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- /* rng/minstd.c
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 3 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 "gsl__config.h"
- #include <stdlib.h>
- #include "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;
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