com.c

一个很好用的常用数学分布实现代码集合

#include "ranlib.h"
#include <stdio.h>
#include <stdlib.h>
void advnst(long k)
/*
**********************************************************************
     void advnst(long k)
               ADV-a-N-ce ST-ate
     Advances the state  of  the current  generator  by 2^K values  and
     resets the initial seed to that value.
     This is  a  transcription from   Pascal to  Fortran    of  routine
     Advance_State from the paper
     L'Ecuyer, P. and  Cote, S. "Implementing  a  Random Number Package
     with  Splitting   Facilities."  ACM  Transactions  on Mathematical
     Software, 17:98-111 (1991)
                              Arguments
     k -> The generator is advanced by2^K values
**********************************************************************
*/
{
#define numg 32L
extern void gsrgs(long getset,long *qvalue);
extern void gscgn(long getset,long *g);
extern long Xm1,Xm2,Xa1,Xa2,Xcg1[],Xcg2[];
static long g,i,ib1,ib2;
static long qrgnin;
/*
     Abort unless random number generator initialized
*/
    gsrgs(0L,&qrgnin);
    if(qrgnin) goto S10;
    fputs(" ADVNST called before random generator initialized - ABORT",stderr);
    exit(1);
S10:
    gscgn(0L,&g);
    ib1 = Xa1;
    ib2 = Xa2;
    for(i=1; i<=k; i++) {
        ib1 = mltmod(ib1,ib1,Xm1);
        ib2 = mltmod(ib2,ib2,Xm2);
    }
    setsd(mltmod(ib1,*(Xcg1+g-1),Xm1),mltmod(ib2,*(Xcg2+g-1),Xm2));
/*
     NOW, IB1 = A1**K AND IB2 = A2**K
*/
#undef numg
}
void getsd(long *iseed1,long *iseed2)
/*
**********************************************************************
     void getsd(long *iseed1,long *iseed2)
               GET SeeD
     Returns the value of two integer seeds of the current generator
     This  is   a  transcription from  Pascal   to  Fortran  of routine
     Get_State from the paper
     L'Ecuyer, P. and  Cote,  S. "Implementing a Random Number  Package
     with   Splitting Facilities."  ACM  Transactions   on Mathematical
     Software, 17:98-111 (1991)
                              Arguments
     iseed1 <- First integer seed of generator G
     iseed2 <- Second integer seed of generator G
**********************************************************************
*/
{
#define numg 32L
extern void gsrgs(long getset,long *qvalue);
extern void gscgn(long getset,long *g);
extern long Xcg1[],Xcg2[];
static long g;
static long qrgnin;
/*
     Abort unless random number generator initialized
*/
    gsrgs(0L,&qrgnin);
    if(qrgnin) goto S10;
    fprintf(stderr,"%s\n",
      " GETSD called before random number generator  initialized -- abort!");
    exit(0);
S10:
    gscgn(0L,&g);
    *iseed1 = *(Xcg1+g-1);
    *iseed2 = *(Xcg2+g-1);
#undef numg
}
long ignlgi(void)
/*
**********************************************************************
     long ignlgi(void)
               GeNerate LarGe Integer
     Returns a random integer following a uniform distribution over
     (1, 2147483562) using the current generator.
     This is a transcription from Pascal to Fortran of routine
     Random from the paper
     L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package
     with Splitting Facilities." ACM Transactions on Mathematical
     Software, 17:98-111 (1991)
**********************************************************************
*/
{
#define numg 32L
extern void gsrgs(long getset,long *qvalue);
extern void gssst(long getset,long *qset);
extern void gscgn(long getset,long *g);
extern void inrgcm(void);
extern long Xm1,Xm2,Xa1,Xa2,Xcg1[],Xcg2[];
extern long Xqanti[];
static long ignlgi,curntg,k,s1,s2,z;
static long qqssd,qrgnin;
/*
     IF THE RANDOM NUMBER PACKAGE HAS NOT BEEN INITIALIZED YET, DO SO.
     IT CAN BE INITIALIZED IN ONE OF TWO WAYS : 1) THE FIRST CALL TO
     THIS ROUTINE  2) A CALL TO SETALL.
