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.
24 #include <gsl/gsl_rng.h>
25 #include <gsl/gsl_test.h>
26 #include <gsl/gsl_ieee_utils.h>
28 void rng_test (const gsl_rng_type * T, unsigned long int seed, unsigned int n,
29 unsigned long int result);
30 void rng_float_test (const gsl_rng_type * T);
31 void generic_rng_test (const gsl_rng_type * T);
32 void rng_state_test (const gsl_rng_type * T);
33 void rng_parallel_state_test (const gsl_rng_type * T);
34 void rng_read_write_test (const gsl_rng_type * T);
35 int rng_max_test (gsl_rng * r, unsigned long int *kmax, unsigned long int ran_max) ;
36 int rng_min_test (gsl_rng * r, unsigned long int *kmin, unsigned long int ran_min, unsigned long int ran_max) ;
37 int rng_sum_test (gsl_rng * r, double *sigma);
38 int rng_bin_test (gsl_rng * r, double *sigma);
46 const gsl_rng_type ** rngs = gsl_rng_types_setup(); /* get all rng types */
48 const gsl_rng_type ** r ;
50 gsl_ieee_env_setup ();
54 /* specific tests of known results for 10000 iterations with seed = 1 */
56 rng_test (gsl_rng_rand, 1, 10000, 1910041713);
57 rng_test (gsl_rng_randu, 1, 10000, 1623524161);
58 rng_test (gsl_rng_cmrg, 1, 10000, 719452880);
59 rng_test (gsl_rng_minstd, 1, 10000, 1043618065);
60 rng_test (gsl_rng_mrg, 1, 10000, 2064828650);
61 rng_test (gsl_rng_taus, 1, 10000, 2733957125UL);
62 rng_test (gsl_rng_taus2, 1, 10000, 2733957125UL);
63 rng_test (gsl_rng_taus113, 1, 1000, 1925420673UL);
64 rng_test (gsl_rng_transputer, 1, 10000, 1244127297UL);
65 rng_test (gsl_rng_vax, 1, 10000, 3051034865UL);
67 /* Borosh13 test value from PARI: (1812433253^10000)%(2^32) */
68 rng_test (gsl_rng_borosh13, 1, 10000, 2513433025UL);
70 /* Fishman18 test value from PARI: (62089911^10000)%(2^31-1) */
71 rng_test (gsl_rng_fishman18, 1, 10000, 330402013UL);
73 /* Fishman2x test value from PARI:
74 ((48271^10000)%(2^31-1) - (40692^10000)%(2^31-249))%(2^31-1) */
75 rng_test (gsl_rng_fishman2x, 1, 10000, 540133597UL);
77 /* Knuthran2 test value from PARI:
78 { xn1=1; xn2=1; for (n=1,10000,
79 xn = (271828183*xn1 - 314159269*xn2)%(2^31-1);
80 xn2=xn1; xn1=xn; print(xn); ) } */
81 rng_test (gsl_rng_knuthran2, 1, 10000, 1084477620UL);
83 /* Knuthran test value taken from p188 in Knuth Vol 2. 3rd Ed */
84 rng_test (gsl_rng_knuthran, 310952, 1009 * 2009 + 1, 461390032);
86 /* Knuthran improved test value from Knuth's source */
87 rng_test (gsl_rng_knuthran2002, 310952, 1, 708622036);
88 rng_test (gsl_rng_knuthran2002, 310952, 2, 1005450560);
89 rng_test (gsl_rng_knuthran2002, 310952, 100 * 2009 + 1, 995235265);
90 rng_test (gsl_rng_knuthran2002, 310952, 1009 * 2009 + 1, 704987132);
92 /* Lecuyer21 test value from PARI: (40692^10000)%(2^31-249) */
93 rng_test (gsl_rng_lecuyer21, 1, 10000, 2006618587UL);
95 /* Waterman14 test value from PARI: (1566083941^10000)%(2^32) */
96 rng_test (gsl_rng_waterman14, 1, 10000, 3776680385UL);
98 /* specific tests of known results for 10000 iterations with seed = 6 */
100 /* Coveyou test value from PARI:
101 x=6; for(n=1,10000,x=(x*(x+1))%(2^32);print(x);) */
103 rng_test (gsl_rng_coveyou, 6, 10000, 1416754246UL);
105 /* Fishman20 test value from PARI: (6*48271^10000)%(2^31-1) */
106 rng_test (gsl_rng_fishman20, 6, 10000, 248127575UL);
108 /* FIXME: the ranlux tests below were made by running the fortran code and
109 getting the expected value from that. An analytic calculation
