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/* Mersenne Twister PRNG |
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A C-Program for MT19937 (32- and 64-bit versions), with initialization |
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improved 2002/1/26. Coded by Takuji Nishimura and Makoto Matsumoto, |
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and including Shawn Cokus's optimizations. |
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Copyright (C) 1997 - 2004, Makoto Matsumoto and Takuji Nishimura, |
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All rights reserved. |
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Copyright (C) 2005, Mutsuo Saito, All rights reserved. |
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Copyright 2005 - 2009 Jerry D. Hedden |
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Redistribution and use in source and binary forms, with or without |
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modification, are permitted provided that the following conditions |
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are met: |
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1. Redistributions of source code must retain the above copyright |
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notice, this list of conditions and the following disclaimer. |
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2. Redistributions in binary form must reproduce the above copyright |
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notice, this list of conditions and the following disclaimer in the |
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documentation and/or other materials provided with the distribution. |
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3. The names of its contributors may not be used to endorse or promote |
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products derived from this software without specific prior written |
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permission. |
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS |
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT |
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR |
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER |
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OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, |
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EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, |
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PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR |
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PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF |
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LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING |
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NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS |
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
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Any feedback is very welcome. |
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http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html |
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*/ |
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#include "EXTERN.h" |
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#include "perl.h" |
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#include "XSUB.h" |
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#define NEED_newRV_noinc |
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#include "ppport.h" |
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#include |
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52
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53
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#if UVSIZE == 8 |
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/* Constants related to the Mersenne Twister */ |
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# define N 312 /* Number of 64-bit ints in state vector */ |
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# define M 156 |
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58
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/* Macros used inside Mersenne Twister algorithm */ |
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59
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# define MIXBITS(u,v) ( ((u) & 0xFFFFFFFF80000000ULL) | ((v) & 0x7FFFFFFFULL) ) |
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# define TWIST(u,v) ((MIXBITS(u,v) >> 1) ^ ((v)&1UL ? 0xB5026F5AA96619E9ULL : 0ULL)) |
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62
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/* Final randomization of integer extracted from state vector */ |
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# define TEMPER_ELEM(x) \ |
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x ^= (x >> 29) & 0x0000000555555555ULL; \ |
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x ^= (x << 17) & 0x71D67FFFEDA60000ULL; \ |
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x ^= (x << 37) & 0xFFF7EEE000000000ULL; \ |
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x ^= (x >> 43) |
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69
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/* Seed routine constants */ |
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# define BIT_SHIFT 62 |
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# define MAGIC1 6364136223846793005ULL |
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# define MAGIC2 3935559000370003845ULL |
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# define MAGIC3 2862933555777941757ULL |
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# define HI_BIT 1ULL<<63 |
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76
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/* Various powers of 2 */ |
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# define TWOeMINUS51 4.44089209850062616169452667236328125e-16 |
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# define TWOeMINUS52 2.220446049250313080847263336181640625e-16 |
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# define TWOeMINUS53 1.1102230246251565404236316680908203125e-16 |
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81
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/* Make a double between 0 (inclusive) and 1 (exclusive) */ |
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# define RAND_0i_1x(x) (((NV)((x) >> 12)) * TWOeMINUS52) |
