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rnglib.c
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# include <stdlib.h>
# include <stdio.h>
# include <time.h>
# include "rnglib.h"
/******************************************************************************/
void advance_state ( int k )
/******************************************************************************/
/*
Purpose:
ADVANCE_STATE advances the state of the current generator.
Discussion:
This procedure advances the state of the current generator by 2^K
values and resets the initial seed to that value.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Input, int K, indicates that the generator is to be
advanced by 2^K values.
0 <= K.
*/
{
const int a1 = 40014;
const int a2 = 40692;
int b1;
int b2;
int cg1;
int cg2;
int g;
int i;
const int m1 = 2147483563;
const int m2 = 2147483399;
if ( k < 0 )
{
fprintf ( stderr, "\n" );
fprintf ( stderr, "ADVANCE_STATE - Fatal error!\n" );
fprintf ( stderr, " Input exponent K is out of bounds.\n" );
exit ( 1 );
}
/*
Check whether the package must be initialized.
*/
if ( ! initialized_get ( ) )
{
printf ( "\n" );
printf ( "ADVANCE_STATE - Note:\n" );
printf ( " Initializing RNGLIB package.\n" );
initialize ( );
}
/*
Get the current generator index.
*/
g = cgn_get ( );
b1 = a1;
b2 = a2;
for ( i = 1; i <= k; k++ )
{
b1 = multmod ( b1, b1, m1 );
b2 = multmod ( b2, b2, m2 );
}
cg_get ( g, &cg1, &cg2 );
cg1 = multmod ( b1, cg1, m1 );
cg2 = multmod ( b2, cg2, m2 );
cg_set ( g, cg1, cg2 );
return;
}
/******************************************************************************/
int antithetic_get ( )
/******************************************************************************/
/*
Purpose:
ANTITHETIC_GET queries the antithetic value for a given generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
01 April 2013
Author:
John Burkardt
Parameters:
Output, int ANTITHETIC_GET, is TRUE (1) if generator G is antithetic.
*/
{
int i;
int value;
i = -1;
antithetic_memory ( i, &value );
return value;
}
/******************************************************************************/
void antithetic_memory ( int i, int *value )
/******************************************************************************/
/*
Purpose:
ANTITHETIC_MEMORY stores the antithetic value for all generators.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
01 April 2013
Author:
John Burkardt
Parameters:
Input, int I, the desired action.
-1, get a value.
0, initialize all values.
1, set a value.
Input/output, int *VALUE. For I = -1, VALUE is an output
quantity. If I = +1, then VALUE is an input quantity.
*/
{
# define G_MAX 32
static int a_save[G_MAX];
int g;
const int g_max = 32;
int j;
if ( i < 0 )
{
g = cgn_get ( );
*value = a_save[g];
}
else if ( i == 0 )
{
for ( j = 0; j < g_max; j++ )
{
a_save[j] = 0;
}
}
else if ( 0 < i )
{
g = cgn_get ( );
a_save[g] = *value;
}
return;
# undef G_MAX
}
/******************************************************************************/
void antithetic_set ( int value )
/******************************************************************************/
/*
Purpose:
ANTITHETIC_SET sets the antithetic value for a given generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
01 April 2013
Author:
John Burkardt
Parameters:
Input, int VALUE, is TRUE (1) if generator G is to be antithetic.
*/
{
int i;
i = +1;
antithetic_memory ( i, &value );
return;
}
/******************************************************************************/
void cg_get ( int g, int *cg1, int *cg2 )
/******************************************************************************/
/*
Purpose:
CG_GET queries the CG values for a given generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
27 March 2013
Author:
John Burkardt
Parameters:
Input, int G, the index of the generator.
0 <= G <= 31.
Output, int *CG1, *CG2, the CG values for generator G.
*/
{
int i;
i = -1;
cg_memory ( i, g, cg1, cg2 );
return;
}
/******************************************************************************/
void cg_memory ( int i, int g, int *cg1, int *cg2 )
/******************************************************************************/
/*
Purpose:
CG_MEMORY stores the CG values for all generators.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
John Burkardt
Parameters:
Input, int I, the desired action.
-1, get a value.
0, initialize all values.
1, set a value.
Input, int G, for I = -1 or +1, the index of
the generator, with 0 <= G <= 31.
Input/output, int *CG1, *CG2. For I = -1,
these are output, for I = +1, these are input, for I = 0,
these arguments are ignored. When used, the arguments are
old or new values of the CG parameter for generator G.
*/
{
# define G_MAX 32
static int cg1_save[G_MAX];
static int cg2_save[G_MAX];
const int g_max = 32;
int j;
if ( g < 0 || g_max <= g )
{
fprintf ( stderr, "\n" );
fprintf ( stderr, "CG_MEMORY - Fatal error!\n" );
fprintf ( stderr, " Input generator index G is out of bounds.\n" );
exit ( 1 );
}
if ( i < 0 )
{
*cg1 = cg1_save[g];
*cg2 = cg2_save[g];
}
else if ( i == 0 )
{
for ( j = 0; j < g_max; j++ )
{
cg1_save[j] = 0;
cg2_save[j] = 0;
}
}
else if ( 0 < i )
{
cg1_save[g] = *cg1;
cg2_save[g] = *cg2;
}
return;
# undef G_MAX
}
/******************************************************************************/
void cg_set ( int g, int cg1, int cg2 )
/******************************************************************************/
/*
Purpose:
CG_SET sets the CG values for a given generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
27 March 2013
Author:
John Burkardt
Parameters:
Input, int G, the index of the generator.
