUNC_NAME "scm_c_default_rstate"
{
SCM state = SCM_CDR (scm_var_random_state);
if (!SCM_RSTATEP (state))
SCM_MISC_ERROR ("*random-state* contains bogus random state", SCM_EOL);
return SCM_RSTATE (state);
}
#undef FUNC_NAME
inline double
scm_c_uniform01 (scm_t_rstate *state)
{
double x = (double) scm_the_rng.random_bits (state) / (double) 0xffffffffUL;
return ((x + (double) scm_the_rng.random_bits (state))
/ (double) 0xffffffffUL);
}
double
scm_c_normal01 (scm_t_rstate *state)
{
if (state->reserved0)
{
state->reserved0 = 0;
return state->reserved1;
}
else
{
double r, a, n;
r = sqrt (-2.0 * log (scm_c_uniform01 (state)));
a = 2.0 * M_PI * scm_c_uniform01 (state);
n = r * sin (a);
state->reserved1 = r * cos (a);
state->reserved0 = 1;
return n;
}
}
double
scm_c_exp1 (scm_t_rstate *state)
{
return - log (scm_c_uniform01 (state));
}
unsigned char scm_masktab[256];
unsigned long
scm_c_random (scm_t_rstate *state, unsigned long m)
{
unsigned int r, mask;
mask = (m < 0x100
? scm_masktab[m]
: (m < 0x10000
? scm_masktab[m >> 8] << 8 | 0xff
: (m < 0x1000000
? scm_masktab[m >> 16] << 16 | 0xffff
: scm_masktab[m >> 24] << 24 | 0xffffff)));
while ((r = scm_the_rng.random_bits (state) & mask) >= m);
return r;
}
SCM
scm_c_random_bignum (scm_t_rstate *state, SCM m)
{
SCM b;
int i, nd;
LONG32 *bits, mask, w;
nd = SCM_NUMDIGS (m);
/* calculate mask for most significant digit */
#if SIZEOF_INT == 4
/* 16 bit digits */
if (nd & 1)
{
/* fix most significant 16 bits */
unsigned short s = SCM_BDIGITS (m)[nd - 1];
mask = s < 0x100 ? scm_masktab[s] : scm_masktab[s >> 8] << 8 | 0xff;
}
else
#endif
{
/* fix most significant 32 bits */
#if SIZEOF_INT == 4
w = SCM_BDIGITS (m)[nd - 1] << 16 | SCM_BDIGITS (m)[nd - 2];
#else
w = SCM_BDIGITS (m)[nd - 1];
#endif
mask = (w < 0x10000
? (w < 0x100
? scm_masktab[w]
: scm_masktab[w >> 8] << 8 | 0xff)
: (w < 0x1000000
? scm_masktab[w >> 16] << 16 | 0xffff
: scm_masktab[w >> 24] << 24 | 0xffffff));
}
b = scm_i_mkbig (nd, 0);
bits = (LONG32 *) SCM_BDIGITS (b);
do
{
i = nd;
/* treat most significant digit specially */
#if SIZEOF_INT == 4
/* 16 bit digits */
if (i & 1)
{
((SCM_BIGDIG*) bits)[i - 1] = scm_the_rng.random_bits (state) & mask;
i /= 2;
}
else
#endif
{
/* fix most significant 32 bits */
#if SIZEOF_INT == 4
w = scm_the_rng.random_bits (state) & mask;
((SCM_BIGDIG*) bits)[i - 2] = w & 0xffff;
((SCM_BIGDIG*) bits)[i - 1] = w >> 16;
i = i / 2 - 1;
#else
i /= 2;
bits[--i] = scm_the_rng.random_bits (state) & mask;
#endif
}
/* now fill up the rest of the bignum */
while (i)
bits[--i] = scm_the_rng.random_bits (state);
b = scm_i_normbig (b);
if (SCM_INUMP (b))
return b;
} while (scm_bigcomp (b, m) <= 0);
return b;
}
/*
* Scheme level representation of random states.
*/
scm_t_bits scm_tc16_rstate;
static SCM
make_rstate (scm_t_rstate *state)
{
SCM_RETURN_NEWSMOB (scm_tc16_rstate, state);
}
static size_t
rstate_free (SCM rstate)
{
free (SCM_RSTATE (rstate));
return scm_the_rng.rstate_size;
}
/*
* Scheme level interface.
