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Noté. / 5. Basé sur avis des utilisateurs
Appendix A8 Random Number Generators 159
static unsigned int s_uiSeed2GM = GM_INIT_2;
#define GM_MUL1 36969
#define GM_MUL2 18000
double DRanGM(void)
{ /* 1/2^32=2.3283064370808e-010 */
static double dMinv = 2.32830643708e-010;
s_uiSeed1GM = GM_MUL1 * (s_uiSeed1GM & 0xFFFF) + (s_uiSeed1GM >> 16);
s_uiSeed2GM = GM_MUL2 * (s_uiSeed2GM & 0xFFFF) + (s_uiSeed2GM >> 16);
return ((s_uiSeed1GM << 16) + (s_uiSeed2GM & 0xFFFF)) * dMinv;
}
A8.3 L’Ecuyer’s generator
Code for this random number generator is published in figure 1 of L’Ecuyer (1999). It
is a linear shift register (or Tausworthe) generator with period of ≈ 2
113
. The C code
used in Ox is slightly rewritten from the original as:
#define LFSR_B(s, a1, a2) (((s << a1) ^ s) >> a2)
#define LFSR_S(s, a1, a2, b) (((s & a1) << a2) ^ b)
#define LELFSR_INIT1 ( 1+ 111)
#define LELFSR_INIT2 ( 7+ 1111)
#define LELFSR_INIT3 ( 15+ 11111)
#define LELFSR_INIT4 (127+111111)
static unsigned int s_uiSeed1LE = LELFSR_INIT1;
static unsigned int s_uiSeed2LE = LELFSR_INIT2;
static unsigned int s_uiSeed3LE = LELFSR_INIT3;
static unsigned int s_uiSeed4LE = LELFSR_INIT4;
static double JDCALL DRanLE_lfsr(void)
{ /* 1.0 / 4294967296 */
static double factor = 2.3283064365387e-010;
unsigned int b;
b = LFSR_B(s_uiSeed1LE, 6,13);
s_uiSeed1LE = LFSR_S(s_uiSeed1LE,4294967294,18,b);
b = LFSR_B(s_uiSeed2LE, 2,27);
s_uiSeed2LE = LFSR_S(s_uiSeed2LE,4294967288, 2,b);
b = LFSR_B(s_uiSeed3LE,13,21);
s_uiSeed3LE = LFSR_S(s_uiSeed3LE,4294967280, 7,b);
b = LFSR_B(s_uiSeed4LE, 3,12);
s_uiSeed4LE = LFSR_S(s_uiSeed4LE,4294967168,13,b);
return (s_uiSeed1LE ^ s_uiSeed2LE ^ s_uiSeed3LE ^ s_uiSeed4LE) * factor;
}
The four seeds need to satisfy (> 1,> 7,> 15,> 127) respectively. The actual
seeds choosen here satisfy this restrictions. New seeds will only be excepted when they
satisfy this restriction.
