| /* rng/ranlux.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> |
| |
| /* This is a lagged fibonacci generator with skipping developed by Luescher. |
| The sequence is a series of 24-bit integers, x_n, |
| |
| x_n = d_n + b_n |
| |
| where d_n = x_{n-10} - x_{n-24} - c_{n-1}, b_n = 0 if d_n >= 0 and |
| b_n = 2^24 if d_n < 0, c_n = 0 if d_n >= 0 and c_n = 1 if d_n < 0, |
| where after 24 samples a group of p integers are "skipped", to |
| reduce correlations. By default p = 199, but can be increased to |
| 365. |
| |
| The period of the generator is around 10^171. |
| |
| From: M. Luescher, "A portable high-quality random number generator |
| for lattice field theory calculations", Computer Physics |
| Communications, 79 (1994) 100-110. |
| |
| Available on the net as hep-lat/9309020 at http://xxx.lanl.gov/ |
| |
| See also, |
| |
| F. James, "RANLUX: A Fortran implementation of the high-quality |
| pseudo-random number generator of Luscher", Computer Physics |
| Communications, 79 (1994) 111-114 |
| |
| Kenneth G. Hamilton, F. James, "Acceleration of RANLUX", Computer |
| Physics Communications, 101 (1997) 241-248 |
| |
| Kenneth G. Hamilton, "Assembler RANLUX for PCs", Computer Physics |
| Communications, 101 (1997) 249-253 */ |
| |
| static inline unsigned long int ranlux_get (void *vstate); |
| static double ranlux_get_double (void *vstate); |
| static void ranlux_set_lux (void *state, unsigned long int s, unsigned int luxury); |
| static void ranlux_set (void *state, unsigned long int s); |
| static void ranlux389_set (void *state, unsigned long int s); |
| |
| static const unsigned long int mask_lo = 0x00ffffffUL; /* 2^24 - 1 */ |
| static const unsigned long int mask_hi = ~0x00ffffffUL; |
| static const unsigned long int two24 = 16777216; /* 2^24 */ |
| |
| typedef struct |
| { |
| unsigned int i; |
| unsigned int j; |
| unsigned int n; |
| unsigned int skip; |
| unsigned int carry; |
| unsigned long int u[24]; |
| } |
| ranlux_state_t; |
| |
| static inline unsigned long int increment_state (ranlux_state_t * state); |
| |
| static inline unsigned long int |
| increment_state (ranlux_state_t * state) |
| { |
| unsigned int i = state->i; |
| unsigned int j = state->j; |
| long int delta = state->u[j] - state->u[i] - state->carry; |
| |
| if (delta & mask_hi) |
| { |
| state->carry = 1; |
| delta &= mask_lo; |
| } |
| else |
| { |
| state->carry = 0; |
| } |
| |
| state->u[i] = delta; |
| |
| if (i == 0) |
| { |
| i = 23; |
| } |
| else |
| { |
| i--; |
| } |
| |
| state->i = i; |
| |
| if (j == 0) |
| { |
| j = 23; |
| } |
| else |
| { |
| j--; |
| } |
| |
| state->j = j; |
| |
| return delta; |
| } |
| |
| static inline unsigned long int |
| ranlux_get (void *vstate) |
| { |
| ranlux_state_t *state = (ranlux_state_t *) vstate; |
| const unsigned int skip = state->skip; |
| unsigned long int r = increment_state (state); |
| |
| state->n++; |
| |
| if (state->n == 24) |
| { |
| unsigned int i; |
| state->n = 0; |
| for (i = 0; i < skip; i++) |
| increment_state (state); |
| } |
| |
| return r; |
| } |
| |
| static double |
| ranlux_get_double (void *vstate) |
| { |
| return ranlux_get (vstate) / 16777216.0; |
| } |
| |
| static void |
| ranlux_set_lux (void *vstate, unsigned long int s, unsigned int luxury) |
| { |
| ranlux_state_t *state = (ranlux_state_t *) vstate; |
| int i; |
| |
| long int seed; |
| |
| if (s == 0) |
| s = 314159265; /* default seed is 314159265 */ |
| |
| seed = s; |
| |
| /* This is the initialization algorithm of F. James, widely in use |
| for RANLUX. */ |
| |
| for (i = 0; i < 24; i++) |
| { |
| unsigned long int k = seed / 53668; |
| seed = 40014 * (seed - k * 53668) - k * 12211; |
| if (seed < 0) |
| { |
| seed += 2147483563; |
| } |
| state->u[i] = seed % two24; |
| } |
| |
| state->i = 23; |
| state->j = 9; |
| state->n = 0; |
| state->skip = luxury - 24; |
| |
| if (state->u[23] & mask_hi) |
| { |
| state->carry = 1; |
| } |
| else |
| { |
| state->carry = 0; |
| } |
| } |
| |
| static void |
| ranlux_set (void *vstate, unsigned long int s) |
| { |
| ranlux_set_lux (vstate, s, 223); |
| } |
| |
| static void |
| ranlux389_set (void *vstate, unsigned long int s) |
| { |
| ranlux_set_lux (vstate, s, 389); |
| } |
| |
| |
| static const gsl_rng_type ranlux_type = |
| {"ranlux", /* name */ |
| 0x00ffffffUL, /* RAND_MAX */ |
| 0, /* RAND_MIN */ |
| sizeof (ranlux_state_t), |
| &ranlux_set, |
| &ranlux_get, |
| &ranlux_get_double}; |
| |
| static const gsl_rng_type ranlux389_type = |
| {"ranlux389", /* name */ |
| 0x00ffffffUL, /* RAND_MAX */ |
| 0, /* RAND_MIN */ |
| sizeof (ranlux_state_t), |
| &ranlux389_set, |
| &ranlux_get, |
| &ranlux_get_double}; |
| |
| const gsl_rng_type *gsl_rng_ranlux = &ranlux_type; |
| const gsl_rng_type *gsl_rng_ranlux389 = &ranlux389_type; |