110 would be preferable. */
112 rng_test (gsl_rng_ranlux, 314159265, 10000, 12077992);
113 rng_test (gsl_rng_ranlux389, 314159265, 10000, 165942);
115 rng_test (gsl_rng_ranlxs0, 1, 10000, 11904320);
116 /* 0.709552764892578125 * ldexp(1.0,24) */
118 rng_test (gsl_rng_ranlxs1, 1, 10000, 8734328);
119 /* 0.520606517791748047 * ldexp(1.0,24) */
121 rng_test (gsl_rng_ranlxs2, 1, 10000, 6843140);
122 /* 0.407882928848266602 * ldexp(1.0,24) */
124 rng_test (gsl_rng_ranlxd1, 1, 10000, 1998227290UL);
125 /* 0.465248546261094020 * ldexp(1.0,32) */
127 rng_test (gsl_rng_ranlxd2, 1, 10000, 3949287736UL);
128 /* 0.919515205581550532 * ldexp(1.0,32) */
130 /* FIXME: the tests below were made by running the original code in
131 the ../random directory and getting the expected value from
132 that. An analytic calculation would be preferable. */
134 rng_test (gsl_rng_slatec, 1, 10000, 45776);
135 rng_test (gsl_rng_uni, 1, 10000, 9214);
136 rng_test (gsl_rng_uni32, 1, 10000, 1155229825);
137 rng_test (gsl_rng_zuf, 1, 10000, 3970);
139 /* The tests below were made by running the original code and
140 getting the expected value from that. An analytic calculation
141 would be preferable. */
143 rng_test (gsl_rng_r250, 1, 10000, 1100653588);
144 rng_test (gsl_rng_mt19937, 4357, 1000, 1186927261);
145 rng_test (gsl_rng_mt19937_1999, 4357, 1000, 1030650439);
146 rng_test (gsl_rng_mt19937_1998, 4357, 1000, 1309179303);
147 rng_test (gsl_rng_tt800, 0, 10000, 2856609219UL);
149 rng_test (gsl_rng_ran0, 0, 10000, 1115320064);
150 rng_test (gsl_rng_ran1, 0, 10000, 1491066076);
151 rng_test (gsl_rng_ran2, 0, 10000, 1701364455);
152 rng_test (gsl_rng_ran3, 0, 10000, 186340785);
154 rng_test (gsl_rng_ranmar, 1, 10000, 14428370);
156 rng_test (gsl_rng_rand48, 0, 10000, 0xDE095043UL);
157 rng_test (gsl_rng_rand48, 1, 10000, 0xEDA54977UL);
159 rng_test (gsl_rng_random_glibc2, 0, 10000, 1908609430);
160 rng_test (gsl_rng_random8_glibc2, 0, 10000, 1910041713);
161 rng_test (gsl_rng_random32_glibc2, 0, 10000, 1587395585);
162 rng_test (gsl_rng_random64_glibc2, 0, 10000, 52848624);
163 rng_test (gsl_rng_random128_glibc2, 0, 10000, 1908609430);
164 rng_test (gsl_rng_random256_glibc2, 0, 10000, 179943260);
166 rng_test (gsl_rng_random_bsd, 0, 10000, 1457025928);
167 rng_test (gsl_rng_random8_bsd, 0, 10000, 1910041713);
168 rng_test (gsl_rng_random32_bsd, 0, 10000, 1663114331);
169 rng_test (gsl_rng_random64_bsd, 0, 10000, 864469165);
170 rng_test (gsl_rng_random128_bsd, 0, 10000, 1457025928);
171 rng_test (gsl_rng_random256_bsd, 0, 10000, 1216357476);
173 rng_test (gsl_rng_random_libc5, 0, 10000, 428084942);
174 rng_test (gsl_rng_random8_libc5, 0, 10000, 1910041713);
175 rng_test (gsl_rng_random32_libc5, 0, 10000, 1967452027);
176 rng_test (gsl_rng_random64_libc5, 0, 10000, 2106639801);
177 rng_test (gsl_rng_random128_libc5, 0, 10000, 428084942);
178 rng_test (gsl_rng_random256_libc5, 0, 10000, 116367984);
180 rng_test (gsl_rng_ranf, 0, 10000, 2152890433UL);
181 rng_test (gsl_rng_ranf, 2, 10000, 339327233);
183 /* Test constant relationship between int and double functions */
185 for (r = rngs ; *r != 0; r++)
188 /* Test save/restore functions */
190 for (r = rngs ; *r != 0; r++)
193 for (r = rngs ; *r != 0; r++)
194 rng_parallel_state_test (*r);
196 for (r = rngs ; *r != 0; r++)
197 rng_read_write_test (*r);