- Ox Appendices 1
- Contents 3
- Appendix A1 9
- Extending Ox 9
- A1.2 Adding C/C 10
- A1.3 Adding C/C 14
- A1.7 Linking Fortran code 28
- Appendix A2 29
- Exported Function Summary 29
- A2.2 Ox function summary 30
- FOxLibAddFunction 31
- FOxSetDataMember 32
- IOxRunInit 32
- IOxVersion 32
- OxFreeByValue 33
- OxDeleteObject 33
- OxLibArgError 34
- OxLibArgTypeError 34
- OxLibCheckArrayMatrix 34
- OxLibCheckMatrixSize 35
- OxLibCheckSquareMatrix 35
- OxLibCheckType 35
- OxLibValArrayCalloc 35
- OxLibValMatDup 36
- OxLibValMatMalloc 36
- OxMain,OxMainCmd 36
- OxMainExit 37
- OxMainInit 37
- OxMakeByValue 37
- OxMessage 38
- OxRunAbort 38
- OxRunError 38
- OxRunErrorMessage 38
- OxRunExit 38
- OxRunMainExitCall 39
- OxRunMessage 39
- OxValColumns 39
- OxValGet 39
- OxValHasType, OxValHasFlag 40
- OxValRows 40
- OxValSet 40
- OxValType 41
- SetOxExit 42
- SetOxGets 42
- SetOxMessage 43
- SetOxPipe 43
- SetOxPuts 43
- SetOxRunMessage 43
- SOxGetTypeName 43
- SOxIntFunc 44
- OxGiveWinFinish 47
- VeccCopyMat 54
- VecrCopyMat 54
- DBessel01, DBesselNu 55
- DBetaFunc 55
- DDens 55
- DecQRtMul 56
- DDiagXSXt, DDiagXtSXtt 56
- DQuan. . 58
- DTail 59
- DTrace, DTraceAB 59
- EigVecDiv 59
- FCubicSpline 60
- FIsInf, FIsNaN 60
- FPeriodogram, FPeriodogramAcf 61
- IDecQRt 61
- IEigValPoly,IEigen 63
- IEigenSym 63
- IGenEigVecSym 64
- IInvert, IInvDet 64
- ILDLbandDec 65
- ILUPlogdet 66
- IMatRank 66
- INullSpace 67
- IOlsNorm, IOlsQR, OlsQRacc 67
- ISymInv,ISymInvDet 69
- LDLbandSolve 69
- LDLsolve 70
- LDLsolveInv 70
- LUPsolve, LUPsolveInv 70
- MatBtBVec 71
- MatAlloc, MatAllocBlock 72
- MatCopy.. 73
- MatFree, MatFreeBlock 73
- MatGenInvert 73
- MatGetAt 74
- MatRan, MatRanNormal 74
- MatReflect, MatTranspose 74
- MatSetAt 75
- MatStandardize 75
- MatVariance 75
- RanDirichlet 76
- RanGetSeed 76
- RanNewRan, RanSetRan 76
- RanSetSeed 76
- SetFastMath 77
- SetInvertEps 77
- SetInf, SetNaN 77
- ToeplitzSolve 78
- VecAlloc 78
- VecrCopyMat, VeccCopyMat 78
- VecDiscretize 79
- VecTranspose 79
- Appendix A3 80
- Modelbase and OxPack 80
- OxPackDialog 83
- { 1,1,2,0 } 84
- OxPackGetData 85
- OxPackReadProfile 86
- OxPackSetMarker 86
- OxPackStore 86
- OxPackWriteProfile 87
- Modelbase::IsCrossSection 88
- Modelbase::LoadOptions 88
- Modelbase::GetModelSettings 88
- Modelbase::ReceiveData 89
- Modelbase::ReceiveDialog 89
- Modelbase::ReceiveModel 90
- Modelbase::SaveOptions 90
- Modelbase::SendDialog 90
- Modelbase::SendFunctions 91
- Modelbase::SendMenu 91
- Modelbase::SendMethods 93
- Modelbase::SendResults 93
- Modelbase::SendSpecials 93
- Modelbase::SendVarStatus 94
- Modelbase::SetModelSettings 95
- Modelbase::Batch 95
- Modelbase::BatchMethod 96
- Modelbase::BatchVarStatus 96
- A3.4 Adding support for Help 97
- A3.5 An example 99
- A3.5 An example 93 101
- A3.5 An example 95 103
- A3.5 An example 97 105
- A3.5 An example 99 107
- Appendix A4 108
- Using OxGauss 108
- A4.4 Calling OxGauss from Ox 109
- A4.5 How does it work? 110
- A4.6 Some large projects 110
- A4.7 Known limitations 112
- Appendix A5 113
- OxGauss Function Summary 113
- Appendix A6 136
- OxGauss Language Reference 136
- A6.3 Constants 137
- A6.4 Objects 139
- A6.5 OxGauss Program 140
- A6.6 External declarations 140
- A6.7 Statements 144
- A6.8 Expressions 148
- A6.9 Preprocessing 157
- Appendix A7 160
- Comparing Gauss and Ox syntax 160
- A7.3 G2Ox 165
- Appendix A8 166
- Random Number Generators 166
- A8.3 L’Ecuyer’s generator 167
- References 169
- Subject Index 170
- SUBJECT INDEX 163 171
- 164 SUBJECT INDEX 172
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