--- /dev/null
+/* Copyright (C) 1999,2000,2001, 2003, 2005, 2006, 2010 Free Software Foundation, Inc.
+ * This library is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU Lesser General Public
+ * License as published by the Free Software Foundation; either
+ * version 2.1 of the License, or (at your option) any later version.
+ *
+ * This library is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+ * Lesser General Public License for more details.
+ *
+ * You should have received a copy of the GNU Lesser General Public
+ * License along with this library; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+
+
+
+/* Author: Mikael Djurfeldt <djurfeldt@nada.kth.se> */
+
+#ifdef HAVE_CONFIG_H
+# include <config.h>
+#endif
+
+#include "libguile/_scm.h"
+
+#include <gmp.h>
+#include <stdio.h>
+#include <math.h>
+#include <string.h>
+#include "libguile/smob.h"
+#include "libguile/numbers.h"
+#include "libguile/feature.h"
+#include "libguile/strings.h"
+#include "libguile/unif.h"
+#include "libguile/srfi-4.h"
+#include "libguile/vectors.h"
+
+#include "libguile/validate.h"
+#include "libguile/random.h"
+
+\f
+/*
+ * A plugin interface for RNGs
+ *
+ * Using this interface, it is possible for the application to tell
+ * libguile to use a different RNG. This is desirable if it is
+ * necessary to use the same RNG everywhere in the application in
+ * order to prevent interference, if the application uses RNG
+ * hardware, or if the application has special demands on the RNG.
+ *
+ * Look in random.h and how the default generator is "plugged in" in
+ * scm_init_random().
+ */
+
+scm_t_rng scm_the_rng;
+
+\f
+/*
+ * The prepackaged RNG
+ *
+ * This is the MWC (Multiply With Carry) random number generator
+ * described by George Marsaglia at the Department of Statistics and
+ * Supercomputer Computations Research Institute, The Florida State
+ * University (http://stat.fsu.edu/~geo).
+ *
+ * It uses 64 bits, has a period of 4578426017172946943 (4.6e18), and
+ * passes all tests in the DIEHARD test suite
+ * (http://stat.fsu.edu/~geo/diehard.html)
+ */
+
+#define A 2131995753UL
+
+#ifndef M_PI
+#define M_PI 3.14159265359
+#endif
+
+unsigned long
+scm_i_uniform32 (scm_t_i_rstate *state)
+{
+ scm_t_uint64 x = (scm_t_uint64) A * state->w + state->c;
+ scm_t_uint32 w = x & 0xffffffffUL;
+ state->w = w;
+ state->c = x >> 32L;
+ return w;
+}
+
+void
+scm_i_init_rstate (scm_t_i_rstate *state, const char *seed, int n)
+{
+ scm_t_uint32 w = 0L;
+ scm_t_uint32 c = 0L;
+ int i, m;
+ for (i = 0; i < n; ++i)
+ {
+ m = i % 8;
+ if (m < 4)
+ w += seed[i] << (8 * m);
+ else
+ c += seed[i] << (8 * (m - 4));
+ }
+ if ((w == 0 && c == 0) || (w == -1 && c == A - 1))
+ ++c;
+ state->w = w;
+ state->c = c;
+}
+
+scm_t_i_rstate *
+scm_i_copy_rstate (scm_t_i_rstate *state)
+{
+ scm_t_rstate *new_state = scm_malloc (scm_the_rng.rstate_size);
+ return memcpy (new_state, state, scm_the_rng.rstate_size);
+}
+
+\f
+/*
+ * Random number library functions
+ */
+
+scm_t_rstate *
+scm_c_make_rstate (const char *seed, int n)
+{
+ scm_t_rstate *state = scm_malloc (scm_the_rng.rstate_size);
+ state->reserved0 = 0;
+ scm_the_rng.init_rstate (state, seed, n);
+ return state;
+}
+
+
+scm_t_rstate *
+scm_c_default_rstate ()
+#define FUNC_NAME "scm_c_default_rstate"
+{
+ SCM state = SCM_VARIABLE_REF (scm_var_random_state);
+ if (!SCM_RSTATEP (state))
+ SCM_MISC_ERROR ("*random-state* contains bogus random state", SCM_EOL);
+ return SCM_RSTATE (state);
+}
+#undef FUNC_NAME
+
+
+inline double
+scm_c_uniform01 (scm_t_rstate *state)
+{
+ double x = (double) scm_the_rng.random_bits (state) / (double) 0xffffffffUL;
+ return ((x + (double) scm_the_rng.random_bits (state))
+ / (double) 0xffffffffUL);
+}
+
+double
+scm_c_normal01 (scm_t_rstate *state)
+{
+ if (state->reserved0)
+ {
+ state->reserved0 = 0;
+ return state->reserved1;
+ }
+ else
+ {
