3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
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13 * General Public License for more details.
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17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_rng.h>
24 /* MINSTD is Park and Miller's minimal standard generator (i.e. it's
25 not particularly good).
29 x_{n+1} = (a x_n) mod m
31 with a = 16807 and m = 2^31 - 1 = 2147483647. The seed specifies
32 the initial value, x_1.
34 The theoretical value of x_{10001} is 1043618065, starting with a
37 The period of this generator is 2^31.
39 It is used as the RNUN subroutine in the IMSL Library and the RAND
40 function in MATLAB. The generator is sometimes known by the acronym
41 "GGL" (I'm not sure what that stands for).
43 From: Park and Miller, "Random Number Generators: Good ones are
44 hard to find" Communications of the ACM, October 1988, Volume 31,
45 No 10, pages 1192-1201. */
47 static inline unsigned long int minstd_get (void *vstate);
48 static double minstd_get_double (void *vstate);
49 static void minstd_set (void *state, unsigned long int s);
51 static const long int m = 2147483647, a = 16807, q = 127773, r = 2836;
59 static inline unsigned long int
60 minstd_get (void *vstate)
62 minstd_state_t *state = (minstd_state_t *) vstate;
64 const unsigned long int x = state->x;
66 const long int h = x / q;
67 const long int t = a * (x - h * q) - h * r;
82 minstd_get_double (void *vstate)
84 return minstd_get (vstate) / 2147483647.0;
88 minstd_set (void *vstate, unsigned long int s)
90 minstd_state_t *state = (minstd_state_t *) vstate;
93 s = 1; /* default seed is 1 */
100 static const gsl_rng_type minstd_type =
101 {"minstd", /* name */
102 2147483646, /* RAND_MAX */
104 sizeof (minstd_state_t),
109 const gsl_rng_type *gsl_rng_minstd = &minstd_type;