upscheme/c/random.c

/*
  random numbers
*/

#include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>

#include "dtypes.h"
#include "ieee754.h"
#include "utils.h"
#include "random.h"
#include "timefuncs.h"

#include "mt19937ar.h"

double rand_double()
{
    union ieee754_double d;

    d.ieee.mantissa0 = genrand_int32();
    d.ieee.mantissa1 = genrand_int32();
    d.ieee.negative = 0;
    d.ieee.exponent = IEEE754_DOUBLE_BIAS + 0; /* 2^0 */
    return d.d - 1.0;
}

float rand_float()
{
    union ieee754_float f;

    f.ieee.mantissa = genrand_int32();
    f.ieee.negative = 0;
    f.ieee.exponent = IEEE754_FLOAT_BIAS + 0; /* 2^0 */
    return f.f - 1.0;
}

double randn()
{
    double s, vre, vim, ure, uim;
    static double next = -42;

    if (next != -42) {
        s = next;
        next = -42;
        return s;
    }
    do {
        ure = rand_double();
        uim = rand_double();
        vre = 2 * ure - 1;
        vim = 2 * uim - 1;
        s = vre * vre + vim * vim;
    } while (s >= 1);
    s = sqrt(-2 * log(s) / s);
    next = s * vre;
    return s * vim;
}

void randomize()
{
    uint64_t tm = i64time();
    init_by_array((uint32_t *)&tm, 2);
}