+ double r, a, n;
+
+ r = sqrt (-2.0 * log (scm_c_uniform01 (state)));
+ a = 2.0 * M_PI * scm_c_uniform01 (state);
+
+ n = r * sin (a);
+ state->reserved1 = r * cos (a);
+ state->reserved0 = 1;
+
+ return n;
+ }
+}
+
+double
+scm_c_exp1 (scm_t_rstate *state)
+{
+ return - log (scm_c_uniform01 (state));
+}
+
+unsigned char scm_masktab[256];
+
+static inline scm_t_uint32
+scm_i_mask32 (scm_t_uint32 m)
+{
+ return (m < 0x100
+ ? scm_masktab[m]
+ : (m < 0x10000
+ ? scm_masktab[m >> 8] << 8 | 0xff
+ : (m < 0x1000000
+ ? scm_masktab[m >> 16] << 16 | 0xffff
+ : scm_masktab[m >> 24] << 24 | 0xffffff)));
+}
+
+static scm_t_uint32
+scm_c_random32 (scm_t_rstate *state, scm_t_uint32 m)
+{
+ scm_t_uint32 r, mask = scm_i_mask32 (m);
+ while ((r = scm_the_rng.random_bits (state) & mask) >= m);
+ return r;
+}
+
+/* Returns 32 random bits. */
+unsigned long
+scm_c_random (scm_t_rstate *state, unsigned long m)
+{
+ return scm_c_random32 (state, (scm_t_uint32)m);
+}
+
+scm_t_uint64
+scm_c_random64 (scm_t_rstate *state, scm_t_uint64 m)
+{
+ scm_t_uint64 r;
+ scm_t_uint32 mask;
+
+ if (m <= SCM_T_UINT32_MAX)
+ return scm_c_random32 (state, (scm_t_uint32) m);
+
+ mask = scm_i_mask32 (m >> 32);
+ while ((r = ((scm_t_uint64) (scm_the_rng.random_bits (state) & mask) << 32)
+ | scm_the_rng.random_bits (state)) >= m)
+ ;
+ return r;
+}
+
+/*
+ SCM scm_c_random_bignum (scm_t_rstate *state, SCM m)
+
+ Takes a random state (source of random bits) and a bignum m.
+ Returns a bignum b, 0 <= b < m.
+
+ It does this by allocating a bignum b with as many base 65536 digits
+ as m, filling b with random bits (in 32 bit chunks) up to the most
+ significant 1 in m, and, finally checking if the resultant b is too
+ large (>= m). If too large, we simply repeat the process again. (It
+ is important to throw away all generated random bits if b >= m,
+ otherwise we'll end up with a distorted distribution.)
+
+*/
+
+SCM
+scm_c_random_bignum (scm_t_rstate *state, SCM m)
+{
+ SCM result = scm_i_mkbig ();
+ const size_t m_bits = mpz_sizeinbase (SCM_I_BIG_MPZ (m), 2);
+ /* how many bits would only partially fill the last u32? */
+ const size_t end_bits = m_bits % (sizeof (scm_t_uint32) * SCM_CHAR_BIT);
+ scm_t_uint32 *random_chunks = NULL;
+ const scm_t_uint32 num_full_chunks =
+ m_bits / (sizeof (scm_t_uint32) * SCM_CHAR_BIT);
+ const scm_t_uint32 num_chunks = num_full_chunks + ((end_bits) ? 1 : 0);
+
+ /* we know the result will be this big */
+ mpz_realloc2 (SCM_I_BIG_MPZ (result), m_bits);
+
+ random_chunks =
+ (scm_t_uint32 *) scm_gc_calloc (num_chunks * sizeof (scm_t_uint32),
+ "random bignum chunks");
+
+ do
+ {
+ scm_t_uint32 *current_chunk = random_chunks + (num_chunks - 1);
+ scm_t_uint32 chunks_left = num_chunks;
+
+ mpz_set_ui (SCM_I_BIG_MPZ (result), 0);
+
+ if (end_bits)
+ {
+ /* generate a mask with ones in the end_bits position, i.e. if
+ end_bits is 3, then we'd have a mask of ...0000000111 */
+ const unsigned long rndbits = scm_the_rng.random_bits (state);
+ int rshift = (sizeof (scm_t_uint32) * SCM_CHAR_BIT) - end_bits;
+ scm_t_uint32 mask = 0xffffffff >> rshift;
+ scm_t_uint32 highest_bits = ((scm_t_uint32) rndbits) & mask;
+ *current_chunk-- = highest_bits;
+ chunks_left--;
+ }
+
+ while (chunks_left)
+ {
+ /* now fill in the remaining scm_t_uint32 sized chunks */
+ *current_chunk-- = scm_the_rng.random_bits (state);
+ chunks_left--;
+ }
+ mpz_import (SCM_I_BIG_MPZ (result),
+ num_chunks,
+ -1,
+ sizeof (scm_t_uint32),
+ 0,
+ 0,
+ random_chunks);
+ /* if result >= m, regenerate it (it is important to regenerate
+ all bits in order not to get a distorted distribution) */
+ } while (mpz_cmp (SCM_I_BIG_MPZ (result), SCM_I_BIG_MPZ (m)) >= 0);
+ scm_gc_free (random_chunks,
+ num_chunks * sizeof (scm_t_uint32),
+ "random bignum chunks");
+ return scm_i_normbig (result);
+}
+
+/*
+ * Scheme level representation of random states.