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/* Make a double between 0 and 1 (exclusive) */ |
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# define RAND_0x_1x(x) (RAND_0i_1x(x) + TWOeMINUS53) |
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/* Make a double between 0 (exclusive) and 1 (inclusive) */ |
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# define RAND_0x_1i(x) (((NV)(((x) >> 12) + 1)) * TWOeMINUS52) |
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/* Make a double between -1 and 1 (exclusive) */ |
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# define RAND_NEG1x_1x(x) ((((NV)(((IV)(x)) >> 11)) * TWOeMINUS52) + TWOeMINUS53) |
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90
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#else |
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/* Constants related to the Mersenne Twister */ |
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# define N 624 /* Number of 32-bit ints in state vector */ |
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# define M 397 |
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95
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/* Macros used inside Mersenne Twister algorithm */ |
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# define MIXBITS(u,v) ( ((u) & 0x80000000) | ((v) & 0x7FFFFFFF) ) |
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# define TWIST(u,v) ((MIXBITS((u),(v)) >> 1) ^ (((v)&1UL) ? 0x9908B0DF : 0UL)) |
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/* Final randomization of integer extracted from state vector */ |
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# define TEMPER_ELEM(x) \ |
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x ^= (x >> 11); \ |
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x ^= (x << 7) & 0x9D2C5680; \ |
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x ^= (x << 15) & 0xEFC60000; \ |
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x ^= (x >> 18) |
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106
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/* Seed routine constants */ |
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# define BIT_SHIFT 30 |
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# define MAGIC1 1812433253 |
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# define MAGIC2 1664525 |
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# define MAGIC3 1566083941 |
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# define HI_BIT 0x80000000 |
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/* Various powers of 2 */ |
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# define TWOeMINUS31 4.656612873077392578125e-10 |
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# define TWOeMINUS32 2.3283064365386962890625e-10 |
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# define TWOeMINUS33 1.16415321826934814453125e-10 |
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118
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/* Make a double between 0 (inclusive) and 1 (exclusive) */ |
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# define RAND_0i_1x(x) ((NV)(x) * TWOeMINUS32) |
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/* Make a double between 0 and 1 (exclusive) */ |
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# define RAND_0x_1x(x) (RAND_0i_1x(x) + TWOeMINUS33) |
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/* Make a double between 0 (exclusive) and 1 (inclusive) */ |
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# define RAND_0x_1i(x) ((((NV)(x)) + 1.0) * TWOeMINUS32) |
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/* Make a double between -1 and 1 (exclusive) */ |
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# define RAND_NEG1x_1x(x) ((((NV)((IV)(x))) * TWOeMINUS31) + TWOeMINUS32) |
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126
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#endif |
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127
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128
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129
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/* Standalone PRNG */ |
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130
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#define SA_PRNG "MRMA::PRNG" |
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131
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132
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/* Definitions for getting PRNG context */ |
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133
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#define PRNG_VARS SV *addr |
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134
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135
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#define PRNG_PREP addr = SvRV(ST(0)) |
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136
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#define GET_PRNG INT2PTR(struct mt *, SvUV(addr)) |
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138
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/* Variable declarations for the dual (OO and functional) interface */ |
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#define DUAL_VARS \ |
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PRNG_VARS; \ |
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struct mt *prng; \ |
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int idx |
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143
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144
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/* Sets up PRNG for dual-interface */ |
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145
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/* A ref check for an object call is good enough, |
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146
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* and much faster than object or 'isa' checking. */ |
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#define DUAL_PRNG \ |
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148
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if (items && SvROK(ST(0))) { \ |
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149
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/* OO interface */ \ |
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150
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PRNG_PREP; \ |
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151
