rng.c File Reference

Handles all the random number logic. More...

#include "rng.h"
#include "log.h"

Go to the source code of this file.

Macros
#define	LOW   0.02425
#define	HIGH   0.97575

Functions
static uint32_t	rng_timeEntropy (void)
	Uses time as a source of entropy.
static void	mt_initArray (uint32_t seed)
	Generates the initial mersenne twister based on seed.
static void	mt_genArray (void)
	Generates a new set of random numbers for the mersenne twister.
static uint32_t	mt_getInt (void)
	Gets the next int.
void	rng_init (void)
	Initializes the random subsystem.
unsigned int	randint (void)
	Gets a random integer.
double	randfp (void)
	Gets a random float between 0 and 1 (inclusive).
double	Normal (double x)
	Calculates the Normal distribution.
double	NormalInverse (double p)
	Calculates the inverse of the normal.

Variables
static uint32_t	MT [624]
static uint32_t	mt_y
static int	mt_pos = 0
static double	m_div = (double)(0xFFFFFFFF)
static const double	a []
static const double	b []
static const double	c []
static const double	d []

Detailed Description

Handles all the random number logic.

Random numbers are currently generated using the mersenne twister.

Definition in file rng.c.

Macro Definition Documentation

HIGH

#define HIGH   0.97575

High area threshold.

Definition at line 281 of file rng.c.

LOW

#define LOW   0.02425

Low area threshold.

Definition at line 280 of file rng.c.

Function Documentation

mt_genArray()

static void mt_genArray ( void )

static

Generates a new set of random numbers for the mersenne twister.

Definition at line 127 of file rng.c.

mt_getInt()

static uint32_t mt_getInt ( void )

static

Gets the next int.

Returns

A random 4 byte number.

Definition at line 146 of file rng.c.

mt_initArray()

static void mt_initArray ( uint32_t seed )

static

Generates the initial mersenne twister based on seed.

Definition at line 114 of file rng.c.

Normal()

double Normal

(

double

x

)

Calculates the Normal distribution.

Calculates N(x) where N is the normal distribution.

Approximates to a power series:

N(x) = 1 - n(x)*(b1*t + b2*t^2 + b3*t^3 + b4*t^4 + b5*t^5) + Err where t = 1 / (1 + 0.2316419*x)

Maximum absolute error is 7.5e^-8.

Parameters

x	Value to calculate the normal of.

Returns

The value of the Normal.

Definition at line 203 of file rng.c.

NormalInverse()

double NormalInverse

(

double

p

)

Calculates the inverse of the normal.

Lower tail quantile for standard normal distribution function.

This function returns an approximation of the inverse cumulative standard normal distribution function. I.e., given P, it returns an approximation to the X satisfying P = Pr{Z <= X} where Z is a random variable from the standard normal distribution.

The algorithm uses a minimax approximation by rational functions and the result has a relative error whose absolute value is less than 1.15e-9.

Author: Peter J. Acklam Time-stamp: 2002-06-09 18:45:44 +0200 E-mail: jackl.nosp@m.am@m.nosp@m.ath.u.nosp@m.io.n.nosp@m.o WWW URL: http://www.math.uio.no/~jacklam

C implementation adapted from Peter's Perl version.

Original algorithm from http://home.online.no/~pjacklam/notes/invnorm/ .

Definition at line 282 of file rng.c.

randfp()

double randfp

(

void

)

Gets a random float between 0 and 1 (inclusive).

Returns

A random float between 0 and 1 (inclusive).

Definition at line 180 of file rng.c.

randint()

unsigned int randint

(

void

)

Gets a random integer.

Returns

A random integer.

Definition at line 167 of file rng.c.

rng_init()

void rng_init

(

void

)

Initializes the random subsystem.

Definition at line 56 of file rng.c.

rng_timeEntropy()

static uint32_t rng_timeEntropy ( void )

static

Uses time as a source of entropy.

Returns

A 4 byte entropy seed.

Definition at line 92 of file rng.c.

Variable Documentation

a

const double a[]

static

Initial value:

=
{
   -3.969683028665376e+01,
    2.209460984245205e+02,
   -2.759285104469687e+02,
    1.383577518672690e+02,
   -3.066479806614716e+01,
    2.506628277459239e+00
}

Inverse normal coefficients.

Definition at line 247 of file rng.c.

b

const double b[]

static

Initial value:

=
{
   -5.447609879822406e+01,
    1.615858368580409e+02,
   -1.556989798598866e+02,
    6.680131188771972e+01,
   -1.328068155288572e+01
}

Inverse normal coefficients.

Definition at line 256 of file rng.c.

c

const double c[]

static

Initial value:

=
{
   -7.784894002430293e-03,
   -3.223964580411365e-01,
   -2.400758277161838e+00,
   -2.549732539343734e+00,
    4.374664141464968e+00,
    2.938163982698783e+00
}

Inverse normal coefficients.

Definition at line 264 of file rng.c.

d

const double d[]

static

Initial value:

=
{
    7.784695709041462e-03,
    3.224671290700398e-01,
    2.445134137142996e+00,
    3.754408661907416e+00
}

Inverse normal coefficients.

Definition at line 273 of file rng.c.

m_div

double m_div = (double)(0xFFFFFFFF)

static

Number to divide by.

Definition at line 179 of file rng.c.

MT

uint32_t MT[624]

static

Mersenne twister state.

Definition at line 38 of file rng.c.

mt_pos

int mt_pos = 0

static

Current number being used.

Definition at line 40 of file rng.c.

mt_y

uint32_t mt_y

static

Internal mersenne twister variable.

Definition at line 39 of file rng.c.