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ranlxd random generator

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This commit is contained in:
Antonin Portelli 2014-02-10 16:01:39 +00:00
parent 84d063edf0
commit 74c11a1da3
12 changed files with 931 additions and 10 deletions
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10
configure.ac
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@ -25,6 +25,16 @@ m4_ifdef([AM_PROG_AR],[AM_PROG_AR])
LT_INIT
# Option to enable SSE random generator
AC_ARG_ENABLE([SSE],
[AS_HELP_STRING([--enable-SSE],
[compiles SSE version of ranlux random generator])],
[AC_DEFINE([HAVE_SSE],
[1],
[Define to 1 if your CPU support SSE instructions.])],
[]
)
# Get compilers informations
AX_COMPILER_VENDOR
AC_DEFINE_UNQUOTED([C_COMP_VENDOR],["$ax_cv_c_compiler_vendor"],

7
examples/Makefile.am
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@ -18,7 +18,8 @@ noinst_PROGRAMS = \
exCompiledDoubleFunction\
exMat \
exMathInterpreter \
exPlot
exPlot \
exRand
exCompiledDoubleFunction_SOURCES = exCompiledDoubleFunction.cpp
exCompiledDoubleFunction_CFLAGS = -g -O2
@ -36,4 +37,8 @@ exPlot_SOURCES = exPlot.cpp
exPlot_CFLAGS = -g -O2
exPlot_LDFLAGS = -L../latan/.libs -llatan
exRand_SOURCES = exRand.cpp
exRand_CFLAGS = -g -O2
exRand_LDFLAGS = -L../latan/.libs -llatan
ACLOCAL_AMFLAGS = -I .buildutils/m4

42
examples/exRand.cpp Normal file
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@ -0,0 +1,42 @@
#include <iostream>
#include <latan/Io.hpp>
#include <latan/RandGen.hpp>
using namespace std;
using namespace Latan;
const int seqLength = 25;
const int saveStep = 9;
const string stateFileName = "exRand.seed";
int main(void)
{
RandGen::State state;
RandGen gen[2];
AsciiFile stateFile(stateFileName, File::Mode::write|File::Mode::read);
cout << "- GENERATOR STATE I/O TESTS" << endl;
cout << "-- generating a " << seqLength << " steps random sequence..."
<< endl;
for (int i = 0; i < seqLength; ++i)
{
if (i == saveStep)
{
state = gen[0].getState();
stateFile.save(state, "exRand");
cout << "generator state after step " << saveStep - 1
<< " saved in '" << stateFileName << "'" << endl;
}
cout << "step " << i << "\t: " << gen[0].uniform() <<endl;
}
cout << "-- setting up another generator from '" << stateFileName << "'..."
<< endl;
gen[1].setState(stateFile.read<RandGen::State>("exRand"));
cout << "-- generating a " << seqLength << " steps random sequence..."
<< endl;
for (int i = 0; i < seqLength; ++i)
{
cout << "step " << i << "\t: " << gen[1].uniform() <<endl;
}
return EXIT_SUCCESS;
}

11
latan/Io.cpp
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@ -115,12 +115,22 @@ AsciiFile::~AsciiFile(void)
void AsciiFile::save(const DMat &m, const std::string &name)
{
checkWritability();
isParsed_ = false;
fileStream_ << "#L latan_begin mat " << name << endl;
fileStream_ << m.cols() << endl;
fileStream_ << m << endl;
fileStream_ << "#L latan_end mat " << endl;
}
void AsciiFile::save(const RandGen::State &state, const std::string &name)
{
checkWritability();
isParsed_ = false;
fileStream_ << "#L latan_begin rg_state " << name << endl;
fileStream_ << state << endl;
fileStream_ << "#L latan_end rg_state " << endl;
}
// tests ///////////////////////////////////////////////////////////////////////
bool AsciiFile::isOpen() const
{
@ -208,6 +218,7 @@ int _ioAscii_parse(AsciiFile::AsciiParserState* state);
void AsciiFile::parse()
{
fileStream_.seekg(0);
_ioAscii_parse(state_);
isParsed_ = true;
}