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items--; \ |
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152
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idx = 1; \ |
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153
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} else { \ |
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154
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/* Standalone PRNG */ \ |
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addr = SvRV(get_sv(SA_PRNG, 0));\ |
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156
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idx = 0; \ |
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157
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} \ |
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158
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prng = GET_PRNG; |
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159
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160
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/* Get next random from a PRNG */ |
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161
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#define IRAND(x,y) \ |
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162
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x = ((--y->left == 0) ? _mt_algo(y) : *y->next++); \ |
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163
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TEMPER_ELEM(x) |
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164
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165
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166
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/* The PRNG state structure (AKA the PRNG context) */ |
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167
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struct mt { |
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168
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UV state[N]; |
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169
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UV *next; |
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170
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IV left; |
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171
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172
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struct { |
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173
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IV have; |
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174
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NV value; |
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175
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} gaussian; |
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176
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177
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struct { |
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178
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NV mean; |
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179
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NV log_mean; |
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180
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NV sqrt2mean; |
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181
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NV term; |
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182
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} poisson; |
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183
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184
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struct { |
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185
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IV trials; |
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186
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NV term; |
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187
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NV prob; |
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188
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NV plog; |
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189
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NV pclog; |
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190
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} binomial; |
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191
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}; |
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192
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193
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194
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/* The state mixing algorithm for the Mersenne Twister */ |
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195
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static UV |
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196
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4139
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_mt_algo(struct mt *prng) |
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197
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{ |
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198
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4139
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UV *st = prng->state; |
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199
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4139
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UV *sn = &st[2]; |
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200
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4139
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UV *sx = &st[M]; |
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201
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4139
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UV n0 = st[0]; |
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202
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4139
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UV n1 = st[1]; |
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203
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int kk; |
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204
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205
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649823
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100