+ */
+
+scm_t_bits scm_tc16_rstate;
+
+static SCM
+make_rstate (scm_t_rstate *state)
+{
+ SCM_RETURN_NEWSMOB (scm_tc16_rstate, state);
+}
+
+static size_t
+rstate_free (SCM rstate)
+{
+ free (SCM_RSTATE (rstate));
+ return 0;
+}
+
+/*
+ * Scheme level interface.
+ */
+
+SCM_GLOBAL_VARIABLE_INIT (scm_var_random_state, "*random-state*", scm_seed_to_random_state (scm_from_locale_string ("URL:http://stat.fsu.edu/~geo/diehard.html")));
+
+SCM_DEFINE (scm_random, "random", 1, 1, 0,
+ (SCM n, SCM state),
+ "Return a number in [0, N).\n"
+ "\n"
+ "Accepts a positive integer or real n and returns a\n"
+ "number of the same type between zero (inclusive) and\n"
+ "N (exclusive). The values returned have a uniform\n"
+ "distribution.\n"
+ "\n"
+ "The optional argument @var{state} must be of the type produced\n"
+ "by @code{seed->random-state}. It defaults to the value of the\n"
+ "variable @var{*random-state*}. This object is used to maintain\n"
+ "the state of the pseudo-random-number generator and is altered\n"
+ "as a side effect of the random operation.")
+#define FUNC_NAME s_scm_random
+{
+ if (SCM_UNBNDP (state))
+ state = SCM_VARIABLE_REF (scm_var_random_state);
+ SCM_VALIDATE_RSTATE (2, state);
+ if (SCM_I_INUMP (n))
+ {
+ unsigned long m = (unsigned long) SCM_I_INUM (n);
+ SCM_ASSERT_RANGE (1, n, SCM_I_INUM (n) > 0);
+#if SCM_SIZEOF_UNSIGNED_LONG <= 4
+ return scm_from_uint32 (scm_c_random (SCM_RSTATE (state),
+ (scm_t_uint32) m));
+#elif SCM_SIZEOF_UNSIGNED_LONG <= 8
+ return scm_from_uint64 (scm_c_random64 (SCM_RSTATE (state),
+ (scm_t_uint64) m));
+#else
+#error "Cannot deal with this platform's unsigned long size"
+#endif
+ }
+ SCM_VALIDATE_NIM (1, n);
+ if (SCM_REALP (n))
+ return scm_from_double (SCM_REAL_VALUE (n)
+ * scm_c_uniform01 (SCM_RSTATE (state)));
+
+ if (!SCM_BIGP (n))
+ SCM_WRONG_TYPE_ARG (1, n);
+ return scm_c_random_bignum (SCM_RSTATE (state), n);
+}
+#undef FUNC_NAME
+
+SCM_DEFINE (scm_copy_random_state, "copy-random-state", 0, 1, 0,
+ (SCM state),
+ "Return a copy of the random state @var{state}.")
+#define FUNC_NAME s_scm_copy_random_state
+{
+ if (SCM_UNBNDP (state))
+ state = SCM_VARIABLE_REF (scm_var_random_state);
+ SCM_VALIDATE_RSTATE (1, state);
+ return make_rstate (scm_the_rng.copy_rstate (SCM_RSTATE (state)));
+}
+#undef FUNC_NAME
+
+SCM_DEFINE (scm_seed_to_random_state, "seed->random-state", 1, 0, 0,
+ (SCM seed),
+ "Return a new random state using @var{seed}.")
