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- /* rng/ran2.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"
- /* This is an implementation of the algorithm used in Numerical
- Recipe's ran2 generator. It is a L'Ecuyer combined recursive
- generator with a 32-element shuffle-box.
- As far as I can tell, in general the effects of adding a shuffle
- box cannot be proven theoretically, so the period of this generator
- is unknown.
- The period of the underlying combined generator is O(2^60). */
- static inline unsigned long int ran2_get (void *vstate);
- static double ran2_get_double (void *vstate);
- static void ran2_set (void *state, unsigned long int s);
- static const long int m1 = 2147483563, a1 = 40014, q1 = 53668, r1 = 12211;
- static const long int m2 = 2147483399, a2 = 40692, q2 = 52774, r2 = 3791;
- #define N_SHUFFLE 32
- #define N_DIV (1 + 2147483562/N_SHUFFLE)
- typedef struct
- {
- unsigned long int x;
- unsigned long int y;
- unsigned long int n;
- unsigned long int shuffle[N_SHUFFLE];
- }
- ran2_state_t;
- static inline unsigned long int
- ran2_get (void *vstate)
- {
- ran2_state_t *state = (ran2_state_t *) vstate;
- const unsigned long int x = state->x;
- const unsigned long int y = state->y;
- long int h1 = x / q1;
- long int t1 = a1 * (x - h1 * q1) - h1 * r1;
- long int h2 = y / q2;
- long int t2 = a2 * (y - h2 * q2) - h2 * r2;
- if (t1 < 0)
- t1 += m1;
- if (t2 < 0)
- t2 += m2;
- state->x = t1;
- state->y = t2;
- {
- unsigned long int j = state->n / N_DIV;
- long int delta = state->shuffle[j] - t2;
- if (delta < 1)
- delta += m1 - 1;
- state->n = delta;
- state->shuffle[j] = t1;
- }
- return state->n;
- }
- static double
- ran2_get_double (void *vstate)
- {
- float x_max = 1 - 1.2e-7f ; /* Numerical Recipes version of 1-FLT_EPS */
- float x = ran2_get (vstate) / 2147483563.0f ;
-
- if (x > x_max)
- return x_max ;
-
- return x ;
- }
- static void
- ran2_set (void *vstate, unsigned long int s)
- {
- ran2_state_t *state = (ran2_state_t *) vstate;
- int i;
- if (s == 0)
- s = 1; /* default seed is 1 */
- state->y = s;
- for (i = 0; i < 8; i++)
- {
- long int h = s / q1;
- long int t = a1 * (s - h * q1) - h * r1;
- if (t < 0)
- t += m1;
- s = t;
- }
- for (i = N_SHUFFLE - 1; i >= 0; i--)
- {
- long int h = s / q1;
- long int t = a1 * (s - h * q1) - h * r1;
- if (t < 0)
- t += m1;
- s = t;
- state->shuffle[i] = s;
- }
- state->x = s;
- state->n = s;
- return;
- }
- static const gsl_rng_type ran2_type =
- {"ran2", /* name */
- 2147483562, /* RAND_MAX */
- 1, /* RAND_MIN */
- sizeof (ran2_state_t),
- &ran2_set,
- &ran2_get,
- &ran2_get_double};
- const gsl_rng_type *gsl_rng_ran2 = &ran2_type;
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