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for (kk = N-M+1; --kk; n0 = n1, n1 = *sn++) { |
|
206
|
645684
|
100
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*st++ = *sx++ ^ TWIST(n0, n1); |
|
207
|
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} |
|
208
|
4139
|
|
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sx = prng->state; |
|
209
|
645684
|
100
|
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|
for (kk = M; --kk; n0 = n1, n1 = *sn++) { |
|
210
|
641545
|
100
|
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|
*st++ = *sx++ ^ TWIST(n0, n1); |
|
211
|
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} |
|
212
|
4139
|
|
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n1 = *prng->state; |
|
213
|
4139
|
100
|
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|
*st = *sx ^ TWIST(n0, n1); |
|
214
|
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215
|
4139
|
|
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|
prng->next = &prng->state[1]; |
|
216
|
4139
|
|
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|
prng->left = N; |
|
217
|
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218
|
4139
|
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return (n1); |
|
219
|
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} |
|
220
|
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221
|
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222
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/* Helper function to get next random double */ |
|
223
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|
static NV |
|
224
|
590
|
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|
_rand(struct mt *prng) |
|
225
|
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{ |
|
226
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UV x; |
|
227
|
590
|
100
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IRAND(x, prng); |
|
228
|
590
|
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|
return (RAND_0x_1x(x)); |
|
229
|
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} |
|
230
|
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231
|
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232
|
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|
/* Helper function to calculate a random tan(angle) */ |
|
233
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|
static NV |
|
234
|
136
|
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|
_tan(struct mt *prng) |
|
235
|
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{ |
|
236
|
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|
UV x1, y1; |
|
237
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|
NV x2, y2; |
|
238
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239
|
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|
do { |
|
240
|
174
|
50
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|
|
IRAND(x1, prng); |
|
241
|
174
|
50
|
|
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|
|
IRAND(y1, prng); |
|
242
|
174
|
|
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|
|
|
x2 = RAND_NEG1x_1x(x1); |
|
243
|
174
|
|
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|
|
|
y2 = RAND_NEG1x_1x(y1); |
|
244
|
174
|
100
|
|
|
|
|
} while (x2*x2 + y2*y2 > 1.0); |
|
245
|
136
|
|
|
|
|
|
return (y2/x2); |
|
246
|
|
|
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|
247
|
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|
|
|
/* The above is faster than the following: |
|
248
|
|
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|
|
|
|
UV x; |
|
249
|
|
|
|
|
|
|
IRAND(x, prng); |
|
250
|
|
|
|
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|
|
return (tan(3.1415926535897932 * RAND_0x_1x(x))); |
|
251
|
|
|
|
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|
|
*/ |
|
252
|
|
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|
|
} |
|
253
|
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|
254
|
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|
255
|
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|
|
|
|
/* Helper function that returns the value ln(gamma(x)) for x > 0 */ |
|
256
|
|
|
|
|
|
|
/* Optimized from 'Numerical Recipes in C', Chapter 6.1 */ |
|
257
|
|
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|
|
|
static NV |
|
258
|
146
|
|
|
|
|
|
_ln_gamma(NV x) |
|
259
|
|
|
|
|
|
|
{ |
|
260
|
|
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|
|
|
NV qq, ser; |
|
261
|
|
|
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|
262
|
146
|
|
|
|
|
|
qq = x + 4.5; |
|
263
|
146
|
|
|
|
|
|
qq -= (x - 0.5) * log(qq); |
|
264
|
|
|
|
|
|
|
|
|
265
|
146
|
|
|
|
|
|
ser = 1.000000000190015 |
|
266
|
146
|
|
|
|
|
|
+ (76.18009172947146 / x) |
|
267
|
146
|
|
|
|
|
|
- (86.50532032941677 / (x + 1.0)) |
|
268
|
146
|
|
|
|
|
|
+ (24.01409824083091 / (x + 2.0)) |
|
269
|
146
|
|
|
|
|
|
- (1.231739572450155 / (x + 3.0)) |
|
270
|
146
|
|
|
|
|
|
+ (1.208650973866179e-3 / (x + 4.0)) |
|
271
|
146
|
|
|
|
|
|
- (5.395239384953e-6 / (x + 5.0)); |
|
272
|
|
|
|
|
|
|
|
|
273
|
146
|
|
|
|
|
|
return (log(2.5066282746310005 * ser) - qq); |
|
274
|
|
|
|
|
|
|
} |
|
275
|
|
|
|
|
|
|
|
|
276
|
|
|
|
|
|
|
|
|
277
|
|
|
|
|
|
|
MODULE = Math::Random::MT::Auto PACKAGE = Math::Random::MT::Auto |
|
278
|
|
|
|
|
|
|
PROTOTYPES: DISABLE |
|
279
|
|
|
|
|
|
|
|
|
280
|
|
|
|
|
|
|
|
|
281
|
|
|
|
|
|
|
# The functions below are the random number deviates for the module. |
|
282
|
|
|
|
|
|
|
|
|
283
|
|
|
|
|
|
|
# They work both as regular 'functions' for the functional interface to the |
|
284
|
|
|
|
|
|
|
# standalone PRNG, as well as methods for the OO interface to PRNG objects. |
|
285
|
|
|
|
|
|
|
|
|
286
|
|
|
|
|
|
|
|
|
287
|
|
|
|
|
|
|
# irand |
|
288
|
|
|
|
|
|
|
# |
|
289
|
|
|
|
|
|
|
# Returns a random integer. |
|
290
|
|
|
|
|
|
|
|
|
291
|
|
|
|
|
|
|
UV |
|
292
|
|
|
|
|
|
|
irand(...) |
|
293
|
|
|
|
|
|
|
PREINIT: |
|
294
|
|
|
|
|
|
|
DUAL_VARS; |
|
295
|
|
|
|
|
|
|
CODE: |
|
296
|
9556
|
100
|
|
|
|
|
DUAL_PRNG |
|
|
|
50
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
297
|
9556
|
100
|
|
|
|
|
IRAND(RETVAL, prng); |
|
298
|
|
|
|
|
|
|
OUTPUT: |
|
299
|
|
|
|
|
|
|
RETVAL |
|
300
|
|
|
|
|
|
|
|
|
301
|
|
|
|
|
|
|
|
|
302
|
|
|
|
|
|
|
# rand |
|
303
|
|
|
|
|
|
|
# |
|
304
|
|
|
|
|
|
|
# Returns a random number on the range [0,1), |
|
305
|
|
|
|
|
|
|
# or [0,X) if an argument is supplied. |
|
306
|
|
|
|
|
|
|
|
|
307
|
|
|
|
|
|
|
double |
|
308
|
|
|
|
|
|
|
rand(...) |
|
309
|
|
|
|
|
|
|
PREINIT: |
|
310
|
|
|
|
|
|
|
DUAL_VARS; |
|
311
|
|
|
|
|
|
|
UV rand; |
|
312
|
|
|
|
|
|
|
CODE: |
|
313
|
2030
|
100
|
|
|
|
|