*/
SCM_GLOBAL_VARIABLE_INIT (scm_var_random_state, "*random-state*", scm_seed_to_random_state (scm_makfrom0str ("URL:http://stat.fsu.edu/~geo/diehard.html")));
SCM_DEFINE (scm_random, "random", 1, 1, 0,
(SCM n, SCM state),
"Return a number in [0,N).\n"
"\n"
"Accepts a positive integer or real n and returns a\n"
"number of the same type between zero (inclusive) and\n"
"N (exclusive). The values returned have a uniform\n"
"distribution.\n"
"\n"
"The optional argument @var{state} must be of the type produced\n"
"by @code{seed->random-state}. It defaults to the value of the\n"
"variable @var{*random-state*}. This object is used to maintain\n"
"the state of the pseudo-random-number generator and is altered\n"
"as a side effect of the random operation.")
#define FUNC_NAME s_scm_random
{
if (SCM_UNBNDP (state))
state = SCM_VARIABLE_REF (scm_var_random_state);
SCM_VALIDATE_RSTATE (2,state);
if (SCM_INUMP (n))
{
unsigned long m = SCM_INUM (n);
SCM_ASSERT_RANGE (1,n,m > 0);
return SCM_MAKINUM (scm_c_random (SCM_RSTATE (state), m));
}
SCM_VALIDATE_NIM (1,n);
if (SCM_REALP (n))
return scm_make_real (SCM_REAL_VALUE (n)
* scm_c_uniform01 (SCM_RSTATE (state)));
SCM_VALIDATE_SMOB (1, n, big);
return scm_c_random_bignum (SCM_RSTATE (state), n);
}
#undef FUNC_NAME
SCM_DEFINE (scm_copy_random_state, "copy-random-state", 0, 1, 0,
(SCM state),
"Return a copy of the random state @var{state}.")
#define FUNC_NAME s_scm_copy_random_state
{
if (SCM_UNBNDP (state))
state = SCM_VARIABLE_REF (scm_var_random_state);
SCM_VALIDATE_RSTATE (1,state);
return make_rstate (scm_the_rng.copy_rstate (SCM_RSTATE (state)));
}
#undef FUNC_NAME
SCM_DEFINE (scm_seed_to_random_state, "seed->random-state", 1, 0, 0,
(SCM seed),
"Return a new random state using @var{seed}.")
#define FUNC_NAME s_scm_seed_to_random_state
{
if (SCM_NUMBERP (seed))
seed = scm_number_to_string (seed, SCM_UNDEFINED);
SCM_VALIDATE_STRING (1,seed);
return make_rstate (scm_c_make_rstate (SCM_STRING_CHARS (seed),
SCM_STRING_LENGTH (seed)));
}
#undef FUNC_NAME
SCM_DEFINE (scm_random_uniform, "random:uniform", 0, 1, 0,
(SCM state),
"Return a uniformly distributed inexact real random number in\n"
"[0,1).")
#define FUNC_NAME s_scm_random_uniform
{
if (SCM_UNBNDP (state))
state = SCM_VARIABLE_REF (scm_var_random_state);
SCM_VALIDATE_RSTATE (1,state);
return scm_make_real (scm_c_uniform01 (SCM_RSTATE (state)));
}
#undef FUNC_NAME
SCM_DEFINE (scm_random_normal, "random:normal", 0, 1, 0,
(SCM state),
"Return an inexact real in a normal distribution. The\n"
"distribution used has mean 0 and standard deviation 1. For a\n"
"normal distribution with mean m and standard deviation d use\n"
"@code{(+ m (* d (random:normal)))}.")
#define FUNC_NAME s_scm_random_normal
{
if (SCM_UNBNDP (state))
state = SCM_VARIABLE_REF (scm_var_random_state);
SCM_VALIDATE_RSTATE (1,state);
return scm_make_real (scm_c_normal01 (SCM_RSTATE (state)));
}
#undef FUNC_NAME
#ifdef HAVE_ARRAYS
static void
vector_scale (SCM v, double c)
{
int n = SCM_INUM (scm_uniform_vector_length (v));
if (SCM_VECTORP (v))
while (--n >= 0)
SCM_REAL_VALUE (SCM_VELTS (v)[n]) *= c;
else
while (--n >= 0)
((double *) SCM_VELTS (v))[n] *= c;
}
static double
vector_sum_squares (SCM v)
{
double x, sum = 0.0;
int n = SCM_INUM (scm_uniform_vector_length (v));
if (SCM_VECTORP (v))
while (--n >= 0)
{
x = SCM_REAL_VALUE (SCM_VELTS (v)[n]);
sum += x * x;
}
else
while (--n >= 0)
{
x = ((double *) SCM_VELTS (v))[n];
sum += x * x;
}
return sum;
}
/* For the uniform distribution on the solid sphere, note that in
* this distribution the length r of the vector has cumulative
* distribution r^n; i.e., u=r^n is uniform [0,1], so r can be
* generated as r=u^(1/n).