4
latan/Io.hpp
View File

@ -29,6 +29,7 @@
#include <latan/IoObject.hpp>
#include <latan/Mat.hpp>
#include <latan/ParserState.hpp>
#include <latan/RandGen.hpp>
#include <latan/Sample.hpp>
BEGIN_NAMESPACE
@ -64,6 +65,7 @@ public:
template <typename IoT>
const IoT & read(const std::string &name);
virtual void save(const DMat &m, const std::string &name) = 0;
virtual void save(const RandGen::State &state, const std::string &name) = 0;
// tests
virtual bool isOpen(void) const = 0;
// IO
@ -125,6 +127,7 @@ public:
// public members
std::stack<DMat> dMatBuf;
std::stack<double> doubleBuf;
std::stack<int> intBuf;
private:
// allocation/deallocation functions defined in IoAsciiLexer.lpp
virtual void initScanner(void);
@ -138,6 +141,7 @@ public:
virtual ~AsciiFile(void);
// access
virtual void save(const DMat &m, const std::string &name);
virtual void save(const RandGen::State &state, const std::string &name);
// tests
virtual bool isOpen(void) const;
// IO

1
latan/IoAsciiLexer.lpp
View File

@ -75,6 +75,7 @@ BLANK [ \t]
<MARK>latan_begin {BEGIN(TYPE); RETTOK(OPEN);}
<MARK>latan_end {BEGIN(TYPE); RETTOK(CLOSE);}
<TYPE>mat {BEGIN(INITIAL); RETTOK(MAT);}
<TYPE>rg_state {BEGIN(INITIAL); RETTOK(RG_STATE);}
<*>\n {yylloc->last_column = 0;}
<*>[ \t]
<*>. {yylval->val_char = yytext[0]; RETTOK(ERR);}

52
latan/IoAsciiParser.ypp
View File

@ -23,6 +23,8 @@
#include <cstring>
#include <latan/Global.hpp>
#include <latan/IO.hpp>
#include <latan/Mat.hpp>
#include <latan/RandGen.hpp>
#include <latan/Sample.hpp>
using namespace std;
@ -52,6 +54,7 @@
%token <val_int> INT
%token <val_str> ID
%token MAT
%token RG_STATE
%token OPEN
%{
@ -74,7 +77,12 @@
datas:
/* empty string */
| datas mat
| datas data
;
data:
mat
| rg_state
;
mat:
@ -82,7 +90,7 @@ mat:
{
const int nRow = state->doubleBuf.size()/$INT, nCol = $INT;
(*state->data)[$ID] = new DMat(nRow, nCol);
DMat &M = static_cast<DMat &>(*((*state->data)[$ID]));
DMat &m = static_cast<DMat &>(*((*state->data)[$ID]));
int r, i, j;
r = 0;
@ -90,10 +98,43 @@ mat:
{
j = r % nCol;
i = (r - j)/nCol;
M(i,j) = state->doubleBuf.top();
m(i, j) = state->doubleBuf.top();
state->doubleBuf.pop();
++r;
}
if (r != nRow*nCol)
{
LATAN_ERROR(Range, "matrix '" + *state->streamName + ":" + $ID +
"' has a wrong size");
}
}
;
rg_state:
OPEN RG_STATE ID ints CLOSE RG_STATE
{
(*state->data)[$ID] = new RandGen::State;
RandGen::State &rgState =
static_cast<RandGen::State &>(*((*state->data)[$ID]));
for (int i = 0; i < RLXG_STATE_SIZE; ++i)
{
if (!state->intBuf.empty())
{
rgState[i] = state->intBuf.top();
state->intBuf.pop();
}
else
{
LATAN_ERROR(Range, "random generator state '" +
*state->streamName + ":" + $ID + "' is too short");
}
}
if (!state->intBuf.empty())
{
LATAN_ERROR(Range, "random generator state '" +
*state->streamName + ":" + $ID + "' is too long");
}
}
;
@ -103,3 +144,8 @@ floats:
| FLOAT {state->doubleBuf.push($1);}
| INT {state->doubleBuf.push(static_cast<double>($1));}
;
ints:
INT ints {state->intBuf.push($1);}
| INT {state->intBuf.push($1);}
;

