# include # include # include # include # include # include // // My G++ compiler doesn't support this yet. // //# include using namespace std; # include "ziggurat.hpp" //****************************************************************************80 uint32_t cong_seeded ( uint32_t &jcong ) //****************************************************************************80 // // Purpose: // // CONG_SEEDED evaluates the CONG congruential random number generator. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 October 2013 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Input/output, uint32_t &JCONG, the seed, which is updated // on each call. // // Output, uint32_t CONG_SEEDED, the new value. // { uint32_t value; jcong = 69069 * ( jcong ) + 1234567; value = jcong; return value; } //****************************************************************************80 double cpu_time ( ) //****************************************************************************80 // // Purpose: // // CPU_TIME returns the current reading on the CPU clock. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 08 December 2008 // // Author: // // John Burkardt // // Parameters: // // Output, double CPU_TIME, the current reading of the CPU clock, in seconds. // { double value; value = ( double ) clock ( ) / ( double ) CLOCKS_PER_SEC; return value; } //****************************************************************************80 uint32_t kiss_seeded ( uint32_t &jcong, uint32_t &jsr, uint32_t &w, uint32_t &z ) //****************************************************************************80 // // Purpose: // // KISS_SEEDED evaluates the KISS random number generator. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 October 2013 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Input/output, uint32_t &JCONG, uint32_t &JSR, uint32_t &W, uint32_t &Z, // the seeds, which are updated on each call. // // Output, uint32_t KISS_SEEDED, the new value. // { uint32_t value; value = ( mwc_seeded ( w, z ) ^ cong_seeded ( jcong ) ) + shr3_seeded ( jsr ); return value; } //****************************************************************************80 uint32_t mwc_seeded ( uint32_t &w, uint32_t &z ) //****************************************************************************80 // // Purpose: // // MWC_SEEDED evaluates the MWC multiply-with-carry random number generator. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 October 2013 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Input/output, uint32_t &W, uint32_t &Z, the seeds, which are updated // on each call. // // Output, uint32_t MWC_SEEDED, the new value. // { uint32_t value; z = 36969 * ( z & 65535 ) + ( z >> 16 ); w = 18000 * ( w & 65535 ) + ( w >> 16 ); value = ( z << 16 ) + w; return value; } //****************************************************************************80 float r4_exp ( uint32_t &jsr, uint32_t ke[256], float fe[256], float we[256] ) //****************************************************************************80 // // Purpose: // // R4_EXP returns an exponentially distributed single precision real value. // // Discussion: // // The underlying algorithm is the ziggurat method. // // Before the first call to this function, the user must call R4_EXP_SETUP // to determine the values of KE, FE and WE. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 October 2013 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Input/output, uint32_t &JSR, the seed. // // Input, uint32_t KE[256], data computed by R4_EXP_SETUP. // // Input, float FE[256], WE[256], data computed by R4_EXP_SETUP. // // Output, float R4_EXP, an exponentially distributed random value. // { uint32_t iz; uint32_t jz; float value; float x; jz = shr3_seeded ( jsr ); iz = ( jz & 255 ); if ( jz < ke[iz] ) { value = ( float ) ( jz ) * we[iz]; } else { for ( ; ; ) { if ( iz == 0 ) { value = 7.69711 - log ( r4_uni ( jsr ) ); break; } x = ( float ) ( jz ) * we[iz]; if ( fe[iz] + r4_uni ( jsr ) * ( fe[iz-1] - fe[iz] ) < exp ( - x ) ) { value = x; break; } jz = shr3_seeded ( jsr ); iz = ( jz & 255 ); if ( jz < ke[iz] ) { value = ( float ) ( jz ) * we[iz]; break; } } } return value; } //****************************************************************************80 void r4_exp_setup ( uint32_t ke[256], float fe[256], float we[256] ) //****************************************************************************80 // // Purpose: // // R4_EXP_SETUP sets data needed by R4_EXP. