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#ifdef USER_MODE
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <time.h>
#endif
#include "defs.h"
static unsigned int seed, iy, ir[98];
/*
@defgroup _uniformdouble
@ingroup numerical Uniform linear congruential random number generator.
*/
/*!\brief Initialization routine for Uniform/Gaussian random number generators. */
#define a 1664525lu
#define mod 4294967296.0 /* is 2**32 */
void randominit(unsigned seed_init)
{
int i;
// this need to be integrated with the existing rng, like taus: navid
msg("Initializing random number generator, seed %x\n",seed_init);
if (seed_init == 0) {
srand((unsigned)time(NULL));
seed = (unsigned int) rand();
} else {
seed = seed_init;
}
if (seed % 2 == 0) seed += 1; /* seed and mod are relative prime */
for (i=1; i<=97; i++) {
seed = a*seed; /* mod 2**32 */
ir[i]= seed; /* initialize the shuffle table */
}
iy=1;
}
/*!\brief Uniform linear congruential random number generator on \f$[0,1)\f$. Returns a double-precision floating-point number.*/
double uniformrandom(void)
{
#define a 1664525lu
#define mod 4294967296.0 /* is 2**32 */
int j;
j=1 + 97.0*iy/mod;
iy=ir[j];
seed = a*seed; /* mod 2**32 */
ir[j] = seed;
return( (double) iy/mod );
}
/*
@defgroup _gaussdouble Gaussian random number generator based on modified Box-Muller transformation.
@ingroup numerical
*/
/*!\brief Gaussian random number generator based on modified Box-Muller transformation.Returns a double-precision floating-point number. */
double gaussdouble(double mean, double variance)
{
static int iset=0;
static double gset;
double fac,r,v1,v2;
if (iset == 0) {
do {
v1 = 2.0*uniformrandom()-1.0;
v2 = 2.0*uniformrandom()-1.0;
r = v1*v1+v2*v2;
} while (r >= 1.0);
fac = sqrt(-2.0*log(r)/r);
gset= v1*fac;
iset=1;
return(sqrt(variance)*v2*fac + mean);
} else {
iset=0;
return(sqrt(variance)*gset + mean);
}
}
#ifdef MAIN
main(int argc,char **argv)
{
int i;
randominit();
for (i=0; i<10; i++) {
printf("%f\n",gaussdouble(0.0,1.0));
}
}
#endif