libdspl-2.0/dspl/src/randgen.c

/*
* Copyright (c) 2015-2019 Sergey Bakhurin
* Digital Signal Processing Library [http://dsplib.org]
*
* This file is part of libdspl-2.0.
*
* is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser  General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* DSPL 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 Lesser General Public License
* along with Foobar.  If not, see <http://www.gnu.org/licenses/>.
*/


#include <stdlib.h>
#include <math.h>
#include <time.h>

#include "dspl.h"
#include "dspl_internal.h"





void DSPL_API random_init(random_t* prnd)
{
  srand(time(NULL));
  // MRG32k3a init  
  prnd->mrg32k3a_x[0] = prnd->mrg32k3a_x[1] = 1.0;
  prnd->mrg32k3a_y[0] = prnd->mrg32k3a_y[1] = prnd->mrg32k3a_y[2] = 1.0;
  prnd->mrg32k3a_x[2] = rand();
}

int randu_mrg32k3a (double* u, int n, random_t* prnd)
{
  
  if(!u || !prnd)
    return ERROR_PTR;
  if(n < 1)
    return ERROR_SIZE;

  long z;
  double xn, yn, *x, *y;
  int k;
  
  x = prnd->mrg32k3a_x;
  y = prnd->mrg32k3a_y;
  for(k = 0; k < n; k++)
  {
    /* Component x[n] */
    xn = MRG32K3A_A12 * x[1] - MRG32K3A_A13 * x[2];
    
    z = (long)(xn / MRG32K3A_M1);
    xn -= (double)z * MRG32K3A_M1;
    if (xn < 0.0)
      xn += MRG32K3A_M1;
    
    x[2] = x[1];
    x[1] = x[0];
    x[0] = xn;
    
    /* Component y[n] */
    yn = MRG32K3A_A21 * y[0] - MRG32K3A_A23 * y[2];
    z = (long)(yn / MRG32K3A_M2);
    yn -= (double)z * MRG32K3A_M2;
    if (yn < 0.0)
       yn += MRG32K3A_M2;
     
    y[2] = y[1];
    y[1] = y[0];
    y[0] = yn;
    
    /* Combination */
    u[k] = (xn <= yn) ? ((xn - yn + MRG32K3A_M1) * MRG32K3A_NORM):
                         (xn - yn) * MRG32K3A_NORM;
  }
  return RES_OK;
}




/******************************************************************************
Uniform random numbers generator
*******************************************************************************/
int DSPL_API randu(double* x, int n, random_t* prnd)
{
   
   /*int k,m;
   unsigned int x1[4], x2[4], y;

   if(!x)
    return  ERROR_PTR;
   if(n<1)
    return ERROR_SIZE;

   x1[1] = rand();
   x2[1] = rand();
   x1[2] = rand();
   x2[2] = rand();
   x1[3] = rand();
   x2[3] = rand();
   for(k = 0; k<n; k++)
   {
     x1[0] = (63308 * x1[2] - 183326*x1[3]) % DSPL_RAND_MOD_X1;
     x2[0] = (86098 * x2[1] - 539608*x2[3]) % DSPL_RAND_MOD_X2;
     y = (x1[0] - x2[0]) %  DSPL_RAND_MOD_X1;
     for(m = 3; m > 0; m--)
     {
       x1[m] = x1[m-1];
       x2[m] = x2[m-1];
     }

     x[k] = (double)y/DSPL_RAND_MOD_X1;
   }
  */
  return randu_mrg32k3a(x, n, prnd);
}





/*******************************************************************************
Gaussian random numbers generator
*******************************************************************************/
int DSPL_API randn(double* x, int n, double mu, double sigma, random_t* prnd)
{
  int k, m;
  double x1[128], x2[128];
  int res;
  if(!x)
    return ERROR_PTR;

   if(n<1)
    return ERROR_SIZE;

  if(sigma < 0.0)
    return ERROR_RAND_SIGMA;

  k=0;
  while(k < n)
  {
    res = randu(x1, 128, prnd);
    if(res != RES_OK)
      goto exit_label;

    res = randu(x2, 128, prnd);
    if(res != RES_OK)
      goto exit_label;
    m = 0 ;
    while(k<n && m < 128)
    {
      x[k] = sqrt(-2.0*log(x1[m]))*cos(M_2PI*x2[m])*sigma + mu;
      k++;
      m++;
      if(k<n && m < 128)
      {
        x[k] = sqrt(-2.0*log(x1[m]))*sin(M_2PI*x2[m])*sigma + mu;
        k++;
        m++;
      }
    }
  }

  res = RES_OK;
exit_label:
  return res;
}