1 /* Copyright (C) 1999, 2000 Free Software Foundation, Inc.
2 * This program is free software; you can redistribute it and/or modify
3 * it under the terms of the GNU General Public License as published by
4 * the Free Software Foundation; either version 2, or (at your option)
7 * This program is distributed in the hope that it will be useful,
8 * but WITHOUT ANY WARRANTY; without even the implied warranty of
9 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
10 * GNU General Public License for more details.
12 * You should have received a copy of the GNU General Public License
13 * along with this software; see the file COPYING. If not, write to
14 * the Free Software Foundation, Inc., 59 Temple Place, Suite 330,
15 * Boston, MA 02111-1307 USA
17 * As a special exception, the Free Software Foundation gives permission
18 * for additional uses of the text contained in its release of GUILE.
20 * The exception is that, if you link the GUILE library with other files
21 * to produce an executable, this does not by itself cause the
22 * resulting executable to be covered by the GNU General Public License.
23 * Your use of that executable is in no way restricted on account of
24 * linking the GUILE library code into it.
26 * This exception does not however invalidate any other reasons why
27 * the executable file might be covered by the GNU General Public License.
29 * This exception applies only to the code released by the
30 * Free Software Foundation under the name GUILE. If you copy
31 * code from other Free Software Foundation releases into a copy of
32 * GUILE, as the General Public License permits, the exception does
33 * not apply to the code that you add in this way. To avoid misleading
34 * anyone as to the status of such modified files, you must delete
35 * this exception notice from them.
37 * If you write modifications of your own for GUILE, it is your choice
38 * whether to permit this exception to apply to your modifications.
39 * If you do not wish that, delete this exception notice. */
41 /* Software engineering face-lift by Greg J. Badros, 11-Dec-1999,
42 gjb@cs.washington.edu, http://www.cs.washington.edu/homes/gjb */
45 /* Author: Mikael Djurfeldt <djurfeldt@nada.kth.se> */
60 * A plugin interface for RNGs
62 * Using this interface, it is possible for the application to tell
63 * libguile to use a different RNG. This is desirable if it is
64 * necessary to use the same RNG everywhere in the application in
65 * order to prevent interference, if the application uses RNG
66 * hardware, or if the application has special demands on the RNG.
68 * Look in random.h and how the default generator is "plugged in" in
78 * This is the MWC (Multiply With Carry) random number generator
79 * described by George Marsaglia at the Department of Statistics and
80 * Supercomputer Computations Research Institute, The Florida State
81 * University (http://stat.fsu.edu/~geo).
83 * It uses 64 bits, has a period of 4578426017172946943 (4.6e18), and
84 * passes all tests in the DIEHARD test suite
85 * (http://stat.fsu.edu/~geo/diehard.html)
88 #define A 2131995753UL
92 #define LONG32 unsigned short
94 #define LONG32 unsigned int
96 #define LONG64 unsigned long
98 #define LONG32 unsigned long
99 #define LONG64 unsigned long long
102 #if SIZEOF_LONG > 4 || defined (HAVE_LONG_LONGS)
105 scm_i_uniform32 (scm_i_rstate
*state
)
107 LONG64 x
= (LONG64
) A
* state
->w
+ state
->c
;
108 LONG32 w
= x
& 0xffffffffUL
;
116 /* ww This is a portable version of the same RNG without 64 bit
119 * xx It is only intended to provide identical behaviour on
120 * xx platforms without 8 byte longs or long longs until
121 * xx someone has implemented the routine in assembler code.