+#define FUNC_NAME s_scm_seed_to_random_state
+{
+ SCM res;
+ if (SCM_NUMBERP (seed))
+ seed = scm_number_to_string (seed, SCM_UNDEFINED);
+ SCM_VALIDATE_STRING (1, seed);
+ res = make_rstate (scm_c_make_rstate (scm_i_string_chars (seed),
+ scm_i_string_length (seed)));
+ scm_remember_upto_here_1 (seed);
+ return res;
+
+}
+#undef FUNC_NAME
+
+SCM_DEFINE (scm_random_uniform, "random:uniform", 0, 1, 0,
+ (SCM state),
+ "Return a uniformly distributed inexact real random number in\n"
+ "[0,1).")
+#define FUNC_NAME s_scm_random_uniform
+{
+ if (SCM_UNBNDP (state))
+ state = SCM_VARIABLE_REF (scm_var_random_state);
+ SCM_VALIDATE_RSTATE (1, state);
+ return scm_from_double (scm_c_uniform01 (SCM_RSTATE (state)));
+}
+#undef FUNC_NAME
+
+SCM_DEFINE (scm_random_normal, "random:normal", 0, 1, 0,
+ (SCM state),
+ "Return an inexact real in a normal distribution. The\n"
+ "distribution used has mean 0 and standard deviation 1. For a\n"
+ "normal distribution with mean m and standard deviation d use\n"
+ "@code{(+ m (* d (random:normal)))}.")
+#define FUNC_NAME s_scm_random_normal
+{
+ if (SCM_UNBNDP (state))
+ state = SCM_VARIABLE_REF (scm_var_random_state);
+ SCM_VALIDATE_RSTATE (1, state);
+ return scm_from_double (scm_c_normal01 (SCM_RSTATE (state)));
+}
+#undef FUNC_NAME
+
+static void
+vector_scale_x (SCM v, double c)
+{
+ size_t n;
+ if (scm_is_simple_vector (v))
+ {
+ n = SCM_SIMPLE_VECTOR_LENGTH (v);
+ while (n-- > 0)
+ SCM_REAL_VALUE (SCM_SIMPLE_VECTOR_REF (v, n)) *= c;
+ }
+ else
+ {
+ /* must be a f64vector. */
+ scm_t_array_handle handle;
+ size_t i, len;
+ ssize_t inc;
+ double *elts;
+
+ elts = scm_f64vector_writable_elements (v, &handle, &len, &inc);
+
+ for (i = 0; i < len; i++, elts += inc)
+ *elts *= c;
+
+ scm_array_handle_release (&handle);
+ }
+}
+
+static double
+vector_sum_squares (SCM v)
+{
+ double x, sum = 0.0;
+ size_t n;
+ if (scm_is_simple_vector (v))
+ {
+ n = SCM_SIMPLE_VECTOR_LENGTH (v);
+ while (n-- > 0)
+ {
+ x = SCM_REAL_VALUE (SCM_SIMPLE_VECTOR_REF (v, n));
+ sum += x * x;
+ }
+ }
+ else
+ {
+ /* must be a f64vector. */
+ scm_t_array_handle handle;
+ size_t i, len;
+ ssize_t inc;
+ const double *elts;
+
+ elts = scm_f64vector_elements (v, &handle, &len, &inc);
+
+ for (i = 0; i < len; i++, elts += inc)
+ {
+ x = *elts;
+ sum += x * x;
+ }
+
+ scm_array_handle_release (&handle);
+ }
+ return sum;
+}
+
+/* For the uniform distribution on the solid sphere, note that in
+ * this distribution the length r of the vector has cumulative
+ * distribution r^n; i.e., u=r^n is uniform [0,1], so r can be
+ * generated as r=u^(1/n).
+ */
+SCM_DEFINE (scm_random_solid_sphere_x, "random:solid-sphere!", 1, 1, 0,
+ (SCM v, SCM state),
+ "Fills @var{vect} with inexact real random numbers the sum of\n"
+ "whose squares is less than 1.0. Thinking of @var{vect} as\n"
+ "coordinates in space of dimension @var{n} @math{=}\n"
+ "@code{(vector-length @var{vect})}, the coordinates are\n"
+ "uniformly distributed within the unit @var{n}-sphere.")
