1 /* rng/ran2.c
2 *
3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
4 *
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
9 *
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
14 *
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
18 */
19
20 #include <config.h>
21 #include <stdlib.h>
22 #include <gsl/gsl_rng.h>
23
24 /* This is an implementation of the algorithm used in Numerical
25 Recipe's ran2 generator. It is a L'Ecuyer combined recursive
26 generator with a 32-element shuffle-box.
27
28 As far as I can tell, in general the effects of adding a shuffle
29 box cannot be proven theoretically, so the period of this generator
30 is unknown.
31
32 The period of the underlying combined generator is O(2^60). */
33
34 static inline unsigned long int ran2_get (void *vstate);
35 static double ran2_get_double (void *vstate);
36 static void ran2_set (void *state, unsigned long int s);
37
38 static const long int m1 = 2147483563, a1 = 40014, q1 = 53668, r1 = 12211;
39 static const long int m2 = 2147483399, a2 = 40692, q2 = 52774, r2 = 3791;
40
41 #define N_SHUFFLE 32
42 #define N_DIV (1 + 2147483562/N_SHUFFLE)
43
44 typedef struct
45 {
46 unsigned long int x;
47 unsigned long int y;
48 unsigned long int n;
49 unsigned long int shuffle[N_SHUFFLE];
50 }
51 ran2_state_t;
52
53 static inline unsigned long int
ran2_get(void * vstate)54 ran2_get (void *vstate)
55 {
56 ran2_state_t *state = (ran2_state_t *) vstate;
57
58 const unsigned long int x = state->x;
59 const unsigned long int y = state->y;
60
61 long int h1 = x / q1;
62 long int t1 = a1 * (x - h1 * q1) - h1 * r1;
63
64 long int h2 = y / q2;
65 long int t2 = a2 * (y - h2 * q2) - h2 * r2;
66
67 if (t1 < 0)
68 t1 += m1;
69
70 if (t2 < 0)
71 t2 += m2;
72
73 state->x = t1;
74 state->y = t2;
75
76 {
77 unsigned long int j = state->n / N_DIV;
78 long int delta = state->shuffle[j] - t2;
79 if (delta < 1)
80 delta += m1 - 1;
81 state->n = delta;
82 state->shuffle[j] = t1;
83 }
84
85 return state->n;
86 }
87
88 static double
ran2_get_double(void * vstate)89 ran2_get_double (void *vstate)
90 {
91 float x_max = 1 - 1.2e-7f ; /* Numerical Recipes version of 1-FLT_EPS */
92
93 float x = ran2_get (vstate) / 2147483563.0f ;
94
95 if (x > x_max)
96 return x_max ;
97
98 return x ;
99 }
100
101 static void
ran2_set(void * vstate,unsigned long int s)102 ran2_set (void *vstate, unsigned long int s)
103 {
104 ran2_state_t *state = (ran2_state_t *) vstate;
105 int i;
106
107 if (s == 0)
108 s = 1; /* default seed is 1 */
109
110 state->y = s;
111
112 for (i = 0; i < 8; i++)
113 {
114 long int h = s / q1;
115 long int t = a1 * (s - h * q1) - h * r1;
116 if (t < 0)
117 t += m1;
118 s = t;
119 }
120
121 for (i = N_SHUFFLE - 1; i >= 0; i--)
122 {
123 long int h = s / q1;
124 long int t = a1 * (s - h * q1) - h * r1;
125 if (t < 0)
126 t += m1;
127 s = t;
128 state->shuffle[i] = s;
129 }
130
131 state->x = s;
132 state->n = s;
133
134 return;
135 }
136
137 static const gsl_rng_type ran2_type =
138 {"ran2", /* name */
139 2147483562, /* RAND_MAX */
140 1, /* RAND_MIN */
141 sizeof (ran2_state_t),
142 &ran2_set,
143 &ran2_get,
144 &ran2_get_double};
145
146 const gsl_rng_type *gsl_rng_ran2 = &ran2_type;
147