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> */
61 * A plugin interface for RNGs
63 * Using this interface, it is possible for the application to tell
64 * libguile to use a different RNG. This is desirable if it is
65 * necessary to use the same RNG everywhere in the application in
66 * order to prevent interference, if the application uses RNG
67 * hardware, or if the application has special demands on the RNG.
69 * Look in random.h and how the default generator is "plugged in" in
79 * This is the MWC (Multiply With Carry) random number generator
80 * described by George Marsaglia at the Department of Statistics and
81 * Supercomputer Computations Research Institute, The Florida State
82 * University (http://stat.fsu.edu/~geo).
84 * It uses 64 bits, has a period of 4578426017172946943 (4.6e18), and
85 * passes all tests in the DIEHARD test suite
86 * (http://stat.fsu.edu/~geo/diehard.html)
89 #define A 2131995753UL
93 #define LONG32 unsigned short
95 #define LONG32 unsigned int
97 #define LONG64 unsigned long
99 #define LONG32 unsigned long
100 #define LONG64 unsigned long long
103 #if SIZEOF_LONG > 4 || defined (HAVE_LONG_LONGS)
106 scm_i_uniform32 (scm_i_rstate
*state
)
108 LONG64 x
= (LONG64
) A
* state
->w
+ state
->c
;
109 LONG32 w
= x
& 0xffffffffUL
;
117 /* ww This is a portable version of the same RNG without 64 bit
120 * xx It is only intended to provide identical behaviour on
121 * xx platforms without 8 byte longs or long longs until
122 * xx someone has implemented the routine in assembler code.
128 #define L(x) ((x) & 0xffff)
129 #define H(x) ((x) >> 16)
132 scm_i_uniform32 (scm_i_rstate
*state
)
134 LONG32 x1
= L (A
) * L (state
->w
);
135 LONG32 x2
= L (A
) * H (state
->w
);
136 LONG32 x3
= H (A
) * L (state
->w
);
137 LONG32 w
= L (x1
) + L (state
->c
);
138 LONG32 m
= H (x1
) + L (x2
) + L (x3
) + H (state
->c
) + H (w
);
139 LONG32 x4
= H (A
) * H (state
->w
);
140 state
->w
= w
= (L (m
) << 16) + L (w
);
141 state
->c
= H (x2
) + H (x3
) + x4
+ H (m
);
148 scm_i_init_rstate (scm_i_rstate
*state
, char *seed
, int n
)
153 for (i
= 0; i
< n
; ++i
)
157 w
+= seed
[i
] << (8 * m
);
159 c
+= seed
[i
] << (8 * (m
- 4));
161 if ((w
== 0 && c
== 0) || (w
== 0xffffffffUL
&& c
== A
- 1))
168 scm_i_copy_rstate (scm_i_rstate
*state
)
170 scm_rstate
*new_state
= malloc (scm_the_rng
.rstate_size
);
172 scm_wta (SCM_MAKINUM (scm_the_rng
.rstate_size
),
173 (char *) SCM_NALLOC
, "rstate");
174 return memcpy (new_state
, state
, scm_the_rng
.rstate_size
);
179 * Random number library functions
183 scm_c_make_rstate (char *seed
, int n
)
185 scm_rstate
*state
= malloc (scm_the_rng
.rstate_size
);
187 scm_wta (SCM_MAKINUM (scm_the_rng
