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
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 * ======================================================================
23 * NIST Guide to Available Math Software.
24 * Source for module RAND from package CMLIB.
25 * Retrieved from TIBER on Fri Oct 11 11:43:42 1996.
26 * ======================================================================
28 C***BEGIN PROLOGUE RAND
29 C***DATE WRITTEN 770401 (YYMMDD)
30 C***REVISION DATE 820801 (YYMMDD)
31 C***CATEGORY NO. L6A21
32 C***KEYWORDS RANDOM NUMBER,SPECIAL FUNCTION,UNIFORM
33 C***AUTHOR FULLERTON, W., (LANL)
34 C***PURPOSE Generates a uniformly distributed random number.
37 C This pseudo-random number generator is portable among a wide
38 C variety of computers. RAND(R) undoubtedly is not as good as many
39 C readily available installation dependent versions, and so this
40 C routine is not recommended for widespread usage. Its redeeming
41 C feature is that the exact same random numbers (to within final round-
42 C off error) can be generated from machine to machine. Thus, programs
43 C that make use of random numbers can be easily transported to and
44 C checked in a new environment.
45 C The random numbers are generated by the linear congruential
46 C method described, e.g., by Knuth in Seminumerical Methods (p.9),
47 C Addison-Wesley, 1969. Given the I-th number of a pseudo-random
48 C sequence, the I+1 -st number is generated from
49 C X(I+1) = (A*X(I) + C) MOD M,
50 C where here M = 2**22 = 4194304, C = 1731 and several suitable values
51 C of the multiplier A are discussed below. Both the multiplier A and
52 C random number X are represented in double precision as two 11-bit
53 C words. The constants are chosen so that the period is the maximum
55 C In order that the same numbers be generated from machine to
56 C machine, it is necessary that 23-bit integers be reducible modulo
57 C 2**11 exactly, that 23-bit integers be added exactly, and that 11-bit
58 C integers be multiplied exactly. Furthermore, if the restart option
59 C is used (where R is between 0 and 1), then the product R*2**22 =
60 C R*4194304 must be correct to the nearest integer.
61 C The first four random numbers should be .0004127026,
62 C .6750836372, .1614754200, and .9086198807. The tenth random number
63 C is .5527787209, and the hundredth is .3600893021 . The thousandth
64 C number should be .2176990509 .
65 C In order to generate several effectively independent sequences
66 C with the same generator, it is necessary to know the random number
67 C for several widely spaced calls. The I-th random number times 2**22,
68 C where I=K*P/8 and P is the period of the sequence (P = 2**22), is
69 C still of the form L*P/8. In particular we find the I-th random
70 C number multiplied by 2**22 is given by
71 C I = 0 1*P/8 2*P/8 3*P/8 4*P/8 5*P/8 6*P/8 7*P/8 8*P/8
72 C RAND= 0 5*P/8 2*P/8 7*P/8 4*P/8 1*P/8 6*P/8 3*P/8 0
73 C Thus the 4*P/8 = 2097152 random number is 2097152/2**22.
74 C Several multipliers have been subjected to the spectral test
75 C (see Knuth, p. 82). Four suitable multipliers roughly in order of
76 C goodness according to the spectral test are
77 C 3146757 = 1536*2048 + 1029 = 2**21 + 2**20 + 2**10 + 5
78 C 2098181 = 1024*2048 + 1029 = 2**21 + 2**10 + 5
79 C 3146245 = 1536*2048 + 517 = 2**21 + 2**20 + 2**9 + 5
80 C 2776669 = 1355*2048 + 1629 = 5**9 + 7**7 + 1
82 C In the table below LOG10(NU(I)) gives roughly the number of
83 C random decimal digits in the random numbers considered I at a time.
84 C C is the primary measure of goodness. In both cases bigger is better.
87 C A I=2 I=3 I=4 I=5 I=2 I=3 I=4 I=5
89 C 3146757 3.3 2.0 1.6 1.3 3.1 1.3 4.6 2.6
90 C 2098181 3.3 2.0 1.6 1.2 3.2 1.3 4.6 1.7
91 C 3146245 3.3 2.2 1.5 1.1 3.2 4.2 1.1 0.4
92 C 2776669 3.3 2.1 1.6 1.3 2.5 2.0 1.9 2.6
94 C Possible 3.3 2.3 1.7 1.4 3.6 5.9 9.7 14.9
97 C R If R=0., the next random number of the sequence is generated.
98 C If R .LT. 0., the last generated number will be returned for
99 C possible use in a restart procedure.
100 C If R .GT. 0., the sequence of random numbers will start with
101 C the seed R mod 1. This seed is also returned as the value of
102 C RAND provided the arithmetic is done exactly.
105 C RAND a pseudo-random number between 0. and 1.
106 C***REFERENCES (NONE)
107 C***ROUTINES CALLED (NONE)
108 C***END PROLOGUE RAND
109 DATA IA1, IA0, IA1MA0 /1536, 1029, 507/
112 C***FIRST EXECUTABLE STATEMENT RAND
113 IF (R.LT.0.) GO TO 10
114 IF (R.GT.0.) GO TO 20
116 C A*X = 2**22*IA1*IX1 + 2**11*(IA1*IX1 + (IA1-IA0)*(IX0-IX1)
117 C + IA0*IX0) + IA0*IX0
120 IY1 = IA1*IX1 + IA1MA0*(IX0-IX1) + IY0
122 IX0 = MOD (IY0, 2048)
123 IY1 = IY1 + (IY0-IX0)/2048
124 IX1 = MOD (IY1, 2048)
126 10 RAND = IX1*2048 + IX0
127 RAND = RAND / 4194304.
130 20 IX1 = AMOD(R,1.)*4194304. + 0.5
131 IX0 = MOD (IX1, 2048)
141 #include <gsl/gsl_rng.h>
143 static inline unsigned long int slatec_get (void *vstate);
144 static double slatec_get_double (void *vstate);
145 static void slatec_set (void *state, unsigned long int s);
153 static const long P = 4194304;
154 static const long a1 = 1536;
155 static const long a0 = 1029;
156 static const long a1ma0 = 507;
157 static const long c = 1731;
159 static inline unsigned long int
160 slatec_get (void *vstate)
163 slatec_state_t *state = (slatec_state_t *) vstate;
166 y1 = a1 * state->x1 + a1ma0 * (state->x0 - state->x1) + y0;
168 state->x0 = y0 % 2048;
169 y1 = y1 + (y0 - state->x0) / 2048;
170 state->x1 = y1 % 2048;
172 return state->x1 * 2048 + state->x0;
176 slatec_get_double (void *vstate)
178 return slatec_get (vstate) / 4194304.0 ;
182 slatec_set (void *vstate, unsigned long int s)
184 slatec_state_t *state = (slatec_state_t *) vstate;
186 /* Only eight seeds are permitted. This is pretty limiting, but
187 at least we are guaranteed that the eight sequences are different */
192 state->x0 = s % 2048;
193 state->x1 = (s - state->x0) / 2048;
196 static const gsl_rng_type slatec_type =
197 {"slatec", /* name */
198 4194303, /* RAND_MAX */
200 sizeof (slatec_state_t),
205 const gsl_rng_type *gsl_rng_slatec = &slatec_type;