127 #define L(x) ((x) & 0xffff)
128 #define H(x) ((x) >> 16)
131 scm_i_uniform32 (scm_i_rstate
*state
)
133 LONG32 x1
= L (A
) * L (state
->w
);
134 LONG32 x2
= L (A
) * H (state
->w
);
135 LONG32 x3
= H (A
) * L (state
->w
);
136 LONG32 w
= L (x1
) + L (state
->c
);
137 LONG32 m
= H (x1
) + L (x2
) + L (x3
) + H (state
->c
) + H (w
);
138 LONG32 x4
= H (A
) * H (state
->w
);
139 state
->w
= w
= (L (m
) << 16) + L (w
);
140 state
->c
= H (x2
) + H (x3
) + x4
+ H (m
);
147 scm_i_init_rstate (scm_i_rstate
*state
, char *seed
, int n
)
152 for (i
= 0; i
< n
; ++i
)
156 w
+= seed
[i
] << (8 * m
);
158 c
+= seed
[i
] << (8 * (m
- 4));
160 if ((w
== 0 && c
== 0) || (w
== 0xffffffffUL
&& c
== A
- 1))
167 scm_i_copy_rstate (scm_i_rstate
*state
)
169 scm_rstate
*new_state
= malloc (scm_the_rng
.rstate_size
);
171 scm_wta (SCM_MAKINUM (scm_the_rng
.rstate_size
),
172 (char *) SCM_NALLOC
, "rstate");
173 return memcpy (new_state
, state
, scm_the_rng
.rstate_size
);
178 * Random number library functions
182 scm_c_make_rstate (char *seed
, int n
)
184 scm_rstate
*state
= malloc (scm_the_rng
.rstate_size
);
186 scm_wta (SCM_MAKINUM (scm_the_rng
.rstate_size
),
189 state
->reserved0
= 0;
190 scm_the_rng
.init_rstate (state
, seed
, n
);
195 scm_c_default_rstate ()
197 SCM state
= SCM_CDR (scm_var_random_state
);
198 SCM_ASSERT (SCM_RSTATEP (state
),
199 state
, "*random-state* contains bogus random state", 0);
200 return SCM_RSTATE (state
);
204 scm_c_uniform01 (scm_rstate
*state
)
206 double x
= (double) scm_the_rng
.random_bits (state
) / (double) 0xffffffffUL
;
207 return ((x
+ (double) scm_the_rng
.random_bits (state
))
208 / (double) 0xffffffffUL
);
212 scm_c_normal01 (scm_rstate
*state
)
214 if (state
->reserved0
)
216 state
->reserved0
= 0;
217 return state
->reserved1
;
223 r
= sqrt (-2.0 * log (scm_c_uniform01 (state
)));
224 a
= 2.0 * M_PI
* scm_c_uniform01 (state
);
227 state
->reserved1
= r
* cos (a
);
228 state
->reserved0
= 1;
235 scm_c_exp1 (scm_rstate
*state
)
237 return - log (scm_c_uniform01 (state
));
240 unsigned char scm_masktab
[256];
243 scm_c_random (scm_rstate
*state
, unsigned long m
)
245 unsigned int r
, mask
;
249 ? scm_masktab
[m
>> 8] << 8 | 0xff
251 ? scm_masktab
[m
>> 16] << 16 | 0xffff
252 : scm_masktab
[m
>> 24] << 24 | 0xffffff)));
253 while ((r
= scm_the_rng
.random_bits (state
) & mask
) >= m
);
258 scm_c_random_bignum (scm_rstate
*state
, SCM m
)
262 LONG32
*bits
, mask
, w
;
263 nd
= SCM_NUMDIGS (m
);
264 /* calculate mask for most significant digit */
269 /* fix most significant 16 bits */
270 unsigned short s
= SCM_BDIGITS (m
)[nd
- 1];
271 mask
= s
< 0x100 ? scm_masktab
[s
] : scm_masktab
[s
>> 8] << 8 | 0xff;
276 /* fix most significant 32 bits */
278 w
= SCM_BDIGITS (m
)[nd
- 1] << 16 | SCM_BDIGITS (m
)[nd
- 2];
280 w
= SCM_BDIGITS (m
)[nd
- 1];
285 : scm_masktab
[w
>> 8] << 8 | 0xff)
287 ? scm_masktab
[w
>> 16] << 16 | 0xffff
288 : scm_masktab
[w
>> 24] << 24 | 0xffffff));
290 b
= scm_mkbig (nd
, 0);
291 bits
= (LONG32
*) SCM_BDIGITS (b
);
295 /* treat most significant digit specially */
300 ((SCM_BIGDIG
*) bits
)[i
- 1] = scm_the_rng
.random_bits (state
) & mask
;
306 /* fix most significant 32 bits */
308 w
= scm_the_rng
.random_bits (state
) & mask
;
309 ((SCM_BIGDIG
*) bits
)[i
- 2] = w
& 0xffff;
310 ((SCM_BIGDIG
*) bits
)[i
- 1] = w
>> 16;
314 bits
[--i
] = scm_the_rng
.random_bits (state
) & mask
;
317 /* now fill up the rest of the bignum */
319 bits
[--i
] = scm_the_rng
.random_bits (state
);
323 } while (scm_bigcomp (b
, m
) <= 0);
328 * Scheme level representation of random states.
