double r8_uni_01()
/******************************************************************************/
/*
Purpose:
R8_UNI_01 returns a uniform random double in [0,1].
Discussion:
This procedure returns a random floating point number from a uniform
distribution over (0,1), not including the endpoint values, using the
current random number generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
05 August 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Output, double R8_UNI_01, a uniform random value in [0,1].
*/
{
int i;
double value;
/*
Check whether the package must be initialized.
*/
if (!initialized_get()) {
initialize();
}
/*
Get a random integer.
*/
i = i4_uni();
/*
Scale it to [0,1].
*/
value = (double) (i) * 4.656613057E-10;
return value;
}
void get_state ( int *cg1, int *cg2 )
/******************************************************************************/
/*
Purpose:
GET_STATE returns the state of the current generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Output, int *CG1, *CG2, the CG values for the current generator.
*/
{
int g;
/*
Check whether the package must be initialized.
*/
if ( ! initialized_get ( ) )
{
printf ( "\n" );
printf ( "GET_STATE - Note:\n" );
printf ( " Initializing RNGLIB package.\n" );
initialize ( );
}
/*
Get the current generator index.
*/
g = cgn_get ( );
/*
Retrieve the seed values for this generator.
*/
cg_get ( g, cg1, cg2 );
return;
}
void advance_state(int k)
/******************************************************************************/
/*
Purpose:
ADVANCE_STATE advances the state of the current generator.
Discussion:
This procedure advances the state of the current generator by 2^K
values and resets the initial seed to that value.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Input, int K, indicates that the generator is to be
advanced by 2^K values.
0 <= K.
*/
{
const int a1 = 40014;
const int a2 = 40692;
int b1;
int b2;
int cg1;
int cg2;
int g;
int i;
const int m1 = 2147483563;
const int m2 = 2147483399;
if (k < 0) {
fprintf(stderr, "\n");
fprintf(stderr, "ADVANCE_STATE - Fatal error!\n");
fprintf(stderr, " Input exponent K is out of bounds.\n");
exit(1);
}
/*
Check whether the package must be initialized.
*/
if (!initialized_get()) {
initialize();
}
/*
Get the current generator index.
*/
g = cgn_get();
b1 = a1;
b2 = a2;
for (i = 1; i <= k; k++) {
b1 = multmod(b1, b1, m1);
b2 = multmod(b2, b2, m2);
}
cg_get(g, &cg1, &cg2);
cg1 = multmod(b1, cg1, m1);
cg2 = multmod(b2, cg2, m2);
cg_set(g, cg1, cg2);
return;
}
void init_generator(int t)
/******************************************************************************/
/*
Purpose:
INIT_GENERATOR sets the state of generator G to initial, last or new seed.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
01 April 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Input, int T, the seed type:
0, use the seed chosen at initialization time.
1, use the last seed.
2, use a new seed set 2^30 values away.
*/
{
const int a1_w = 1033780774;
const int a2_w = 1494757890;
int cg1;
int cg2;
int g;
int ig1;
int ig2;
int lg1;
int lg2;
const int m1 = 2147483563;
const int m2 = 2147483399;
/*
Check whether the package must be initialized.
*/
if (!initialized_get()) {
initialize();
}
/*
Get the current generator index.
*/
g = cgn_get();
/*
0: restore the initial seed.
*/
if (t == 0) {
ig_get(g, &ig1, &ig2);
lg1 = ig1;
lg2 = ig2;
lg_set(g, lg1, lg2);
}
/*
1: restore the last seed.
*/
else if (t == 1) {
lg_get(g, &lg1, &lg2);
}
/*
2: advance to a new seed.
*/
else if (t == 2) {
lg_get(g, &lg1, &lg2);
lg1 = multmod(a1_w, lg1, m1);
lg2 = multmod(a2_w, lg2, m2);
lg_set(g, lg1, lg2);
} else {
fprintf(stderr, "\n");
fprintf(stderr, "INIT_GENERATOR - Fatal error!\n");
fprintf(stderr, " Input parameter T out of bounds.\n");
exit(1);
}
/*
Store the new seed.
*/
cg1 = lg1;
cg2 = lg2;
cg_set(g, cg1, cg2);
return;
}
int i4_uni()
/******************************************************************************/
/*
Purpose:
I4_UNI generates a random positive integer.
Discussion:
This procedure returns a random integer following a uniform distribution
over (1, 2147483562) using the current generator.
