libdspl-2.0/dspl/src/randgen.c

101 wiersze
1.8 KiB
C

#include <stdlib.h>
#include <math.h>
#include <time.h>
#include "dspl.h"
#define DSPL_RAND_MOD_X1 2147483647
#define DSPL_RAND_MOD_X2 2145483479
/**************************************************************************************************
Uniform random numbers generator
***************************************************************************************************/
int randu(double* x, int n)
{
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 RES_OK;
}
/**************************************************************************************************
Gaussian random numbers generator
***************************************************************************************************/
int randn(double* x, int n, double mu, double sigma)
{
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);
if(res != RES_OK)
goto exit_label;
res = randu(x2, 128);
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;
}