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
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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
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17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_rng.h>
24 /* This is a maximally equidistributed combined Tausworthe
25 generator. The sequence is,
27 x_n = (s1_n ^ s2_n ^ s3_n)
29 s1_{n+1} = (((s1_n & 4294967294) <<12) ^ (((s1_n <<13) ^ s1_n) >>19))
30 s2_{n+1} = (((s2_n & 4294967288) << 4) ^ (((s2_n << 2) ^ s2_n) >>25))
31 s3_{n+1} = (((s3_n & 4294967280) <<17) ^ (((s3_n << 3) ^ s3_n) >>11))
33 computed modulo 2^32. In the three formulas above '^' means
34 exclusive-or (C-notation), not exponentiation. Note that the
35 algorithm relies on the properties of 32-bit unsigned integers (it
36 is formally defined on bit-vectors of length 32). I have added a
37 bitmask to make it work on 64 bit machines.
39 We initialize the generator with s1_1 .. s3_1 = s_n MOD m, where
40 s_n = (69069 * s_{n-1}) mod 2^32, and s_0 = s is the user-supplied
43 The theoretical value of x_{10007} is 2733957125. The subscript
44 10007 means (1) seed the generator with s=1 (2) do six warm-up
45 iterations, (3) then do 10000 actual iterations.
47 The period of this generator is about 2^88.
49 From: P. L'Ecuyer, "Maximally Equidistributed Combined Tausworthe
50 Generators", Mathematics of Computation, 65, 213 (1996), 203--213.
52 This is available on the net from L'Ecuyer's home page,
54 http://www.iro.umontreal.ca/~lecuyer/myftp/papers/tausme.ps
55 ftp://ftp.iro.umontreal.ca/pub/simulation/lecuyer/papers/tausme.ps
59 There is an erratum in the paper "Tables of Maximally
60 Equidistributed Combined LFSR Generators", Mathematics of
61 Computation, 68, 225 (1999), 261--269:
62 http://www.iro.umontreal.ca/~lecuyer/myftp/papers/tausme2.ps
64 ... the k_j most significant bits of z_j must be non-
65 zero, for each j. (Note: this restriction also applies to the
66 computer code given in [4], but was mistakenly not mentioned in
69 This affects the seeding procedure by imposing the requirement
70 s1 > 1, s2 > 7, s3 > 15.
72 The generator taus2 has been added to satisfy this requirement.
73 The original taus generator is unchanged.
77 There was a bug in the correction to the seeding procedure for s2.
78 It affected the following seeds 254679140 1264751179 1519430319
79 2274823218 2529502358 3284895257 3539574397 (s2 < 8).
83 static inline unsigned long int taus_get (void *vstate);
84 static double taus_get_double (void *vstate);
85 static void taus_set (void *state, unsigned long int s);
89 unsigned long int s1, s2, s3;
93 static inline unsigned long
94 taus_get (void *vstate)
96 taus_state_t *state = (taus_state_t *) vstate;
98 #define MASK 0xffffffffUL
99 #define TAUSWORTHE(s,a,b,c,d) (((s &c) <<d) &MASK) ^ ((((s <<a) &MASK)^s) >>b)
101 state->s1 = TAUSWORTHE (state->s1, 13, 19, 4294967294UL, 12);
102 state->s2 = TAUSWORTHE (state->s2, 2, 25, 4294967288UL, 4);
103 state->s3 = TAUSWORTHE (state->s3, 3, 11, 4294967280UL, 17);
105 return (state->s1 ^ state->s2 ^ state->s3);
109 taus_get_double (void *vstate)
111 return taus_get (vstate) / 4294967296.0 ;
115 taus_set (void *vstate, unsigned long int s)
117 taus_state_t *state = (taus_state_t *) vstate;
120 s = 1; /* default seed is 1 */
122 #define LCG(n) ((69069 * n) & 0xffffffffUL)
124 state->s2 = LCG (state->s1);
125 state->s3 = LCG (state->s2);
138 taus2_set (void *vstate, unsigned long int s)
140 taus_state_t *state = (taus_state_t *) vstate;
143 s = 1; /* default seed is 1 */
145 #define LCG(n) ((69069 * n) & 0xffffffffUL)
147 if (state->s1 < 2) state->s1 += 2UL;
148 state->s2 = LCG (state->s1);
149 if (state->s2 < 8) state->s2 += 8UL;
150 state->s3 = LCG (state->s2);
151 if (state->s3 < 16) state->s3 += 16UL;
164 static const gsl_rng_type taus_type =
166 0xffffffffUL, /* RAND_MAX */
168 sizeof (taus_state_t),
173 const gsl_rng_type *gsl_rng_taus = &taus_type;
175 static const gsl_rng_type taus2_type =
177 0xffffffffUL, /* RAND_MAX */
179 sizeof (taus_state_t),
184 const gsl_rng_type *gsl_rng_taus2 = &taus2_type;