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 October 2013 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Output, uint32_t KE[256], data needed by R4_EXP. // // Output, float FE[256], WE[256], data needed by R4_EXP. // { double de = 7.697117470131487; int i; const double m2 = 2147483648.0; double q; double te = 7.697117470131487; const double ve = 3.949659822581572E-03; q = ve / exp ( - de ); ke[0] = ( uint32_t ) ( ( de / q ) * m2 ); ke[1] = 0; we[0] = ( float ) ( q / m2 ); we[255] = ( float ) ( de / m2 ); fe[0] = 1.0; fe[255] = ( float ) ( exp ( - de ) ); for ( i = 254; 1 <= i; i-- ) { de = - log ( ve / de + exp ( - de ) ); ke[i+1] = ( uint32_t ) ( ( de / te ) * m2 ); te = de; fe[i] = ( float ) ( exp ( - de ) ); we[i] = ( float ) ( de / m2 ); } return; } //****************************************************************************80 float r4_nor ( uint32_t &jsr, uint32_t kn[128], float fn[128], float wn[128] ) //****************************************************************************80 // // Purpose: // // R4_NOR returns a normally distributed single precision real value. // // Discussion: // // The value returned is generated from a distribution with mean 0 and // variance 1. // // The underlying algorithm is the ziggurat method. // // Before the first call to this function, the user must call R4_NOR_SETUP // to determine the values of KN, FN and WN. // // Thanks to Chad Wagner, 21 July 2014, for noticing a bug of the form // if ( x * x <= y * y ); <-- Stray semicolon! // { // break; // } // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 July 2014 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Input/output, uint32_t &JSR, the seed. // // Input, uint32_t KN[128], data computed by R4_NOR_SETUP. // // Input, float FN[128], WN[128], data computed by R4_NOR_SETUP. // // Output, float R4_NOR, a normally distributed random value. // { int hz; uint32_t iz; const float r = 3.442620; float value; float x; float y; hz = ( int ) shr3_seeded ( jsr ); iz = ( hz & 127 ); if ( fabs ( hz ) < kn[iz] ) { value = ( float ) ( hz ) * wn[iz]; } else { for ( ; ; ) { if ( iz == 0 ) { for ( ; ; ) { x = - 0.2904764 * log ( r4_uni ( jsr ) ); y = - log ( r4_uni ( jsr ) ); if ( x * x <= y + y ) { break; } } if ( hz <= 0 ) { value = - r - x; } else { value = + r + x; } break; } x = ( float ) ( hz ) * wn[iz]; if ( fn[iz] + r4_uni ( jsr ) * ( fn[iz-1] - fn[iz] ) < exp ( - 0.5 * x * x ) ) { value = x; break; } hz = ( int ) shr3_seeded ( jsr ); iz = ( hz & 127 ); if ( fabs ( hz ) < kn[iz] ) { value = ( float ) ( hz ) * wn[iz]; break; } } } return value; } //****************************************************************************80 void r4_nor_setup ( uint32_t kn[128], float fn[128], float wn[128] ) //****************************************************************************80 // // Purpose: // // R4_NOR_SETUP sets data needed by R4_NOR. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 October 2013 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Output, uint32_t KN[128], data needed by R4_NOR. // // Output, float FN[128], WN[128], data needed by R4_NOR. // { double dn = 3.442619855899; int i; const double m1 = 2147483648.0; double q; double tn = 3.442619855899; const double vn = 9.91256303526217E-03; q = vn / exp ( - 0.5 * dn * dn ); kn[0] = ( uint32_t ) ( ( dn / q ) * m1 ); kn[1] = 0; wn[0] = ( float ) ( q / m1 ); wn[127] = ( float ) ( dn / m1 ); fn[0] = 1.0; fn[127] = ( float ) ( exp ( - 0.5 * dn * dn ) ); for ( i = 126; 1 <= i; i-- ) { dn = sqrt ( - 2.0 * log ( vn / dn + exp ( - 0.5 * dn * dn ) ) ); kn[i+1] = ( uint32_t ) ( ( dn / tn ) * m1 ); tn = dn; fn[i] = ( float ) ( exp ( - 0.5 * dn * dn ) ); wn[i] = ( float ) ( dn / m1 ); } return; } //****************************************************************************80 float r4_uni ( uint32_t &jsr ) //****************************************************************************80 // // Purpose: // // R4_UNI returns a uniformly distributed real value. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 04 October 2013 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Input/output, uint32_t &JSR, the seed. // // Output, float R4_UNI, a uniformly distributed random value in // the range [0,1]. // { uint32_t jsr_input; float value; jsr_input = jsr; jsr = ( jsr ^ ( jsr << 13 ) ); jsr = ( jsr ^ ( jsr >> 17 ) ); jsr = ( jsr ^ ( jsr << 5 ) ); value = fmod ( 0.5 + ( float ) ( jsr_input + jsr ) / 65536.0 / 65536.0, 1.0 ); return value; } //****************************************************************************80 uint32_t shr3_seeded ( uint32_t &jsr ) //****************************************************************************80 // // Purpose: // // SHR3_SEEDED evaluates the SHR3 generator for integers. // // Discussion: // // Thanks to Dirk Eddelbuettel for pointing out that this code needed to // use the uint32_t data type in order to execute properly in 64 bit mode, // 03 October 2013. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 October 2013 // // Author: // // John Burkardt // // Reference: // // George Marsaglia, Wai Wan Tsang, // The Ziggurat Method for Generating Random Variables, // Journal of Statistical Software, // Volume 5, Number 8, October 2000, seven pages. // // Parameters: // // Input/output, uint32_t &JSR, the seed, which is updated // on each call. // // Output, uint32_t SHR3_SEEDED, the new value. // { uint32_t jsr_input; uint32_t value; jsr_input = jsr; jsr = ( jsr ^ ( jsr << 13 ) ); jsr = ( jsr ^ ( jsr >> 17 ) ); jsr = ( jsr ^ ( jsr << 5 ) ); value = jsr_input + jsr; return value; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // 31 May 2001 09:45:54 AM // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 24 September 2003 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; time_t now; now = time ( NULL ); tm = localtime ( &now ); strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); cout << time_buffer << "\n"; return; # undef TIME_SIZE }