Cedric Roux
56c66c09aa
Pre-ci test passed git-svn-id: http://svn.eurecom.fr/openair4G/trunk@4000 818b1a75-f10b-46b9-bf7c-635c3b92a50f
105 lines
2.2 KiB
C
105 lines
2.2 KiB
C
#ifdef USER_MODE
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#include <stdio.h>
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#include <stdlib.h>
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#include <math.h>
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#include <time.h>
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#endif
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#include "defs.h"
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static unsigned int seed, iy, ir[98];
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/*
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@defgroup _uniformdouble
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@ingroup numerical Uniform linear congruential random number generator.
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*/
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/*!\brief Initialization routine for Uniform/Gaussian random number generators. */
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#define a 1664525lu
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#define mod 4294967296.0 /* is 2**32 */
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void randominit(unsigned seed_init)
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{
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int i;
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// this need to be integrated with the existing rng, like taus: navid
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msg("Initializing random number generator, seed %x\n",seed_init);
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if (seed_init == 0) {
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srand((unsigned)time(NULL));
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seed = (unsigned int) rand();
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}
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else {
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seed = seed_init;
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}
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if (seed % 2 == 0) seed += 1; /* seed and mod are relative prime */
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for (i=1; i<=97; i++)
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{
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seed = a*seed; /* mod 2**32 */
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ir[i]= seed; /* initialize the shuffle table */
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}
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iy=1;
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}
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/*!\brief Uniform linear congruential random number generator on \f$[0,1)\f$. Returns a double-precision floating-point number.*/
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double uniformrandom(void)
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{
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#define a 1664525lu
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#define mod 4294967296.0 /* is 2**32 */
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int j;
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j=1 + 97.0*iy/mod;
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iy=ir[j];
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seed = a*seed; /* mod 2**32 */
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ir[j] = seed;
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return( (double) iy/mod );
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}
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/*
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@defgroup _gaussdouble Gaussian random number generator based on modified Box-Muller transformation.
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@ingroup numerical
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*/
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/*!\brief Gaussian random number generator based on modified Box-Muller transformation.Returns a double-precision floating-point number. */
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double gaussdouble(double mean, double variance)
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{
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static int iset=0;
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static double gset;
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double fac,r,v1,v2;
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if (iset == 0){
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do{
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v1 = 2.0*uniformrandom()-1.0;
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v2 = 2.0*uniformrandom()-1.0;
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r = v1*v1+v2*v2;
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} while (r >= 1.0);
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fac = sqrt(-2.0*log(r)/r);
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gset= v1*fac;
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iset=1;
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return(sqrt(variance)*v2*fac + mean);
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} else {
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iset=0;
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return(sqrt(variance)*gset + mean);
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}
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}
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#ifdef MAIN
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main(int argc,char **argv) {
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int i;
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randominit();
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for (i=0;i<10;i++) {
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printf("%f\n",gaussdouble(0.0,1.0));
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}
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}
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#endif
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