.rstate_size
),
190 state
->reserved0
= 0;
191 scm_the_rng
.init_rstate (state
, seed
, n
);
196 scm_c_default_rstate ()
198 SCM state
= SCM_CDR (scm_var_random_state
);
199 SCM_ASSERT (SCM_RSTATEP (state
),
200 state
, "*random-state* contains bogus random state", 0);
201 return SCM_RSTATE (state
);
205 scm_c_uniform01 (scm_rstate
*state
)
207 double x
= (double) scm_the_rng
.random_bits (state
) / (double) 0xffffffffUL
;
208 return ((x
+ (double) scm_the_rng
.random_bits (state
))
209 / (double) 0xffffffffUL
);
213 scm_c_normal01 (scm_rstate
*state
)
215 if (state
->reserved0
)
217 state
->reserved0
= 0;
218 return state
->reserved1
;
224 r
= sqrt (-2.0 * log (scm_c_uniform01 (state
)));
225 a
= 2.0 * M_PI
* scm_c_uniform01 (state
);
228 state
->reserved1
= r
* cos (a
);
229 state
->reserved0
= 1;
236 scm_c_exp1 (scm_rstate
*state
)
238 return - log (scm_c_uniform01 (state
));
241 unsigned char scm_masktab
[256];
244 scm_c_random (scm_rstate
*state
, unsigned long m
)
246 unsigned int r
, mask
;
250 ? scm_masktab
[m
>> 8] << 8 | 0xff
252 ? scm_masktab
[m
>> 16] << 16 | 0xffff
253 : scm_masktab
[m
>> 24] << 24 | 0xffffff)));
254 while ((r
= scm_the_rng
.random_bits (state
) & mask
) >= m
);
259 scm_c_random_bignum (scm_rstate
*state
, SCM m
)
263 LONG32
*bits
, mask
, w
;
264 nd
= SCM_NUMDIGS (m
);
265 /* calculate mask for most significant digit */
270 /* fix most significant 16 bits */
271 unsigned short s
= SCM_BDIGITS (m
)[nd
- 1];
272 mask
= s
< 0x100 ? scm_masktab
[s
] : scm_masktab
[s
>> 8] << 8 | 0xff;
277 /* fix most significant 32 bits */
279 w
= SCM_BDIGITS (m
)[nd
- 1] << 16 | SCM_BDIGITS (m
)[nd
- 2];
281 w
= SCM_BDIGITS (m
)[nd
- 1];
286 : scm_masktab
[w
>> 8] << 8 | 0xff)
288 ? scm_masktab
[w
>> 16] << 16 | 0xffff
289 : scm_masktab
[w
>> 24] << 24 | 0xffffff));
291 b
= scm_mkbig (nd
, 0);
292 bits
= (LONG32
*) SCM_BDIGITS (b
);
296 /* treat most significant digit specially */
301 ((SCM_BIGDIG
*) bits
)[i
- 1] = scm_the_rng
.random_bits (state
) & mask
;
307 /* fix most significant 32 bits */
309 w
= scm_the_rng
.random_bits (state
) & mask
;
310 ((SCM_BIGDIG
*) bits
)[i
- 2] = w
& 0xffff;
311 ((SCM_BIGDIG
*) bits
)[i
- 1] = w
>> 16;
315 bits
[--i
] = scm_the_rng
.random_bits (state
) & mask
;
318 /* now fill up the rest of the bignum */
320 bits
[--i
] = scm_the_rng
.random_bits (state
);
324 } while (scm_bigcomp (b
, m
) <= 0);
329 * Scheme level representation of random states.
332 long scm_tc16_rstate
;
335 make_rstate (scm_rstate
*state
)
337 SCM_RETURN_NEWSMOB (scm_tc16_rstate
, state
);
341 free_rstate (SCM rstate
)
343 free (SCM_RSTATE (rstate
));
344 return scm_the_rng
.rstate_size
;
348 * Scheme level interface.
