1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
|
/************************************************************************
This random number generator originally appeared in "Toward a Universal
Random Number Generator" by George Marsaglia and Arif Zaman.
Florida State University Report: FSU-SCRI-87-50 (1987)
It was later modified by F. James and published in "A Review of Pseudo-
random Number Generators"
Converted from FORTRAN to C by Phil Linttell, James F. Hickling
Management Consultants Ltd, Aug. 14, 1989.
THIS IS THE BEST KNOWN RANDOM NUMBER GENERATOR AVAILABLE.
(However, a newly discovered technique can yield
a period of 10^600. But that is still in the development stage.)
It passes ALL of the tests for random number generators and has a period
of 2^144, is completely portable (gives bit identical results on all
machines with at least 24-bit mantissas in the floating point
representation).
The algorithm is a combination of a Fibonacci sequence (with lags of 97
and 33, and operation "subtraction plus one, modulo one") and an
"arithmetic sequence" (using subtraction).
On a Vax 11/780, this random number generator can produce a number in
13 microseconds.
************************************************************************/
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <time.h>
#define TRUE 1
#define FALSE 0
float u[97], c, cd, cm;
int i97, j97, test;
int rmarin(int ij, int kl);
int ranmar(float rvec[], int len);
int main()
{
float temp[100];
int i;
int ij, kl, len;
/*These are the seeds needed to produce the test case results*/
ij = 1802;
kl = 9373;
/*Do the initialization*/
if (1 == rmarin(ij,kl))
return 1;
/*Generate 20000 random numbers*/
len = 100;
for ( i=0; i<=199 ; i++)
if (1 == ranmar(temp, len))
return 1;
/*If the random number generator is working properly,
the next six random numbers should be:
6533892.0 14220222.0 7275067.0
6172232.0 8354498.0 10633180.0
*/
len = 6;
if (1 == ranmar(temp, len))
return 1;
for ( i=0; i<=5; i++)
printf("%12.1f\n",4096.0*4096.0*temp[i]);
return 0;
}
/************************************************************************
This is the initialization routine for the random number generator RANMAR()
NOTE: The seed variables can have values between: 0 <= IJ <= 31328
0 <= KL <= 30081
The random number sequences created by these two seeds are of sufficient
length to complete an entire calculation with. For example, if several
different groups are working on different parts of the same calculation,
each group could be assigned its own IJ seed. This would leave each group
with 30000 choices for the second seed. That is to say, this random
number generator can create 900 million different subsequences -- with
each subsequence having a length of approximately 10^30.
Use IJ = 1802 & KL = 9373 to test the random number generator. The
subroutine RANMAR should be used to generate 20000 random numbers.
Then display the next six random numbers generated multiplied by 4096*4096
If the random number generator is working properly, the random numbers
should be:
6533892.0 14220222.0 7275067.0
6172232.0 8354498.0 10633180.0
************************************************************************/
int rmarin(int ij, int kl)
{
float s, t;
int i, j, k, l, m;
int ii, jj;
/* Change FALSE to TRUE in the next statement to test the
random routine.*/
test = TRUE;
if ( ( ij < 0 || ij > 31328 ) ||
( kl < 0 || kl > 30081 ) )
{
printf ("RMARIN: The first random number seed must have a "
"value between 0 and 31328\n");
printf (" The second random number seed must have a "
"value between 0 and 30081");
return 1;
}
i = (int)fmod(ij/177.0, 177.0) + 2;
j = (int)fmod(ij , 177.0) + 2;
k = (int)fmod(kl/169.0, 178.0) + 1;
l = (int)fmod(kl , 169.0);
for ( ii=0; ii<=96; ii++ )
{
s = (float)0.0;
t = (float)0.5;
for ( jj=0; jj<=23; jj++ )
{
m = (int)fmod( fmod(i*j,179.0)*k , 179.0 );
i = j;
j = k;
k = m;
l = (int)fmod( 53.0*l+1.0 , 169.0 );
if ( fmod(l*m,64.0) >= 32)
s = s + t;
t = (float)(0.5 * t);
}
u[ii] = s;
}
c = (float)( 362436.0 / 16777216.0);
cd = (float)( 7654321.0 / 16777216.0);
cm = (float)(16777213.0 / 16777216.0);
i97 = 96;
j97 = 32;
test = TRUE;
return 0;
}
int ranmar(float rvec[], int len)
{
float uni;
int ivec;
if ( !test )
{
printf ("RANMAR: Call the initialization routine (RMARIN) "
"before calling RANMAR.\n");
return 1;
}
for ( ivec=0; ivec < len; ivec++)
{
uni = u[i97] - u[j97];
if ( uni < 0.0F )
uni = uni + 1.0;
u[i97] = uni;
i97--;
if ( i97 < 0 )
i97 = 96;
j97--;
if ( j97 < 0 )
j97 = 96;
c = c - cd;
if ( c < 0.0F )
c = c + cm;
uni = uni - c;
if ( uni < 0.0F )
uni = uni + 1.0;
rvec[ivec] = uni;
}
return 0;
}
/* I use the following procedure in TC to generate seeds:
The sow() procedure calculates two seeds for use with the random number
generator from the system clock. I decided how to do this myself, and
I am sure that there must be better ways to select seeds; hopefully,
however, this is good enough. The first seed is calculated from the values
for second, minute, hour, and year-day; weighted with the second most
significant and year-day least significant. The second seed weights the
values in reverse.
*/
void sow( seed1, seed2 )
int *seed1, *seed2;
{
struct tm *tm_now;
float s_sig, s_insig, maxs_sig, maxs_insig;
long secs_now;
int s, m, h, d, s1, s2;
time(&secs_now);
tm_now = localtime(&secs_now);
s = tm_now->tm_sec + 1;
m = tm_now->tm_min + 1;
h = tm_now->tm_hour + 1;
d = tm_now->tm_yday + 1;
maxs_sig = (float)(60.0 + 60.0/60.0 + 24.0/60.0/60.0 +
366.0/24.0/60.0/60.0);
maxs_insig = (float)(60.0 + 60.0*60.0 + 24.0*60.0*60.0 +
366.0*24.0*60.0*60.0);
s_sig = (float)(s + m/60.0 + h/60.0/60.0 + d/24.0/60.0/60.0);
s_insig = (float)(s + m*60.0 + h*60.0*60.0 + d*24.0*60.0*60.0);
s1 = (int)(s_sig / maxs_sig * 31328.0);
s2 = (int)(s_insig / maxs_insig * 30081.0);
*seed1 = s1;
*seed2 = s2;
}
|