RngStreams - Multiple independent streams of pseudo-random numbers
******************************************************************
This manual is for RngStreams, a package for generating multiple independent
streams of pseudo-random numbers.
Copyright (C) 2003 Pierre L'Ecuyer, DIRO, University of Montreal.
Permission is granted to make and distribute verbatim copies of this
manual provided the copyright notice and this permission notice are
preserved on all copies.
.......
1 Installing RngStreams
***********************
To install the RngStreams package type
./configure --prefix=
make
This should compile the library (`librngstreams.a') and an example program.
To install the library type:
make install
which installs
`/lib/librngstreams.a',
`/lib/librngstreams.so',
`/include/Rngstream.h', and
`/info/rngstreams.info'.
If `--prefix' is omitted, then `/usr/local' is used as default.
It is possible to remove these files by
make uninstall
Documentation
=============
A manual can be found in directory `doc' in various formats, including PS, PDF,
HTML, Info and plain text.
Profiling and Verification
==========================
To compile and run two test programs type
make check
2 Interface to the package RngStreams
*************************************
-- Data type: RngStream
Contains the state of a stream from the present module. It is defined as
typedef struct RngStream_InfoState * RngStream;
struct RngStream_InfoState {
double Cg[6], Bg[6], Ig[6];
int Anti;
int IncPrec;
char *name;
};
The arrays `Ig', `Bg', and `Cg' contain the initial state, the starting
point of the current substream, and the current state, respectively. This
stream generates antithetic variates if `Anti' != 0. The precision of
the output numbers is increased if `IncPrec' != 0.
-- Library Function: void RngStream_SetPackageSeed (unsigned long SEED[6])
Sets the initial seed of the package RngStreams to the six integers in the
vector SEED. This will be the seed (initial state) of the first stream.
If this procedure is not called, the default initial seed is `{12345,
12345, 12345, 12345, 12345, 12345}'. If it is called, the first 3 values
of the seed must all be less than `m_1 = 4294967087', and not all `0'; and
the last 3 values must all be less than `m_2 = 4294944443', and not all
`0'.
-- Library Function: RngStream RngStream_CreateStream (const char NAME[])
Creates and returns a new stream with identifier NAME, whose state
variable is of type `RngStream_InfoState'. This procedure reserves space
to keep the information relative to the `RngStream', initializes its seed
`Ig', sets `Bg' and `Cg' equal to `Ig', sets its antithetic and precision
switches to `0'. The seed `Ig' is equal to the initial seed of the
package given by `RngStream_SetPackageSeed' if this is the first stream
created, otherwise it is `Z' steps ahead of that of the most recently
created stream.
-- Library Function: void RngStream_DeleteStream (RngStream *PG)
Deletes the stream *PG created previously by `RngStream_CreateStream', and
recovers its memory. Otherwise, does nothing.
-- Library Function: void RngStream_ResetStartStream (RngStream G)
Reinitializes the stream G to its initial state: `Cg' and `Bg' are set to
`Ig'.
-- Library Function: void RngStream_ResetStartSubstream (RngStream G)
Reinitializes the stream G to the beginning of its current substream: `Cg'
is set to BG.
-- Library Function: void RngStream_ResetNextSubstream (RngStream G)
Reinitializes the stream G to the beginning of its next substream: `Ng' is
computed, and `Cg' and `Bg' are set to `Ng'.
-- Library Function: void RngStream_SetAntithetic (RngStream G, int A)
If A != 0, the stream G will start generating antithetic variates,
i.e., 1-U instead of U, until this method is called again with A = 0. By
default, the streams are created with A = 0.
-- Library Function: void RngStream_IncreasedPrecis (RngStream G, int INCP)
After calling this procedure with INCP != 0, each call (direct or
indirect) to `RngStream_RandU01' for stream G will advance the state of
the stream by 2 steps instead of 1, and will return a number with
(roughly) 53 bits of precision instead of 32 bits. More specifically, in
the non-antithetic case, when the precision is increased, the instruction
`x = RngStream_RandU01(g)' is equivalent to `x = (RngStream_RandU01(g) +
RngStream_RandU01(g) * fact) % 1.0' where the constant `fact' is equal to
2^(-24). This also applies when calling `RngStream_RandU01' indirectly
(e.g., by calling `RngStream_RandInt', etc.). By default, or if this
procedure is called again with INCP = 0, each call to `RngStream_RandU01'
for stream G advances the state by 1 step and returns a number with 32
bits of precision.
-- Library Function: void RngStream_SetSeed (RngStream G, unsigned long
SEED[6])
Sets the initial seed `Ig' of stream G to the vector SEED. This vector
must satisfy the same conditions as in `RngStream_SetPackageSeed'. The
stream is then reset to this initial seed. The states and seeds of the
other streams are not modified. As a result, after calling this
procedure, the initial seeds of the streams are no longer spaced `Z'
values apart. We discourage the use of this procedure.
-- Library Function: void RngStream_AdvanceState (RngStream G, long E, long C)
Advances the state of stream G by k values, without modifying the states
of other streams (as in `RngStream_SetSeed'), nor the values of `Bg' and
`Ig' associated with this stream. If E > 0, then k = 2^e + C; if E < 0,
then k =-2^-e + C; and if E = 0, then k = C. Note: C is allowed to take
negative values. We discourage the use of this procedure.
-- Library Function: void RngStream_GetState (RngStream G, unsigned long
SEED[6])
Returns in SEED[] the current state `Cg' of stream G. This is convenient
if we want to save the state for subsequent use.
-- Library Function: void RngStream_WriteState (RngStream G)
Prints (to standard output) the current state of stream G.
-- Library Function: void RngStream_WriteStateFull (RngStream G)
Prints (to standard output) the name of stream G and the values of all its
internal variables.
-- Library Function: double RngStream_RandU01 (RngStream G)
Returns a (pseudo)random number from the uniform distribution over the
interval (0,1), using stream G, after advancing the state by one step.
The returned number has 32 bits of precision in the sense that it is
always a multiple of 1/(2^32-208), unless `RngStream_IncreasedPrecis' has
been called for this stream.
-- Library Function: long RngStream_RandInt (RngStream G, long I, long J)
Returns a (pseudo)random number from the discrete uniform distribution
over the integers { I, I+1, ..., J }, using stream G. Makes one call to
`RngStream_RandU01'.
3 Example
*********
#include
#include "RngStream.h"
int main (void)
{
double x;
int i;
RngStream gen;
/* get a stream */
gen = RngStream_CreateStream ("generator_1");
/* sample from generator */
for (i=0; i<10; i++) {
x = RngStream_RandU01 (gen);
printf ("%f\n", x );
}
return 0;
}