331 long scm_tc16_rstate
;
334 make_rstate (scm_rstate
*state
)
336 SCM_RETURN_NEWSMOB (scm_tc16_rstate
, state
);
340 free_rstate (SCM rstate
)
342 free (SCM_RSTATE (rstate
));
343 return scm_the_rng
.rstate_size
;
347 * Scheme level interface.
350 SCM_GLOBAL_VCELL_INIT (scm_var_random_state
, "*random-state*", scm_seed_to_random_state (scm_makfrom0str ("URL:http://stat.fsu.edu/~geo/diehard.html")));
352 SCM_DEFINE (scm_random
, "random", 1, 1, 0,
354 "Return a number in [0,N).\n"
356 "Accepts a positive integer or real n and returns a \n"
357 "number of the same type between zero (inclusive) and \n"
358 "N (exclusive). The values returned have a uniform \n"
361 "The optional argument STATE must be of the type produced by\n"
362 "`seed->andom-state'. It defaults to the value of the variable\n"
363 "*random-state*. This object is used to maintain the state of\n"
364 "the pseudo-random-number generator and is altered as a side\n"
365 "effect of the random operation.\n"
367 #define FUNC_NAME s_scm_random
369 if (SCM_UNBNDP (state
))
370 state
= SCM_CDR (scm_var_random_state
);
371 SCM_VALIDATE_RSTATE (2,state
);
374 unsigned long m
= SCM_INUM (n
);
375 SCM_ASSERT_RANGE (1,n
,m
> 0);
376 return SCM_MAKINUM (scm_c_random (SCM_RSTATE (state
), m
));
378 SCM_VALIDATE_NIM (1,n
);
380 return scm_makdbl (SCM_REALPART (n
) * scm_c_uniform01 (SCM_RSTATE (state
)),
382 SCM_VALIDATE_SMOB (1, n
, big
);
383 return scm_c_random_bignum (SCM_RSTATE (state
), n
);
387 SCM_DEFINE (scm_copy_random_state
, "copy-random-state", 0, 1, 0,
389 "Return a copy of the random state STATE.")
390 #define FUNC_NAME s_scm_copy_random_state
392 if (SCM_UNBNDP (state
))
393 state
= SCM_CDR (scm_var_random_state
);
394 SCM_VALIDATE_RSTATE (1,state
);
395 return make_rstate (scm_the_rng
.copy_rstate (SCM_RSTATE (state
)));
399 SCM_DEFINE (scm_seed_to_random_state
, "seed->random-state", 1, 0, 0,
401 "Return a new random state using SEED.")
402 #define FUNC_NAME s_scm_seed_to_random_state
404 if (SCM_NUMBERP (seed
))
405 seed
= scm_number_to_string (seed
, SCM_UNDEFINED
);
406 SCM_VALIDATE_STRING (1,seed
);
407 return make_rstate (scm_c_make_rstate (SCM_ROCHARS (seed
),
412 SCM_DEFINE (scm_random_uniform
, "random:uniform", 0, 1, 0,
414 "Returns a uniformly distributed inexact real random number in [0,1).")
415 #define FUNC_NAME s_scm_random_uniform
417 if (SCM_UNBNDP (state
))
418 state
= SCM_CDR (scm_var_random_state
);
419 SCM_VALIDATE_RSTATE (1,state
);
420 return scm_makdbl (scm_c_uniform01 (SCM_RSTATE (state
)), 0.0);
424 SCM_DEFINE (scm_random_normal
, "random:normal", 0, 1, 0,
426 "Returns an inexact real in a normal distribution.\n"
427 "The distribution used has mean 0 and standard deviation 1.\n"
428 "For a normal distribution with mean m and standard deviation\n"
429 "d use @code{(+ m (* d (random:normal)))}.\n"
431 #define FUNC_NAME s_scm_random_normal
433 if (SCM_UNBNDP (state
))
434 state
= SCM_CDR (scm_var_random_state
);
435 SCM_VALIDATE_RSTATE (1,state
);
436 return scm_makdbl (scm_c_normal01 (SCM_RSTATE (state
)), 0.0);
443 vector_scale (SCM v
, double c
)
445 int n
= SCM_LENGTH (v
);
448 SCM_REAL (SCM_VELTS (v
)[n
]) *= c
;
451 ((double *) SCM_VELTS (v
))[n
] *= c
;
455 vector_sum_squares (SCM v
)
458 int n
= SCM_LENGTH (v
);
462 x
= SCM_REAL (SCM_VELTS (v
)[n
]);
468 x
= ((double *) SCM_VELTS (v
))[n
];
474 /* For the uniform distribution on the solid sphere, note that in
475 * this distribution the length r of the vector has cumulative
476 * distribution r^n; i.e., u=r^n is uniform [0,1], so r can be
477 * generated as r=u^(1/n).