351 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")));
353 SCM_DEFINE (scm_random
, "random", 1, 1, 0,
355 "Return a number in [0,N).\n"
357 "Accepts a positive integer or real n and returns a \n"
358 "number of the same type between zero (inclusive) and \n"
359 "N (exclusive). The values returned have a uniform \n"
362 "The optional argument STATE must be of the type produced by\n"
363 "`seed->andom-state'. It defaults to the value of the variable\n"
364 "*random-state*. This object is used to maintain the state of\n"
365 "the pseudo-random-number generator and is altered as a side\n"
366 "effect of the random operation.\n"
368 #define FUNC_NAME s_scm_random
370 if (SCM_UNBNDP (state
))
371 state
= SCM_CDR (scm_var_random_state
);
372 SCM_VALIDATE_RSTATE (2,state
);
375 unsigned long m
= SCM_INUM (n
);
376 SCM_ASSERT_RANGE (1,n
,m
> 0);
377 return SCM_MAKINUM (scm_c_random (SCM_RSTATE (state
), m
));
379 SCM_VALIDATE_NIM (1,n
);
381 return scm_makdbl (SCM_REALPART (n
) * scm_c_uniform01 (SCM_RSTATE (state
)),
383 SCM_VALIDATE_SMOB (1, n
, big
);
384 return scm_c_random_bignum (SCM_RSTATE (state
), n
);
388 SCM_DEFINE (scm_copy_random_state
, "copy-random-state", 0, 1, 0,
390 "Return a copy of the random state STATE.")
391 #define FUNC_NAME s_scm_copy_random_state
393 if (SCM_UNBNDP (state
))
394 state
= SCM_CDR (scm_var_random_state
);
395 SCM_VALIDATE_RSTATE (1,state
);
396 return make_rstate (scm_the_rng
.copy_rstate (SCM_RSTATE (state
)));
400 SCM_DEFINE (scm_seed_to_random_state
, "seed->random-state", 1, 0, 0,
402 "Return a new random state using SEED.")
403 #define FUNC_NAME s_scm_seed_to_random_state
405 if (SCM_NUMBERP (seed
))
406 seed
= scm_number_to_string (seed
, SCM_UNDEFINED
);
407 SCM_VALIDATE_STRING (1,seed
);
408 return make_rstate (scm_c_make_rstate (SCM_ROCHARS (seed
),
413 SCM_DEFINE (scm_random_uniform
, "random:uniform", 0, 1, 0,
415 "Returns a uniformly distributed inexact real random number in [0,1).")
416 #define FUNC_NAME s_scm_random_uniform
418 if (SCM_UNBNDP (state
))
419 state
= SCM_CDR (scm_var_random_state
);
420 SCM_VALIDATE_RSTATE (1,state
);
421 return scm_makdbl (scm_c_uniform01 (SCM_RSTATE (state
)), 0.0);
425 SCM_DEFINE (scm_random_normal
, "random:normal", 0, 1, 0,
427 "Returns an inexact real in a normal distribution.\n"
428 "The distribution used has mean 0 and standard deviation 1.\n"
429 "For a normal distribution with mean m and standard deviation\n"
430 "d use @code{(+ m (* d (random:normal)))}.\n"
432 #define FUNC_NAME s_scm_random_normal
434 if (SCM_UNBNDP (state
))
435 state
= SCM_CDR (scm_var_random_state
);
436 SCM_VALIDATE_RSTATE (1,state
);
437 return scm_makdbl (scm_c_normal01 (SCM_RSTATE (state
)), 0.0);
444 vector_scale (SCM v
, double c
)
446 int n
= SCM_LENGTH (v
);
449 SCM_REAL (SCM_VELTS (v
)[n
]) *= c
;
452 ((double *) SCM_VELTS (v
))[n
] *= c
;
456 vector_sum_squares (SCM v
)
459 int n
= SCM_LENGTH (v
);
463 x
= SCM_REAL (SCM_VELTS (v
)[n
]);
469 x
= ((double *) SCM_VELTS (v
))[n
];
475 /* For the uniform distribution on the solid sphere, note that in
476 * this distribution the length r of the vector has cumulative
477 * distribution r^n; i.e., u=r^n is uniform [0,1], so r can be
478 * generated as r=u^(1/n).
