New files to implement the Mersenne Twister Pseudo Random Number

1999-04-09  Sebastian Wilhelmi  <wilhelmi@ira.uka.de>

	* grand.c, tests/rand-test.c: New files to implement the Mersenne
	Twister Pseudo Random Number Generator.

	* glib.h, AUTHORS, Makefile.am, tests/Makefile.am: Changed
	accordingly.

1 files changed, 334 insertions, 0 deletions

diff --git a/grand.c b/grand.c
new file mode 100644
index 000000000..2725d9fe2
--- /dev/null
+++ b/grand.c
@@ -0,0 +1,334 @@
+/* GLIB - Library of useful routines for C programming
+ * Copyright (C) 1995-1997  Peter Mattis, Spencer Kimball and Josh MacDonald
+ *
+ * This library is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU Library General Public
+ * License as published by the Free Software Foundation; either
+ * version 2 of the License, or (at your option) any later version.
+ *
+ * This library is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+ * Library General Public License for more details.
+ *
+ * You should have received a copy of the GNU Library General Public
+ * License along with this library; if not, write to the
+ * Free Software Foundation, Inc., 59 Temple Place - Suite 330,
+ * Boston, MA 02111-1307, USA.
+ */
+
+/* Originally developed and coded by Makoto Matsumoto and Takuji
+ * Nishimura.  Please mail <matumoto@math.keio.ac.jp>, if you're using
+ * code from this file in your own programs or libraries.
+ * Further information on the Mersenne Twister can be found at
+ * http://www.math.keio.ac.jp/~matumoto/emt.html
+ */
+
+/*
+ * Modified by the GLib Team and others 1997-1999.  See the AUTHORS
+ * file for a list of people on the GLib Team.  See the ChangeLog
+ * files for a list of changes.  These files are distributed with
+ * GLib at ftp://ftp.gtk.org/pub/gtk/.  
+ */
+
+#include <glib.h>
+#include <math.h>
+#include <stdio.h>
+
+G_LOCK_DEFINE_STATIC (global_random);
+static GRand* global_random = NULL;
+
+/* Period parameters */  
+#define N 624
+#define M 397
+#define MATRIX_A 0x9908b0df   /* constant vector a */
+#define UPPER_MASK 0x80000000 /* most significant w-r bits */
+#define LOWER_MASK 0x7fffffff /* least significant r bits */
+
+/* Tempering parameters */   
+#define TEMPERING_MASK_B 0x9d2c5680
+#define TEMPERING_MASK_C 0xefc60000
+#define TEMPERING_SHIFT_U(y)  (y >> 11)
+#define TEMPERING_SHIFT_S(y)  (y << 7)
+#define TEMPERING_SHIFT_T(y)  (y << 15)
+#define TEMPERING_SHIFT_L(y)  (y >> 18)
+
+struct _GRand
+{
+  guint32 mt[N]; /* the array for the state vector  */
+  guint mti; 
+  gboolean have_next_normal;
+  gdouble next_normal;
+};
+
+GRand*
+g_rand_new_with_seed (guint32 seed)
+{
+  GRand *rand = g_new0 (GRand, 1);
+  g_rand_set_seed (rand, seed);
+  return rand;
+}
+
+GRand* 
+g_rand_new ()
+{
+  guint32 seed = 0;
+  GTimeVal now;
+  FILE* dev_random = fopen("/dev/random", "rb");
+
+  if (dev_random)
+    {
+      if (fread (&seed, sizeof (seed), 1, dev_random) != 1)
+	seed = 0;
+      fclose (dev_random);
+    }
+
+  /* Using /dev/random alone makes the seed computable for the
+     outside. This might pose security problems somewhere. This should
+     yield better values */
+
+  g_get_current_time (&now);
+  seed ^= now.tv_sec ^ now.tv_usec;
+
+  return g_rand_new_with_seed (seed);
+}
+
+void
+g_rand_free (GRand* rand)
+{
+  g_return_if_fail (rand);
+
+  g_free (rand);
+}
+
+void
+g_rand_set_seed (GRand* rand, guint32 seed)
+{
+  g_return_if_fail (rand);
+
+  /* setting initial seeds to mt[N] using         */
+  /* the generator Line 25 of Table 1 in          */
+  /* [KNUTH 1981, The Art of Computer Programming */
+  /*    Vol. 2 (2nd Ed.), pp102]                  */
+  rand->mt[0]= seed & 0xffffffff;
+  for (rand->mti=1; rand->mti<N; rand->mti++)
+    rand->mt[rand->mti] = (69069 * rand->mt[rand->mti-1]) & 0xffffffff;
+
+  rand->have_next_normal = FALSE;
+}
+
+guint32
+g_rand_int (GRand* rand)
+{
+  guint32 y;
+  static const guint32 mag01[2]={0x0, MATRIX_A};
+  /* mag01[x] = x * MATRIX_A  for x=0,1 */
+
+  g_return_val_if_fail (rand, 0);
+
+  if (rand->mti >= N) { /* generate N words at one time */
+    int kk;
+    
+    for (kk=0;kk<N-M;kk++) {
+      y = (rand->mt[kk]&UPPER_MASK)|(rand->mt[kk+1]&LOWER_MASK);
+      rand->mt[kk] = rand->mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1];
+    }
+    for (;kk<N-1;kk++) {
+      y = (rand->mt[kk]&UPPER_MASK)|(rand->mt[kk+1]&LOWER_MASK);
+      rand->mt[kk] = rand->mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1];
+    }
+    y = (rand->mt[N-1]&UPPER_MASK)|(rand->mt[0]&LOWER_MASK);
+    rand->mt[N-1] = rand->mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1];
+    
+    rand->mti = 0;
