#include #include // ---------------------------------------------------------------------------- // Internal structure uint64 rol64(uint64 x, int k) { return (x << k) | (x >> (64 - k)); } typedef struct Rng { uint64 s[4]; } Rng; uint64 xoshiro256ss(Rng *state) { uint64 *s = state->s; uint64 result = rol64(s[1] * 5, 7) * 9; uint64 t = s[1] << 17; s[2] ^= s[0]; s[3] ^= s[1]; s[1] ^= s[2]; s[0] ^= s[3]; s[2] ^= t; s[3] = rol64(s[3], 45); return result; } typedef struct Mix { uint64 s; } Mix; uint64 splitmix64(struct Mix *state) { uint64 result = state->s; state->s = result + 0x9E3779B97f4A7C15; result = (result ^ (result >> 30)) * 0xBF58476D1CE4E5B9; result = (result ^ (result >> 27)) * 0x94D049BB133111EB; return result ^ (result >> 31); } static Rng RNG; // ---------------------------------------------------------------------------- // Exported functions /* Initializes the global RNG */ error rng·init(uint64 seed) { Mix smstate = {seed}; for (int i=0; i < 4; i++) RNG.s[i] = splitmix64(&smstate); return 0; } /* Returns a random float64 between 0 and 1 */ double rng·random(void) { uint64 r = xoshiro256ss(&RNG); return (double)r / (double)UINT64_MAX; } double rng·exponential(double lambda) { double f; f = rng·random(); return -log(1 - f)/lambda; } static inline double erfinv(double x) { /* useful constants */ static double a0 = 1.1975323115670912564578e0, a1 = 4.7072688112383978012285e1, a2 = 6.9706266534389598238465e2, a3 = 4.8548868893843886794648e3, a4 = 1.6235862515167575384252e4, a5 = 2.3782041382114385731252e4, a6 = 1.1819493347062294404278e4, a7 = 8.8709406962545514830200e2, b0 = 1.0000000000000000000e0, b1 = 4.2313330701600911252e1, b2 = 6.8718700749205790830e2, b3 = 5.3941960214247511077e3, b4 = 2.1213794301586595867e4, b5 = 3.9307895800092710610e4, b6 = 2.8729085735721942674e4, b7 = 5.2264952788528545610e3, c0 = 1.42343711074968357734e0, c1 = 4.63033784615654529590e0, c2 = 5.76949722146069140550e0, c3 = 3.64784832476320460504e0, c4 = 1.27045825245236838258e0, c5 = 2.41780725177450611770e-1, c6 = 2.27238449892691845833e-2, c7 = 7.74545014278341407640e-4, d0 = 1.4142135623730950488016887e0, d1 = 2.9036514445419946173133295e0, d2 = 2.3707661626024532365971225e0, d3 = 9.7547832001787427186894837e-1, d4 = 2.0945065210512749128288442e-1, d5 = 2.1494160384252876777097297e-2, d6 = 7.7441459065157709165577218e-4, d7 = 1.4859850019840355905497876e-9, e0 = 6.65790464350110377720e0, e1 = 5.46378491116411436990e0, e2 = 1.78482653991729133580e0, e3 = 2.96560571828504891230e-1, e4 = 2.65321895265761230930e-2, e5 = 1.24266094738807843860e-3, e6 = 2.71155556874348757815e-5, e7 = 2.01033439929228813265e-7, f0 = 1.414213562373095048801689e0, f1 = 8.482908416595164588112026e-1, f2 = 1.936480946950659106176712e-1, f3 = 2.103693768272068968719679e-2, f4 = 1.112800997078859844711555e-3, f5 = 2.611088405080593625138020e-5, f6 = 2.010321207683943062279931e-7, f7 = 2.891024605872965461538222e-15, Ln2 = 0.693147180559945309417232121458176568075500134360255254120680009; int s; double r, z1, z2; if(x < 0) { s = -1; x = -x; } else { s = +1; } if(x <= 0.85) { r = 0.180625 - 0.25*x*x; z1 = ((((((a7*r+a6)*r+a5)*r+a4)*r+a3)*r+a2)*r+a1)*r + a0; z2 = ((((((b7*r+b6)*r+b5)*r+b4)*r+b3)*r+b2)*r+b1)*r + b0; return s*(x*z1) / z2; } r = sqrt(Ln2 - log(1.0-x)); if(r <= 5.0) { r -= 1.6; z1 = ((((((c7*r+c6)*r+c5)*r+c4)*r+c3)*r+c2)*r+c1)*r + c0; z2 = ((((((d7*r+d6)*r+d5)*r+d4)*r+d3)*r+d2)*r+d1)*r + d0; } else { r -= 5.0; z1 = ((((((e7*r+e6)*r+e5)*r+e4)*r+e3)*r+e2)*r+e1)*r + e0; z2 = ((((((f7*r+f6)*r+f5)*r+f4)*r+f3)*r+f2)*r+f1)*r + f0; } return s*z1/z2; } double rng·normal(void) { double f; f = rng·random(); return sqrt(2)*erfinv(2*f-1); } /* Returns true or false on success of trial */ bool rng·bernoulli(double f) { return rng·random() < f; } /* Returns a random integer between 0 and max * TODO: Modulo throws off uniformity */ uint64 rng·randi(int max) { uint64 r = xoshiro256ss(&RNG); return r % max; } /* * Ahrens, J. H., & Dieter, U. (1982). * Computer Generation of Poisson Deviates from Modified Normal Distributions. */ static double factorial[10] = {1., 1., 2., 6., 24., 120., 720., 5040., 40320., 362880.}; static double coeffs[9] = { -.500000000, +.333333333, -.249999856, +.200011780, -.166684875, +.142187833, -.124196313, +.125005956, -.114265030, }; static inline double log1pmx(double x, double off) { int i; double r, t; if(-0.25 < x && x < 0.25) { r = 0; t = 1; for(i=0;i=L) return K; stepS: U = rng·random(); if(d*U >= (mu-K)*(mu-K)*(mu-K)) return K; stepP: if(G < 0) goto stepE; stepQ: c = procf(mu, s, K, &px, &py, &fx, &fy); stepE: E = rng·exponential(1.0); U = rng·random(); U = U + U - 1; T = 1.8 + copysign(E,U); if(T < 0.6744) goto stepE; K = floor(mu + s*T); c = procf(mu, s, K, &px, &py, &fx, &fy); stepH: if(c*fabs(U) > (py*exp(px + E) - fy*exp(fx + E))) goto stepE; return K; } uint64 rng·poisson(double mean) { int64 n; double z; if(mean<10.0) { for(n=0, z=rng·exponential(1.0); z