*/
    gsrgs(0L,&qrgnin);
    if(!qrgnin) inrgcm();
    gssst(0,&qqssd);
    if(!qqssd) setall(1234567890L,123456789L);
/*
     Get Current Generator
*/
    gscgn(0L,&curntg);
    s1 = *(Xcg1+curntg-1);
    s2 = *(Xcg2+curntg-1);
    k = s1/53668L;
    s1 = Xa1*(s1-k*53668L)-k*12211;
    if(s1 < 0) s1 += Xm1;
    k = s2/52774L;
    s2 = Xa2*(s2-k*52774L)-k*3791;
    if(s2 < 0) s2 += Xm2;
    *(Xcg1+curntg-1) = s1;
    *(Xcg2+curntg-1) = s2;
    z = s1-s2;
    if(z < 1) z += (Xm1-1);
    if(*(Xqanti+curntg-1)) z = Xm1-z;
    ignlgi = z;
    return ignlgi;
#undef numg
}
void initgn(long isdtyp)
/*
**********************************************************************
     void initgn(long isdtyp)
          INIT-ialize current G-e-N-erator
     Reinitializes the state of the current generator
     This is a transcription from Pascal to Fortran of routine
     Init_Generator from the paper
     L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package
     with Splitting Facilities." ACM Transactions on Mathematical
     Software, 17:98-111 (1991)
                              Arguments
     isdtyp -> The state to which the generator is to be set
          isdtyp = -1  => sets the seeds to their initial value
          isdtyp =  0  => sets the seeds to the first value of
                          the current block
          isdtyp =  1  => sets the seeds to the first value of
                          the next block
**********************************************************************
*/
{
#define numg 32L
extern void gsrgs(long getset,long *qvalue);
extern void gscgn(long getset,long *g);
extern long Xm1,Xm2,Xa1w,Xa2w,Xig1[],Xig2[],Xlg1[],Xlg2[],Xcg1[],Xcg2[];
static long g;
static long qrgnin;
/*
     Abort unless random number generator initialized
*/
    gsrgs(0L,&qrgnin);
    if(qrgnin) goto S10;
    fprintf(stderr,"%s\n",
      " INITGN called before random number generator  initialized -- abort!");
    exit(1);
S10:
    gscgn(0L,&g);
    if(-1 != isdtyp) goto S20;
    *(Xlg1+g-1) = *(Xig1+g-1);
    *(Xlg2+g-1) = *(Xig2+g-1);
    goto S50;
S20:
    if(0 != isdtyp) goto S30;
    goto S50;
S30:
/*
     do nothing
*/
    if(1 != isdtyp) goto S40;
    *(Xlg1+g-1) = mltmod(Xa1w,*(Xlg1+g-1),Xm1);
    *(Xlg2+g-1) = mltmod(Xa2w,*(Xlg2+g-1),Xm2);
    goto S50;
S40:
    fprintf(stderr,"%s\n","isdtyp not in range in INITGN");
    exit(1);
S50:
    *(Xcg1+g-1) = *(Xlg1+g-1);
    *(Xcg2+g-1) = *(Xlg2+g-1);
#undef numg
}
void inrgcm(void)
/*
**********************************************************************
     void inrgcm(void)
          INitialize Random number Generator CoMmon
                              Function
     Initializes common area  for random number  generator.  This saves
     the  nuisance  of  a  BLOCK DATA  routine  and the  difficulty  of
     assuring that the routine is loaded with the other routines.
**********************************************************************
*/
{
#define numg 32L
extern void gsrgs(long getset,long *qvalue);
extern long Xm1,Xm2,Xa1,Xa2,Xa1w,Xa2w,Xa1vw,Xa2vw;
extern long Xqanti[];
static long T1;
static long i;
/*
     V=20;                            W=30;
     A1W = MOD(A1**(2**W),M1)         A2W = MOD(A2**(2**W),M2)
     A1VW = MOD(A1**(2**(V+W)),M1)    A2VW = MOD(A2**(2**(V+W)),M2)
   If V or W is changed A1W, A2W, A1VW, and A2VW need to be recomputed.
    An efficient way to precompute a**(2*j) MOD m is to start with
    a and square it j times modulo m using the function MLTMOD.
*/
    Xm1 = 2147483563L;
    Xm2 = 2147483399L;
    Xa1 = 40014L;
    Xa2 = 40692L;
    Xa1w = 1033780774L;
    Xa2w = 1494757890L;
    Xa1vw = 2082007225L;
    Xa2vw = 784306273L;
    for(i=0; i<numg; i++) *(Xqanti+i) = 0;
    T1 = 1;
/*
     Tell the world that common has been initialized
*/
    gsrgs(1L,&T1);
#undef numg
}
void setall(long iseed1,long iseed2)
/*
**********************************************************************
     void setall(long iseed1,long iseed2)
               SET ALL random number generators
     Sets the initial seed of generator 1 to ISEED1 and ISEED2. The
     initial seeds of the other generators are set accordingly, and
     all generators states are set to these seeds.
