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@ -6,9 +6,64 @@ Copyright 2008 Holger Vogt |
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A fixed seed value may be set by 'set rndseed=value'. |
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*/ |
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/* |
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CombLCGTaus() |
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Combined Tausworthe & LCG random number generator |
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Algorithm has been suggested in: |
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GPUGems 3, Addison Wesley, 2008, Chapter 37. |
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It combines a three component Tausworthe generator taus88 |
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(see P. L'Ecuyer: "Maximally equidistributed combined Tausworthe |
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generators", Mathematics of Computation, 1996, |
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www.iro.umontreal.ca/~lecuyer/myftp/papers/tausme.ps) |
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and a quick linear congruent generator (LCG), decribed in: |
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Press: "Numerical recipes in C", Cambridge, 1992, p. 284. |
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Generator has passed the bbattery_SmallCrush(gen) test of the |
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TestU01 library from Pierre L’Ecuyer and Richard Simard, |
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http://www.iro.umontreal.ca/~simardr/testu01/tu01.html |
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*/ |
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/* TausSeed creates three start values for Tausworthe state variables. |
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Uses rand() from <stdlib.h>, therefore values depend on the value of |
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seed in srand(seed). A constant seed will result in a reproducible |
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series of random variates. |
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Calling sequence: |
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srand(seed); |
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TausSeed(); |
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// generate random variates randvar uniformly distributed in |
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// [0.0 .. 1.0[ by calls to CombLCGTaus(). |
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double randvar = CombLCGTaus(void); |
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*/ |
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#include "ngspice.h" |
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#include "cpdefs.h" |
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#include "ftedefs.h" |
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#include <math.h> |
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#include <stdio.h> |
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#include <stdlib.h> |
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#ifdef _MSC_VER |
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#include <process.h> |
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#else |
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#include <unistd.h> |
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#endif |
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#include <sys/timeb.h> |
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#include <stdarg.h> // var. argumente |
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/* Tausworthe state variables for double variates*/ |
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static unsigned CombState1 = 129, CombState2 = 130, CombState3 = 131; |
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static unsigned CombState4; /* LCG state variable */ |
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/* Tausworthe state variables for double variates*/ |
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static unsigned CombState5 = 133, CombState6 = 135, CombState7 = 137; |
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static unsigned CombState8; /* LCG state variable */ |
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unsigned TauS(unsigned *state, int C1, int C2, int C3, unsigned m); |
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unsigned LGCS(unsigned *state, unsigned A1, unsigned A2); |
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void TausSeed(void); |
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/* MINGW: random, srandom in libiberty.a, but not in libiberty.h */ |
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@ -35,6 +90,7 @@ void checkseed(void) |
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if (cp_getvar("rndseed", CP_NUM, &newseed)) { |
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if ((newseed > 0) && (oldseed != newseed)) { |
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srandom(newseed); |
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TausSeed(); |
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oldseed = newseed; |
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printf("Seed value for random number generator is set to %d\n", newseed); |
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} |
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@ -51,6 +107,100 @@ double drand(void) |
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} |
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void TausSeed(void) |
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{ |
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CombState1 = CombState2 = CombState3 = 0; |
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/* The Tausworthe initial states should be greater than 128 */ |
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while (CombState1 < 129) |
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CombState1 = rand(); |
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while (CombState2 < 129) |
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CombState2 = rand(); |
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while (CombState3 < 129) |
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CombState3 = rand(); |
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while (CombState4 < 129) |
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CombState4 = rand(); |
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#ifdef HVDEBUG |
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printf("\nTausworthe Double generator init states: %d, %d, %d, %d\n", |
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CombState1, CombState2, CombState3, CombState4); |
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#endif |
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CombState5 = CombState6 = CombState7 = 0; |
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/* The Tausworthe initial states should be greater than 128 */ |
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while (CombState5 < 129) |
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CombState5 = rand(); |
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while (CombState6 < 129) |
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CombState6 = rand(); |
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while (CombState7 < 129) |
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CombState7 = rand(); |
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while (CombState8 < 129) |
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CombState8 = rand(); |
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#ifdef HVDEBUG |
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printf("Tausworthe Integer generator init states: %d, %d, %d, %d\n", |
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CombState5, CombState6, CombState7, CombState8); |
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#endif |
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} |
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unsigned TauS(unsigned *state, int C1, int C2, int C3, unsigned m) |
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{ |
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unsigned b = (((*state << C1) ^ *state) >> C2); |
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return *state = (((*state & m) << C3) ^ b); |
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} |
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unsigned LGCS(unsigned *state, unsigned A1, unsigned A2) |
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{ |
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return *state = (A1 * *state + A2); |
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} |
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double CombLCGTaus() |
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{ |
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return 2.3283064365387e-10 * ( |
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TauS(&CombState1, 13, 19, 12, 4294967294UL) ^ |
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TauS(&CombState2, 2, 25, 4, 4294967288UL) ^ |
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TauS(&CombState3, 3, 11, 17, 4294967280UL) ^ |
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LGCS(&CombState4, 1664525, 1013904223UL) |
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); |
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} |
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unsigned int CombLCGTausInt() |
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{ |
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return ( |
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TauS(&CombState5, 13, 19, 12, 4294967294UL) ^ |
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TauS(&CombState6, 2, 25, 4, 4294967288UL) ^ |
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TauS(&CombState7, 3, 11, 17, 4294967280UL) ^ |
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LGCS(&CombState8, 1664525, 1013904223UL) |
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); |
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} |
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float CombLCGTaus2() |
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{ |
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unsigned long b; |
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b = (((CombState1 << 13) ^ CombState1) >> 19); |
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CombState1 = (((CombState1 & 4294967294UL) << 12) ^ b); |
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b = (((CombState2 << 2) ^ CombState2) >> 25); |
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CombState2 = (((CombState2 & 4294967288UL) << 4) ^ b); |
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b = (((CombState3 << 3) ^ CombState3) >> 11); |
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CombState3 = (((CombState3 & 4294967280UL) << 17) ^ b); |
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CombState4 = (1664525 * CombState4 + 1013904223UL); |
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return ((CombState1 ^ CombState2 ^ CombState3 ^ CombState4) * 2.3283064365387e-10f); |
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} |
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unsigned int CombLCGTausInt2() |
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{ |
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unsigned long b; |
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b = (((CombState5 << 13) ^ CombState5) >> 19); |
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CombState5 = (((CombState5 & 4294967294UL) << 12) ^ b); |
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b = (((CombState6 << 2) ^ CombState6) >> 25); |
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CombState6 = (((CombState6 & 4294967288UL) << 4) ^ b); |
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b = (((CombState7 << 3) ^ CombState7) >> 11); |
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CombState7 = (((CombState7 & 4294967280UL) << 17) ^ b); |
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CombState8 = (1664525 * CombState8 + 1013904223UL); |
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return (CombState5 ^ CombState6 ^ CombState7 ^ CombState8); |
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} |
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/*** gauss ***/ |
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double gauss(void) |
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@ -60,7 +210,9 @@ double gauss(void) |
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double fac,r,v1,v2; |
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if (gliset) { |
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do { |
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v1 = drand(); v2 = drand(); |
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// v1 = drand(); v2 = drand(); |
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v1 = 2.0 * CombLCGTaus() - 1.0; |
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v2 = 2.0 * CombLCGTaus() - 1.0; |
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r = v1*v1 + v2*v2; |
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} while (r >= 1.0); |
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/* printf("v1 %f, v2 %f\n", v1, v2); */ |
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@ -73,6 +225,3 @@ double gauss(void) |
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return glgset; |
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} |
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} |
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h_vogt
16 years ago