3
latan/IoObject.hpp
View File

@ -35,7 +35,8 @@ public:
{
noType = 0,
dMat = 1,
sample = 2
sample = 2,
rgState = 3
};
};
public:

2
latan/Makefile.am
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@ -39,6 +39,7 @@ liblatan_la_SOURCES = \
MathParser.ypp \
MathLexer.lpp \
Plot.cpp \
RandGen.cpp \
Sample.cpp \
../config.h
liblatan_ladir = $(pkgincludedir)
@ -53,6 +54,7 @@ liblatan_la_HEADERS = \
MathInterpreter.hpp \
ParserState.hpp \
Plot.hpp \
RandGen.hpp \
Sample.hpp
liblatan_la_CFLAGS = $(COM_CFLAGS)
liblatan_la_CXXFLAGS = $(COM_CXXFLAGS)

696
latan/RandGen.cpp Normal file
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@ -0,0 +1,696 @@
/*
* RandGen.cpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2014 Antonin Portelli
*
* LatAnalyze 3 is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze 3 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
*/
#include <latan/RandGen.hpp>
#include <latan/includes.hpp>
#ifndef RLXD_LEVEL
#define RLXD_LEVEL 1
#endif
using namespace std;
using namespace Latan;
/******************************************************************************
* RandGen implementation *
******************************************************************************/
// State implentation //////////////////////////////////////////////////////////
RandGen::State::State(void)
{}
RandGen::State::~State(void)
{}
unsigned int RandGen::State::getType(void) const
{
return IoType::rgState;
}
// RanLxd implementation ///////////////////////////////////////////////////////
RandGen::RanLxd::RanLxd(void)
: init(0)
{
// avoid a warning in the SSE case
one_bit = 0.0;
}
/****************************************************************************/
/* Copyright (C) 2005 Martin Luescher (GPL)
* This software is distributed under the terms of the GNU General Public
* License (GPL)
*
* Random number generator "ranlxd". See the notes
*
* "User's guide for ranlxs and ranlxd v3.2" (December 2005)
*
* "Algorithms used in ranlux v3.0" (May 2001)
*
* for a detailed description
*
* The functions are
*
* void ranlxd(double r[],int n)
* Computes the next n double-precision random numbers and
* assigns them to the elements r[0],...,r[n-1] of the array r[]
*
* void rlxd_init(int level,int seed)
* Initialization of the generator
*
* int rlxd_size(void)
* Returns the number of integers required to save the state of
* the generator
*
* void rlxd_get(int state[])
* Extracts the current state of the generator and stores the
* information in the array state[N] where N>=rlxd_size()
*
* void rlxd_reset(int state[])
* Resets the generator to the state defined by the array state[N]
*/
#ifdef HAVE_SSE
#define STEP(pi,pj) \
__asm__ __volatile__ ("movaps %4, %%xmm4 \n\t" \
"movaps %%xmm2, %%xmm3 \n\t" \
"subps %2, %%xmm4 \n\t" \
"movaps %%xmm1, %%xmm5 \n\t" \
"cmpps $0x6, %%xmm4, %%xmm2 \n\t" \
"andps %%xmm2, %%xmm5 \n\t" \
"subps %%xmm3, %%xmm4 \n\t" \
"andps %%xmm0, %%xmm2 \n\t" \
"addps %%xmm4, %%xmm5 \n\t" \
"movaps %%xmm5, %0 \n\t" \
"movaps %5, %%xmm6 \n\t" \