480 SCM_DEFINE (scm_random_solid_sphere_x
, "random:solid-sphere!", 1, 1, 0,
482 "Fills vect with inexact real random numbers\n"
483 "the sum of whose squares is less than 1.0.\n"
484 "Thinking of vect as coordinates in space of \n"
485 "dimension n = (vector-length vect), the coordinates \n"
486 "are uniformly distributed within the unit n-shere.\n"
487 "The sum of the squares of the numbers is returned.\n"
489 #define FUNC_NAME s_scm_random_solid_sphere_x
491 SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v
);
492 if (SCM_UNBNDP (state
))
493 state
= SCM_CDR (scm_var_random_state
);
494 SCM_VALIDATE_RSTATE (2,state
);
495 scm_random_normal_vector_x (v
, state
);
497 pow (scm_c_uniform01 (SCM_RSTATE (state
)),
498 1.0 / SCM_LENGTH (v
))
499 / sqrt (vector_sum_squares (v
)));
500 return SCM_UNSPECIFIED
;
504 SCM_DEFINE (scm_random_hollow_sphere_x
, "random:hollow-sphere!", 1, 1, 0,
506 "Fills vect with inexact real random numbers\n"
507 "the sum of whose squares is equal to 1.0.\n"
508 "Thinking of vect as coordinates in space of \n"
509 "dimension n = (vector-length vect), the coordinates\n"
510 "are uniformly distributed over the surface of the \n"
513 #define FUNC_NAME s_scm_random_hollow_sphere_x
515 SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v
);
516 if (SCM_UNBNDP (state
))
517 state
= SCM_CDR (scm_var_random_state
);
518 SCM_VALIDATE_RSTATE (2,state
);
519 scm_random_normal_vector_x (v
, state
);
520 vector_scale (v
, 1 / sqrt (vector_sum_squares (v
)));
521 return SCM_UNSPECIFIED
;
526 SCM_DEFINE (scm_random_normal_vector_x
, "random:normal-vector!", 1, 1, 0,
528 "Fills vect with inexact real random numbers that are\n"
529 "independent and standard normally distributed\n"
530 "(i.e., with mean 0 and variance 1).\n"
532 #define FUNC_NAME s_scm_random_normal_vector_x
535 SCM_VALIDATE_VECTOR_OR_DVECTOR (1,v
);
536 if (SCM_UNBNDP (state
))
537 state
= SCM_CDR (scm_var_random_state
);
538 SCM_VALIDATE_RSTATE (2,state
);
542 SCM_VELTS (v
)[n
] = scm_makdbl (scm_c_normal01 (SCM_RSTATE (state
)), 0.0);
545 ((double *) SCM_VELTS (v
))[n
] = scm_c_normal01 (SCM_RSTATE (state
));
546 return SCM_UNSPECIFIED
;
550 #endif /* HAVE_ARRAYS */
552 SCM_DEFINE (scm_random_exp
, "random:exp", 0, 1, 0,
554 "Returns an inexact real in an exponential distribution with mean 1.\n"
555 "For an exponential distribution with mean u use (* u (random:exp)).\n"
557 #define FUNC_NAME s_scm_random_exp
559 if (SCM_UNBNDP (state
))
560 state
= SCM_CDR (scm_var_random_state
);
561 SCM_VALIDATE_RSTATE (1,state
);
562 return scm_makdbl (scm_c_exp1 (SCM_RSTATE (state
)), 0.0);
570 /* plug in default RNG */
573 sizeof (scm_i_rstate
),
574 (unsigned long (*)()) scm_i_uniform32
,
575 (void (*)()) scm_i_init_rstate
,
576 (scm_rstate
*(*)()) scm_i_copy_rstate
580 scm_tc16_rstate
= scm_make_smob_type_mfpe ("random-state", 0,
581 NULL
, free_rstate
, NULL
, NULL
);
583 for (m
= 1; m
<= 0x100; m
<<= 1)
584 for (i
= m
>> 1; i
< m
; ++i
)
585 scm_masktab
[i
] = m
- 1;
589 /* Check that the assumptions about bits per bignum digit are correct. */
595 if (m
!= SCM_BITSPERDIG
)
597 fprintf (stderr
, "Internal inconsistency: Confused about bignum digit size in random.c\n");
601 scm_add_feature ("random");