DUAL_PRNG |
|
|
|
50
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
314
|
|
|
|
|
|
|
|
|
315
|
|
|
|
|
|
|
/* Random number on [0,1) interval */ |
|
316
|
2030
|
100
|
|
|
|
|
IRAND(rand, prng); |
|
317
|
2030
|
|
|
|
|
|
RETVAL = RAND_0i_1x(rand); |
|
318
|
2030
|
100
|
|
|
|
|
if (items) { |
|
319
|
|
|
|
|
|
|
/* Random number on [0,X) interval */ |
|
320
|
30
|
100
|
|
|
|
|
RETVAL *= SvNV(ST(idx)); |
|
321
|
|
|
|
|
|
|
} |
|
322
|
|
|
|
|
|
|
OUTPUT: |
|
323
|
|
|
|
|
|
|
RETVAL |
|
324
|
|
|
|
|
|
|
|
|
325
|
|
|
|
|
|
|
|
|
326
|
|
|
|
|
|
|
# shuffle |
|
327
|
|
|
|
|
|
|
# |
|
328
|
|
|
|
|
|
|
# Shuffles input data using the Fisher-Yates shuffle algorithm. |
|
329
|
|
|
|
|
|
|
|
|
330
|
|
|
|
|
|
|
SV * |
|
331
|
|
|
|
|
|
|
shuffle(...) |
|
332
|
|
|
|
|
|
|
PREINIT: |
|
333
|
|
|
|
|
|
|
DUAL_VARS; |
|
334
|
|
|
|
|
|
|
AV *ary; |
|
335
|
|
|
|
|
|
|
I32 ii, jj; |
|
336
|
|
|
|
|
|
|
UV rand; |
|
337
|
|
|
|
|
|
|
SV *elem; |
|
338
|
|
|
|
|
|
|
CODE: |
|
339
|
|
|
|
|
|
|
/* Same as DUAL_PRNG except needs more stringent object check */ |
|
340
|
4
|
50
|
|
|
|
|
if (items && sv_isobject(ST(0))) { |
|
|
|
100
|
|
|
|
|
|
|
341
|
|
|
|
|
|
|
/* OO interface */ |
|
342
|
1
|
|
|
|
|
|
PRNG_PREP; |
|
343
|
1
|
|
|
|
|
|
items--; |
|
344
|
1
|
|
|
|
|
|
idx = 1; |
|
345
|
|
|
|
|
|
|
} else { |
|
346
|
|
|
|
|
|
|
/* Standalone PRNG */ |
|
347
|
3
|
|
|
|
|
|
addr = SvRV(get_sv(SA_PRNG, 0)); |
|
348
|
3
|
|
|
|
|
|
idx = 0; |
|
349
|
|
|
|
|
|
|
} |
|
350
|
4
|
50
|
|
|
|
|
prng = GET_PRNG; |
|
351
|
|
|
|
|
|
|
|
|
352
|
|
|
|
|
|
|
/* Handle arguments */ |
|
353
|
4
|
100
|
|
|
|
|
if (items == 1 && SvROK(ST(idx)) && SvTYPE(SvRV(ST(idx)))==SVt_PVAV) { |
|
|
|
50
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
354
|
|
|
|
|
|
|
/* User supplied an array reference */ |
|
355
|
2
|
|
|
|
|
|
ary = (AV*)SvRV(ST(idx)); |
|
356
|
2
|
|
|
|
|
|
RETVAL = newRV_inc((SV *)ary); |
|
357
|
|
|
|
|
|
|
|
|
358
|
2
|
50
|
|
|
|
|
} else if (GIMME_V == G_ARRAY) { |
|
|
|
100
|
|
|
|
|
|
|
359
|
|
|
|
|
|
|
/* If called in array context, shuffle directly on stack */ |
|
360
|
7
|
100
|
|
|
|
|
for (ii = items-1 ; ii > 0 ; ii--) { |
|
361
|
|
|
|
|
|
|
/* Pick a random element from the beginning |
|
362
|
|
|
|
|
|
|
of the array to the current element */ |
|
363
|
6
|
50
|
|
|
|
|
IRAND(rand, prng); |
|
364
|
6
|
|
|
|
|
|
jj = rand % (ii + 1); |
|
365
|
|
|
|
|
|
|
/* Swap elements */ |
|
366
|
6
|
|
|
|
|
|
SV *elem = ST(jj); |
|
367
|
6
|
|
|
|
|
|
ST(jj) = ST(ii); |
|
368
|
6
|
|
|
|
|
|
ST(ii) = elem; |
|
369
|
|
|
|
|
|
|
} |
|
370
|
1
|
|
|
|
|
|
XSRETURN(items); |
|
371
|
|
|
|
|
|
|
|
|
372
|
|
|
|
|
|
|
} else { |
|
373
|
|
|
|
|
|
|
/* Create an array from user supplied values */ |
|
374
|
1
|
|
|
|
|
|
ary = newAV(); |
|
375
|
1
|
|
|
|
|
|
av_extend(ary, items); |
|
376
|
8
|
100
|
|
|
|
|
while (items--) { |
|
377
|
7
|
|
|
|
|
|
av_push(ary, newSVsv(ST(idx++))); |
|
378
|
|
|
|
|
|
|
} |
|
379
|
1
|
|
|
|
|
|
RETVAL = newRV_noinc((SV *)ary); |
|
380
|
|
|
|
|
|
|
} |
|
381
|
|
|
|
|
|
|
|
|
382
|
|
|
|
|
|
|
/* Process elements from last to second */ |
|
383
|
21
|
100
|
|
|
|
|
for (ii=av_len(ary); ii > 0; ii--) { |
|
384
|
|
|
|
|
|
|
/* Pick a random element from the beginning |
|
385
|
|
|
|
|
|
|
of the array to the current element */ |
|
386
|
18
|
50
|
|
|
|
|
IRAND(rand, prng); |
|
387
|
18
|
|
|
|
|
|
jj = rand % (ii + 1); |
|
388
|
|
|
|
|
|
|
/* Swap elements */ |
|
389
|
18
|
|
|
|
|
|
elem = AvARRAY(ary)[ii]; |
|
390
|
18
|
|
|
|
|
|
AvARRAY(ary)[ii] = AvARRAY(ary)[jj]; |
|
391
|
18
|
|
|
|
|
|
AvARRAY(ary)[jj] = elem; |
|
392
|
|
|
|
|
|
|
} |
|
393
|
|
|
|
|
|
|
OUTPUT: |
|
394
|
|
|
|
|
|
|
RETVAL |
|
395
|
|
|
|
|
|
|
|
|
396
|
|
|
|
|
|
|
|
|
397
|
|
|
|
|
|
|
# gaussian |
|
398
|
|
|
|
|
|
|
# |
|
399
|
|
|
|
|
|
|
# Returns random numbers from a Gaussian distribution. |
|
400
|
|
|
|
|
|
|
# |
|
401
|
|
|
|
|
|
|
# On the first pass it calculates two numbers, returning one and saving the |
|
402
|
|
|
|
|
|
|
# other. On the next pass, it just returns the previously saved number. |
|
403
|
|
|
|
|
|
|
|
|
404
|
|
|
|
|
|
|
double |
|
405
|
|
|
|
|
|
|
gaussian(...) |
|
406
|
|
|
|
|
|
|
PREINIT: |
|
407
|
|
|
|
|
|
|
DUAL_VARS; |
|
408
|
|
|
|
|
|
|
UV u1, u2; |
|
409
|
|
|
|
|
|
|
NV v1, v2, r, factor; |
|
410
|
|
|
|
|
|
|
CODE: |
|
411
|
1000000
|
50
|
|
|
|
|
DUAL_PRNG |
|
|
|
100
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
412
|
|
|
|
|
|
|
|
|
413
|
1000000
|
100
|
|
|
|
|
if (prng->gaussian.have) { |
|
414
|
|
|
|
|
|
|
/* Use number generated during previous call */ |
|
415
|
500000
|
|
|
|
|
|
RETVAL = prng->gaussian.value; |
|
416
|
500000
|
|
|
|
|
|
prng->gaussian.have = 0; |
|
417
|
|
|
|
|
|
|
|
|
418
|
|
|
|
|
|
|
} else { |
|
419
|
|
|
|
|
|
|
/* Marsaglia's polar method for the Box-Muller transformation */ |
|
420
|
|
|
|
|
|
|
/* See 'Numerical Recipes in C', Chapter 7.2 */ |
|
421
|
|
|
|
|
|
|
do { |
|
422
|
637082
|
100
|
|
|
|
|
IRAND(u1, prng); |
|
423
|
637082
|
50
|
|
|
|
|
IRAND(u2, prng); |
|
424
|
637082
|
|
|
|
|
|
v1 = RAND_NEG1x_1x(u1); |
|
425
|
637082
|
|
|
|
|
|
v2 = RAND_NEG1x_1x(u2); |
|
426
|
637082
|
|
|
|
|
|
r = v1*v1 + v2*v2; |
|
427
|
637082
|
100
|
|
|
|
|
} while (r >= 1.0); |
|
428
|
|
|
|
|
|
|
|
|
429
|
500000
|
|
|
|
|
|
factor = sqrt((-2.0 * log(r)) / r); |
|
430
|
500000
|
|
|
|
|
|
RETVAL = v1 * factor; |
|
431
|
|
|
|
|
|
|
|
|
432
|
|
|
|
|
|
|
/* Save 2nd value for later */ |
|
433
|
500000
|
|
|
|
|
|
prng->gaussian.value = v2 * factor; |
|
434
|
500000
|
|
|
|
|
|
prng->gaussian.have = 1; |
|
435
|
|
|
|
|
|
|
} |
|
436
|
|
|
|
|
|
|
|
|
437
|
1000000
|
50
|
|
|
|
|
if (items) { |
|
438
|
|
|
|
|
|
|
/* Gaussian distribution with SD = X */ |
|
439
|
1000000
|
100
|
|
|
|
|
RETVAL *= SvNV(ST(idx)); |
|
440
|
1000000
|
50
|
|
|
|
|
if (items > 1) { |
|
441
|
|
|
|
|
|
|
/* Gaussian distribution with mean = Y */ |
|
442
|
0
|
0
|
|
|
|
|
RETVAL += SvNV(ST(idx+1)); |
|
443
|
|
|
|
|
|
|
} |
|
444
|
|
|
|
|
|
|
} |
|
445
|
|
|
|
|
|
|
OUTPUT: |
|
446
|
|
|
|
|
|
|
RETVAL |
|
447
|
|
|
|
|
|
|
|
|
448
|
|
|
|
|
|
|
|
|
449
|
|
|
|
|
|
|
# exponential |
|
450
|
|
|
|
|
|
|
# |
|
451
|
|
|
|
|
|
|
# Returns random numbers from an exponential distribution. |
|
452
|
|
|
|
|
|
|
|
|
453
|
|
|
|
|
|
|
double |
|
454
|
|
|
|
|
|
|
exponential(...) |
|
455
|
|
|
|
|
|
|
PREINIT: |
|
456
|
|
|
|
|
|
|
DUAL_VARS; |
|
457
|
|
|
|
|
|
|
CODE: |
|
458
|
20
|
100
|
|
|
|
|
DUAL_PRNG |
|
|
|
50
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
459
|
|
|
|
|
|
|
|
|
460
|
|
|
|
|
|
|
/* Exponential distribution with mean = 1 */ |
|
461
|
20
|
|
|
|
|
|