"movaps %%xmm2, %%xmm3 \n\t" \
"subps %3, %%xmm6 \n\t" \
"movaps %%xmm1, %%xmm7 \n\t" \
"cmpps $0x6, %%xmm6, %%xmm2 \n\t" \
"andps %%xmm2, %%xmm7 \n\t" \
"subps %%xmm3, %%xmm6 \n\t" \
"andps %%xmm0, %%xmm2 \n\t" \
"addps %%xmm6, %%xmm7 \n\t" \
"movaps %%xmm7, %1" \
: \
"=m" ((*pi).c1), \
"=m" ((*pi).c2) \
: \
"m" ((*pi).c1), \
"m" ((*pi).c2), \
"m" ((*pj).c1), \
"m" ((*pj).c2) \
: \
"xmm2", "xmm3", "xmm4", "xmm5", "xmm6", "xmm7")
void RandGen::RanLxd::error(int no) const
{
switch(no)
{
case 1:
LATAN_ERROR(Range, "Bad choice of luxury level (should be 1 or 2)");
break;
case 2:
LATAN_ERROR(Range, "Bad choice of seed (should be between 1 and 2^31-1)");
break;
case 3:
LATAN_ERROR(Runtime, "Undefined state (ranlxd is not initialized)");
break;
case 5:
LATAN_ERROR(Logic, "Unexpected input data");
break;
}
}
void RandGen::RanLxd::update(void)
{
int k,kmax;
rlxd_dble_vec_t *pmin,*pmax,*pi,*pj;
kmax=rlxd_pr;
pmin=&rlxd_x.vec[0];
pmax=pmin+12;
pi=&rlxd_x.vec[ir];
pj=&rlxd_x.vec[jr];
__asm__ __volatile__ ("movaps %0, %%xmm0 \n\t"
"movaps %1, %%xmm1 \n\t"
"movaps %2, %%xmm2"
:
:
"m" (one_bit_sse),
"m" (one_sse),
"m" (carry)
:
"xmm0", "xmm1", "xmm2");
for (k=0;k<kmax;k++)
{
STEP(pi,pj);
pi+=1;
pj+=1;
if (pi==pmax)
pi=pmin;
if (pj==pmax)
pj=pmin;
}
__asm__ __volatile__ ("movaps %%xmm2, %0"
:
"=m" (carry));
ir+=prm;
jr+=prm;
if (ir>=12)
ir-=12;
if (jr>=12)
jr-=12;
is=8*ir;
is_old=is;
}
void RandGen::RanLxd::define_constants(void)
{
int k;
float b;
one_sse.c1=1.0f;
one_sse.c2=1.0f;
one_sse.c3=1.0f;
one_sse.c4=1.0f;
b=(float)(ldexp(1.0,-24));
one_bit_sse.c1=b;
one_bit_sse.c2=b;
one_bit_sse.c3=b;
one_bit_sse.c4=b;
for (k=0;k<96;k++)
{
next[k]=(k+1)%96;
if ((k%4)==3)
next[k]=(k+5)%96;
}
}
void RandGen::RanLxd::rlxd_init(int level,int seed)
{
int i,k,l;
int ibit,jbit,xbit[31];
int ix,iy;
define_constants();
if (level==1)
rlxd_pr=202;
else if (level==2)
rlxd_pr=397;
else
error(1);
i=seed;
for (k=0;k<31;k++)
{
xbit[k]=i%2;
i/=2;
}
if ((seed<=0)||(i!=0))
error(2);
ibit=0;
jbit=18;
for (i=0;i<4;i++)
{
for (k=0;k<24;k++)
{
ix=0;
for (l=0;l<24;l++)
{
iy=xbit[ibit];
ix=2*ix+iy;
xbit[ibit]=(xbit[ibit]+xbit[jbit])%2;
ibit=(ibit+1)%31;
jbit=(jbit+1)%31;
}
if ((k%4)!=i)
ix=16777215-ix;
rlxd_x.num[4*k+i]=(float)(ldexp((double)(ix),-24));
}
}
carry.c1=0.0f;
carry.c2=0.0f;
carry.c3=0.0f;
carry.c4=0.0f;
ir=0;
jr=7;
is=91;
is_old=0;
prm=rlxd_pr%12;
init=1;
}
void RandGen::RanLxd::ranlxd(double r[],int n)
{
int k;
if (init==0)
rlxd_init(1,1);
for (k=0;k<n;k++)
{
is=next[is];
if (is==is_old)
update();
r[k]=(double)(rlxd_x.num[is+4])+(double)(one_bit_sse.c1*rlxd_x.num[is]);
}
}
int RandGen::RanLxd::rlxd_size(void) const
{
return(RLXG_STATE_SIZE);
}
void RandGen::RanLxd::rlxd_get(int state[]) const
{
int k;
float base;
if (init==0)
error(3);
base=(float)(ldexp(1.0,24));
state[0]=rlxd_size();
for (k=0;k<96;k++)
state[k+1]=(int)(base*rlxd_x.num[k]);
state[97]=(int)(base*carry.c1);
state[98]=(int)(base*carry.c2);
state[99]=(int)(base*carry.c3);
state[100]=(int)(base*carry.c4);
state[101]=rlxd_pr;
state[102]=ir;
