Author: Andreas Stabel
Date: 06:08:21 10/21/98
Go up one level in this thread
On October 19, 1998 at 01:22:10, Dann Corbit wrote:
>Arguably, the best available prng is the Mersenne Twister. It is extremely fast
>and has a ludicrously long period before it repeats. It passes DIEHARD with
>flying colors. A number of technical papers have been written on the subject.
>A web search should turn up plenty.
I've downloaded the Mersenne Twister and made it into a simple single file
C program, so if anybody is interrested - here it is:
// A C-program for MT19937:
// lRand() generates one pseudorandom unsigned integer (32bit)
// which is uniformly distributed among 0 to 2^32-1
// dRand() generates one pseudorandom real number
// which is uniformly distributed among 0.0 to <1.0
// Coded by Takuji Nishimura, considering the suggestions by
// Topher Cooper and Marc Rieffel in July-Aug. 1997.
// Modified by John Cooke 1998-04-20
// to use standard Seed(), lRand(), dRand() functions
// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Library General Public
// License as published by the Free Software Foundation; either
// version 2 of the License, or (at your option) any later
// version.
// This library 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 Library General Public License for more details.
// You should have received a copy of the GNU Library General
// Public License along with this library; if not, write to the
// Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA
// 02111-1307 USA
// Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura.
// When you use this, send an email to: matumoto@math.keio.ac.jp
// with an appropriate reference to your work.
#include <stdio.h>
#include <time.h>
// Period parameters
#define MT_BUFSZ 624
#define N MT_BUFSZ
#define M 397
#define MATRIX_A 0x9908b0df // constant vector a
#define UPPER_MASK 0x80000000 // most significant w-r bits
#define LOWER_MASK 0x7fffffff // least significant r bits
// Tempering parameters
#define TEMPERING_MASK_B 0x9d2c5680
#define TEMPERING_MASK_C 0xefc60000
#define TEMPERING_SHIFT_U(y) (y >> 11)
#define TEMPERING_SHIFT_S(y) (y << 7)
#define TEMPERING_SHIFT_T(y) (y << 15)
#define TEMPERING_SHIFT_L(y) (y >> 18)
typedef unsigned long uint32;
uint32 mt[MT_BUFSZ]; /* the array for the state vector */
int mti;
uint32 mag01[2];
/* mag01[x] = x * MATRIX_A for x=0,1 */
void Seed ( uint32 seed)
{
// setting initial seeds to mt[N] using
// the generator Line 25 of Table 1 in
// [KNUTH 1981, The Art of Computer Programming
// Vol. 2 (2nd Ed.), pp102]
// fudge the seed if it is zero
mt[0] = seed ? seed : 0xffffffff;
for (mti=1; mti<N; mti++)
mt[mti] = (69069 * mt[mti-1]);
mag01[0] = 0x0;
mag01[1] = MATRIX_A;
}
uint32 lRand()
{
uint32 y;
if (mti >= N) { // generate N words at one time
int kk;
for (kk=0;kk<N-M;kk++) {
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1];
}
for (;kk<N-1;kk++) {
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1];
}
y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1];
mti = 0;
}
y = mt[mti++];
y ^= TEMPERING_SHIFT_U(y);
y ^= TEMPERING_SHIFT_S(y) & TEMPERING_MASK_B;
y ^= TEMPERING_SHIFT_T(y) & TEMPERING_MASK_C;
y ^= TEMPERING_SHIFT_L(y);
return y;
}
// RANGE_LE1 puts a uint32 in the range [0,1] (0<=x<=1)
#define RANGE_LE1 2.3283064365386963e-10
// RANGE_LT1 puts a uint32 in the range [0,1) (0<=x<1)
#define RANGE_LT1 2.3283064370807974e-10
double dRand ()
{
uint32 y = lRand();
return ( (double)y * RANGE_LT1 ); // reals: [0,1)-interval
}
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Last modified: Thu, 15 Apr 21 08:11:13 -0700
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