cs_random.c File Reference

#include "cs_defs.h"
#include <assert.h>
#include <math.h>
#include "bft_error.h"
#include "cs_random.h"

Include dependency graph for cs_random.c:

Functions
void	cs_random_seed (int seed)
	Initialize random number generator. More...
void	cs_random_uniform (cs_lnum_t n, cs_real_t a[])
	Uniform distribution random number generator. More...
void	cs_random_normal (cs_lnum_t n, cs_real_t x[])
	Normal distribution random number generator. More...
void	cs_random_poisson (cs_lnum_t n, cs_real_t mu, int p[])
	Poisson distribution random number generator. More...
void	cs_random_save (cs_real_t save_block[1634])
	Save static variables used by random number generator. More...
void	cs_random_restore (cs_real_t save_block[1634])
	Restore static variables used by random number generator. More...

Detailed Description

Random number generation.

Based on the uniform, gaussian, and poisson random number generation code from netlib.org: lagged (-273,-607) Fibonacci; Box-Muller; by W.P. Petersen, IPS, ETH Zuerich.

Function Documentation

cs_random_normal()

void cs_random_normal	(	cs_lnum_t	n,
		cs_real_t	x[]
	)

Normal distribution random number generator.

Box-Muller method for Gaussian random numbers.

Parameters

[in]	n	number of values to compute
[out]	x	pseudo-random numbers following normal distribution

cs_random_poisson()

void cs_random_poisson	(	cs_lnum_t	n,
		cs_real_t	mu,
		int	p[]
	)

Poisson distribution random number generator.

q(mu,p) = exp(-mu) mu**p/p!

Parameters

[in]	n	number of values to compute
[in]	mu	Poisson distribution parameter
[out]	p	pseudo-random numbers following Poisson distribution

cs_random_restore()

void cs_random_restore

(

cs_real_t

save_block[1634]

)

Restore static variables used by random number generator.

Parameters

[out]

save_block

saved state values

cs_random_save()

void cs_random_save

(

cs_real_t

save_block[1634]

)

Save static variables used by random number generator.

Parameters

[out]

save_block

saved state values

cs_random_seed()

void cs_random_seed

(

int

seed

)

Initialize random number generator.

Generates initial seed buffer by linear congruential method. Taken from Marsaglia, FSU report FSU-SCRI-87-50.

Parameters

[in]

seed

variable seed, with 0 < seed < 31328

cs_random_uniform()

void cs_random_uniform	(	cs_lnum_t	n,
		cs_real_t	a[]
	)

Uniform distribution random number generator.

Portable lagged Fibonacci series uniform random number generator with "lags" -273 und -607: W.P. Petersen, IPS, ETH Zuerich, 19 Mar. 92

Parameters

[in]	n	number of values to compute
[out]	a	pseudo-random numbers following uniform distribution