*/
SCM_DEFINE (scm_random_solid_sphere_x, "random:solid-sphere!", 1, 1, 0,
(SCM v, SCM state),
"Fills vect with inexact real random numbers\n"
"the sum of whose squares is less than 1.0.\n"
"Thinking of vect as coordinates in space of\n"
"dimension n = (vector-length vect), the coordinates\n"
"are uniformly distributed within the unit n-sphere.\n"
"The sum of the squares of the numbers is returned.")
#define FUNC_NAME s_scm_random_solid_sphere_x
{
SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v);
if (SCM_UNBNDP (state))
state = SCM_VARIABLE_REF (scm_var_random_state);
SCM_VALIDATE_RSTATE (2,state);
scm_random_normal_vector_x (v, state);
vector_scale (v,
pow (scm_c_uniform01 (SCM_RSTATE (state)),
1.0 / SCM_INUM (scm_uniform_vector_length (v)))
/ sqrt (vector_sum_squares (v)));
return SCM_UNSPECIFIED;
}
#undef FUNC_NAME
SCM_DEFINE (scm_random_hollow_sphere_x, "random:hollow-sphere!", 1, 1, 0,
(SCM v, SCM state),
"Fills vect with inexact real random numbers\n"
"the sum of whose squares is equal to 1.0.\n"
"Thinking of vect as coordinates in space of\n"
"dimension n = (vector-length vect), the coordinates\n"
"are uniformly distributed over the surface of the\n"
"unit n-sphere.")
#define FUNC_NAME s_scm_random_hollow_sphere_x
{
SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v);
if (SCM_UNBNDP (state))
state = SCM_VARIABLE_REF (scm_var_random_state);
SCM_VALIDATE_RSTATE (2,state);
scm_random_normal_vector_x (v, state);
vector_scale (v, 1 / sqrt (vector_sum_squares (v)));
return SCM_UNSPECIFIED;
}
#undef FUNC_NAME
SCM_DEFINE (scm_random_normal_vector_x, "random:normal-vector!", 1, 1, 0,
(SCM v, SCM state),
"Fills vect with inexact real random numbers that are\n"
"independent and standard normally distributed\n"
"(i.e., with mean 0 and variance 1).")
#define FUNC_NAME s_scm_random_normal_vector_x
{
int n;
SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v);
if (SCM_UNBNDP (state))
state = SCM_VARIABLE_REF (scm_var_random_state);
SCM_VALIDATE_RSTATE (2,state);
n = SCM_INUM (scm_uniform_vector_length (v));
if (SCM_VECTORP (v))
while (--n >= 0)
SCM_VELTS (v)[n] = scm_make_real (scm_c_normal01 (SCM_RSTATE (state)));
else
while (--n >= 0)
((double *) SCM_VELTS (v))[n] = scm_c_normal01 (SCM_RSTATE (state));
return SCM_UNSPECIFIED;
}
#undef FUNC_NAME
#endif /* HAVE_ARRAYS */
SCM_DEFINE (scm_random_exp, "random:exp", 0, 1, 0,
(SCM state),
"Return an inexact real in an exponential distribution with mean\n"
"1. For an exponential distribution with mean u use (* u\n"
"(random:exp)).")
#define FUNC_NAME s_scm_random_exp
{
if (SCM_UNBNDP (state))
state = SCM_VARIABLE_REF (scm_var_random_state);
SCM_VALIDATE_RSTATE (1,state);
return scm_make_real (scm_c_exp1 (SCM_RSTATE (state)));
}
#undef FUNC_NAME
void
scm_init_random ()
{
int i, m;
/* plug in default RNG */
scm_t_rng rng =
{
sizeof (scm_t_i_rstate),
(unsigned long (*)()) scm_i_uniform32,
(void (*)()) scm_i_init_rstate,
(scm_t_rstate *(*)()) scm_i_copy_rstate
};
scm_the_rng = rng;
scm_tc16_rstate = scm_make_smob_type ("random-state", 0);
scm_set_smob_free (scm_tc16_rstate, rstate_free);
for (m = 1; m <= 0x100; m <<= 1)
for (i = m >> 1; i < m; ++i)
scm_masktab[i] = m - 1;
#include "libguile/random.x"
/* Check that the assumptions about bits per bignum digit are correct. */
#if SIZEOF_INT == 4
m = 16;
#else
m = 32;
#endif
if (m != SCM_BITSPERDIG)
{
fprintf (stderr, "Internal inconsistency: Confused about bignum digit size in random.c\n");
exit (1);
}
scm_add_feature ("random");
}
/*
Local Variables:
c-file-style: "gnu"
End:
*/
|