RETVAL = -log(_rand(prng)); |
|
462
|
20
|
100
|
|
|
|
|
if (items) { |
|
463
|
|
|
|
|
|
|
/* Exponential distribution with mean = X */ |
|
464
|
10
|
100
|
|
|
|
|
RETVAL *= SvNV(ST(idx)); |
|
465
|
|
|
|
|
|
|
} |
|
466
|
|
|
|
|
|
|
OUTPUT: |
|
467
|
|
|
|
|
|
|
RETVAL |
|
468
|
|
|
|
|
|
|
|
|
469
|
|
|
|
|
|
|
|
|
470
|
|
|
|
|
|
|
# erlang |
|
471
|
|
|
|
|
|
|
# |
|
472
|
|
|
|
|
|
|
# Returns random numbers from an Erlang distribution. |
|
473
|
|
|
|
|
|
|
|
|
474
|
|
|
|
|
|
|
double |
|
475
|
|
|
|
|
|
|
erlang(...) |
|
476
|
|
|
|
|
|
|
PREINIT: |
|
477
|
|
|
|
|
|
|
DUAL_VARS; |
|
478
|
|
|
|
|
|
|
IV order; |
|
479
|
|
|
|
|
|
|
IV ii; |
|
480
|
|
|
|
|
|
|
NV am, ss, tang, bound; |
|
481
|
|
|
|
|
|
|
CODE: |
|
482
|
40
|
50
|
|
|
|
|
DUAL_PRNG |
|
|
|
100
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
483
|
|
|
|
|
|
|
|
|
484
|
|
|
|
|
|
|
/* Check argument */ |
|
485
|
40
|
50
|
|
|
|
|
if (! items) { |
|
486
|
0
|
|
|
|
|
|
Perl_croak(aTHX_ "Missing argument to 'erlang'"); |
|
487
|
|
|
|
|
|
|
} |
|
488
|
40
|
50
|
|
|
|
|
if ((order = SvIV(ST(idx))) < 1) { |
|
|
|
50
|
|
|
|
|
|
|
489
|
0
|
|
|
|
|
|
Perl_croak(aTHX_ "Bad argument (< 1) to 'erlang'"); |
|
490
|
|
|
|
|
|
|
} |
|
491
|
|
|
|
|
|
|
|
|
492
|
40
|
100
|
|
|
|
|
if (order < 6) { |
|
493
|
|
|
|
|
|
|
/* Direct method of 'adding exponential randoms' */ |
|
494
|
20
|
|
|
|
|
|
RETVAL = 1.0; |
|
495
|
80
|
100
|
|
|
|
|
for (ii=0; ii < order; ii++) { |
|
496
|
60
|
|
|
|
|
|
RETVAL *= _rand(prng); |
|
497
|
|
|
|
|
|
|
} |
|
498
|
20
|
|
|
|
|
|
RETVAL = -log(RETVAL); |
|
499
|
|
|
|
|
|
|
|
|
500
|
|
|
|
|
|
|
} else { |
|
501
|
|
|
|
|
|
|
/* Use J. H. Ahren's rejection method */ |
|
502
|
|
|
|
|
|
|
/* See 'Numerical Recipes in C', Chapter 7.3 */ |
|
503
|
20
|
|
|
|
|
|
am = order - 1; |
|
504
|
20
|
|
|
|
|
|
ss = sqrt(2.0 * am + 1.0); |
|
505
|
|
|
|
|
|
|
do { |
|
506
|
|
|
|
|
|
|
do { |
|
507
|
36
|
|
|
|
|
|
tang = _tan(prng); |
|
508
|
36
|
|
|
|
|
|
RETVAL = (tang * ss) + am; |
|
509
|
36
|
100
|
|
|
|
|
} while (RETVAL <= 0.0); |
|
510
|
32
|
|
|
|
|
|
bound = (1.0 + tang*tang) * exp(am * log(RETVAL/am) - ss*tang); |
|
511
|
32
|
100
|
|
|
|
|
} while (_rand(prng) > bound); |
|
512
|
|
|
|
|
|
|
} |
|
513
|
|
|
|
|
|
|
|
|
514
|
40
|
50
|
|
|
|
|
if (items > 1) { |
|
515
|
|
|
|
|
|
|
/* Erlang distribution with mean = X */ |
|
516
|
0
|
0
|
|
|
|
|
RETVAL *= SvNV(ST(idx+1)); |
|
517
|
|
|
|
|
|
|
} |
|
518
|
|
|
|
|
|
|
OUTPUT: |
|
519
|
|
|
|
|
|
|
RETVAL |
|
520
|
|
|
|
|
|
|
|
|
521
|
|
|
|
|
|
|
|
|
522
|
|
|
|
|
|
|
# poisson |
|
523
|
|
|
|
|
|
|
# |
|
524
|
|
|
|
|
|
|
# Returns random numbers from a Poisson distribution. |
|
525
|
|
|
|
|
|
|
|
|
526
|
|
|
|
|
|
|
IV |
|
527
|
|
|
|
|
|
|
poisson(...) |
|
528
|
|
|
|
|
|
|
PREINIT: |
|
529
|
|
|
|
|
|
|
DUAL_VARS; |
|
530
|
|
|
|
|
|
|
NV mean; |
|
531
|
|
|
|
|
|
|
NV em, tang, bound, limit; |
|
532
|
|
|
|
|
|
|
CODE: |
|
533
|
40
|
50
|
|
|
|
|
DUAL_PRNG |
|
|
|
100
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
534
|
|
|
|
|
|
|
|
|
535
|
|
|
|
|
|
|
/* Check argument(s) */ |
|
536
|
40
|
50
|
|
|
|
|
if (! items) { |
|
537
|
0
|
|
|
|
|
|
Perl_croak(aTHX_ "Missing argument(s) to 'poisson'"); |
|
538
|
|
|
|
|
|
|
} |
|
539
|
40
|
50
|
|
|
|
|
if (items == 1) { |
|
540
|
40
|
100
|
|
|
|
|
if ((mean = SvNV(ST(idx))) <= 0.0) { |
|
|
|
50
|
|
|
|
|
|
|
541
|
0
|
|
|
|
|
|
Perl_croak(aTHX_ "Bad argument (<= 0) to 'poisson'"); |
|
542
|
|
|
|
|
|
|
} |
|
543
|
|
|
|
|
|
|
} else { |
|
544
|
0
|
0
|
|
|
|
|
if ((mean = SvNV(ST(idx)) * SvNV(ST(idx+1))) < 1.0) { |
|
|
|
0
|
|
|
|
|
|
|
|
|
0
|
|
|
|
|
|
|
545
|
0
|
|
|
|
|
|
Perl_croak(aTHX_ "Bad arguments (rate*time <= 0) to 'poisson'"); |
|
546
|
|
|
|
|
|
|
} |
|
547
|
|
|
|
|
|
|
} |
|
548
|
|
|
|
|
|
|
|
|
549
|
40
|
100
|
|
|
|
|
if (mean < 12.0) { |
|
550
|
|
|
|
|
|
|
/* Direct method */ |
|
551
|
20
|
|
|
|
|
|
bound = 1.0; |
|
552
|
20
|
|
|
|
|
|
limit = exp(-mean); |
|
553
|
20
|
|
|
|
|
|
for (RETVAL=0; ; RETVAL++) { |
|
554
|
69
|
|
|
|
|
|
bound *= _rand(prng); |
|
555
|
69
|
100
|
|
|
|
|
if (bound < limit) { |
|
556
|
20
|
|
|
|
|
|
break; |
|
557
|
|
|
|
|
|
|
} |
|
558
|
69
|
|
|
|
|
|
} |
|
559
|
|
|
|
|
|
|
|
|
560
|
|
|
|
|
|
|
} else { |
|
561
|
|
|
|
|
|
|
/* Rejection method */ |
|
562
|
|
|
|
|
|
|
/* See 'Numerical Recipes in C', Chapter 7.3 */ |
|
563
|
20
|
100
|
|
|
|
|
if (prng->poisson.mean != mean) { |
|
564
|
2
|
|
|
|
|
|
prng->poisson.mean = mean; |
|
565
|
2
|
|
|
|
|
|
prng->poisson.log_mean = log(mean); |
|
566
|
2
|
|
|
|
|
|
prng->poisson.sqrt2mean = sqrt(2.0 * mean); |
|
567
|
2
|
|
|
|
|
|
prng->poisson.term = (mean * prng->poisson.log_mean) |
|
568
|
2
|
|
|
|
|
|
- _ln_gamma(mean + 1.0); |
|
569
|
|
|
|
|
|
|
} |
|
570
|
|
|
|
|
|
|
do { |
|
571
|
|
|
|
|
|
|
do { |
|
572
|
32
|
|
|
|
|
|
tang = _tan(prng); |
|
573
|
32
|
|
|
|
|
|
em = (tang * prng->poisson.sqrt2mean) + mean; |
|
574
|
32
|
100
|
|
|
|
|
} while (em < 0.0); |
|
575
|
30
|
|
|
|
|
|
em = floor(em); |
|
576
|
60
|
|
|
|
|
|
bound = 0.9 * (1.0 + tang*tang) |
|
577
|
60
|
|
|
|
|
|
* exp((em * prng->poisson.log_mean) |
|
578
|
30
|
|
|
|
|
|
- _ln_gamma(em+1.0) |
|
579
|
30
|
|
|
|
|
|
- prng->poisson.term); |
|
580
|
30
|
100
|
|
|
|
|
} while (_rand(prng) > bound); |
|
581
|
20
|
|
|
|
|
|
RETVAL = (int)em; |
|
582
|
|
|
|
|
|
|
} |
|
583
|
|
|
|
|
|
|
OUTPUT: |
|
584
|
|
|
|
|
|
|
RETVAL |
|
585
|
|
|
|
|
|
|
|
|
586
|
|
|
|
|
|
|
|
|
587
|
|
|
|
|
|
|
# binomial |
|
588
|
|
|
|
|
|
|
# |
|
589
|
|
|
|
|
|
|
# Returns random numbers from a binomial distribution. |
|
590
|
|
|
|
|
|
|
|
|
591
|
|
|
|
|
|
|
IV |
|
592
|
|
|
|
|
|
|
binomial(...) |
|
593
|
|
|
|
|
|
|
PREINIT: |
|
594
|
|
|
|
|
|
|
DUAL_VARS; |
|
595
|
|
|
|
|
|
|
NV prob; |
|
596
|
|
|
|
|
|
|
IV trials; |
|
597
|
|
|
|
|
|
|
int ii; |
|
598
|
|
|
|
|
|
|
NV p, pc, mean; |
|
599
|
|
|
|
|
|
|
NV en, em, tang, bound, limit, sq; |
|
600
|
|
|
|
|
|
|
CODE: |
|
601
|
60
|
50
|
|
|
|
|
DUAL_PRNG |
|
|
|
100
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
602
|
|
|
|
|
|
|
|
|
603
|
|
|
|
|
|
|
/* Check argument(s) */ |
|
604
|
60
|
50
|
|
|
|
|
if (items < 2) { |
|
605
|
0
|
|
|
|
|
|
Perl_croak(aTHX_ "Missing argument(s) to 'binomial'"); |
|
606
|
|
|
|
|
|
|
} |
|
607
|
120
|
50
|
|
|
|
|
if (((prob = SvNV(ST(idx))) < 0.0 || prob > 1.0) || |
|
|
|
50
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
|
|
50
|
|
|
|
|
|
|
608
|
60
|
50
|
|
|
|
|
((trials = SvIV(ST(idx+1))) < 0)) |
|
609
|
|
|
|
|
|
|
{ |
|
610
|
0
|
|
|
|
|
|
Perl_croak(aTHX_ "Invalid argument(s) to 'binomial'"); |
|
611
|
|
|
|
|
|
|
} |
|
612
|
|
|
|
|
|
|
|
|
613
|
|
|
|
|
|
|
