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- /* rng/ranmar.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 the RANMAR lagged fibonacci generator of Marsaglia, Zaman
- and Tsang. The sequence is a series of 24-bit integers, x_n,
- x_n = (y_n - c_n + 2^24) mod 2^24
- where,
- y_n = (y_{n-97) - y_{n-33} + 2^24) mod 2^24
- c_n = (c_{n-1} - 7654321 + 2^24 - 3) mod (2^24 - 3)
- The period of this generator is 2^144.
- The generator provides about 900 million different subsequences
- each of length O(10^30). Thus each seed up to 900,000,000 gives an
- independent sequence.
- Although it was good in its day this generator now has known
- statistical defects and has been superseded by RANLUX.
- From: F. James, "A Review of Pseudorandom number generators",
- Computer Physics Communications 60, 329 (1990).
- G. Marsaglia, A. Zaman and W.W. Tsang, Stat. Prob. Lett. 9, 35 (1990) */
- static inline unsigned long int ranmar_get (void *vstate);
- static double ranmar_get_double (void *vstate);
- static void ranmar_set (void *state, unsigned long int s);
- static const unsigned long int two24 = 16777216; /* 2^24 */
- typedef struct
- {
- unsigned int i;
- unsigned int j;
- long int carry;
- unsigned long int u[97];
- }
- ranmar_state_t;
- static inline unsigned long int
- ranmar_get (void *vstate)
- {
- ranmar_state_t *state = (ranmar_state_t *) vstate;
- unsigned int i = state->i;
- unsigned int j = state->j;
- long int carry = state->carry;
- long int delta = state->u[i] - state->u[j];
- if (delta < 0)
- delta += two24 ;
-
- state->u[i] = delta;
- if (i == 0)
- {
- i = 96;
- }
- else
- {
- i--;
- }
- state->i = i;
- if (j == 0)
- {
- j = 96;
- }
- else
- {
- j--;
- }
- state->j = j;
- carry += - 7654321 ;
-
- if (carry < 0)
- carry += two24 - 3;
-
- state->carry = carry ;
- delta += - carry ;
-
- if (delta < 0)
- delta += two24 ;
- return delta;
- }
- static double
- ranmar_get_double (void *vstate)
- {
- return ranmar_get (vstate) / 16777216.0 ;
- }
- static void
- ranmar_set (void *vstate, unsigned long int s)
- {
- ranmar_state_t *state = (ranmar_state_t *) vstate;
-
- unsigned long int ij = s / 30082 ;
- unsigned long int kl = s % 30082 ;
-
- int i = (ij / 177) % 177 + 2 ;
- int j = (ij % 177) + 2 ;
- int k = (kl / 169) % 178 + 1 ;
- int l = (kl % 169) ;
- int a, b;
-
- for (a = 0; a < 97; a++)
- {
- unsigned long int sum = 0 ;
- unsigned long int t = two24 ;
- for (b = 0; b < 24; b++)
- {
- unsigned long int m = (((i * j) % 179) * k) % 179 ;
- i = j ;
- j = k ;
- k = m ;
- l = (53 * l + 1) % 169 ;
- t >>= 1 ;
-
- if ((l * m) % 64 >= 32)
- sum += t ;
- }
- state->u[a] = sum ;
- }
- state->i = 96;
- state->j = 32;
- state->carry = 362436 ;
- }
- static const gsl_rng_type ranmar_type =
- {"ranmar", /* name */
- 0x00ffffffUL, /* RAND_MAX */
- 0, /* RAND_MIN */
- sizeof (ranmar_state_t),
- &ranmar_set,
- &ranmar_get,
- &ranmar_get_double};
- const gsl_rng_type *gsl_rng_ranmar = &ranmar_type;
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