1 /* Copyright (c) 2012-2018. The SimGrid Team.
2 * All rights reserved. */
4 /* This program is free software; you can redistribute it and/or modify it
5 * under the terms of the license (GNU LGPL) which comes with this package. */
7 /***********************************************************************\
9 * File: RngStream.c for multiple streams of Random Numbers
11 * Copyright: Pierre L'Ecuyer, University of Montreal
12 * Date: 14 August 2001
13 * License: GPL version 2 or later
15 * Notice: Please contact P. L'Ecuyer at <lecuyer@iro.UMontreal.ca>
16 * for commercial purposes.
18 \***********************************************************************/
20 #include "xbt/RngStream.h"
21 #include "xbt/sysdep.h"
26 /*---------------------------------------------------------------------*/
28 /*---------------------------------------------------------------------*/
30 #define norm 2.328306549295727688e-10
31 #define m1 4294967087.0
32 #define m2 4294944443.0
36 #define a23n 1370589.0
38 #define two17 131072.0
39 #define two53 9007199254740992.0
40 #define fact 5.9604644775390625e-8 /* 1 / 2^24 */
42 /* Default initial seed of the package. Will be updated to become the seed of the next created stream. */
43 static double nextSeed[6] = { 12345, 12345, 12345, 12345, 12345, 12345 };
45 /* The following are the transition matrices of the two MRG components */
46 /* (in matrix form), raised to the powers -1, 1, 2^76, and 2^127, resp.*/
47 static double InvA1[3][3] = { /* Inverse of A1p0 */
48 { 184888585.0, 0.0, 1945170933.0 },
53 static double InvA2[3][3] = { /* Inverse of A2p0 */
54 { 0.0, 360363334.0, 4225571728.0 },
59 static double A1p0[3][3] = {
62 { -810728.0, 1403580.0, 0.0 }
65 static double A2p0[3][3] = {
68 { -1370589.0, 0.0, 527612.0 }
71 static double A1p76[3][3] = {
72 { 82758667.0, 1871391091.0, 4127413238.0 },
73 { 3672831523.0, 69195019.0, 1871391091.0 },
74 { 3672091415.0, 3528743235.0, 69195019.0 }
77 static double A2p76[3][3] = {
78 { 1511326704.0, 3759209742.0, 1610795712.0 },
79 { 4292754251.0, 1511326704.0, 3889917532.0 },
80 { 3859662829.0, 4292754251.0, 3708466080.0 }
83 static double A1p127[3][3] = {
84 { 2427906178.0, 3580155704.0, 949770784.0 },
85 { 226153695.0, 1230515664.0, 3580155704.0 },
86 { 1988835001.0, 986791581.0, 1230515664.0 }
89 static double A2p127[3][3] = {
90 { 1464411153.0, 277697599.0, 1610723613.0 },
91 { 32183930.0, 1464411153.0, 1022607788.0 },
92 { 2824425944.0, 32183930.0, 2093834863.0 }
95 static double MultModM (double a, double s, double c, double m)
96 /* Compute (a*s + c) % m. m must be < 2^35. Works also for s, c < 0 */
101 if ((v >= two53) || (v <= -two53)) {
102 a1 = (long) (a / two17);
107 v = v * two17 + a * s + c;
110 if ((v -= a1 * m) < 0.0)
116 static void MatVecModM (double A[3][3], double s[3], double v[3], double m)
117 /* Returns v = A*s % m. Assumes that -m < s[i] < m. */
118 /* Works even if v = s. */
122 for (i = 0; i < 3; ++i) {
123 x[i] = MultModM (A[i][0], s[0], 0.0, m);
124 x[i] = MultModM (A[i][1], s[1], x[i], m);
125 x[i] = MultModM (A[i][2], s[2], x[i], m);