state[103]=jr;
state[104]=is;
}
void RandGen::RanLxd::rlxd_reset(const int state[])
{
int k;
define_constants();
if (state[0]!=rlxd_size())
error(5);
for (k=0;k<96;k++)
{
if ((state[k+1]<0)||(state[k+1]>=167777216))
error(5);
rlxd_x.num[k]=(float)(ldexp((double)(state[k+1]),-24));
}
if (((state[97]!=0)&&(state[97]!=1))||
((state[98]!=0)&&(state[98]!=1))||
((state[99]!=0)&&(state[99]!=1))||
((state[100]!=0)&&(state[100]!=1)))
error(5);
carry.c1=(float)(ldexp((double)(state[97]),-24));
carry.c2=(float)(ldexp((double)(state[98]),-24));
carry.c3=(float)(ldexp((double)(state[99]),-24));
carry.c4=(float)(ldexp((double)(state[100]),-24));
rlxd_pr=state[101];
ir=state[102];
jr=state[103];
is=state[104];
is_old=8*ir;
prm=rlxd_pr%12;
init=1;
if (((rlxd_pr!=202)&&(rlxd_pr!=397))||
(ir<0)||(ir>11)||(jr<0)||(jr>11)||(jr!=((ir+7)%12))||
(is<0)||(is>91))
error(5);
}
#else
#define BASE 0x1000000
#define MASK 0xffffff
#define STEP(pi,pj) \
d=(*pj).c1.c1-(*pi).c1.c1-carry.c1; \
(*pi).c2.c1+=(d<0); \
d+=BASE; \
(*pi).c1.c1=d&MASK; \
d=(*pj).c1.c2-(*pi).c1.c2-carry.c2; \
(*pi).c2.c2+=(d<0); \
d+=BASE; \
(*pi).c1.c2=d&MASK; \
d=(*pj).c1.c3-(*pi).c1.c3-carry.c3; \
(*pi).c2.c3+=(d<0); \
d+=BASE; \
(*pi).c1.c3=d&MASK; \
d=(*pj).c1.c4-(*pi).c1.c4-carry.c4; \
(*pi).c2.c4+=(d<0); \
d+=BASE; \
(*pi).c1.c4=d&MASK; \
d=(*pj).c2.c1-(*pi).c2.c1; \
carry.c1=(d<0); \
d+=BASE; \
(*pi).c2.c1=d&MASK; \
d=(*pj).c2.c2-(*pi).c2.c2; \
carry.c2=(d<0); \
d+=BASE; \
(*pi).c2.c2=d&MASK; \
d=(*pj).c2.c3-(*pi).c2.c3; \
carry.c3=(d<0); \
d+=BASE; \
(*pi).c2.c3=d&MASK; \
d=(*pj).c2.c4-(*pi).c2.c4; \
carry.c4=(d<0); \
d+=BASE; \
(*pi).c2.c4=d&MASK
void RandGen::RanLxd::error(int no) const
{
switch(no)
{
case 0:
LATAN_ERROR(System, "Arithmetic on this machine is not suitable for ranlxd");
break;
case 1:
LATAN_ERROR(Range, "Bad choice of luxury level (should be 1 or 2)");
break;
case 2:
LATAN_ERROR(Range, "Bad choice of seed (should be between 1 and 2^31-1)");
break;
case 3:
LATAN_ERROR(Runtime, "Undefined state (ranlxd is not initialized)");
case 4:
LATAN_ERROR(System, "Arithmetic on this machine is not suitable for ranlxd");
break;
case 5:
LATAN_ERROR(Logic, "Unexpected input data");
break;
}
}
void RandGen::RanLxd::update(void)
{
int k,kmax,d;
rlxd_dble_vec_t *pmin,*pmax,*pi,*pj;
kmax=rlxd_pr;
pmin=&rlxd_x.vec[0];
pmax=pmin+12;
pi=&rlxd_x.vec[ir];
pj=&rlxd_x.vec[jr];
for (k=0;k<kmax;k++)
{
STEP(pi,pj);
pi+=1;
pj+=1;
if (pi==pmax)
pi=pmin;
if (pj==pmax)
pj=pmin;
}
ir+=prm;
jr+=prm;
if (ir>=12)
ir-=12;
if (jr>=12)
jr-=12;
is=8*ir;
is_old=is;
}
void RandGen::RanLxd::define_constants(void)
{
int k;
one_bit=ldexp(1.0,-24);
for (k=0;k<96;k++)
{
next[k]=(k+1)%96;
if ((k%4)==3)
next[k]=(k+5)%96;
}
}
void RandGen::RanLxd::rlxd_init(int level,int seed)
{
int i,k,l;
int ibit,jbit,xbit[31];
int ix,iy;
if ((INT_MAX<2147483647)||(FLT_RADIX!=2)||(FLT_MANT_DIG<24)||
(DBL_MANT_DIG<48))
error(0);
define_constants();
if (level==1)
rlxd_pr=202;
else if (level==2)
rlxd_pr=397;
else
error(1);
i=seed;
for (k=0;k<31;k++)
{