+  }
+  
+  y = rand->mt[rand->mti++];
+  y ^= TEMPERING_SHIFT_U(y);
+  y ^= TEMPERING_SHIFT_S(y) & TEMPERING_MASK_B;
+  y ^= TEMPERING_SHIFT_T(y) & TEMPERING_MASK_C;
+  y ^= TEMPERING_SHIFT_L(y);
+  
+  return y; 
+}
+
+gint32 
+g_rand_int_range (GRand* rand, gint32 min, gint32 max)
+{
+  guint32 dist = max - min;
+  guint32 random;
+
+  g_return_val_if_fail (rand, min);
+  g_return_val_if_fail (max > min, min);
+
+  if (dist <= 0x10000L) /* 2^16 */
+    {
+      /* All tricks doing modulo calculations do not have a good
+	 distribution -> We must use this slower method for maximal
+	 quality, but this method is only good for (max - min) <= 2^16 */
+      
+      random = (gint32) g_rand_double_range (rand, 0, dist);
+      /* we'd rather use the following, if -lm is allowed later on:
+	 random = (gint32) floor (g_rand_double_range (rand, 0, dist));  */
+    }
+  else
+    {
+      /* Now it's harder to make it right. We calculate the smallest m,
+         such that dist < 2 ^ m, then we calculate a random number in
+         [1..2^32-1] and rightshift it by 32 - m. Then we test, if it
+         is smaller than dist and if not, get a new number and so
+         forth until we get a number smaller than dist. We just return
+         this. */
+      guint32 border = 0x20000L; /* 2^17 */
+      guint right_shift = 15; /* 32 - 17 */
+
+      if (dist >= 0x80000000) /* in the case of dist > 2^31 our loop
+				below will be infinite */
+	{
+	  right_shift = 0;
+	}
+      else
+	{
+	  while (dist >= border) 
+	    {
+	      border <<= 1;
+	      right_shift--;
+	    }
+	}
+      do 
+	{ 
+	  random = g_rand_int (rand) >> right_shift; 
+	} while (random >= dist);
+    }
+  return min + random;
+}
+
+/* transform [0..2^32-1] -> [0..1) */
+#define G_RAND_DOUBLE_TRANSFORM 2.3283064365386963e-10
+
+gdouble 
+g_rand_double (GRand* rand)
+{                            
+  return g_rand_int (rand) * G_RAND_DOUBLE_TRANSFORM;
+}
+
+gdouble 
+g_rand_double_range (GRand* rand, gdouble min, gdouble max)
+{
+  return g_rand_int (rand) * ((max - min) * G_RAND_DOUBLE_TRANSFORM)  + min;
+}
+
+
+#if WE_REALLY_WANT_HAVE_MATH_LIB_LINKED
+gdouble
+g_rand_normal (GRand* rand, gdouble mean, gdouble standard_deviation)
+{
+  /* For a description of the used algorithm see Knuth: "The Art of
+     Computer Programming", Vol.2, Second Edition, Page 117: Polar
+     method for normal deviates due to Box, Muller, Marsaglia */
+  gdouble normal;
+  g_return_val_if_fail (rand, 0);
+
+  if (rand->have_next_normal) 
+    {
+      rand->have_next_normal = FALSE;
+      normal = rand->next_normal;
+    }
+  else
+    {
+      gdouble u1;
+      gdouble u2 = g_rand_double_range (rand, -1, 1); 
+      gdouble s, f;
+      do 
+	{ 
+	  u1 = u2;
+	  u2 = g_rand_double_range (rand, -1, 1);
+	  s = u1 * u1 + u2 * u2;
+	} while (s >= 1.0);
+      f = sqrt (-2 * log (s) / s);
+      normal = u1 * f;
+      rand->next_normal = u2 * f;
+      rand->have_next_normal = TRUE;
+    }
+  return mean + normal * standard_deviation;
+}
+#endif
+
+guint32
+g_random_int (void)
+{
+  guint32 result;
+  G_LOCK (global_random);
+  if (!global_random)
+    global_random = g_rand_new ();
+  
+  result = g_rand_int (global_random);
+  G_UNLOCK (global_random);
+  return result;
+}
+
+gint32 
+g_random_int_range (gint32 min, gint32 max)
+{
+  gint32 result;
+  G_LOCK (global_random);
+  if (!global_random)
+    global_random = g_rand_new ();
+  
+  result = g_rand_int_range (global_random, min, max);
+  G_UNLOCK (global_random);
+  return result;
+}
+
+gdouble 
+g_random_double (void)
+{
+  double result;
+  G_LOCK (global_random);
+  if (!global_random)
+    global_random = g_rand_new ();
+  
+  result = g_rand_double (global_random);
+  G_UNLOCK (global_random);
+  return result;
+}
+
+gdouble 
+g_random_double_range (gdouble min, gdouble max)
+{
+  double result;
+  G_LOCK (global_random);
+  if (!global_random)
+    global_random = g_rand_new ();
+ 
+  result = g_rand_double_range (global_random, min, max);
+  G_UNLOCK (global_random);
+  return result;
+}
+
+#if WE_REALLY_WANT_HAVE_MATH_LIB_LINKED
+gdouble
+g_random_normal (gdouble mean, gdouble standard_deviation)
+{
+  double result;
+  G_LOCK (global_random);
+  if (!global_random)
+    global_random = g_rand_new ();
+ 
+  result = g_rand_normal (global_random, mean, standard_deviation);
+  G_UNLOCK (global_random);
+  return result;
+}
+#endif
+
+void
+g_random_set_seed (guint32 seed)
+{
+  G_LOCK (global_random);
+  if (!global_random)
+    global_random = g_rand_new_with_seed (seed);
+  else
+    g_rand_set_seed (global_random, seed);
+  G_UNLOCK (global_random);
+}
+