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random.cpp
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/* Copyright (C) 2005-2020 Massachusetts Institute of Technology.
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
#include "meep.hpp"
#include "config.h"
#include "support/meep_mt.h"
#include <time.h>
using namespace std;
namespace meep {
static bool rand_inited = false;
static void init_rand(void) {
if (!rand_inited) {
rand_inited = true; // no infinite loop since rand_inited == true
set_random_seed(time(NULL) * (1 + my_global_rank()));
}
}
void set_random_seed(unsigned long seed) {
init_rand();
meep_mt_init_genrand(seed);
}
int random_int(int a, int b) {
init_rand();
return a + meep_mt_genrand_int32() % (b - a + 1);
}
double uniform_random(double a, double b) {
init_rand();
return a + meep_mt_genrand_res53() * (b - a);
}
double gaussian_random(double mean, double stddev) {
init_rand();
// Box-Muller algorithm to generate Gaussian from uniform
// see Knuth vol II algorithm P, sec. 3.4.1
double v1, v2, s;
do {
v1 = 2 * meep_mt_genrand_res53() - 1;
v2 = 2 * meep_mt_genrand_res53() - 1;
s = v1 * v1 + v2 * v2;
} while (s >= 1.0);
if (s == 0) { return mean; }
else {
return mean + v1 * sqrt(-2 * log(s) / s) * stddev;
}
}
} // namespace meep