randmt.h

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#ifndef _RANDMT_H_
#define _RANDMT_H_

#ifndef M_PI

#define M_PI        3.14159265358979323846264338327950288419176939937510
#endif

typedef struct randmtstruct_t randmt_t;

extern randmt_t __randmt_global_generator;

/* Samplers using a specified generator */
randmt_t *new_randmt();

void free_randmt(randmt_t *generator);

void init_randmt_r(randmt_t *generator, unsigned long seed);

void init_randmt_auto_r(randmt_t *generator);

unsigned long rand_uint32_r(randmt_t *generator);

double rand_gamma_r(randmt_t *generator, double a, double b);

double rand_poisson_r(randmt_t *generator, double mu);

#define rand_unif_r(generator)  (                   \
    (((rand_uint32_r(generator) >> 5)*67108864.0    \
        + (rand_uint32_r(generator) >> 6))          \
        + 0.4999999999999998) / 9007199254740992.0)

#define rand_normal_r(generator)  (                 \
    sqrt(-2.0*log(rand_unif_r(generator)))          \
        * cos(2.0*M_PI*rand_unif_r(generator)))

#define rand_exp_r(generator, mu) (                 \
    -(mu)*log(rand_unif_r(generator)))

#define rand_geometric_r(generator, p) (            \
    floor(log(rand_unif_r(generator))/log(1 - p)) + 1)

/* Samplers using the global generator */
#define init_randmt(seed)     (init_randmt_r(&__randmt_global_generator, seed))

#define init_randmt_auto()    (init_randmt_auto_r(&__randmt_global_generator))

#define rand_uint32()       (rand_uint32_r(&__randmt_global_generator))

#define rand_unif()         (rand_unif_r(&__randmt_global_generator))

#define rand_normal()       (rand_normal_r(&__randmt_global_generator))

#define rand_exp(mu)        (rand_exp_r(&__randmt_global_generator, mu))

#define rand_gamma(a, b)    (rand_gamma_r(&__randmt_global_generator, a, b))

#define rand_poisson(mu)    (rand_poisson_r(&__randmt_global_generator, mu))

#define rand_geometric(p)   (rand_geometric_r(&__randmt_global_generator, p))

#endif /* _RANDMT_H_ */