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/* Copyright (C) 2005-2015 Massachusetts Institute of Technology.
*
* 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 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., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
#include "meep.hpp"
#include "config.h"
#ifdef HAVE_LIBGSL
# include <gsl/gsl_randist.h>
#else
# include <stdlib.h>
#endif
#include <time.h>
using namespace std;
namespace meep {
static bool rand_inited = false;
#ifdef HAVE_LIBGSL
static gsl_rng *rng = NULL;
#endif
static void init_rand(void) {
if (!rand_inited) {
#ifdef HAVE_LIBGSL
if (rng) gsl_rng_free(rng);
rng = gsl_rng_alloc(gsl_rng_mt19937);
#endif
rand_inited = true; // no infinite loop since rand_inited == true
set_random_seed(time(NULL) *
(1 + my_global_rank()));
}
}
void set_random_seed(unsigned long seed) {
init_rand();
seed = ((unsigned long) broadcast(0, (int) seed)) + my_rank();
#ifdef HAVE_LIBGSL
gsl_rng_set(rng, seed);
#else
srand(seed);
#endif
}
int random_int(int a, int b) {
init_rand();
#ifdef HAVE_LIBGSL
return ((int) gsl_rng_uniform_int(rng, b-a+1)) + a;
#else
return a + rand() % (b-a+1);
#endif
}
double uniform_random(double a, double b) {
init_rand();
#ifdef HAVE_LIBGSL
return a + gsl_rng_uniform(rng) * (b-a);
#else
return a + rand() * (b-a) / RAND_MAX;
#endif
}
double gaussian_random(double mean, double stddev) {
init_rand();
#ifdef HAVE_LIBGSL
return mean + gsl_ran_gaussian(rng, stddev);
#else
// Box-Muller algorithm to generate Gaussian from uniform
// see Knuth vol II algorithm P, sec. 3.4.1
double v1, v2, s;
do {
v1 = uniform_random(-1, 1);
v2 = uniform_random(-1, 1);
s = v1*v1 + v2*v2;
} while (s >= 1.0);
if (s == 0) {
return mean;
}
else {
return mean + v1 * sqrt(-2 * log(s) / s) * stddev;
}
#endif
}
}
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