xbit[k]=i%2;
i/=2;
}
if ((seed<=0)||(i!=0))
error(2);
ibit=0;
jbit=18;
for (i=0;i<4;i++)
{
for (k=0;k<24;k++)
{
ix=0;
for (l=0;l<24;l++)
{
iy=xbit[ibit];
ix=2*ix+iy;
xbit[ibit]=(xbit[ibit]+xbit[jbit])%2;
ibit=(ibit+1)%31;
jbit=(jbit+1)%31;
}
if ((k%4)!=i)
ix=16777215-ix;
rlxd_x.num[4*k+i]=ix;
}
}
carry.c1=0;
carry.c2=0;
carry.c3=0;
carry.c4=0;
ir=0;
jr=7;
is=91;
is_old=0;
prm=rlxd_pr%12;
init=1;
}
void RandGen::RanLxd::ranlxd(double r[],int n)
{
int k;
if (init==0)
rlxd_init(1,1);
for (k=0;k<n;k++)
{
is=next[is];
if (is==is_old)
update();
r[k]=one_bit*((double)(rlxd_x.num[is+4])+one_bit*(double)(rlxd_x.num[is]));
}
}
int RandGen::RanLxd::rlxd_size(void) const
{
return(RLXG_STATE_SIZE);
}
void RandGen::RanLxd::rlxd_get(int state[]) const
{
int k;
if (init==0)
error(3);
state[0]=rlxd_size();
for (k=0;k<96;k++)
state[k+1]=rlxd_x.num[k];
state[97]=carry.c1;
state[98]=carry.c2;
state[99]=carry.c3;
state[100]=carry.c4;
state[101]=rlxd_pr;
state[102]=ir;
state[103]=jr;
state[104]=is;
}
void RandGen::RanLxd::rlxd_reset(const int state[])
{
int k;
if ((INT_MAX<2147483647)||(FLT_RADIX!=2)||(FLT_MANT_DIG<24)||
(DBL_MANT_DIG<48))
error(4);
define_constants();
if (state[0]!=rlxd_size())
error(5);
for (k=0;k<96;k++)
{
if ((state[k+1]<0)||(state[k+1]>=167777216))
error(5);
rlxd_x.num[k]=state[k+1];
}
if (((state[97]!=0)&&(state[97]!=1))||
((state[98]!=0)&&(state[98]!=1))||
((state[99]!=0)&&(state[99]!=1))||
((state[100]!=0)&&(state[100]!=1)))
error(5);
carry.c1=state[97];
carry.c2=state[98];
carry.c3=state[99];
carry.c4=state[100];
rlxd_pr=state[101];
ir=state[102];
jr=state[103];
is=state[104];
is_old=8*ir;
prm=rlxd_pr%12;
init=1;
if (((rlxd_pr!=202)&&(rlxd_pr!=397))||
(ir<0)||(ir>11)||(jr<0)||(jr>11)||(jr!=((ir+7)%12))||
(is<0)||(is>91))
error(5);
}
#endif
// constructors ////////////////////////////////////////////////////////////////
RandGen::RandGen(void)
{
generator_.rlxd_init(RLXD_LEVEL, (int)time(NULL));
}
RandGen::RandGen(const int seed)
{
generator_.rlxd_init(RLXD_LEVEL, seed);
}
RandGen::RandGen(const State &state)
{
setState(state);
}
// destructor //////////////////////////////////////////////////////////////////
RandGen::~RandGen(void)
{}
// state management ////////////////////////////////////////////////////////////
RandGen::State RandGen::getState(void) const
{
State state;
generator_.rlxd_get(state.data());
return state;
}
void RandGen::setState(const State &state)
{
generator_.rlxd_reset(state.data());
}
// generators //////////////////////////////////////////////////////////////////
double RandGen::uniform(const double a, const double b)
{
double rx;
generator_.ranlxd(&rx, 1);
return (b-a)*rx + a;
}
double RandGen::discreteUniform(const unsigned int n)
{
return ((unsigned int)(uniform()*(double)(n)));
}
double RandGen::gaussian(const double mean, const double sigma)
{
double rx, ry, sqNrm;
do
{
rx = uniform(-1.0, 1.0);
ry = uniform(-1.0, 1.0);
sqNrm = rx*rx + ry*ry;
} while ((sqNrm > 1.0)||(sqNrm == 0.0));
return sigma*rx*sqrt(-2.0*log(sqNrm)/sqNrm) + mean;
}

