gaussdev.c File Reference

Functions for creating random numbers. More...

#include "tpcclibConfig.h"
#include <stdio.h>
#include <stdlib.h>
#include <unistd.h>
#include <math.h>
#include <sys/time.h>
#include <time.h>
#include <string.h>
#include "tpcextensions.h"
#include "tpcrand.h"

Go to the source code of this file.

Functions
unsigned int	drandSeed (short int seed)
	Make and optionally set the seed for rand(), drand, drandRange, and drandGaussian().
double	drand ()
int	drandRange (unsigned int nr, double *d, double low, double up, int type)
double	drandGaussian ()
	Get pseudo-random number with normal (Gaussian) distribution with mean 0 and SD 1.
double	drandExponential (double mean)
	Get pseudo-random number with exponential distribution.

Detailed Description

Functions for creating random numbers.

Definition in file gaussdev.c.

Function Documentation

drand()

double drand

(

)

Alternative function to rand() which returns a double precision floating point number in the range of [0,1] with uniform distribution.

Precondition

Uses rand(), therefore set seed for a new series of pseudo-random numbers; to produce truly random numbers (not just pseudo-random), do srand(time(0)) before calling this function. If no seed is set, then value 1 is used as default seed by rand().

See also

mertwiRandomDouble1, drandRange, drandSeed

Author

Vesa Oikonen

Returns

Random double value in the range [0,1].

Definition at line 66 of file gaussdev.c.

{
  double d, s;
  s=1.0/(1.0+RAND_MAX);
  do {
    d = ( ( s*rand() + rand() )*s + rand() ) * s;
  } while(d>=1.0);
  return d;
}

Referenced by drandExponential(), drandGaussian(), drandRange(), nloptPowellBrent(), and nloptRandomPoint().

drandExponential()

double drandExponential

(

double

mean

)

Get pseudo-random number with exponential distribution.

Precondition

Set seed for a new series of pseudo-random numbers; to produce truly random numbers (not just pseudo-random), do srand(time(0)) before calling this function. If no seed is set, then value 1 is used as default seed by rand().

See also

mertwiRandomExponential, drandRange, drandSeed

Returns

Returns the random non-negative double value with exponential distribution and given mean.

Parameters

mean	Mean of the exponential distribution.

Definition at line 178 of file gaussdev.c.

  {
  double r;
  do {
    r=drand(); 
  } while(r==0.0);
  return(-mean*log(r)); 
}

Referenced by nloptIATGO().

drandGaussian()

double drandGaussian

(

)

Get pseudo-random number with normal (Gaussian) distribution with mean 0 and SD 1.

Applies the polar form of Box-Müller transform to produce pseudo-random numbers with Gaussian (normal) distribution which has a zero mean and standard deviation of one.

Box GEP, Muller ME. A note on the generation of random normal deviates. Annals of Mathematical Statistics, Volume 29, Issue 2, 1958, 610-611. Available from JSTOR https://www.jstor.org/

Precondition

Set seed for a new series of pseudo-random numbers; to produce truly random numbers (not just pseudo-random), do srand(time(0)) before calling this function. If no seed is set, then value 1 is used as default seed by rand().

See also

mertwiRandomGaussian, drandRange, drandSeed

Returns

Returns the pseudo-random double value with normal distribution with zero mean and standard deviation 1.

Definition at line 144 of file gaussdev.c.

{
  static int ready=0;
  static double dev;
  double fac, rsq, a, b;
 
  /* If we don't have deviate already, then we'll have to make one */
  if(!ready) {
    do {
      a = 2.*drand() - 1.0; 
      b = 2.*drand() - 1.0; 
      rsq = a*a + b*b; 
    } while (rsq>1.0 || rsq==0.0);
   
    fac = sqrt(-2.0*log(rsq)/rsq);
    dev=a*fac; ready=1; 
    return(b*fac); 
  } else { /* dev is ready so return it */
    ready=0;
    return(dev);
  }
}

Referenced by nloptGaussianPoint().

drandRange()

int drandRange	(	unsigned int	nr,
		double *	d,
		double	low,
		double	up,
		int	type )

Fill the given double array with random numbers with uniform distribution between the specified limits.

With uniform distribution, the SD=(up-low)/sqrt(12), and CV=(up-low)/(sqrt(3)*(low+up)).

Precondition

Set seed for a new series of pseudo-random numbers; to produce truly random numbers (not just pseudo-random), do srand(time(0)) before calling this function. If no seed is set, then value 1 is used as default seed by rand().

See also

mertwiRandomBetween, drand, drandSeed

Author

Vesa Oikonen

Returns

0 when successful, otherwise <> 0.

Parameters

nr	Nr of values in double array.
d	Pointer to pre-allocated double array.
low	Lower limit for random values.
up	Upper limit for random values.
type	Distribution: 0=even, 1=square-root transformation.

Definition at line 90 of file gaussdev.c.

  {
  unsigned int i;
  double dif, v, stl, stu;
 
  if(nr<1) return 0;
  if(d==NULL || type<0 || type>1) return 1;
 
  dif=up-low; if(dif<0.0) return 2;
  if(dif==0.0) {
    for(i=0; i<nr; i++) d[i]=low;
    return 0;
  }
 
  if(type==0) {
    for(i=0; i<nr; i++) d[i] = drand()*dif + low;
  } else if(type==1) {
    stl=copysign(sqrt(fabs(low)),low); if(!isnormal(stl)) stl=0.0;
    stu=copysign(sqrt(fabs(up)), up); if(!isnormal(stu)) stu=0.0;
    dif=stu-stl;
    for(i=0; i<nr; i++) {v=drand()*dif+stl; d[i]=copysign(v*v, v);}
  }
 
  return 0;
}

drandSeed()

unsigned int drandSeed

(

short int

seed

)

Make and optionally set the seed for rand(), drand, drandRange, and drandGaussian().

Uses microseconds from the computer clock and process ID to reduce the chance of getting the same seed for simultaneously executing program threads and instances.

See also

mertwiSeed64

Returns

Returns the seed for srand().

Parameters

seed	Also sets seed with srand (1) or not (0).

Definition at line 27 of file gaussdev.c.

  {
  unsigned int li;
#if defined HAVE_TIMESPEC_GET
  struct timespec ts;
  timespec_get(&ts, TIME_UTC);
  //li=(unsigned int)ts.tv_sec+(unsigned int)ts.tv_nsec+(unsigned int)getpid();
  li=((ts.tv_sec % 10000)*523 ^ ts.tv_nsec*10) ^ ((getpid() % 1000)*983);
#elif defined HAVE_CLOCK_GETTIME
  struct timespec ts;
  clock_gettime(CLOCK_REALTIME, &ts);
  //li=(unsigned int)ts.tv_sec+(unsigned int)ts.tv_nsec+(unsigned int)getpid();
  li=((ts.tv_sec % 10000)*523 ^ ts.tv_nsec*10) ^ ((getpid() % 1000)*983);
#elif defined HAVE_GETTIMEOFDAY
  struct timeval tv;
  gettimeofday(&tv, 0);
  li=((tv.tv_sec % 10000)*523 ^ tv.tv_usec*13) ^ ((getpid() % 1000)*983);
#else
  li=(unsigned int)time(NULL)+(unsigned int)getpid();
#endif
  li+=(unsigned int)rand();
  if(seed) srand(li);
  return(li);
}