#include #include #include #include /* This is a maximally equidistributed combined Tausworthe generator. The sequence is, x_n = (s1_n ^ s2_n ^ s3_n) s1_{n+1} = (((s1_n & 4294967294) <<12) ^ (((s1_n <<13) ^ s1_n) >>19)) s2_{n+1} = (((s2_n & 4294967288) << 4) ^ (((s2_n << 2) ^ s2_n) >>25)) s3_{n+1} = (((s3_n & 4294967280) <<17) ^ (((s3_n << 3) ^ s3_n) >>11)) computed modulo 2^32. In the three formulas above '^' means exclusive-or (C-notation), not exponentiation. Note that the algorithm relies on the properties of 32-bit unsigned integers (it is formally defined on bit-vectors of length 32). I have added a bitmask to make it work on 64 bit machines. We initialize the generator with s1_1 .. s3_1 = s_n MOD m, where s_n = (69069 * s_{n-1}) mod 2^32, and s_0 = s is the user-supplied seed. The theoretical value of x_{10007} is 2733957125. The subscript 10007 means (1) seed the generator with s=1 (2) do six warm-up iterations, (3) then do 10000 actual iterations. The period of this generator is about 2^88. From: P. L'Ecuyer, "Maximally Equidistributed Combined Tausworthe Generators", Mathematics of Computation, 65, 213 (1996), 203--213. This is available on the net from L'Ecuyer's home page, http://www.iro.umontreal.ca/~lecuyer/myftp/papers/tausme.ps ftp://ftp.iro.umontreal.ca/pub/simulation/lecuyer/papers/tausme.ps */ inline unsigned long int taus_get (void *vstate); double taus_get_double (void *vstate); void taus_set (void *state, unsigned long int s); typedef struct { unsigned long int s1, s2, s3; } taus_state_t; inline unsigned long taus_get (void *vstate) { taus_state_t *state = (taus_state_t *) vstate; #define MASK 0xffffffffUL #define TAUSWORTHE(s,a,b,c,d) (((s &c) <>b) state->s1 = TAUSWORTHE (state->s1, 13, 19, 4294967294UL, 12); state->s2 = TAUSWORTHE (state->s2, 2, 25, 4294967288UL, 4); state->s3 = TAUSWORTHE (state->s3, 3, 11, 4294967280UL, 17); return (state->s1 ^ state->s2 ^ state->s3); } double taus_get_double (void *vstate) { return taus_get (vstate) / 4294967296.0 ; } void taus_set (void *vstate, unsigned long int s) { taus_state_t *state = (taus_state_t *) vstate; if (s == 0) s = 1; /* default seed is 1 */ #define LCG(n) ((69069 * n) & 0xffffffffUL) state->s1 = LCG (s); state->s2 = LCG (state->s1); state->s3 = LCG (state->s2); /* "warm it up" */ taus_get (state); taus_get (state); taus_get (state); taus_get (state); taus_get (state); taus_get (state); return; } static const gsl_rng_type taus_type = {"taus", /* name */ 0xffffffffUL, /* RAND_MAX */ 0, /* RAND_MIN */ sizeof (taus_state_t), &taus_set, &taus_get, &taus_get_double}; const gsl_rng_type *gsl_rng_taus = &taus_type;