127 for (i = 0; i < 3; ++i)
131 static void MatMatModM (double A[3][3], double B[3][3], double C[3][3], double m)
132 /* Returns C = A*B % m. Work even if A = C or B = C or A = B = C. */
135 double V[3], W[3][3];
136 for (i = 0; i < 3; ++i) {
137 for (j = 0; j < 3; ++j)
139 MatVecModM (A, V, V, m);
140 for (j = 0; j < 3; ++j)
143 for (i = 0; i < 3; ++i) {
144 for (j = 0; j < 3; ++j)
149 static void MatTwoPowModM (double A[3][3], double B[3][3], double m, long e)
150 /* Compute matrix B = (A^(2^e) % m); works even if A = B */
154 /* initialize: B = A */
156 for (i = 0; i < 3; i++) {
157 for (j = 0; j < 3; ++j)
161 /* Compute B = A^{2^e} */
162 for (i = 0; i < e; i++)
163 MatMatModM (B, B, B, m);
166 static void MatPowModM (double A[3][3], double B[3][3], double m, long n)
167 /* Compute matrix B = A^n % m ; works even if A = B */
172 /* initialize: W = A; B = I */
173 for (i = 0; i < 3; i++) {
174 for (j = 0; j < 3; ++j) {
179 for (j = 0; j < 3; ++j)
182 /* Compute B = A^n % m using the binary decomposition of n */
185 MatMatModM (W, B, B, m);
186 MatMatModM (W, W, W, m);
191 static double U01 (RngStream g)
197 p1 = a12 * g->Cg[1] - a13n * g->Cg[0];
207 p2 = a21 * g->Cg[5] - a23n * g->Cg[3];
217 u = ((p1 > p2) ? (p1 - p2) * norm : (p1 - p2 + m1) * norm);
218 return (g->Anti) ? (1 - u) : u;
221 static double U01d (RngStream g)
227 return (u < 1.0) ? u : (u - 1.0);
229 /* Don't forget that U01() returns 1 - u in the antithetic case */
230 u += (U01(g) - 1.0) * fact;
231 return (u < 0.0) ? u + 1.0 : u;
235 static int CheckSeed (unsigned long seed[6])
237 /* Check that the seeds are legitimate values. Returns 0 if legal seeds, -1 otherwise */
240 for (i = 0; i < 3; ++i) {
242 fprintf (stderr, "****************************************\n"
243 "ERROR: Seed[%1d] >= m1, Seed is not set.\n"
244 "****************************************\n\n", i);
248 for (i = 3; i < 6; ++i) {
250 fprintf (stderr, "****************************************\n"
251 "ERROR: Seed[%1d] >= m1, Seed is not set.\n"
252 "****************************************\n\n", i);
256 if (seed[0] == 0 && seed[1] == 0 && seed[2] == 0) {
257 fprintf (stderr, "****************************\n"
258 "ERROR: First 3 seeds = 0.\n"
259 "****************************\n\n");
262 if (seed[3] == 0 && seed[4] == 0 && seed[5] == 0) {
263 fprintf (stderr, "****************************\n"
264 "ERROR: Last 3 seeds = 0.\n"
265 "****************************\n\n");
272 /*---------------------------------------------------------------------*/
274 /*---------------------------------------------------------------------*/
276 RngStream RngStream_CreateStream (const char name[])
282 g = (RngStream) xbt_malloc (sizeof (struct RngStream_InfoState));
284 printf ("RngStream_CreateStream: No more memory\n\n");
289 g->name = (char *) xbt_malloc ((len + 1) * sizeof (char));
290 memcpy(g->name, name, len + 1);
296 for (i = 0; i < 6; ++i) {
297 g->Bg[i] = g->Cg[i] = g->Ig[i] = nextSeed[i];
299 MatVecModM (A1p127, nextSeed, nextSeed, m1);
300 MatVecModM (A2p127, &nextSeed[3], &nextSeed[3], m2);