     This is a transcription from Pascal to Fortran of routine
     Set_Initial_Seed from the paper
     L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package
     with Splitting Facilities." ACM Transactions on Mathematical
     Software, 17:98-111 (1991)
                              Arguments
     iseed1 -> First of two integer seeds
     iseed2 -> Second of two integer seeds
**********************************************************************
*/
{
#define numg 32L
extern void gsrgs(long getset,long *qvalue);
extern void gssst(long getset,long *qset);
extern void gscgn(long getset,long *g);
extern long Xm1,Xm2,Xa1vw,Xa2vw,Xig1[],Xig2[];
static long T1;
static long g,ocgn;
static long qrgnin;
    T1 = 1;
/*
     TELL IGNLGI, THE ACTUAL NUMBER GENERATOR, THAT THIS ROUTINE
      HAS BEEN CALLED.
*/
    gssst(1,&T1);
    gscgn(0L,&ocgn);
/*
     Initialize Common Block if Necessary
*/
    gsrgs(0L,&qrgnin);
    if(!qrgnin) inrgcm();
    *Xig1 = iseed1;
    *Xig2 = iseed2;
    initgn(-1L);
    for(g=2; g<=numg; g++) {
        *(Xig1+g-1) = mltmod(Xa1vw,*(Xig1+g-2),Xm1);
        *(Xig2+g-1) = mltmod(Xa2vw,*(Xig2+g-2),Xm2);
        gscgn(1L,&g);
        initgn(-1L);
    }
    gscgn(1L,&ocgn);
#undef numg
}
void setant(long qvalue)
/*
**********************************************************************
     void setant(long qvalue)
               SET ANTithetic
     Sets whether the current generator produces antithetic values.  If
     X   is  the value  normally returned  from  a uniform [0,1] random
     number generator then 1  - X is the antithetic  value. If X is the
     value  normally  returned  from a   uniform  [0,N]  random  number
     generator then N - 1 - X is the antithetic value.
     All generators are initialized to NOT generate antithetic values.
     This is a transcription from Pascal to Fortran of routine
     Set_Antithetic from the paper
     L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package
     with Splitting Facilities." ACM Transactions on Mathematical
     Software, 17:98-111 (1991)
                              Arguments
     qvalue -> nonzero if generator G is to generating antithetic
                    values, otherwise zero
**********************************************************************
*/
{
#define numg 32L
extern void gsrgs(long getset,long *qvalue);
extern void gscgn(long getset,long *g);
extern long Xqanti[];
static long g;
static long qrgnin;
/*
     Abort unless random number generator initialized
*/
    gsrgs(0L,&qrgnin);
    if(qrgnin) goto S10;
    fprintf(stderr,"%s\n",
      " SETANT called before random number generator  initialized -- abort!");
    exit(1);
S10:
    gscgn(0L,&g);
    Xqanti[g-1] = qvalue;
#undef numg
}
void setsd(long iseed1,long iseed2)
/*
**********************************************************************
     void setsd(long iseed1,long iseed2)
               SET S-ee-D of current generator
     Resets the initial  seed of  the current  generator to  ISEED1 and
     ISEED2. The seeds of the other generators remain unchanged.
     This is a transcription from Pascal to Fortran of routine
     Set_Seed from the paper
     L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package
     with Splitting Facilities." ACM Transactions on Mathematical
     Software, 17:98-111 (1991)
                              Arguments
     iseed1 -> First integer seed
     iseed2 -> Second integer seed
**********************************************************************
*/
{
#define numg 32L
extern void gsrgs(long getset,long *qvalue);
extern void gscgn(long getset,long *g);
extern long Xig1[],Xig2[];
static long g;
static long qrgnin;
/*
     Abort unless random number generator initialized
*/
    gsrgs(0L,&qrgnin);
    if(qrgnin) goto S10;
    fprintf(stderr,"%s\n",
      " SETSD called before random number generator  initialized -- abort!");
    exit(1);
S10:
    gscgn(0L,&g);
    *(Xig1+g-1) = iseed1;
    *(Xig2+g-1) = iseed2;
    initgn(-1L);
#undef numg
}
long Xm1,Xm2,Xa1,Xa2,Xcg1[32],Xcg2[32],Xa1w,Xa2w,Xig1[32],Xig2[32],Xlg1[32],
    Xlg2[32],Xa1vw,Xa2vw;
long Xqanti[32];