[project @ 1996-01-08 20:28:12 by partain]

[ghc-hetmet.git] / ghc / lib / hbc / Random.hs

diff --git a/ghc/lib/hbc/Random.hs b/ghc/lib/hbc/Random.hs
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+{-
+   This module implements a (good) random number generator.
+
+   The June 1988 (v31 #6) issue of the Communications of the ACM has an
+   article by Pierre L'Ecuyer called, "Efficient and Portable Combined
+   Random Number Generators".  Here is the Portable Combined Generator of
+   L'Ecuyer for 32-bit computers.  It has a period of roughly 2.30584e18.
+
+   Transliterator: Lennart Augustsson
+-}
+
+module Random(randomInts, randomDoubles, normalRandomDoubles) where
+-- Use seeds s1 in 1..2147483562 and s2 in 1..2147483398 to generate
+-- an infinite list of random Ints.
+randomInts :: Int -> Int -> [Int]
+randomInts s1 s2 =
+    if 1 <= s1 && s1 <= 2147483562 then
+       if 1 <= s2 && s2 <= 2147483398 then
+           rands s1 s2
+       else
+           error "randomInts: Bad second seed."
+    else
+       error "randomInts: Bad first seed."
+
+rands :: Int -> Int -> [Int]
+rands s1 s2 = z' : rands s1'' s2''
+       where   z'   = if z < 1 then z + 2147483562 else z
+               z    = s1'' - s2''
+
+               k    = s1 `quot` 53668
+               s1'  = 40014 * (s1 - k * 53668) - k * 12211
+               s1'' = if s1' < 0 then s1' + 2147483563 else s1'
+    
+               k'   = s2 `quot` 52774
+               s2'  = 40692 * (s2 - k' * 52774) - k' * 3791
+               s2'' = if s2' < 0 then s2' + 2147483399 else s2'
+       
+-- Same values for s1 and s2 as above, generates an infinite
+-- list of Doubles uniformly distibuted in (0,1).
+randomDoubles :: Int -> Int -> [Double]
+randomDoubles s1 s2 = map (\x -> fromIntegral x * 4.6566130638969828e-10) (randomInts s1 s2)
+
+-- The normal distribution stuff is stolen from Tim Lambert's
+-- M*****a version
+
+-- normalRandomDoubles is given two seeds and returns an infinite list of random
+-- normal variates with mean 0 and variance 1.  (Box Muller method see
+-- "Art of Computer Programming Vol 2")
+normalRandomDoubles :: Int -> Int -> [Double]
+normalRandomDoubles s1 s2 = boxMuller (map (\x->2*x-1) (randomDoubles s1 s2))
+
+-- boxMuller takes a stream of uniform random numbers on [-1,1] and
+-- returns a stream of normally distributed random numbers.
+boxMuller :: [Double] -> [Double]
+boxMuller (x1:x2:xs) | r <= 1    = x1*m : x2*m : rest
+                     | otherwise = rest
+                                  where r = x1*x1 + x2*x2
+                                        m = sqrt(-2*log r/r)
+                                        rest = boxMuller xs