199 /* generic statistical tests (these are just to make sure that we
200 don't get any crazy results back from the generator, i.e. they
201 aren't a test of the algorithm, just the implementation) */
203 for (r = rngs ; *r != 0; r++)
204 generic_rng_test (*r);
206 exit (gsl_test_summary ());
211 rng_test (const gsl_rng_type * T, unsigned long int seed, unsigned int n,
212 unsigned long int result)
214 gsl_rng *r = gsl_rng_alloc (T);
216 unsigned long int k = 0;
221 gsl_rng_set (r, seed);
224 for (i = 0; i < n; i++)
229 status = (k != result);
230 gsl_test (status, "%s, %u steps (%u observed vs %u expected)",
231 gsl_rng_name (r), n, k, result);
237 rng_float_test (const gsl_rng_type * T)
239 gsl_rng *ri = gsl_rng_alloc (T);
240 gsl_rng *rf = gsl_rng_alloc (T);
244 unsigned long int k = 0;
249 k = gsl_rng_get (ri);
250 u = gsl_rng_get (rf);
255 for (i = 0; i < N2; i++)
257 k = gsl_rng_get (ri);
258 u = gsl_rng_get (rf);
266 gsl_test (status, "%s, ratio of int to double (%g observed vs %g expected)",
267 gsl_rng_name (ri), c, k/u);
275 rng_state_test (const gsl_rng_type * T)
277 unsigned long int test_a[N], test_b[N];
281 gsl_rng *r = gsl_rng_alloc (T);
282 gsl_rng *r_save = gsl_rng_alloc (T);
284 for (i = 0; i < N; ++i)
286 gsl_rng_get (r); /* throw away N iterations */
289 gsl_rng_memcpy (r_save, r); /* save the intermediate state */
291 for (i = 0; i < N; ++i)
293 test_a[i] = gsl_rng_get (r);
296 gsl_rng_memcpy (r, r_save); /* restore the intermediate state */
297 gsl_rng_free (r_save);
299 for (i = 0; i < N; ++i)
301 test_b[i] = gsl_rng_get (r);
306 for (i = 0; i < N; ++i)
308 status |= (test_b[i] != test_a[i]);
310 gsl_test (status, "%s, random number state consistency",
319 rng_parallel_state_test (const gsl_rng_type * T)
321 unsigned long int test_a[N], test_b[N];
322 unsigned long int test_c[N], test_d[N];
323 double test_e[N], test_f[N];
327 gsl_rng *r1 = gsl_rng_alloc (T);
328 gsl_rng *r2 = gsl_rng_alloc (T);
330 for (i = 0; i < N; ++i)
332 gsl_rng_get (r1); /* throw away N iterations */
335 gsl_rng_memcpy (r2, r1); /* save the intermediate state */
337 for (i = 0; i < N; ++i)
339 /* check that there is no hidden state intermixed between r1 and r2 */
340 test_a[i] = gsl_rng_get (r1);
341 test_b[i] = gsl_rng_get (r2);
342 test_c[i] = gsl_rng_uniform_int (r1, 1234);
343 test_d[i] = gsl_rng_uniform_int (r2, 1234);
344 test_e[i] = gsl_rng_uniform (r1);
345 test_f[i] = gsl_rng_uniform (r2);
350 for (i = 0; i < N; ++i)
352 status |= (test_b[i] != test_a[i]);
353 status |= (test_c[i] != test_d[i]);
354 status |= (test_e[i] != test_f[i]);
356 gsl_test (status, "%s, parallel random number state consistency",
366 rng_read_write_test (const gsl_rng_type * T)
368 unsigned long int test_a[N], test_b[N];
372 gsl_rng *r = gsl_rng_alloc (T);
374 for (i = 0; i < N; ++i)
376 gsl_rng_get (r); /* throw away N iterations */
379 { /* save the state to a binary file */
380 FILE *f = fopen("test.dat", "wb");
381 gsl_rng_fwrite(f, r);
385 for (i = 0; i < N; ++i)
387 test_a[i] = gsl_rng_get (r);
390 { /* read the state from a binary file */
391 FILE *f = fopen("test.dat", "rb");
396 for (i = 0; i < N; ++i)
398 test_b[i] = gsl_rng_get (r);
403 for (i = 0; i < N; ++i)
405 status |= (test_b[i] != test_a[i]);
407 gsl_test (status, "%s, random number generator read and write",
415 generic_rng_test (const gsl_rng_type * T)
