| /* rng/ranf.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 <math.h> |
| #include <stdlib.h> |
| #include <gsl/gsl_rng.h> |
| |
| /* This is the CRAY RANF generator. The generator returns the |
| upper 32 bits from each term of the sequence, |
| |
| x_{n+1} = (a x_n) mod m |
| |
| using 48-bit unsigned arithmetic, with a = 0x2875A2E7B175 and m = |
| 2^48. The seed specifies the lower 32 bits of the initial value, |
| x_1, with the lowest bit set (to prevent the seed taking an even |
| value), and the upper 16 bits set to 0. |
| |
| There is a subtlety in the implementation of the seed. The initial |
| state is put one step back by multiplying by the modular inverse of |
| a mod m. This is done for compatibility with the original CRAY |
| implementation. |
| |
| Note, you can only seed the generator with integers up to 2^32, |
| while the CRAY uses wide integers which can cover all 2^48 states |
| of the generator. |
| |
| The theoretical value of x_{10001} is 141091827447341. |
| |
| The period of this generator is 2^{46}. */ |
| |
| static inline void ranf_advance (void *vstate); |
| static unsigned long int ranf_get (void *vstate); |
| static double ranf_get_double (void *vstate); |
| static void ranf_set (void *state, unsigned long int s); |
| |
| static const unsigned short int a0 = 0xB175 ; |
| static const unsigned short int a1 = 0xA2E7 ; |
| static const unsigned short int a2 = 0x2875 ; |
| |
| typedef struct |
| { |
| unsigned short int x0, x1, x2; |
| } |
| ranf_state_t; |
| |
| static inline void |
| ranf_advance (void *vstate) |
| { |
| ranf_state_t *state = (ranf_state_t *) vstate; |
| |
| const unsigned long int x0 = (unsigned long int) state->x0 ; |
| const unsigned long int x1 = (unsigned long int) state->x1 ; |
| const unsigned long int x2 = (unsigned long int) state->x2 ; |
| |
| unsigned long int r ; |
| |
| r = a0 * x0 ; |
| state->x0 = (r & 0xFFFF) ; |
| |
| r >>= 16 ; |
| r += a0 * x1 + a1 * x0 ; |
| state->x1 = (r & 0xFFFF) ; |
| |
| r >>= 16 ; |
| r += a0 * x2 + a1 * x1 + a2 * x0 ; |
| state->x2 = (r & 0xFFFF) ; |
| } |
| |
| static unsigned long int |
| ranf_get (void *vstate) |
| { |
| unsigned long int x1, x2; |
| |
| ranf_state_t *state = (ranf_state_t *) vstate; |
| ranf_advance (state) ; |
| |
| x1 = (unsigned long int) state->x1; |
| x2 = (unsigned long int) state->x2; |
| |
| return (x2 << 16) + x1; |
| } |
| |
| static double |
| ranf_get_double (void * vstate) |
| { |
| ranf_state_t *state = (ranf_state_t *) vstate; |
| |
| ranf_advance (state) ; |
| |
| return (ldexp((double) state->x2, -16) |
| + ldexp((double) state->x1, -32) |
| + ldexp((double) state->x0, -48)) ; |
| } |
| |
| static void |
| ranf_set (void *vstate, unsigned long int s) |
| { |
| ranf_state_t *state = (ranf_state_t *) vstate; |
| |
| unsigned short int x0, x1, x2 ; |
| unsigned long int r ; |
| |
| unsigned long int b0 = 0xD6DD ; |
| unsigned long int b1 = 0xB894 ; |
| unsigned long int b2 = 0x5CEE ; |
| |
| if (s == 0) /* default seed */ |
| { |
| x0 = 0x9CD1 ; |
| x1 = 0x53FC ; |
| x2 = 0x9482 ; |
| } |
| else |
| { |
| x0 = (s | 1) & 0xFFFF ; |
| x1 = s >> 16 & 0xFFFF ; |
| x2 = 0 ; |
| } |
| |
| r = b0 * x0 ; |
| state->x0 = (r & 0xFFFF) ; |
| |
| r >>= 16 ; |
| r += b0 * x1 + b1 * x0 ; |
| state->x1 = (r & 0xFFFF) ; |
| |
| r >>= 16 ; |
| r += b0 * x2 + b1 * x1 + b2 * x0 ; |
| state->x2 = (r & 0xFFFF) ; |
| |
| return; |
| } |
| |
| static const gsl_rng_type ranf_type = |
| {"ranf", /* name */ |
| 0xffffffffUL, /* RAND_MAX */ |
| 0, /* RAND_MIN */ |
| sizeof (ranf_state_t), |
| &ranf_set, |
| &ranf_get, |
| &ranf_get_double |
| }; |
| |
| const gsl_rng_type *gsl_rng_ranf = &ranf_type; |