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New files to implement the Mersenne Twister Pseudo Random Number
1999-04-09 Sebastian Wilhelmi <wilhelmi@ira.uka.de> * grand.c, tests/rand-test.c: New files to implement the Mersenne Twister Pseudo Random Number Generator. * glib.h, AUTHORS, Makefile.am, tests/Makefile.am: Changed accordingly.
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Sebastian Wilhelmi
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Sebastian Wilhelmi
Sebastian Wilhelmi
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bbc2cc4e0e
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334
grand.c
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334
grand.c
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/* GLIB - Library of useful routines for C programming
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* Copyright (C) 1995-1997 Peter Mattis, Spencer Kimball and Josh MacDonald
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Library General Public
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* License as published by the Free Software Foundation; either
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* version 2 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Library General Public License for more details.
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*
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* You should have received a copy of the GNU Library General Public
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* License along with this library; if not, write to the
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* Free Software Foundation, Inc., 59 Temple Place - Suite 330,
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* Boston, MA 02111-1307, USA.
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*/
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/* Originally developed and coded by Makoto Matsumoto and Takuji
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* Nishimura. Please mail <matumoto@math.keio.ac.jp>, if you're using
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* code from this file in your own programs or libraries.
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* Further information on the Mersenne Twister can be found at
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* http://www.math.keio.ac.jp/~matumoto/emt.html
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*/
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/*
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* Modified by the GLib Team and others 1997-1999. See the AUTHORS
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* file for a list of people on the GLib Team. See the ChangeLog
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* files for a list of changes. These files are distributed with
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* GLib at ftp://ftp.gtk.org/pub/gtk/.
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*/
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#include <glib.h>
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#include <math.h>
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#include <stdio.h>
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G_LOCK_DEFINE_STATIC (global_random);
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static GRand* global_random = NULL;
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/* Period parameters */
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#define N 624
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#define M 397
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#define MATRIX_A 0x9908b0df /* constant vector a */
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#define UPPER_MASK 0x80000000 /* most significant w-r bits */
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#define LOWER_MASK 0x7fffffff /* least significant r bits */
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/* Tempering parameters */
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#define TEMPERING_MASK_B 0x9d2c5680
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#define TEMPERING_MASK_C 0xefc60000
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#define TEMPERING_SHIFT_U(y) (y >> 11)
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#define TEMPERING_SHIFT_S(y) (y << 7)
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#define TEMPERING_SHIFT_T(y) (y << 15)
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#define TEMPERING_SHIFT_L(y) (y >> 18)
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struct _GRand
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{
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guint32 mt[N]; /* the array for the state vector */
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guint mti;
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gboolean have_next_normal;
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gdouble next_normal;
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};
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GRand*
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g_rand_new_with_seed (guint32 seed)
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{
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GRand *rand = g_new0 (GRand, 1);
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g_rand_set_seed (rand, seed);
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return rand;
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}
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GRand*
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g_rand_new ()
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{
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guint32 seed = 0;
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GTimeVal now;
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FILE* dev_random = fopen("/dev/random", "rb");
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if (dev_random)
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{
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if (fread (&seed, sizeof (seed), 1, dev_random) != 1)
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seed = 0;
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fclose (dev_random);
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}
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/* Using /dev/random alone makes the seed computable for the
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outside. This might pose security problems somewhere. This should
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yield better values */
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g_get_current_time (&now);
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seed ^= now.tv_sec ^ now.tv_usec;
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return g_rand_new_with_seed (seed);
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}
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void
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g_rand_free (GRand* rand)
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{
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g_return_if_fail (rand);
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g_free (rand);
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}
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void
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g_rand_set_seed (GRand* rand, guint32 seed)
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{
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g_return_if_fail (rand);
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/* setting initial seeds to mt[N] using */
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/* the generator Line 25 of Table 1 in */
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/* [KNUTH 1981, The Art of Computer Programming */
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/* Vol. 2 (2nd Ed.), pp102] */
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rand->mt[0]= seed & 0xffffffff;
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for (rand->mti=1; rand->mti<N; rand->mti++)
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rand->mt[rand->mti] = (69069 * rand->mt[rand->mti-1]) & 0xffffffff;
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rand->have_next_normal = FALSE;
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}
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guint32
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g_rand_int (GRand* rand)
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{
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guint32 y;
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static const guint32 mag01[2]={0x0, MATRIX_A};
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/* mag01[x] = x * MATRIX_A for x=0,1 */
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g_return_val_if_fail (rand, 0);
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if (rand->mti >= N) { /* generate N words at one time */
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int kk;
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for (kk=0;kk<N-M;kk++) {
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y = (rand->mt[kk]&UPPER_MASK)|(rand->mt[kk+1]&LOWER_MASK);
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rand->mt[kk] = rand->mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1];
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}
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for (;kk<N-1;kk++) {
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y = (rand->mt[kk]&UPPER_MASK)|(rand->mt[kk+1]&LOWER_MASK);
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rand->mt[kk] = rand->mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1];
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}
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y = (rand->mt[N-1]&UPPER_MASK)|(rand->mt[0]&LOWER_MASK);
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rand->mt[N-1] = rand->mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1];
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rand->mti = 0;
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}
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y = rand->mt[rand->mti++];
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y ^= TEMPERING_SHIFT_U(y);
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y ^= TEMPERING_SHIFT_S(y) & TEMPERING_MASK_B;
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y ^= TEMPERING_SHIFT_T(y) & TEMPERING_MASK_C;
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y ^= TEMPERING_SHIFT_L(y);
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return y;
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}
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gint32
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g_rand_int_range (GRand* rand, gint32 min, gint32 max)
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{
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guint32 dist = max - min;
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guint32 random;
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g_return_val_if_fail (rand, min);
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g_return_val_if_fail (max > min, min);
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if (dist <= 0x10000L) /* 2^16 */