+#define FUNC_NAME s_scm_random_solid_sphere_x
+{
+ if (SCM_UNBNDP (state))
+ state = SCM_VARIABLE_REF (scm_var_random_state);
+ SCM_VALIDATE_RSTATE (2, state);
+ scm_random_normal_vector_x (v, state);
+ vector_scale_x (v,
+ pow (scm_c_uniform01 (SCM_RSTATE (state)),
+ 1.0 / scm_c_generalized_vector_length (v))
+ / sqrt (vector_sum_squares (v)));
+ return SCM_UNSPECIFIED;
+}
+#undef FUNC_NAME
+
+SCM_DEFINE (scm_random_hollow_sphere_x, "random:hollow-sphere!", 1, 1, 0,
+ (SCM v, SCM state),
+ "Fills vect with inexact real random numbers\n"
+ "the sum of whose squares is equal to 1.0.\n"
+ "Thinking of vect as coordinates in space of\n"
+ "dimension n = (vector-length vect), the coordinates\n"
+ "are uniformly distributed over the surface of the\n"
+ "unit n-sphere.")
+#define FUNC_NAME s_scm_random_hollow_sphere_x
+{
+ if (SCM_UNBNDP (state))
+ state = SCM_VARIABLE_REF (scm_var_random_state);
+ SCM_VALIDATE_RSTATE (2, state);
+ scm_random_normal_vector_x (v, state);
+ vector_scale_x (v, 1 / sqrt (vector_sum_squares (v)));
+ return SCM_UNSPECIFIED;
+}
+#undef FUNC_NAME
+
+
+SCM_DEFINE (scm_random_normal_vector_x, "random:normal-vector!", 1, 1, 0,
+ (SCM v, SCM state),
+ "Fills vect with inexact real random numbers that are\n"
+ "independent and standard normally distributed\n"
+ "(i.e., with mean 0 and variance 1).")
+#define FUNC_NAME s_scm_random_normal_vector_x
+{
+ long i;
+ scm_t_array_handle handle;
+ scm_t_array_dim *dim;
+
+ if (SCM_UNBNDP (state))
+ state = SCM_VARIABLE_REF (scm_var_random_state);
+ SCM_VALIDATE_RSTATE (2, state);
+
+ scm_generalized_vector_get_handle (v, &handle);
+ dim = scm_array_handle_dims (&handle);
+
+ if (scm_is_vector (v))
+ {
+ SCM *elts = scm_array_handle_writable_elements (&handle);
+ for (i = dim->lbnd; i <= dim->ubnd; i++, elts += dim->inc)
+ *elts = scm_from_double (scm_c_normal01 (SCM_RSTATE (state)));
+ }
+ else
+ {
+ /* must be a f64vector. */
+ double *elts = scm_array_handle_f64_writable_elements (&handle);
+ for (i = dim->lbnd; i <= dim->ubnd; i++, elts += dim->inc)
+ *elts = scm_c_normal01 (SCM_RSTATE (state));
+ }
+
+ scm_array_handle_release (&handle);
+
+ return SCM_UNSPECIFIED;
+}
+#undef FUNC_NAME
+
+SCM_DEFINE (scm_random_exp, "random:exp", 0, 1, 0,
+ (SCM state),
+ "Return an inexact real in an exponential distribution with mean\n"
+ "1. For an exponential distribution with mean u use (* u\n"
+ "(random:exp)).")
+#define FUNC_NAME s_scm_random_exp
+{
+ if (SCM_UNBNDP (state))
+ state = SCM_VARIABLE_REF (scm_var_random_state);
+ SCM_VALIDATE_RSTATE (1, state);
+ return scm_from_double (scm_c_exp1 (SCM_RSTATE (state)));
+}
+#undef FUNC_NAME
+
+void
+scm_init_random ()
+{
+ int i, m;
+ /* plug in default RNG */
+ scm_t_rng rng =
+ {
+ sizeof (scm_t_i_rstate),
+ (unsigned long (*)()) scm_i_uniform32,
+ (void (*)()) scm_i_init_rstate,
+ (scm_t_rstate *(*)()) scm_i_copy_rstate
+ };
+ scm_the_rng = rng;
+
+ scm_tc16_rstate = scm_make_smob_type ("random-state", 0);
+ scm_set_smob_free (scm_tc16_rstate, rstate_free);
+
+ for (m = 1; m <= 0x100; m <<= 1)
+ for (i = m >> 1; i < m; ++i)
+ scm_masktab[i] = m - 1;
+
+#include "libguile/random.x"
+
+ scm_add_feature ("random");
+}
+
+/*
+ Local Variables:
+ c-file-style: "gnu"
+ End:
+*/