The original name of this function was "random()", but this conflicts
with a standard library function name in C.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
05 August 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Output, int I4_UNI, the random integer.
*/
{
const int a1 = 40014;
const int a2 = 40692;
int cg1;
int cg2;
int g;
int k;
const int m1 = 2147483563;
const int m2 = 2147483399;
int value;
int z;
/*
Check whether the package must be initialized.
*/
if (!initialized_get()) {
initialize();
}
/*
Get the current generator index.
*/
g = cgn_get();
/*
Retrieve the current seeds.
*/
cg_get(g, &cg1, &cg2);
/*
Update the seeds.
*/
k = cg1 / 53668;
cg1 = a1 * (cg1 - k * 53668) - k * 12211;
if (cg1 < 0) {
cg1 = cg1 + m1;
}
k = cg2 / 52774;
cg2 = a2 * (cg2 - k * 52774) - k * 3791;
if (cg2 < 0) {
cg2 = cg2 + m2;
}
/*
Store the updated seeds.
*/
cg_set(g, cg1, cg2);
/*
Form the random integer.
*/
z = cg1 - cg2;
if (z < 1) {
z = z + m1 - 1;
}
/*
If the generator is antithetic, reflect the value.
*/
value = antithetic_get();
if (value) {
z = m1 - z;
}
return z;
}
void set_seed(int cg1, int cg2)
/******************************************************************************/
/*
Purpose:
SET_SEED resets the initial seed and the state of generator G.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
01 April 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Input, int CG1, CG2, the CG values for generator G.
1 <= CG1 < 2147483563
1 <= CG2 < 2147483399
*/
{
int g;
//int i;
const int m1 = 2147483563;
const int m2 = 2147483399;
int t;
if (cg1 < 1 || m1 <= cg1) {
fprintf(stderr, "\n");
fprintf(stderr, "SET_SEED - Fatal error!\n");
fprintf(stderr, " Input parameter CG1 out of bounds.\n");
exit(1);
}
if (cg2 < 1 || m2 <= cg2) {
fprintf(stderr, "\n");
fprintf(stderr, "SET_SEED - Fatal error!\n");
fprintf(stderr, " Input parameter CG2 out of bounds.\n");
exit(1);
}
/*
Check whether the package must be initialized.
*/
if (!initialized_get()) {
initialize();
}
/*
Retrieve the current generator index.
*/
g = cgn_get();
/*
Set the seeds.
*/
cg_set(g, cg1, cg2);
/*
Initialize the generator.
*/
t = 0;
init_generator(t);
return;
}
void set_initial_seed(int ig1, int ig2)
/******************************************************************************/
/*
Purpose:
SET_INITIAL_SEED resets the initial seed and state for all generators.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
28 March 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Input, int IG1, IG2, the initial seed values
for the first generator.
1 <= IG1 < 2147483563
1 <= IG2 < 2147483399
*/
{
const int a1_vw = 2082007225;
const int a2_vw = 784306273;
int g;
const int g_max = 32;
//int i;
const int m1 = 2147483563;
const int m2 = 2147483399;
int t;
if (ig1 < 1 || m1 <= ig1) {
fprintf(stderr, "\n");
fprintf(stderr, "SET_INITIAL_SEED - Fatal error!\n");
fprintf(stderr, " Input parameter IG1 out of bounds.\n");
exit(1);
}
if (ig2 < 1 || m2 <= ig2) {
fprintf(stderr, "\n");
fprintf(stderr, "SET_INITIAL_SEED - Fatal error!\n");
fprintf(stderr, " Input parameter IG2 out of bounds.\n");
exit(1);
}
/*
Because INITIALIZE calls SET_INITIAL_SEED, it's not easy to correct
the error that arises if SET_INITIAL_SEED is called before INITIALIZE.
So don't bother trying.
*/
if (!initialized_get()) {
printf("\n");
printf("SET_INITIAL_SEED - Fatal error!\n");
printf(" The RNGLIB package has not been initialized.\n");
exit(1);
}
/*
Set the initial seed, then initialize the first generator.
*/
g = 0;
cgn_set(g);
ig_set(g, ig1, ig2);
t = 0;
init_generator(t);
/*
Now do similar operations for the other generators.
*/
for (g = 1; g < g_max; g++) {
cgn_set(g);
ig1 = multmod(a1_vw, ig1, m1);
ig2 = multmod(a2_vw, ig2, m2);
ig_set(g, ig1, ig2);
init_generator(t);
}
/*
Now choose the first generator.
*/
g = 0;
cgn_set(g);
return;
}