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{
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/* All tricks doing modulo calculations do not have a good
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distribution -> We must use this slower method for maximal
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quality, but this method is only good for (max - min) <= 2^16 */
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random = (gint32) g_rand_double_range (rand, 0, dist);
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/* we'd rather use the following, if -lm is allowed later on:
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random = (gint32) floor (g_rand_double_range (rand, 0, dist)); */
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}
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else
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{
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/* Now it's harder to make it right. We calculate the smallest m,
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such that dist < 2 ^ m, then we calculate a random number in
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[1..2^32-1] and rightshift it by 32 - m. Then we test, if it
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is smaller than dist and if not, get a new number and so
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forth until we get a number smaller than dist. We just return
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this. */
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guint32 border = 0x20000L; /* 2^17 */
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guint right_shift = 15; /* 32 - 17 */
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if (dist >= 0x80000000) /* in the case of dist > 2^31 our loop
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below will be infinite */
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{
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right_shift = 0;
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}
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else
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{
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while (dist >= border)
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{
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border <<= 1;
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right_shift--;
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}
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}
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do
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{
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random = g_rand_int (rand) >> right_shift;
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} while (random >= dist);
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}
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return min + random;
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}
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/* transform [0..2^32-1] -> [0..1) */
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#define G_RAND_DOUBLE_TRANSFORM 2.3283064365386963e-10
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gdouble
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g_rand_double (GRand* rand)
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{
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return g_rand_int (rand) * G_RAND_DOUBLE_TRANSFORM;
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}
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gdouble
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g_rand_double_range (GRand* rand, gdouble min, gdouble max)
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{
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return g_rand_int (rand) * ((max - min) * G_RAND_DOUBLE_TRANSFORM) + min;
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}
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#if WE_REALLY_WANT_HAVE_MATH_LIB_LINKED
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gdouble
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g_rand_normal (GRand* rand, gdouble mean, gdouble standard_deviation)
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{
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/* For a description of the used algorithm see Knuth: "The Art of
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Computer Programming", Vol.2, Second Edition, Page 117: Polar
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method for normal deviates due to Box, Muller, Marsaglia */
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gdouble normal;
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g_return_val_if_fail (rand, 0);
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if (rand->have_next_normal)
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{
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rand->have_next_normal = FALSE;
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normal = rand->next_normal;
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}
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else
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{
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gdouble u1;
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gdouble u2 = g_rand_double_range (rand, -1, 1);
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gdouble s, f;
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do
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{
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u1 = u2;
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u2 = g_rand_double_range (rand, -1, 1);
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s = u1 * u1 + u2 * u2;
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} while (s >= 1.0);
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f = sqrt (-2 * log (s) / s);
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normal = u1 * f;
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rand->next_normal = u2 * f;
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rand->have_next_normal = TRUE;
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}
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return mean + normal * standard_deviation;
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}
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#endif
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guint32
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g_random_int (void)
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{
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guint32 result;
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G_LOCK (global_random);
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if (!global_random)
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global_random = g_rand_new ();
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result = g_rand_int (global_random);
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G_UNLOCK (global_random);
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return result;
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}
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gint32
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g_random_int_range (gint32 min, gint32 max)
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{
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gint32 result;
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G_LOCK (global_random);
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if (!global_random)
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global_random = g_rand_new ();
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result = g_rand_int_range (global_random, min, max);
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G_UNLOCK (global_random);
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return result;
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}
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gdouble
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g_random_double (void)
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{
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double result;
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G_LOCK (global_random);
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if (!global_random)
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global_random = g_rand_new ();
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result = g_rand_double (global_random);
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G_UNLOCK (global_random);
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return result;
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}
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gdouble
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g_random_double_range (gdouble min, gdouble max)
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{
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double result;
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G_LOCK (global_random);
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if (!global_random)
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global_random = g_rand_new ();
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result = g_rand_double_range (global_random, min, max);
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G_UNLOCK (global_random);
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return result;
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}
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#if WE_REALLY_WANT_HAVE_MATH_LIB_LINKED
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gdouble
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g_random_normal (gdouble mean, gdouble standard_deviation)
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{
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double result;
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G_LOCK (global_random);
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if (!global_random)
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global_random = g_rand_new ();
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result = g_rand_normal (global_random, mean, standard_deviation);
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G_UNLOCK (global_random);
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return result;
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}
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#endif
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void
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g_random_set_seed (guint32 seed)
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{
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G_LOCK (global_random);
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if (!global_random)
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global_random = g_rand_new_with_seed (seed);
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else
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g_rand_set_seed (global_random, seed);
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G_UNLOCK (global_random);
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}
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