417 gsl_rng *r = gsl_rng_alloc (T);
418 const char *name = gsl_rng_name (r);
419 unsigned long int kmax = 0, kmin = 1000;
421 const unsigned long int ran_max = gsl_rng_max (r);
422 const unsigned long int ran_min = gsl_rng_min (r);
424 int status = rng_max_test (r, &kmax, ran_max);
427 "%s, observed vs theoretical maximum (%lu vs %lu)",
428 name, kmax, ran_max);
430 status = rng_min_test (r, &kmin, ran_min, ran_max);
433 "%s, observed vs theoretical minimum (%lu vs %lu)",
434 name, kmin, ran_min);
436 status = rng_sum_test (r, &sigma);
439 "%s, sum test within acceptable sigma (observed %.2g sigma)",
442 status = rng_bin_test (r, &sigma);
445 "%s, bin test within acceptable chisq (observed %.2g sigma)",
448 gsl_rng_set (r, 1); /* set seed to 1 */
449 status = rng_max_test (r, &kmax, ran_max);
451 gsl_rng_set (r, 1); /* set seed to 1 */
452 status |= rng_min_test (r, &kmin, ran_min, ran_max);
454 gsl_rng_set (r, 1); /* set seed to 1 */
455 status |= rng_sum_test (r, &sigma);
457 gsl_test (status, "%s, maximum and sum tests for seed=1", name);
459 gsl_rng_set (r, 12345); /* set seed to a "typical" value */
460 status = rng_max_test (r, &kmax, ran_max);
462 gsl_rng_set (r, 12345); /* set seed to a "typical" value */
463 status |= rng_min_test (r, &kmin, ran_min, ran_max);
465 gsl_rng_set (r, 12345); /* set seed to a "typical" value */
466 status |= rng_sum_test (r, &sigma);
468 gsl_test (status, "%s, maximum and sum tests for non-default seeds", name);
474 rng_max_test (gsl_rng * r, unsigned long int *kmax, unsigned long int ran_max)
476 unsigned long int actual_uncovered;
477 double expect_uncovered;
479 unsigned long int max = 0;
482 for (i = 0; i < N2; ++i)
484 unsigned long int k = gsl_rng_get (r);
491 actual_uncovered = ran_max - max;
492 expect_uncovered = (double) ran_max / (double) N2;
494 status = (max > ran_max) || (actual_uncovered > 7 * expect_uncovered) ;
500 rng_min_test (gsl_rng * r, unsigned long int *kmin,
501 unsigned long int ran_min, unsigned long int ran_max)
503 unsigned long int actual_uncovered;
504 double expect_uncovered;
506 unsigned long int min = 1000000000UL;
509 for (i = 0; i < N2; ++i)
511 unsigned long int k = gsl_rng_get (r);
518 actual_uncovered = min - ran_min;
519 expect_uncovered = (double) ran_max / (double) N2;
521 status = (min < ran_min) || (actual_uncovered > 7 * expect_uncovered);
527 rng_sum_test (gsl_rng * r, double *sigma)
532 for (i = 0; i < N2; ++i)
534 double x = gsl_rng_uniform (r) - 0.5;
540 /* expect the average to have a variance of 1/(12 n) */
542 *sigma = sum * sqrt (12.0 * N2);
544 /* more than 3 sigma is an error (increased to 3.1 to avoid false alarms) */
546 status = (fabs (*sigma) > 3.1 || fabs(*sigma) < 0.003);
549 fprintf(stderr,"sum=%g, sigma=%g\n",sum,*sigma);
558 rng_bin_test (gsl_rng * r, double *sigma)
560 int count[BINS+EXTRA];
564 for (i = 0; i < BINS+EXTRA; i++)
568 for (i = 0; i < N2; i++)
570 int j = gsl_rng_uniform_int (r, BINS);
575 for (i = 0; i < BINS; i++)
577 double x = (double)N2/(double)BINS ;
578 double d = (count[i] - x) ;
582 *sigma = sqrt(chisq/BINS) ;
584 /* more than 3 sigma is an error */
586 status = (fabs (*sigma) > 3 || fabs(*sigma) < 0.003);
588 for (i = BINS; i < BINS+EXTRA; i++)
594 "%s, wrote outside range in bin test "
595 "(%d observed vs %d expected)",
596 gsl_rng_name(r), i, BINS - 1);