random.cc

PostsBayesian Optimization Algorithm with Decision Graphs in C++,

// ################################################################################
//
// name:          random.cc
//
// author:        Martin Pelikan
//
// purpose:       random number generator related functions (random generator is 
//                based on the code by Fernando Lobo, Prime Modulus Multiplicative 
//                Linear Congruential Generator (PMMLCG)
//
// last modified: February 1999
//
// ################################################################################

#include <stdio.h>

#include "random.h"

#define M 2147483647     // modulus of PMMLCG (the default is 2147483647 = 2^31 - 1)
#define A 16807          // the default is 16807

static long Q = M/A;     // M / A 
static long R = M%A;     // M mod A
static long seed;        // a number between 1 and m-1

// ================================================================================
//
// name:          drand
//
// function:      returns a floating-point random number generated according to
//                uniform distribution from [0,1)
//
// parameters:    (none)
//
// returns:       (double) resulting random number
//
// ================================================================================

double drand()
{
  long lo,hi,test;
  
  hi   = seed / Q;
  lo   = seed % Q;
  test = A*lo - R*hi;
  
  if (test>0)
    seed = test;
  else
    seed = test+M;

  return double(seed)/M;
};

// ================================================================================
//
// name:          setSeed
//
// function:      sets the random seed
//
// parameters:    seed.........a new random seed
//
// returns:       (long) the result of the operation
//
// ================================================================================

long  setSeed(long newSeed)
{
  // set the seed and return the result of the operation
  
  return (seed = newSeed);
};