prng.pm.in,v

Lin-Kernighan heuristic for the TSP and minimum weight perfect matching

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1.1
date	98.08.08.00.09.26;	author neto;	state Exp;
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desc
@Perl module for pseudo random number generators.
@


1.1
log
@Initial revision
@
text
@#! @@PERL@@ -w
# @@configure_input@@

# This is a Perl package providing a pseudo-random number generator.
#
# This file is in the public domain, and comes with no warranty.
# David Neto, November 21, 1997.
#
# TODO: encapsulate it as a Perl class so multiple generators may exist at
# once, so separate streams may be repeatable.

package PRNG;  # Use cap first name, so it's not a pragma.
require	Exporter;
@@ISA 	= qw(Exporter);
@@EXPORT	= qw(unif01 unif_range unif_int normal);

use strict;
require GB_flip; import GB_flip;

sub unif_int { 
	# Answer an integer from a uniformly distribution over 0,...,m-1
	my ($m)=shift; 
	return &gb_unif_rand($m);
}

sub unif01 { # Uniform sample over [0,1], to at least 53 bits precision.
	my ($a,$b,$quo);
	# Assert an ordering.
	$a = &unif_int(0x40000000);  # 30 bit random number
	$b = &unif_int(0x40000000);  # 30 bit random number
	$quo = (1<<30);
	$quo *= (1<<30);
	$quo -= 1;  # This likely has no effect, but theoretically forces 
		# the sampling interval to be closed at 1.
	return ($a*(1<<30) + $b)/$quo;
}

sub unif_range {
	# Answer a floating point number from a uniform distribution over [a,b]
	my($a)=shift;
	my($b)=shift;
	return $a+(($b-$a)*&unif01);
}

my($norm_saved)=0;
my($norm_have_saved)=0;
sub norm { # Answer a normally distributed floating point number
	# One argument, the standard deviation
	# See Knuth's TAOCP, vol 2, sec 3.4.1, algorithm P.
	my($stddev)=shift;
	my($v1,$v2,$s);
	if ( $norm_have_saved ) { 
		$norm_have_saved = 0; 
		return $norm_saved*$stddev; 
	} else {
		do { ($v1,$v2) = (2*&unif01-1,2*&unif01-1); 
			$s = $v1*$v1 + $v2*$v2;
		} while ( $s >= 1 );
		$norm_saved = $v2*sqrt(-2*log($s)/$s); 
		$norm_have_saved=1;
		return $v1*sqrt(-2*log($s)/$s)*$stddev;
	}
}


sub PRNG_self_test {
	# GB_flip will test istelf on startup...
	1;
}

&PRNG_self_test;
@