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gsl_cbrng.h
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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
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10  notice, this list of conditions, and the following disclaimer.
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17  contributors may be used to endorse or promote products derived from
18  this software without specific prior written permission.
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20 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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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 
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