| [221] | 1 | /***************************************************************************
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 | 2 |  * blitz/rand-uniform.h    Uniform class, which provides uniformly
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 | 3 |  *                         distributed random numbers.
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 | 4 |  *
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 | 5 |  * $Id: rand-uniform.h,v 1.1.1.1 1999-04-09 17:58:59 ansari Exp $
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 | 6 |  *
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 | 7 |  * Copyright (C) 1997,1998 Todd Veldhuizen <tveldhui@seurat.uwaterloo.ca>
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 | 8 |  *
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 | 9 |  * This program is free software; you can redistribute it and/or
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 | 10 |  * modify it under the terms of the GNU General Public License
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 | 11 |  * as published by the Free Software Foundation; either version 2
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 | 12 |  * of the License, or (at your option) any later version.
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 | 13 |  *
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 | 14 |  * This program is distributed in the hope that it will be useful,
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 | 15 |  * but WITHOUT ANY WARRANTY; without even the implied warranty of
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 | 16 |  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
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 | 17 |  * GNU General Public License for more details.
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 | 18 |  *
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 | 19 |  * Suggestions:          blitz-suggest@cybervision.com
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 | 20 |  * Bugs:                 blitz-bugs@cybervision.com
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 | 21 |  *
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 | 22 |  * For more information, please see the Blitz++ Home Page:
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 | 23 |  *    http://seurat.uwaterloo.ca/blitz/
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 | 24 |  *
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 | 25 |  ***************************************************************************
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 | 26 |  *
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 | 27 |  * This random number generator is based on the LAPACK auxilliary
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 | 28 |  * routine DLARAN by Jack Dongarra.  It's a multiplicative congruential 
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 | 29 |  * generator with modulus 2^48 and multiplier 33952834046453. 
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 | 30 |  *
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 | 31 |  * See also: G. S. Fishman, Multiplicative congruential random number
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 | 32 |  * generators with modulus 2^b: an exhaustive analysis for b=32 and
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 | 33 |  * a partial analysis for b=48, Math. Comp. 189, pp 331-344, 1990.
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 | 34 |  * 
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 | 35 |  * This routine requires 32-bit integers.
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 | 36 |  *
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 | 37 |  * The generated number lies in the open interval (low,high).  i.e. low and
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 | 38 |  * high themselves will never be generated.
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 | 39 |  *
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 | 40 |  ***************************************************************************
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 | 41 |  *
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 | 42 |  * $Log: not supported by cvs2svn $
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 | 43 |  * Revision 1.4  1998/03/14 00:04:47  tveldhui
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 | 44 |  * 0.2-alpha-05
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 | 45 |  *
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 | 46 |  * Revision 1.3  1997/07/16 14:51:20  tveldhui
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 | 47 |  * Update: Alpha release 0.2 (Arrays)
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 | 48 |  *
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 | 49 |  * Revision 1.2  1997/01/24 14:42:00  tveldhui
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 | 50 |  * Periodic RCS update
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 | 51 |  *
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 | 52 |  */
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 | 53 | 
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 | 54 | #ifndef BZ_RAND_UNIFORM_H
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 | 55 | #define BZ_RAND_UNIFORM_H
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 | 56 | 
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 | 57 | #ifndef BZ_RANDOM_H
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 | 58 |  #include <blitz/random.h>
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 | 59 | #endif
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 | 60 | 
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 | 61 | BZ_NAMESPACE(blitz)
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 | 62 | 
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 | 63 | class Uniform {
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 | 64 | 
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 | 65 | public:
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 | 66 |     typedef double T_numtype;
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 | 67 | 
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 | 68 |     Uniform(double low = 0.0, double high = 1.0, double = 0.0)
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 | 69 |         : low_(low), length_(high-low)
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 | 70 |     { 
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 | 71 |         BZPRECONDITION(sizeof(int) >= 4);   // Need 32 bit integers!
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 | 72 | 
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 | 73 |         seed[0] = 24;       // All seeds in the range [0,4095]
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 | 74 |         seed[1] = 711;
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 | 75 |         seed[2] = 3;
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 | 76 |         seed[3] = 3721;     // The last seed must be odd
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 | 77 |     }
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 | 78 | 
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 | 79 |     void randomize() 
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 | 80 |     { 
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 | 81 |         BZ_NOT_IMPLEMENTED();            // NEEDS_WORK
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 | 82 | 
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 | 83 |         BZPOSTCONDITION(seed[3] % 2 == 1);
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 | 84 |     }
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 | 85 |   
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 | 86 |     // I'm trying to avoid having a compiled 
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 | 87 |     // portion of the library, so this is inline until I
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 | 88 |     // figure out a better way to do this or I change my mind.
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 | 89 |     // -- TV
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 | 90 |     // NEEDS_WORK
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 | 91 |     double random()
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 | 92 |     { 
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 | 93 |         BZPRECONDITION(seed[3] % 2 == 1);
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 | 94 | 
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 | 95 |         int it0, it1, it2, it3;
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 | 96 |         it3 = seed[3] * 2549;
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 | 97 |         it2 = it3 / 4096;
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 | 98 |         it3 -= it2 << 12;
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 | 99 |         it2 += seed[2] * 2549 + seed[3] * 2508;
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 | 100 |         it1 = it2 / 4096;
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 | 101 |         it2 -= it1 << 12;
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 | 102 |         it1 += seed[1] * 2549 + seed[2] * 2508 + seed[3] * 322;
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 | 103 |         it0 = it1 / 4096;
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 | 104 |         it1 -= it0 << 12;
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 | 105 |         it0 += seed[0] * 2549 + seed[1] * 2508 + seed[2] * 322 + seed[3] * 494;
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 | 106 |         it0 %= 4096;
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 | 107 |         seed[0] = it0;
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 | 108 |         seed[1] = it1;
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 | 109 |         seed[2] = it2;
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 | 110 |         seed[3] = it3;
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 | 111 |       
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 | 112 |         const double z = 1 / 4096.;
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 | 113 |         return low_ + length_ * (it0 + (it1 + (it2 + it3 * z) * z) * z) * z;
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 | 114 |     } 
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 | 115 | 
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 | 116 |     operator double() 
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 | 117 |     { return random(); }
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 | 118 | 
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 | 119 | private:
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 | 120 |     double low_, length_;
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 | 121 | 
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 | 122 |     int seed[4];
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 | 123 | };
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 | 124 | 
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 | 125 | BZ_NAMESPACE_END
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 | 126 | 
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 | 127 | #endif // BZ_RAND_UNIFORM_H
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 | 128 | 
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