0 <= G <= 31.
Input, int CG1, CG2, the CG values for generator G.
*/
{
int i;
i = +1;
cg_memory ( i, g, &cg1, &cg2 );
return;
}
/******************************************************************************/
int cgn_get ( )
/******************************************************************************/
/*
Purpose:
CGN_GET gets the current generator index
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
John Burkardt
Parameters:
Output, int CGN_GET, the current generator index.
*/
{
int g;
int i;
i = -1;
cgn_memory ( i, &g );
return g;
}
/******************************************************************************/
void cgn_memory ( int i, int *g )
/******************************************************************************/
/*
Purpose:
CGN_MEMORY stores the current generator index.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
John Burkardt
Parameters:
Input, int I, the desired action.
-1, get the value.
0, initialize the value.
1, set the value.
Input/output, int *G. For I = -1 or 0, this is output.
For I = 1, this is input.
*/
{
# define G_MAX 32
static int g_save = 0;
const int g_max = 32;
int j;
if ( i < 0 )
{
*g = g_save;
}
else if ( i == 0 )
{
g_save = 0;
*g = g_save;
}
else if ( 0 < i )
{
if ( *g < 0 || g_max <= *g )
{
fprintf ( stderr, "\n" );
fprintf ( stderr, "CGN_MEMORY - Fatal error!\n" );
fprintf ( stderr, " Input generator index G is out of bounds.\n" );
exit ( 1 );
}
g_save = *g;
}
return;
# undef G_MAX
}
/******************************************************************************/
void cgn_set ( int g )
/******************************************************************************/
/*
Purpose:
CGN_SET sets the current generator index.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
John Burkardt
Parameters:
Input, int G, the current generator index.
0 <= G <= 31.
*/
{
int i;
i = +1;
cgn_memory ( i, &g );
return;
}
/******************************************************************************/
void get_state ( int *cg1, int *cg2 )
/******************************************************************************/
/*
Purpose:
GET_STATE returns the state of the current generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Output, int *CG1, *CG2, the CG values for the current generator.
*/
{
int g;
/*
Check whether the package must be initialized.
*/
if ( ! initialized_get ( ) )
{
printf ( "\n" );
printf ( "GET_STATE - Note:\n" );
printf ( " Initializing RNGLIB package.\n" );
initialize ( );
}
/*
Get the current generator index.
*/
g = cgn_get ( );
/*
Retrieve the seed values for this generator.
*/
cg_get ( g, cg1, cg2 );
return;
}
/******************************************************************************/
int i4_uni ( )
/******************************************************************************/
/*
Purpose:
I4_UNI generates a random positive integer.
Discussion:
This procedure returns a random integer following a uniform distribution
over (1, 2147483562) using the current generator.
The original name of this function was "random()", but this conflicts
with a standard library function name in C.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
05 August 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Output, int I4_UNI, the random integer.
*/
{
const int a1 = 40014;
const int a2 = 40692;
int cg1;
int cg2;
int g;
int k;
const int m1 = 2147483563;
const int m2 = 2147483399;
int value;
int z;
/*
Check whether the package must be initialized.
*/
if ( ! initialized_get ( ) )
{
printf ( "\n" );
printf ( "I4_UNI - Note:\n" );
printf ( " Initializing RNGLIB package.\n" );
initialize ( );
}
/*
Get the current generator index.
*/
g = cgn_get ( );
/*
Retrieve the current seeds.
*/
cg_get ( g, &cg1, &cg2 );
/*
Update the seeds.
*/
k = cg1 / 53668;
cg1 = a1 * ( cg1 - k * 53668 ) - k * 12211;
if ( cg1 < 0 )
{
cg1 = cg1 + m1;
}
k = cg2 / 52774;
cg2 = a2 * ( cg2 - k * 52774 ) - k * 3791;
if ( cg2 < 0 )
{
cg2 = cg2 + m2;
}
/*
Store the updated seeds.
*/
cg_set ( g, cg1, cg2 );
/*
Form the random integer.
*/
z = cg1 - cg2;
if ( z < 1 )
{
z = z + m1 - 1;
}
/*
If the generator is antithetic, reflect the value.
*/
value = antithetic_get ( );
if ( value )
{
z = m1 - z;
}
return z;
}
/******************************************************************************/
void ig_get ( int g, int *ig1, int *ig2 )
/******************************************************************************/
/*
Purpose:
IG_GET queries the IG values for a given generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
27 March 2013
Author:
John Burkardt
Parameters:
Input, int G, the index of the generator.
0 <= G <= 31.
Output, int *IG1, *IG2, the IG values for generator G.