/* If probability > .5, then calculate based on non-occurance */ |
|
614
|
60
|
100
|
|
|
|
|
p = (prob <= 0.5) ? prob : 1.0-prob; |
|
615
|
|
|
|
|
|
|
|
|
616
|
60
|
100
|
|
|
|
|
if (trials < 25) { |
|
617
|
|
|
|
|
|
|
/* Direct method */ |
|
618
|
20
|
|
|
|
|
|
RETVAL = 0; |
|
619
|
320
|
100
|
|
|
|
|
for (ii=1; ii <= trials; ii++) { |
|
620
|
300
|
100
|
|
|
|
|
if (_rand(prng) < p) { |
|
621
|
141
|
|
|
|
|
|
RETVAL++; |
|
622
|
|
|
|
|
|
|
} |
|
623
|
|
|
|
|
|
|
} |
|
624
|
|
|
|
|
|
|
|
|
625
|
|
|
|
|
|
|
} else { |
|
626
|
40
|
100
|
|
|
|
|
if ((mean = p * trials) < 1.0) { |
|
627
|
|
|
|
|
|
|
/* Use direct Poisson method */ |
|
628
|
20
|
|
|
|
|
|
bound = 1.0; |
|
629
|
20
|
|
|
|
|
|
limit = exp(-mean); |
|
630
|
43
|
50
|
|
|
|
|
for (RETVAL=0; RETVAL < trials; RETVAL++) { |
|
631
|
23
|
|
|
|
|
|
bound *= _rand(prng); |
|
632
|
23
|
100
|
|
|
|
|
if (bound < limit) { |
|
633
|
20
|
|
|
|
|
|
break; |
|
634
|
|
|
|
|
|
|
} |
|
635
|
|
|
|
|
|
|
} |
|
636
|
|
|
|
|
|
|
|
|
637
|
|
|
|
|
|
|
} else { |
|
638
|
|
|
|
|
|
|
/* Rejection method */ |
|
639
|
|
|
|
|
|
|
/* See 'Numerical Recipes in C', Chapter 7.3 */ |
|
640
|
20
|
|
|
|
|
|
en = (NV)trials; |
|
641
|
20
|
|
|
|
|
|
pc = 1.0 - p; |
|
642
|
20
|
|
|
|
|
|
sq = sqrt(2.0 * mean * pc); |
|
643
|
|
|
|
|
|
|
|
|
644
|
20
|
100
|
|
|
|
|
if (trials != prng->binomial.trials) { |
|
645
|
2
|
|
|
|
|
|
prng->binomial.trials = trials; |
|
646
|
2
|
|
|
|
|
|
prng->binomial.term = _ln_gamma(en + 1.0); |
|
647
|
|
|
|
|
|
|
} |
|
648
|
20
|
100
|
|
|
|
|
if (p != prng->binomial.prob) { |
|
649
|
2
|
|
|
|
|
|
prng->binomial.prob = p; |
|
650
|
2
|
|
|
|
|
|
prng->binomial.plog = log(p); |
|
651
|
2
|
|
|
|
|
|
prng->binomial.pclog = log(pc); |
|
652
|
|
|
|
|
|
|
} |
|
653
|
|
|
|
|
|
|
|
|
654
|
|
|
|
|
|
|
do { |
|
655
|
|
|
|
|
|
|
do { |
|
656
|
68
|
|
|
|
|
|
tang = _tan(prng); |
|
657
|
68
|
|
|
|
|
|
em = (sq * tang) + mean; |
|
658
|
68
|
100
|
|
|
|
|
} while (em < 0.0 || em >= (en+1.0)); |
|
|
|
100
|
|
|
|
|
|
|
659
|
56
|
|
|
|
|
|
em = floor(em); |
|
660
|
112
|
|
|
|
|
|
bound = 1.2 * sq * (1.0 + tang*tang) * |
|
661
|
168
|
|
|
|
|
|
exp(prng->binomial.term - |
|
662
|
56
|
|
|
|
|
|
_ln_gamma(em + 1.0) - |
|
663
|
56
|
|
|
|
|
|
_ln_gamma(en - em + 1.0) + |
|
664
|
56
|
|
|
|
|
|
em * prng->binomial.plog + |
|
665
|
56
|
|
|
|
|
|
(en - em) * prng->binomial.pclog); |
|
666
|
56
|
100
|
|
|
|
|
} while (_rand(prng) > bound); |
|
667
|
20
|
|
|
|
|
|
RETVAL = (IV)em; |
|
668
|
|
|
|
|
|
|
} |
|
669
|
|
|
|
|
|
|
} |
|
670
|
|
|
|
|
|
|
|
|
671
|
|
|
|
|
|
|
/* Adjust results for occurance vs. non-occurance */ |
|
672
|
60
|
100
|
|
|
|
|
if (p < prob) { |
|
673
|
20
|
|
|
|
|
|
RETVAL = trials - RETVAL; |
|
674
|
|
|
|
|
|
|
} |
|
675
|
|
|
|
|
|
|
|
|
676
|
|
|
|
|
|
|
OUTPUT: |
|
677
|
|
|
|
|
|
|
RETVAL |
|
678
|
|
|
|
|
|
|
|
|
679
|
|
|
|
|
|
|
|
|
680
|
|
|
|
|
|
|
|
|
681
|
|
|
|
|
|
|
# The functions below are for internal use by the Math::Random::MT::Auto |
|
682
|
|
|
|
|
|
|
# package. |
|
683
|
|
|
|
|
|
|
|
|
684
|
|
|
|
|
|
|
MODULE = Math::Random::MT::Auto PACKAGE = Math::Random::MT::Auto::_ |
|
685
|
|
|
|
|
|
|
|
|
686
|
|
|
|
|
|
|
|
|
687
|
|
|
|
|
|
|
# new_prng |
|
688
|
|
|
|
|
|
|
# |
|
689
|
|
|
|
|
|
|
# Creates a new PRNG context for the OO Interface, and returns a pointer to it. |
|
690
|
|
|
|
|
|
|
|
|
691
|
|
|
|
|
|
|
SV * |
|
692
|
|
|
|
|
|
|
new_prng(...) |
|
693
|
|
|
|
|
|
|
PREINIT: |
|
694
|
|
|
|
|
|
|
struct mt *prng; |
|
695
|
|
|
|
|
|
|
CODE: |
|
696
|
34
|
|
|
|
|
|
Newxz(prng, 1, struct mt); |
|
697
|
|
|
|
|
|
|
/* Initializes with minimal data to ensure it's 'safe' */ |
|
698
|
34
|
|
|
|
|
|
prng->state[0] = HI_BIT; |
|
699
|
34
|
|
|
|
|
|
prng->left = 1; |
|
700
|
34
|
|
|
|
|
|
prng->poisson.mean = -1; |
|
701
|
34
|
|
|
|
|
|
prng->binomial.trials = -1; |
|
702
|
34
|
|
|
|
|
|
prng->binomial.prob = -1.0; |
|
703
|
34
|
|
|
|
|
|
RETVAL = newSVuv(PTR2UV(prng)); |
|
704
|
|
|
|
|
|
|
OUTPUT: |
|
705
|
|
|
|
|
|
|
RETVAL |
|
706
|
|
|
|
|
|
|
|
|
707
|
|
|
|
|
|
|
|
|
708
|
|
|
|
|
|
|
# free_prng |
|
709
|
|
|
|
|
|
|
# |
|
710
|
|
|
|
|
|
|
# Frees the PRNG context as part of object destruction. |
|
711
|
|
|
|
|
|
|
|
|
712
|
|
|
|
|
|
|
void |
|
713
|
|
|
|
|
|
|
free_prng(...) |
|
714
|
|
|
|
|
|
|
PREINIT: |
|
715
|
|
|
|
|
|
|
PRNG_VARS; |
|
716
|
|
|
|
|
|
|
struct mt *prng; |
|
717
|
|
|
|
|
|
|
CODE: |
|
718
|
34
|
|
|
|
|
|
PRNG_PREP; |
|
719
|
34
|
50
|
|
|
|
|
if ((prng = GET_PRNG)) { |
|
|
|
50
|
|
|
|
|
|
|
720
|
34
|
|
|
|
|
|
Safefree(prng); |
|
721
|
|
|
|
|
|
|
} |
|
722
|
|
|
|
|
|
|
|
|
723
|
|
|
|
|
|
|
|
|
724
|
|
|
|
|
|
|
# seed_prng |
|
725
|
|
|
|
|
|
|
# |
|
726
|
|
|
|
|
|
|
# Applies a supplied seed to a specified PRNG. |
|
727
|
|
|
|
|
|
|
# |
|
728
|
|
|
|
|
|
|
# The specified PRNG may be either the standalone PRNG or an object's PRNG. |
|
729
|
|
|
|
|
|
|
|
|
730
|
|
|
|
|
|
|
void |
|
731
|
|
|
|
|
|
|
seed_prng(...) |
|
732
|
|
|
|
|
|
|
PREINIT: |
|
733
|
|
|
|
|
|
|
PRNG_VARS; |
|
734
|
|
|
|
|
|
|
struct mt *prng; |
|
735
|
|
|
|
|
|
|
AV *myseed; |
|
736
|
|
|
|
|
|
|
int len; |
|
737
|
|
|
|
|
|
|
UV *st; |
|
738
|
|
|
|
|
|
|
int ii, jj, kk; |
|
739
|
|
|
|
|
|
|
CODE: |
|
740
|
32
|
|
|
|
|
|
PRNG_PREP; |
|
741
|
32
|
50
|
|
|
|
|
prng = GET_PRNG; |
|
742
|
|
|
|
|
|
|
|
|
743
|
|
|
|
|
|
|
/* Extract argument */ |
|
744
|
32
|
|
|
|
|
|
myseed = (AV*)SvRV(ST(1)); |
|
745
|
|
|
|
|
|
|
|
|
746
|
32
|
|
|
|
|
|
len = av_len(myseed)+1; |
|
747
|
32
|
|
|
|
|
|
st = prng->state; |
|
748
|
|
|
|
|
|
|
|
|
749
|
|
|
|
|
|
|
/* Initialize */ |
|
750
|
32
|
|
|
|
|
|
st[0]= 19650218; |
|
751
|
9984
|
100
|
|
|
|
|
for (ii=1; ii
|
|
752
|
9952
|
|
|
|
|
|
st[ii] = (MAGIC1 * (st[ii-1] ^ (st[ii-1] >> BIT_SHIFT)) + ii); |
|
753
|
|
|
|
|
|
|
} |
|
754
|
|
|
|
|
|
|
|
|
755
|
|
|
|
|
|
|
/* Add supplied seed */ |
|
756
|
32
|
|
|
|
|
|
ii=1; jj=0; |
|
757
|
10016
|
100
|
|
|
|
|
for (kk = ((N>len) ? N : len); kk; kk--) { |
|
758
|
29952
|
|
|
|
|
|
st[ii] = (st[ii] ^ ((st[ii-1] ^ (st[ii-1] >> BIT_SHIFT)) * MAGIC2)) |
|
759
|
9984
|
100
|
|
|
|
|
+ SvUV(*av_fetch(myseed, jj, 0)) + jj; |
|
760
|
9984
|
100
|
|
|
|
|
if (++ii >= N) { st[0] = st[N-1]; ii=1; } |
|
761
|
9984
|
100
|
|
|
|
|
if (++jj >= len) jj=0; |
|
762
|
|
|
|
|
|
|
} |
|
763
|
|
|
|
|
|
|
|
|
764
|
|
|
|
|
|
|
/* Final shuffle */ |
|
765
|
9984
|
100
|
|
|
|
|
for (kk=N-1; kk; kk--) { |
|
766
|
9952
|
|
|
|
|
|
st[ii] = (st[ii] ^ ((st[ii-1] ^ (st[ii-1] >> BIT_SHIFT)) * MAGIC3)) - ii; |
|
767
|
9952
|
100
|
|
|
|
|
if (++ii >= N) { st[0] = st[N-1]; ii=1; } |
|
768
|
|
|
|
|
|
|
} |
|
769
|
|
|
|
|
|
|
|
|
770
|
|
|