479 SCM_DEFINE (scm_random_solid_sphere_x
, "random:solid-sphere!", 1, 1, 0,
481 "Fills vect with inexact real random numbers\n"
482 "the sum of whose squares is less than 1.0.\n"
483 "Thinking of vect as coordinates in space of \n"
484 "dimension n = (vector-length vect), the coordinates \n"
485 "are uniformly distributed within the unit n-shere.\n"
486 "The sum of the squares of the numbers is returned.\n"
488 #define FUNC_NAME s_scm_random_solid_sphere_x
490 SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v
);
491 if (SCM_UNBNDP (state
))
492 state
= SCM_CDR (scm_var_random_state
);
493 SCM_VALIDATE_RSTATE (2,state
);
494 scm_random_normal_vector_x (v
, state
);
496 pow (scm_c_uniform01 (SCM_RSTATE (state
)),
497 1.0 / SCM_LENGTH (v
))
498 / sqrt (vector_sum_squares (v
)));
499 return SCM_UNSPECIFIED
;
503 SCM_DEFINE (scm_random_hollow_sphere_x
, "random:hollow-sphere!", 1, 1, 0,
505 "Fills vect with inexact real random numbers\n"
506 "the sum of whose squares is equal to 1.0.\n"
507 "Thinking of vect as coordinates in space of \n"
508 "dimension n = (vector-length vect), the coordinates\n"
509 "are uniformly distributed over the surface of the \n"
512 #define FUNC_NAME s_scm_random_hollow_sphere_x
514 SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v
);
515 if (SCM_UNBNDP (state
))
516 state
= SCM_CDR (scm_var_random_state
);
517 SCM_VALIDATE_RSTATE (2,state
);
518 scm_random_normal_vector_x (v
, state
);
519 vector_scale (v
, 1 / sqrt (vector_sum_squares (v
)));
520 return SCM_UNSPECIFIED
;
525 SCM_DEFINE (scm_random_normal_vector_x
, "random:normal-vector!", 1, 1, 0,
527 "Fills vect with inexact real random numbers that are\n"
528 "independent and standard normally distributed\n"
529 "(i.e., with mean 0 and variance 1).\n"
531 #define FUNC_NAME s_scm_random_normal_vector_x
534 SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v
);
535 if (SCM_UNBNDP (state
))
536 state
= SCM_CDR (scm_var_random_state
);
537 SCM_VALIDATE_RSTATE (2,state
);
541 SCM_VELTS (v
)[n
] = scm_makdbl (scm_c_normal01 (SCM_RSTATE (state
)), 0.0);
544 ((double *) SCM_VELTS (v
))[n
] = scm_c_normal01 (SCM_RSTATE (state
));
545 return SCM_UNSPECIFIED
;
549 #endif /* HAVE_ARRAYS */
551 SCM_DEFINE (scm_random_exp
, "random:exp", 0, 1, 0,
553 "Returns an inexact real in an exponential distribution with mean 1.\n"
554 "For an exponential distribution with mean u use (* u (random:exp)).\n"
556 #define FUNC_NAME s_scm_random_exp
558 if (SCM_UNBNDP (state
))
559 state
= SCM_CDR (scm_var_random_state
);
560 SCM_VALIDATE_RSTATE (1,state
);
561 return scm_makdbl (scm_c_exp1 (SCM_RSTATE (state
)), 0.0);
569 /* plug in default RNG */
572 sizeof (scm_i_rstate
),
573 (unsigned long (*)()) scm_i_uniform32
,
574 (void (*)()) scm_i_init_rstate
,
575 (scm_rstate
*(*)()) scm_i_copy_rstate
579 scm_tc16_rstate
= scm_make_smob_type_mfpe ("random-state", 0,
580 NULL
, free_rstate
, NULL
, NULL
);
582 for (m
= 1; m
<= 0x100; m
<<= 1)
583 for (i
= m
>> 1; i
< m
; ++i
)
584 scm_masktab
[i
] = m
- 1;
588 /* Check that the assumptions about bits per bignum digit are correct. */
594 if (m
!= SCM_BITSPERDIG
)
596 fprintf (stderr
, "Internal inconsistency: Confused about bignum digit size in random.c\n");
600 scm_add_feature ("random");