*/
{
int i;
i = -1;
ig_memory ( i, g, ig1, ig2 );
return;
}
/******************************************************************************/
void ig_memory ( int i, int g, int *ig1, int *ig2 )
/******************************************************************************/
/*
Purpose:
IG_MEMORY stores the IG values for all generators.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
30 March 2013
Author:
John Burkardt
Parameters:
Input, int I, the desired action.
-1, get a value.
0, initialize all values.
1, set a value.
Input, int G, for I = -1 or +1, the index of
the generator, with 0 <= G <= 31.
Input/output, int *IG1, *IG2. For I = -1,
these are output, for I = +1, these are input, for I = 0,
these arguments are ignored. When used, the arguments are
old or new values of the IG parameter for generator G.
*/
{
# define G_MAX 32
const int g_max = 32;
static int ig1_save[G_MAX];
static int ig2_save[G_MAX];
int j;
if ( g < 0 || g_max <= g )
{
fprintf ( stderr, "\n" );
fprintf ( stderr, "IG_MEMORY - Fatal error!\n" );
fprintf ( stderr, " Input generator index G is out of bounds.\n" );
exit ( 1 );
}
if ( i < 0 )
{
*ig1 = ig1_save[g];
*ig2 = ig2_save[g];
}
else if ( i == 0 )
{
for ( j = 0; j < g_max; j++ )
{
ig1_save[j] = 0;
ig2_save[j] = 0;
}
}
else if ( 0 < i )
{
ig1_save[g] = *ig1;
ig2_save[g] = *ig2;
}
return;
# undef G_MAX
}
/******************************************************************************/
void ig_set ( int g, int ig1, int ig2 )
/******************************************************************************/
/*
Purpose:
IG_SET sets the IG values for a given generator.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
27 March 2013
Author:
John Burkardt
Parameters:
Input, int G, the index of the generator.
0 <= G <= 31.
Input, int IG1, IG2, the IG values for generator G.
*/
{
int i;
i = +1;
ig_memory ( i, g, &ig1, &ig2 );
return;
}
/******************************************************************************/
void init_generator ( int t )
/******************************************************************************/
/*
Purpose:
INIT_GENERATOR sets the state of generator G to initial, last or new seed.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
01 April 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
Input, int T, the seed type:
0, use the seed chosen at initialization time.
1, use the last seed.
2, use a new seed set 2^30 values away.
*/
{
const int a1_w = 1033780774;
const int a2_w = 1494757890;
int cg1;
int cg2;
int g;
int ig1;
int ig2;
int lg1;
int lg2;
const int m1 = 2147483563;
const int m2 = 2147483399;
/*
Check whether the package must be initialized.
*/
if ( ! initialized_get ( ) )
{
printf ( "\n" );
printf ( "INIT_GENERATOR - Note:\n" );
printf ( " Initializing RNGLIB package.\n" );
initialize ( );
}
/*
Get the current generator index.
*/
g = cgn_get ( );
/*
0: restore the initial seed.
*/
if ( t == 0 )
{
ig_get ( g, &ig1, &ig2 );
lg1 = ig1;
lg2 = ig2;
lg_set ( g, lg1, lg2 );
}
/*
1: restore the last seed.
*/
else if ( t == 1 )
{
lg_get ( g, &lg1, &lg2 );
}
/*
2: advance to a new seed.
*/
else if ( t == 2 )
{
lg_get ( g, &lg1, &lg2 );
lg1 = multmod ( a1_w, lg1, m1 );
lg2 = multmod ( a2_w, lg2, m2 );
lg_set ( g, lg1, lg2 );
}
else
{
fprintf ( stderr, "\n" );
fprintf ( stderr, "INIT_GENERATOR - Fatal error!\n" );
fprintf ( stderr, " Input parameter T out of bounds.\n" );
exit ( 1 );
}
/*
Store the new seed.
*/
cg1 = lg1;
cg2 = lg2;
cg_set ( g, cg1, cg2 );
return;
}
/******************************************************************************/
void initialize ( )
/******************************************************************************/
/*
Purpose:
INITIALIZE initializes the random number generator library.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
01 April 2013
Author:
Original Pascal version by Pierre L'Ecuyer, Serge Cote.
C version by John Burkardt.
Reference:
Pierre LEcuyer, Serge Cote,
Implementing a Random Number Package with Splitting Facilities,
ACM Transactions on Mathematical Software,
Volume 17, Number 1, March 1991, pages 98-111.
Parameters:
None
*/
{
int g;
const int g_max = 32;
int ig1;
int ig2;
int value;
/*
Remember that we have called INITIALIZE().
*/
initialized_set ( );
/*
Initialize all generators to have FALSE antithetic value.
*/
value = 0;
for ( g = 0; g < g_max; g++ )
{
cgn_set ( g );
antithetic_set ( value );
}
/*
Set the initial seeds.
*/
ig1 = 1234567890;
ig2 = 123456789;
set_initial_seed ( ig1, ig2 );
/*
Initialize the current generator index to 0.
*/
g = 0;
cgn_set ( g );