|
|
|
|
/* Guarantee non-zero initial state */ |
|
771
|
32
|
|
|
|
|
|
st[0] = HI_BIT; |
|
772
|
|
|
|
|
|
|
|
|
773
|
|
|
|
|
|
|
/* Forces twist when first random is requested */ |
|
774
|
32
|
|
|
|
|
|
prng->left = 1; |
|
775
|
|
|
|
|
|
|
|
|
776
|
|
|
|
|
|
|
|
|
777
|
|
|
|
|
|
|
# get_state |
|
778
|
|
|
|
|
|
|
# |
|
779
|
|
|
|
|
|
|
# Returns an array ref containing the state vector and internal data for a |
|
780
|
|
|
|
|
|
|
# specified PRNG. |
|
781
|
|
|
|
|
|
|
# |
|
782
|
|
|
|
|
|
|
# The specified PRNG may be either the standalone PRNG or an object's PRNG. |
|
783
|
|
|
|
|
|
|
|
|
784
|
|
|
|
|
|
|
SV * |
|
785
|
|
|
|
|
|
|
get_state(...) |
|
786
|
|
|
|
|
|
|
PREINIT: |
|
787
|
|
|
|
|
|
|
PRNG_VARS; |
|
788
|
|
|
|
|
|
|
struct mt *prng; |
|
789
|
|
|
|
|
|
|
AV *state; |
|
790
|
|
|
|
|
|
|
int ii; |
|
791
|
|
|
|
|
|
|
CODE: |
|
792
|
9
|
|
|
|
|
|
PRNG_PREP; |
|
793
|
9
|
50
|
|
|
|
|
prng = GET_PRNG; |
|
794
|
|
|
|
|
|
|
|
|
795
|
|
|
|
|
|
|
/* Create state array */ |
|
796
|
9
|
|
|
|
|
|
state = newAV(); |
|
797
|
9
|
|
|
|
|
|
av_extend(state, N+12); |
|
798
|
|
|
|
|
|
|
|
|
799
|
|
|
|
|
|
|
/* Add internal PRNG state to array */ |
|
800
|
2817
|
100
|
|
|
|
|
for (ii=0; ii
|
|
801
|
2808
|
|
|
|
|
|
av_push(state, newSVuv(prng->state[ii])); |
|
802
|
|
|
|
|
|
|
} |
|
803
|
9
|
|
|
|
|
|
av_push(state, newSViv(prng->left)); |
|
804
|
|
|
|
|
|
|
|
|
805
|
|
|
|
|
|
|
/* Add non-uniform deviate function data to array */ |
|
806
|
9
|
|
|
|
|
|
av_push(state, newSViv(prng->gaussian.have)); |
|
807
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->gaussian.value)); |
|
808
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->poisson.mean)); |
|
809
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->poisson.log_mean)); |
|
810
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->poisson.sqrt2mean)); |
|
811
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->poisson.term)); |
|
812
|
9
|
|
|
|
|
|
av_push(state, newSViv(prng->binomial.trials)); |
|
813
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->binomial.term)); |
|
814
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->binomial.prob)); |
|
815
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->binomial.plog)); |
|
816
|
9
|
|
|
|
|
|
av_push(state, newSVnv(prng->binomial.pclog)); |
|
817
|
|
|
|
|
|
|
|
|
818
|
9
|
|
|
|
|
|
RETVAL = newRV_noinc((SV *)state); |
|
819
|
|
|
|
|
|
|
OUTPUT: |
|
820
|
|
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|
RETVAL |
|
821
|
|
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|
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|
|
|
|
822
|
|
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|
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|
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|
|
823
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# set_state |
|
824
|
|
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|
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# |
|
825
|
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|
|
|
|
# Sets the specified PRNG's state vector and internal data from a supplied |
|
826
|
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|
|
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# array ref. |
|
827
|
|
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|
|
|
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# |
|
828
|
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# The specified PRNG may be either the standalone PRNG or an object's PRNG. |
|
829
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|
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|
|
830
|
|
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|
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|
|
void |
|
831
|
|
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set_state(...) |
|
832
|
|
|
|
|
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PREINIT: |
|
833
|
|
|
|
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PRNG_VARS; |
|
834
|
|
|
|
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struct mt *prng; |
|
835
|
|
|
|
|
|
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AV *state; |
|
836
|
|
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|
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int ii; |
|
837
|
|
|
|
|
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CODE: |
|
838
|
8
|
|
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|
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PRNG_PREP; |
|
839
|
8
|
50
|
|
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|
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prng = GET_PRNG; |
|
840
|
|
|
|
|
|
|
|
|
841
|
|
|
|
|
|
|
/* Extract argument */ |
|
842
|
8
|
|
|
|
|
|
state = (AV*)SvRV(ST(1)); |
|
843
|
|
|
|
|
|
|
|
|
844
|
|
|
|
|
|
|
/* Validate size of argument */ |
|
845
|
8
|
50
|
|
|
|
|
if (av_len(state) != N+11) { |
|
846
|
0
|
|
|
|
|
|
Perl_croak(aTHX_ "Invalid state vector"); |
|
847
|
|
|
|
|
|
|
} |
|
848
|
|
|
|
|
|
|
|
|
849
|
|
|
|
|
|
|
/* Extract internal PRNG state from array */ |
|
850
|
2504
|
100
|
|
|
|
|
for (ii=0; ii
|
|
851
|
2496
|
100
|
|
|
|
|
prng->state[ii] = SvUV(*av_fetch(state, ii, 0)); |
|
852
|
|
|
|
|
|
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} |
|
853
|
8
|
50
|
|
|
|
|
prng->left = SvIV(*av_fetch(state, ii, 0)); ii++; |
|
854
|
8
|
100
|
|
|
|
|
if (prng->left > 1) { |
|
855
|
4
|
|
|
|
|
|
prng->next = &prng->state[(N+1) - prng->left]; |
|
856
|
|
|
|
|
|
|
} |
|
857
|
|
|
|
|
|
|
|
|
858
|
|
|
|
|
|
|
/* Extract non-uniform deviate function data from array */ |
|
859
|
8
|
50
|
|
|
|
|
prng->gaussian.have = SvIV(*av_fetch(state, ii, 0)); ii++; |
|
860
|
8
|
100
|
|
|
|
|
prng->gaussian.value = SvNV(*av_fetch(state, ii, 0)); ii++; |
|
861
|
8
|
100
|
|
|
|
|
prng->poisson.mean = SvNV(*av_fetch(state, ii, 0)); ii++; |
|
862
|
8
|
100
|
|
|
|
|
prng->poisson.log_mean = SvNV(*av_fetch(state, ii, 0)); ii++; |
|
863
|
8
|
100
|
|
|
|
|
prng->poisson.sqrt2mean = SvNV(*av_fetch(state, ii, 0)); ii++; |
|
864
|
8
|
100
|
|
|
|
|
prng->poisson.term = SvNV(*av_fetch(state, ii, 0)); ii++; |
|
865
|
8
|
50
|
|
|
|
|
prng->binomial.trials = SvIV(*av_fetch(state, ii, 0)); ii++; |
|
866
|
8
|
100
|
|
|
|
|
prng->binomial.term = SvNV(*av_fetch(state, ii, 0)); ii++; |
|
867
|
8
|
100
|
|
|
|
|
prng->binomial.prob = SvNV(*av_fetch(state, ii, 0)); ii++; |
|
868
|
8
|
100
|
|
|
|
|
prng->binomial.plog = SvNV(*av_fetch(state, ii, 0)); ii++; |
|
869
|
8
|
100
|
|
|
|
|
prng->binomial.pclog = SvNV(*av_fetch(state, ii, 0)); |
|
870
|
|
|
|
|
|
|
|
|
871
|
|
|
|
|
|
|
/* EOF */ |