Mersenne Twister MT19937 pseudorandom number generator. More...
#include <stdio.h>#include <stdlib.h>#include <limits.h>#include <math.h>#include <time.h>#include "randmt.h"Go to the source code of this file.
Data Structures | |
| struct | randmtstruct_t |
| An MT19937 pseudo-random number generator. More... | |
Macros | |
| #define | M_LOGSQRT2PI 0.9189385332046727417803297 |
The constant  . | |
| #define | MT_N 624 |
| #define | MT_M 397 |
| #define | MT_MATRIX_A 0x9908B0DFUL |
| #define | MT_UPPER_MASK 0x80000000UL |
| #define | MT_LOWER_MASK 0x7FFFFFFFUL |
Typedefs | |
| typedef struct randmtstruct_t | randmttype_t |
| An MT19937 pseudo-random number generator. | |
Functions | |
| randmt_t * | new_randmt (void) |
| Create a new randmt_t. More... | |
| void | free_randmt (randmt_t *generator) |
| Free a randmt_t. More... | |
| void | init_randmt_r (randmt_t *generator, unsigned long seed) |
| Initialize randmt_t with a seed. More... | |
| void | init_randmt_auto_r (randmt_t *generator) |
| Initialize generator with the current time and memory address. More... | |
| unsigned long | rand_uint32_r (randmt_t *generator) |
| Generate a random 32-bit unsigned integer (reentrant) More... | |
| double | rand_gamma_r (randmt_t *generator, double a, double b) |
| Generate a Gamma-distributed number (reentrant) More... | |
| static double | logfactorial (double n) |
| double | rand_poisson_r (randmt_t *generator, double mu) |
| Generate a Poisson-distributed number (reentrant) More... | |
Variables | |
| randmt_t | __randmt_global_generator = {{0}, MT_N + 1} |
| Global randmt_t, used with the global versions of the functions. | |
Detailed Description
Mersenne Twister MT19937 pseudorandom number generator.
- Warning
- Do NOT use for cryptographic purposes. Read Internet RFC4086, http://tools.ietf.org/html/rfc4086.
- History
- This code uses the Mersenne Twister MT19937 code by Makoto Matsumoto and Takuji Nishimura (2002/1/26), the original is available at http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
- Seiji Nishimura (2008) wrote a reentrant modification of MT19937, where a generator struct is passed to the pseudorandom sampler functions, http://www.k3.dion.ne.jp/~sn1976/site/Software.html
- Nicolas Limare wrote a version with Doxygen documentation, simpler interface, and automatic initialization using the time, http://dev.ipol.im/git/?p=nil/mt.git;a=summary
- Pascal Getreuer added samplers for normal, exponential, Gamma, geometric, and Poisson distributions and test program with Kolmogorov- Smirnov and chi-squared testing.
Copyright (C) 1997-2002, Makoto Matsumoto and Takuji Nishimura
Copyright (C) 2008, Seiji Nishimura seiji1976@gmail.com
Copyright (C) 2010-2011 Nicolas Limare nicolas.limare@cmla.ens-cachan.fr
Copyright (C) 2011, Pascal Getreuer getreuer@gmail.com
All rights reserved.
Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
- Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
- Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
- The names of its contributors may not be used to endorse or promote products derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
Definition in file randmt.c.
