Matrix Elements VB-800 Bedienungsanleitung PDF herunterladen (Seite 166)

Appendix A8

Random Number Generators

A8.1 Modiﬁed Park & Miller generator

This random number generator is the modiﬁed Park and Miller generator (based on Park

and Miller, 1988, with modiﬁcations due to Park). It is a linear congruential generator,

which in C form can be written as (assuming an int is 32 bits):

#define PM_A 48271 /* a */

#define PM_M 2147483647 /* m = 2^31 - 1 */

#define PM_Q 44488 /* m / a */

#define PM_R 3399 /* m % a */

#define PM_INIT 198195252

static int s_iSeedPM = PM_INIT; /* initial seed */

double DRanPM(void)

{

static double dMinv = 1.0 / PM_M;

int test, lo, hi;

test = s_iSeedPM;

hi = (test / PM_Q);

lo = test - hi * PM_Q; /* test % PM_Q */

test = lo * PM_A - hi * PM_R;

s_iSeedPM = (test > 0) ? test : test + PM_M;

return s_iSeedPM * dMinv;

}

In the Ox version, lo = test % PM_Q has been replaced by lo = test - hi *

Q for faster computation.

A8.2 Marsaglia’s generator

Code for this random number generator was posted by Prof. Marsaglia to the newsgroup

sci.stat.math (Marsaglia, 1997, also see Marsaglia and Zaman, 1994). It is a multiply

with carry generator with period of ≈ 2

. The C code used in Ox is slightly rewritten

from the original as:

#define GM_INIT_1 362436069

#define GM_INIT_2 521288629

static unsigned int s_uiSeed1GM = GM_INIT_1;

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Matrix Elements VB-800 Bedienungsanleitung Seite 166