| /* rng/minstd.c |
| * |
| * Copyright (C) 1996, 1997, 1998, 1999, 2000 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 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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. |
| */ |
| |
| #include <config.h> |
| #include <stdlib.h> |
| #include <gsl/gsl_rng.h> |
| |
| /* MINSTD is Park and Miller's minimal standard generator (i.e. it's |
| not particularly good). |
| |
| The sequence is |
| |
| x_{n+1} = (a x_n) mod m |
| |
| with a = 16807 and m = 2^31 - 1 = 2147483647. The seed specifies |
| the initial value, x_1. |
| |
| The theoretical value of x_{10001} is 1043618065, starting with a |
| seed of x_1 = 1. |
| |
| The period of this generator is 2^31. |
| |
| It is used as the RNUN subroutine in the IMSL Library and the RAND |
| function in MATLAB. The generator is sometimes known by the acronym |
| "GGL" (I'm not sure what that stands for). |
| |
| From: Park and Miller, "Random Number Generators: Good ones are |
| hard to find" Communications of the ACM, October 1988, Volume 31, |
| No 10, pages 1192-1201. */ |
| |
| static inline unsigned long int minstd_get (void *vstate); |
| static double minstd_get_double (void *vstate); |
| static void minstd_set (void *state, unsigned long int s); |
| |
| static const long int m = 2147483647, a = 16807, q = 127773, r = 2836; |
| |
| typedef struct |
| { |
| unsigned long int x; |
| } |
| minstd_state_t; |
| |
| static inline unsigned long int |
| minstd_get (void *vstate) |
| { |
| minstd_state_t *state = (minstd_state_t *) vstate; |
| |
| const unsigned long int x = state->x; |
| |
| const long int h = x / q; |
| const long int t = a * (x - h * q) - h * r; |
| |
| if (t < 0) |
| { |
| state->x = t + m; |
| } |
| else |
| { |
| state->x = t; |
| } |
| |
| return state->x; |
| } |
| |
| static double |
| minstd_get_double (void *vstate) |
| { |
| return minstd_get (vstate) / 2147483647.0; |
| } |
| |
| static void |
| minstd_set (void *vstate, unsigned long int s) |
| { |
| minstd_state_t *state = (minstd_state_t *) vstate; |
| |
| if (s == 0) |
| s = 1; /* default seed is 1 */ |
| |
| state->x = s; |
| |
| return; |
| } |
| |
| static const gsl_rng_type minstd_type = |
| {"minstd", /* name */ |
| 2147483646, /* RAND_MAX */ |
| 1, /* RAND_MIN */ |
| sizeof (minstd_state_t), |
| &minstd_set, |
| &minstd_get, |
| &minstd_get_double}; |
| |
| const gsl_rng_type *gsl_rng_minstd = &minstd_type; |