101
latan/RandGen.hpp Normal file
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@ -0,0 +1,101 @@
/*
* RandGen.hpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2014 Antonin Portelli
*
* LatAnalyze 3 is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze 3 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef Latan_RandGen_hpp_
#define Latan_RandGen_hpp_
#include <latan/Global.hpp>
#include <latan/IoObject.hpp>
#define RLXG_STATE_SIZE 105
BEGIN_NAMESPACE
/******************************************************************************
* Random generator class *
******************************************************************************/
class RandGen
{
public:
class State: public Eigen::Array<int, RLXG_STATE_SIZE, 1>, public IoObject
{
public:
// constructor
State(void);
// destructor
~State(void);
// IO type
unsigned int getType(void) const;
};
private:
// Martin Luescher's ranlxd generator interface
class RanLxd
{
private:
typedef struct
{
float c1,c2,c3,c4;
} rlxd_vec_t __attribute__ ((aligned (16)));
typedef struct
{
rlxd_vec_t c1,c2;
} rlxd_dble_vec_t __attribute__ ((aligned (16)));
public:
RanLxd(void);
void ranlxd(double r[],int n);
void rlxd_init(int level,int seed);
int rlxd_size(void) const;
void rlxd_get(int state[]) const;
void rlxd_reset(const int state[]);
private:
void error(int no) const;
void update(void);
void define_constants(void);
private:
int init, rlxd_pr, prm, ir, jr, is, is_old, next[96];
rlxd_vec_t one_sse, one_bit_sse, carry;
double one_bit;
union
{
rlxd_dble_vec_t vec[12];
float num[96];
} rlxd_x __attribute__ ((aligned (16)));
};
public:
// constructors
RandGen(void);
RandGen(const int seed);
RandGen(const State &state);
// destructor
virtual ~RandGen(void);
// state management
State getState(void) const;
void setState(const State &state);
// generators
double uniform(const double a = 0.0, const double b = 1.0);
double discreteUniform(const unsigned int n);
double gaussian(const double mean = 0.0, const double sigma = 1.0);
private:
RanLxd generator_;
};
END_NAMESPACE
#endif // Latan_RandGen_hpp_

2
latan/includes.hpp
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@ -24,6 +24,8 @@
#include <iostream>
#include <iomanip>
#include <sstream>
#include <cfloat>
#include <climits>
#include <cmath>
#include <cstdarg>
#include <cstdio>