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c_randdp.c
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137 lines (121 loc) · 5.26 KB
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/*
*/
#if defined(USE_POW)
#define r23 pow(0.5, 23.0)
#define r46 (r23*r23)
#define t23 pow(2.0, 23.0)
#define t46 (t23*t23)
#else
#define r23 (0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5*0.5)
#define r46 (r23*r23)
#define t23 (2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0*2.0)
#define t46 (t23*t23)
#endif
/*c---------------------------------------------------------------------
c---------------------------------------------------------------------*/
double randlc (double *x, double a) {
/*c---------------------------------------------------------------------
c---------------------------------------------------------------------*/
/*c---------------------------------------------------------------------
c
c This routine returns a uniform pseudorandom double precision number in the
c range (0, 1) by using the linear congruential generator
c
c x_{k+1} = a x_k (mod 2^46)
c
c where 0 < x_k < 2^46 and 0 < a < 2^46. This scheme generates 2^44 numbers
c before repeating. The argument A is the same as 'a' in the above formula,
c and X is the same as x_0. A and X must be odd double precision integers
c in the range (1, 2^46). The returned value RANDLC is normalized to be
c between 0 and 1, i.e. RANDLC = 2^(-46) * x_1. X is updated to contain
c the new seed x_1, so that subsequent calls to RANDLC using the same
c arguments will generate a continuous sequence.
c
c This routine should produce the same results on any computer with at least
c 48 mantissa bits in double precision floating point data. On 64 bit
c systems, double precision should be disabled.
c
c David H. Bailey October 26, 1990
c
c---------------------------------------------------------------------*/
double t1,t2,t3,t4,a1,a2,x1,x2,z;
/*c---------------------------------------------------------------------
c Break A into two parts such that A = 2^23 * A1 + A2.
c---------------------------------------------------------------------*/
t1 = r23 * a;
a1 = (int)t1;
a2 = a - t23 * a1;
/*c---------------------------------------------------------------------
c Break X into two parts such that X = 2^23 * X1 + X2, compute
c Z = A1 * X2 + A2 * X1 (mod 2^23), and then
c X = 2^23 * Z + A2 * X2 (mod 2^46).
c---------------------------------------------------------------------*/
t1 = r23 * (*x);
x1 = (int)t1;
x2 = (*x) - t23 * x1;
t1 = a1 * x2 + a2 * x1;
t2 = (int)(r23 * t1);
z = t1 - t23 * t2;
t3 = t23 * z + a2 * x2;
t4 = (int)(r46 * t3);
(*x) = t3 - t46 * t4;
return (r46 * (*x));
}
/*c---------------------------------------------------------------------
c---------------------------------------------------------------------*/
void vranlc (int n, double *x_seed, double a, double y[]) {
/*c---------------------------------------------------------------------
c---------------------------------------------------------------------*/
/*c---------------------------------------------------------------------
c
c This routine generates N uniform pseudorandom double precision numbers in
c the range (0, 1) by using the linear congruential generator
c
c x_{k+1} = a x_k (mod 2^46)
c
c where 0 < x_k < 2^46 and 0 < a < 2^46. This scheme generates 2^44 numbers
c before repeating. The argument A is the same as 'a' in the above formula,
c and X is the same as x_0. A and X must be odd double precision integers
c in the range (1, 2^46). The N results are placed in Y and are normalized
c to be between 0 and 1. X is updated to contain the new seed, so that
c subsequent calls to VRANLC using the same arguments will generate a
c continuous sequence. If N is zero, only initialization is performed, and
c the variables X, A and Y are ignored.
c
c This routine is the standard version designed for scalar or RISC systems.
c However, it should produce the same results on any single processor
c computer with at least 48 mantissa bits in double precision floating point
c data. On 64 bit systems, double precision should be disabled.
c
c---------------------------------------------------------------------*/
int i;
double x,t1,t2,t3,t4,a1,a2,x1,x2,z;
/*c---------------------------------------------------------------------
c Break A into two parts such that A = 2^23 * A1 + A2.
c---------------------------------------------------------------------*/
t1 = r23 * a;
a1 = (int)t1;
a2 = a - t23 * a1;
x = *x_seed;
/*c---------------------------------------------------------------------
c Generate N results. This loop is not vectorizable.
c---------------------------------------------------------------------*/
for (i = 1; i <= n; i++) {
/*c---------------------------------------------------------------------
c Break X into two parts such that X = 2^23 * X1 + X2, compute
c Z = A1 * X2 + A2 * X1 (mod 2^23), and then
c X = 2^23 * Z + A2 * X2 (mod 2^46).
c---------------------------------------------------------------------*/
t1 = r23 * x;
x1 = (int)t1;
x2 = x - t23 * x1;
t1 = a1 * x2 + a2 * x1;
t2 = (int)(r23 * t1);
z = t1 - t23 * t2;
t3 = t23 * z + a2 * x2;
t4 = (int)(r46 * t3);
x = t3 - t46 * t4;
y[i] = r46 * x;
}
*x_seed = x;
}