304 void RngStream_DeleteStream (RngStream * p)
313 RngStream RngStream_CopyStream (const RngStream src)
318 printf ("RngStream_CopyStream: 'src' not initialized\n\n");
322 g = (RngStream) xbt_malloc (sizeof (struct RngStream_InfoState));
324 printf ("RngStream_CopyStream: No more memory\n\n");
327 memcpy((void*) g, (void*) src, sizeof (struct RngStream_InfoState));
332 void RngStream_ResetStartStream (RngStream g)
335 for (i = 0; i < 6; ++i)
336 g->Cg[i] = g->Bg[i] = g->Ig[i];
339 void RngStream_ResetNextSubstream (RngStream g)
342 MatVecModM (A1p76, g->Bg, g->Bg, m1);
343 MatVecModM (A2p76, &g->Bg[3], &g->Bg[3], m2);
344 for (i = 0; i < 6; ++i)
348 void RngStream_ResetStartSubstream (RngStream g)
351 for (i = 0; i < 6; ++i)
355 int RngStream_SetPackageSeed (unsigned long seed[6])
358 if (CheckSeed (seed))
359 return -1; /* FAILURE */
360 for (i = 0; i < 6; ++i)
361 nextSeed[i] = seed[i];
362 return 0; /* SUCCESS */
365 int RngStream_SetSeed (RngStream g, unsigned long seed[6])
368 if (CheckSeed (seed))
369 return -1; /* FAILURE */
370 for (i = 0; i < 6; ++i)
371 g->Cg[i] = g->Bg[i] = g->Ig[i] = seed[i];
372 return 0; /* SUCCESS */
375 void RngStream_AdvanceState (RngStream g, long e, long c)
377 double B1[3][3], C1[3][3], B2[3][3], C2[3][3];
380 MatTwoPowModM (A1p0, B1, m1, e);
381 MatTwoPowModM (A2p0, B2, m2, e);
383 MatTwoPowModM (InvA1, B1, m1, -e);
384 MatTwoPowModM (InvA2, B2, m2, -e);
388 MatPowModM (A1p0, C1, m1, c);
389 MatPowModM (A2p0, C2, m2, c);
391 MatPowModM (InvA1, C1, m1, -c);
392 MatPowModM (InvA2, C2, m2, -c);
396 MatMatModM (B1, C1, C1, m1);
397 MatMatModM (B2, C2, C2, m2);
400 MatVecModM (C1, g->Cg, g->Cg, m1);
401 MatVecModM (C2, &g->Cg[3], &g->Cg[3], m2);
404 void RngStream_GetState (RngStream g, unsigned long seed[6])
407 for (i = 0; i < 6; ++i)
411 void RngStream_WriteState (RngStream g)
416 printf ("The current state of the Rngstream");
417 if (g->name && (strlen (g->name) > 0))
418 printf (" %s", g->name);
419 printf (":\n Cg = { ");
421 for (i = 0; i < 5; i++) {
422 printf ("%lu, ", (unsigned long) g->Cg[i]);
424 printf ("%lu }\n\n", (unsigned long) g->Cg[5]);
427 void RngStream_WriteStateFull (RngStream g)
432 printf ("The RngStream");
433 if (g->name && (strlen (g->name) > 0))
434 printf (" %s", g->name);
435 printf (":\n Anti = %s\n", (g->Anti ? "true" : "false"));
436 printf (" IncPrec = %s\n", (g->IncPrec ? "true" : "false"));
439 for (i = 0; i < 5; i++) {
440 printf ("%lu, ", (unsigned long) (g->Ig[i]));
442 printf ("%lu }\n", (unsigned long) g->Ig[5]);
445 for (i = 0; i < 5; i++) {
446 printf ("%lu, ", (unsigned long) (g->Bg[i]));
448 printf ("%lu }\n", (unsigned long) g->Bg[5]);
451 for (i = 0; i < 5; i++) {
452 printf ("%lu, ", (unsigned long) (g->Cg[i]));
454 printf ("%lu }\n\n", (unsigned long) g->Cg[5]);
457 void RngStream_IncreasedPrecis (RngStream g, int incp)
462 void RngStream_SetAntithetic (RngStream g, int a)
467 double RngStream_RandU01 (RngStream g)
475 int RngStream_RandInt (RngStream g, int i, int j)
477 return i + (int) ((j - i + 1.0) * RngStream_RandU01 (g));