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1 /* $Id: random_gen.cpp 103491 2007-05-04 17:18:18Z kazimird $
2 * ===========================================================================
3 *
4 * PUBLIC DOMAIN NOTICE
5 * National Center for Biotechnology Information
6 *
7 * This software/database is a "United States Government Work" under the
8 * terms of the United States Copyright Act. It was written as part of
9 * the author's official duties as a United States Government employee and
10 * thus cannot be copyrighted. This software/database is freely available
11 * to the public for use. The National Library of Medicine and the U.S.
12 * Government have not placed any restriction on its use or reproduction.
13 *
14 * Although all reasonable efforts have been taken to ensure the accuracy
15 * and reliability of the software and data, the NLM and the U.S.
16 * Government do not and cannot warrant the performance or results that
17 * may be obtained by using this software or data. The NLM and the U.S.
18 * Government disclaim all warranties, express or implied, including
19 * warranties of performance, merchantability or fitness for any particular
20 * purpose.
21 *
22 * Please cite the author in any work or product based on this material.
23 *
24 * ===========================================================================
25 *
26 * Authors: Clifford Clausen, Denis Vakatov, Jim Ostell, Jonathan Kans,
27 * Greg Schuler
28 * Contact: Clifford Clausen
29 *
30 * File Description:
31 * CRandom is a lagged Fibonacci (LFG) random number generator (RNG)
32 * with lags 33 and 13, modulus 2^31, and operation '+'. It is a slightly
33 * modified version of Nlm_Random() found in the NCBI C toolkit.
34 * It generates uniform random numbers between 0 and 2^31 - 1 (inclusive).
35 *
36 * CRandom has been tested using the Diehard RNG test package
37 * developed by George Marsaglia, Prof., Dept of Statistics, Florida
38 * State University. CRandom in particular, and LFG type RNGs in general,
39 * cannot pass all of the Diehard RNG tests. Specifically, it fails the
40 * "Birthday" test as do other LFG RNGs. CRandom performs as well as
41 * other LFG RNGS, as provided in the Diehard test package. The LFG
42 * class of RNGs was chosen as the RNG for the NCBI C++ Toolkit as it
43 * provides the best tradeoff between time to generate a random number
44 * and performance on tests for randomness.
45 *
46 * For a download of Diehard software and documentation
47 * see http://stat.fsu.edu/~geo/diehard.html.
48 *
49 * For further information also see
50 * http://random.mat.sbg.ac.at/,
51 * http://csep1.phy.ornl.gov/rn/rn.html, and
52 * http://www.agner.org/random/.
53 *
54 * Some relevant papers are:
55 * 1. Hellekalek, P.: "Inversive pseudorandom number generators: concepts
56 * results, and links", In Alexopoulos, C and Kang, K, and Lilegdon, WR,
57 * and Goldsman, D, editor(s), Proceedings of the 1995 Winter Simulation
58 * Conference, pp 255-262, 1995.
59 * 2. Leeb, H: "Random Numbers for Computer Simulation", Master's thesis,
60 * University of Salzburg, 1995.
61 * 3. Marsaglia, G., "A Current View of Random Number Generators",
62 * Proceedings of 16th Symposium on the Interface, Atlanta, 1984, Elsevier
63 * Press.
64 * 4. Marsaglia, G. "Monkey Tests for Random Number Generators", Computers
65 * & Mathematics with Applications, Vol 9, pp. 1-10, 1993.
66 *
67 * For a list of other published papers, see
68 * http://random.mat.sbg.ac.at/literature and
69 * http://www.evensen.org/marsaglia/.
70 *
71 * class CRandom::
72 */
73
74 #include <ncbi_pch.hpp>
75 #include <util/random_gen.hpp>
76
77
78 BEGIN_NCBI_SCOPE
79
80
81 const size_t CRandom::kStateSize = sizeof(CRandom::sm_State)
82 / sizeof(CRandom::sm_State[0]);
83
84 const size_t kStateOffset = 12;
85
86 const CRandom::TValue CRandom::sm_State[kStateSize] = {
87 0xd53f1852, 0xdfc78b83, 0x4f256096, 0xe643df7,
88 0x82c359bf, 0xc7794dfa, 0xd5e9ffaa, 0x2c8cb64a,
89 0x2f07b334, 0xad5a7eb5, 0x96dc0cde, 0x6fc24589,
90 0xa5853646, 0xe71576e2, 0xdae30df, 0xb09ce711,
91 0x5e56ef87, 0x4b4b0082, 0x6f4f340e, 0xc5bb17e8,
92 0xd788d765, 0x67498087, 0x9d7aba26, 0x261351d4,
93 0x411ee7ea, 0x393a263, 0x2c5a5835, 0xc115fcd8,
94 0x25e9132c, 0xd0c6e906, 0xc2bc5b2d, 0x6c065c98,
95 0x6e37bd55
96 };
97
98
99 CRandom::CRandom(void)
100 {
101 Reset();
102 }
103
104
105 CRandom::CRandom(TValue seed)
106 {
107 SetSeed(seed);
108 }
109
110
111 void CRandom::Reset(void)
112 {
113 _ASSERT(sizeof(sm_State) / sizeof(sm_State[0]) == kStateSize);
114 _ASSERT(kStateOffset < kStateSize);
115
116 for (size_t i = 0; i < kStateSize; ++i) {
117 m_State[i] = sm_State[i];
118 }
119
120 m_RJ = &m_State[kStateOffset];
121 m_RK = &m_State[kStateSize - 1];
122 }
123
124
125 void CRandom::SetSeed(TValue seed)
126 {
127 _ASSERT(kStateOffset < kStateSize);
128
129 m_State[0] = m_Seed = seed;
130
131 // linear congruential initializer
132 for (size_t i = 1; i < kStateSize; ++i) {
133 m_State[i] = 1103515245 * m_State[i-1] + 12345;
134 }
135
136 m_RJ = &m_State[kStateOffset];
137 m_RK = &m_State[kStateSize - 1];
138
139 for (size_t i = 0; i < 10 * kStateSize; ++i) {
140 GetRand();
141 }
142 }
143
144
145 END_NCBI_SCOPE
146 |
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