Mersenne Twister pseudorandom number generator

diff --git a/krand.c b/krand.c
new file mode 100644 (file)
index 0000000..09cb893
--- /dev/null
+++ b/krand.c
@@ -0,0 +1,75 @@
+/* 
+   64-bit Mersenne Twister pseudorandom number generator. Adapted from:
+
+     http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/C-LANG/mt19937-64.c
+
+   which was written by Takuji Nishimura and Makoto Matsumoto and released
+   under the 3-clause BSD license.
+*/
+
+#include <stdlib.h>
+#include "krand.h"
+
+#define KR_NN 312
+#define KR_MM 156
+#define KR_UM 0xFFFFFFFF80000000ULL /* Most significant 33 bits */
+#define KR_LM 0x7FFFFFFFULL /* Least significant 31 bits */
+
+struct _krand_t {
+       int mti;
+       krint64_t mt[KR_NN], mag01[2];
+};
+
+static void kr_srand0(krint64_t seed, krand_t *kr)
+{
+       kr->mag01[0] = 0; kr->mag01[1] = 0xB5026F5AA96619E9ULL;
+       kr->mt[0] = seed;
+       for (kr->mti = 1; kr->mti < KR_NN; ++kr->mti) 
+               kr->mt[kr->mti] = 6364136223846793005ULL * (kr->mt[kr->mti - 1] ^ (kr->mt[kr->mti - 1] >> 62)) + kr->mti;
+}
+
+krand_t *kr_srand(krint64_t seed)
+{
+       krand_t *kr;
+       kr = malloc(sizeof(krand_t));
+       kr_srand0(seed, kr);
+       return kr;
+}
+
+krint64_t kr_rand(krand_t *kr)
+{
+       krint64_t x;
+    if (kr->mti >= KR_NN) {
+               int i;
+               if (kr->mti == KR_NN + 1) kr_srand0(5489ULL, kr);
+        for (i = 0; i < KR_NN - KR_MM; ++i) {
+            x = (kr->mt[i] & KR_UM) | (kr->mt[i+1] & KR_LM);
+            kr->mt[i] = kr->mt[i + KR_MM] ^ (x>>1) ^ kr->mag01[(int)(x&1)];
+        }
+        for (; i < KR_NN - 1; ++i) {
+            x = (kr->mt[i] & KR_UM) | (kr->mt[i+1] & KR_LM);
+            kr->mt[i] = kr->mt[i + (KR_MM - KR_NN)] ^ (x>>1) ^ kr->mag01[(int)(x&1)];
+        }
+        x = (kr->mt[KR_NN - 1] & KR_UM) | (kr->mt[0] & KR_LM);
+        kr->mt[KR_NN - 1] = kr->mt[KR_MM - 1] ^ (x>>1) ^ kr->mag01[(int)(x&1)];
+        kr->mti = 0;
+    }
+    x = kr->mt[kr->mti++];
+    x ^= (x >> 29) & 0x5555555555555555ULL;
+    x ^= (x << 17) & 0x71D67FFFEDA60000ULL;
+    x ^= (x << 37) & 0xFFF7EEE000000000ULL;
+    x ^= (x >> 43);
+    return x;
+}
+
+#ifdef _KR_MAIN
+int main(int argc, char *argv[])
+{
+       long i, N = 200000000;
+       krand_t *kr;
+       if (argc > 1) N = atol(argv[1]);
+       kr = kr_srand(11);
+       for (i = 0; i < N; ++i) kr_rand(kr);
+       return 0;
+}
+#endif

diff --git a/krand.h b/krand.h
new file mode 100644 (file)
index 0000000..68df4bc
--- /dev/null
+++ b/krand.h
@@ -0,0 +1,24 @@
+#ifndef AC_KRAND_H
+#define AC_KRAND_H
+
+#include <stdint.h>
+
+typedef uint64_t krint64_t;
+
+struct _krand_t;
+typedef struct _krand_t krand_t;
+
+#define kr_drand(_kr) ((kr_rand(_kr) >> 11) * (1.0/9007199254740992.0))
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+krand_t *kr_srand(krint64_t seed);
+krint64_t kr_rand(krand_t *kr);
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif