annotate liboctave/randmtzig.h @ 6469:a848b846cb3a ss-2-9-10

[project @ 2007-03-27 18:42:11 by jwe]
author jwe
date Tue, 27 Mar 2007 18:42:11 +0000
parents 4c16f3104aa5
children 4270ded9ddc6
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
5742
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
1 /*
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
2 A C-program for MT19937, with initialization improved 2002/2/10.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
3 Coded by Takuji Nishimura and Makoto Matsumoto.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
4 This is a faster version by taking Shawn Cokus's optimization,
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
5 Matthe Bellew's simplification, Isaku Wada's real version.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
6 David Bateman added normal and exponential distributions following
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
7 Marsaglia and Tang's Ziggurat algorithm.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
8
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
9 Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
10 Copyright (C) 2004, David Bateman
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
11 All rights reserved.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
12
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
13 Redistribution and use in source and binary forms, with or without
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
14 modification, are permitted provided that the following conditions
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
15 are met:
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
16
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
17 1. Redistributions of source code must retain the above copyright
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
18 notice, this list of conditions and the following disclaimer.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
19
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
20 2. Redistributions in binary form must reproduce the above copyright
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
21 notice, this list of conditions and the following disclaimer in the
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
22 documentation and/or other materials provided with the distribution.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
23
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
24 3. The names of its contributors may not be used to endorse or promote
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
25 products derived from this software without specific prior written
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
26 permission.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
27
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
28 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
29 "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
30 LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
31 A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
32 OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
33 EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
34 PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
35 PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
36 LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
37 NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
38 SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
39
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
40 */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
41
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
42 #ifndef _RANDMTZIG_H
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
43 #define _RANDMTZIG_H
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
44
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
45 #include "oct-types.h"
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
46
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
47 #define MT_N 624
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
48
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
49 #ifdef __cplusplus
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
50 extern "C" {
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
51 #endif
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
52
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
53 /* === Mersenne Twister === */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
54 extern void oct_init_by_int (uint32_t s);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
55 extern void oct_init_by_array (uint32_t init_key[], int key_length);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
56 extern void oct_init_by_entropy (void);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
57 extern void oct_set_state (uint32_t save[]);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
58 extern void oct_get_state (uint32_t save[]);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
59
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
60 /* === Array generators === */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
61 extern double oct_randu (void);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
62 extern double oct_randn (void);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
63 extern double oct_rande (void);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
64
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
65 /* === Array generators === */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
66 extern void oct_fill_randu (octave_idx_type n, double *p);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
67 extern void oct_fill_randn (octave_idx_type n, double *p);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
68 extern void oct_fill_rande (octave_idx_type n, double *p);
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
69
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
70 #ifdef __cplusplus
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
71 }
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
72 #endif
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
73 #endif
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
74
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
75 /*
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
76 ;;; Local Variables: ***
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
77 ;;; mode: C ***
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
78 ;;; End: ***
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
79 */
2cd0af543e7a [project @ 2006-04-06 08:15:49 by jwe]
jwe
parents:
diff changeset
80