gsl_cbrng.h (6994B)
1 /* 2 Copyright 2010-2011, D. E. Shaw Research. 3 All rights reserved. 4 5 Redistribution and use in source and binary forms, with or without 6 modification, are permitted provided that the following conditions are 7 met: 8 9 * Redistributions of source code must retain the above copyright 10 notice, this list of conditions, and the following disclaimer. 11 12 * Redistributions in binary form must reproduce the above copyright 13 notice, this list of conditions, and the following disclaimer in the 14 documentation and/or other materials provided with the distribution. 15 16 * Neither the name of D. E. Shaw Research nor the names of its 17 contributors may be used to endorse or promote products derived from 18 this software without specific prior written permission. 19 20 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 21 "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 22 LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 23 A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 24 OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 25 SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 26 LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 27 DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 28 THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 29 (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 30 OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 31 */ 32 #ifndef __r123_compat_gslrng_dot_h__ 33 #define __r123_compat_gslrng_dot_h__ 34 35 #include <gsl/gsl_rng.h> 36 #include <string.h> 37 38 /** 39 The macro: GSL_CBRNG(NAME, CBRNGNAME) 40 declares the necessary structs and constants that define a 41 gsl_rng_NAME type based on the counter-based RNG CBRNGNAME. For example: 42 43 Usage: 44 45 @code 46 #include <Random123/threefry.h> 47 #include <Random123/conventional/gsl_cbrng.h> // this file 48 GSL_CBRNG(cbrng, threefry4x32); // creates gsl_rng_cbrng 49 50 int main(int argc, char **argv){ 51 gsl_rng *r = gsl_rng_alloc(gsl_rng_cbrng); 52 ... use r as you would use any other gsl_rng ... 53 } 54 @endcode 55 56 It requires that NAME be the name of a CBRNG that follows the 57 naming and stylistic conventions of the Random123 library. 58 59 Note that wrapping a \ref CBRNG "counter-based PRNG" with a traditional API in 60 this way obscures much of the power of the CBRNG API. 61 Nevertheless, it may be of value to applications that are already 62 coded to work with GSL random number generators, and that wish 63 to use the RNGs in the Random123 library. 64 65 */ 66 67 #define GSL_CBRNG(NAME, CBRNGNAME) \ 68 const gsl_rng_type *gsl_rng_##NAME; \ 69 \ 70 typedef struct{ \ 71 CBRNGNAME##_ctr_t ctr; \ 72 CBRNGNAME##_ctr_t r; \ 73 CBRNGNAME##_key_t key; \ 74 int elem; \ 75 } NAME##_state; \ 76 \ 77 static unsigned long int NAME##_get(void *vstate){ \ 78 NAME##_state *st = (NAME##_state *)vstate; \ 79 const int N=sizeof(st->ctr.v)/sizeof(st->ctr.v[0]); \ 80 if( st->elem == 0 ){ \ 81 ++st->ctr.v[0]; \ 82 if( N>1 && st->ctr.v[0] == 0 ) ++st->ctr.v[1]; \ 83 if( N>2 && st->ctr.v[1] == 0 ) ++st->ctr.v[2]; \ 84 if( N>3 && st->ctr.v[2] == 0 ) ++st->ctr.v[3]; \ 85 st->r = CBRNGNAME(st->ctr, st->key); \ 86 st->elem = N; \ 87 } \ 88 return 0xffffffffUL & st->r.v[--st->elem]; \ 89 } \ 90 \ 91 static double \ 92 NAME##_get_double (void * vstate) \ 93 { \ 94 return NAME##_get (vstate)/4294967296.0; \ 95 } \ 96 \ 97 static void NAME##_set(void *vstate, unsigned long int s){ \ 98 NAME##_state *st = (NAME##_state *)vstate; \ 99 st->elem = 0; \ 100 /* Assume that key and ctr have an array member, v, \ 101 as if they are r123arrayNxW. If not, this will fail \ 102 to compile. In particular, this macro fails to compile \ 103 when the underlying CBRNG requires use of keyinit */ \ 104 memset(&st->ctr.v[0], 0, sizeof(st->ctr.v)); \ 105 memset(&st->key.v[0], 0, sizeof(st->key.v)); \ 106 /* GSL 1.15 documentation says this about gsl_rng_set: \ 107 Note that the most generators only accept 32-bit seeds, with higher \ 108 values being reduced modulo 2^32. For generators with smaller \ 109 ranges the maximum seed value will typically be lower. \ 110 so we won't jump through any hoops here to deal with \ 111 high bits if sizeof(unsigned long) > sizeof(uint32_t). */ \ 112 st->key.v[0] = s; \ 113 } \ 114 \ 115 static const gsl_rng_type NAME##_type = { \ 116 #NAME, \ 117 0xffffffffUL, \ 118 0, \ 119 sizeof(NAME##_state), \ 120 &NAME##_set, \ 121 &NAME##_get, \ 122 &NAME##_get_double \ 123 }; \ 124 \ 125 const gsl_rng_type *gsl_rng_##NAME = &NAME##_type 126 127 #endif 128