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/* mpfr_grandom (rop1, rop2, state, rnd_mode) -- Generate up to two
pseudorandom real numbers according to a standard normal gaussian
distribution and round it to the precision of rop1, rop2 according
to the given rounding mode.
Copyright 2011, 2012, 2013 Free Software Foundation, Inc.
Contributed by the AriC and Caramel projects, INRIA.
This file is part of the GNU MPFR Library.
The GNU MPFR 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 3 of the License, or (at your
option) any later version.
The GNU MPFR 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 the GNU MPFR Library; see the file COPYING.LESSER. If not, see
http://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc.,
51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. */
/* #define MPFR_NEED_LONGLONG_H */
#include "mpfr-impl.h"
int
mpfr_grandom (mpfr_ptr rop1, mpfr_ptr rop2, gmp_randstate_t rstate,
mpfr_rnd_t rnd)
{
int inex1, inex2, s1, s2;
mpz_t x, y, xp, yp, t, a, b, s;
mpfr_t sfr, l, r1, r2;
mpfr_prec_t tprec, tprec0;
inex2 = inex1 = 0;
if (rop2 == NULL) /* only one output requested. */
{
tprec0 = MPFR_PREC (rop1);
}
else
{
tprec0 = MAX (MPFR_PREC (rop1), MPFR_PREC (rop2));
}
tprec0 += 11;
/* We use "Marsaglia polar method" here (cf.
George Marsaglia, Normal (Gaussian) random variables for supercomputers
The Journal of Supercomputing, Volume 5, Number 1, 49–55
DOI: 10.1007/BF00155857).
First we draw uniform x and y in [0,1] using mpz_urandomb (in
fixed precision), and scale them to [-1, 1].
*/
mpz_init (xp);
mpz_init (yp);
mpz_init (x);
mpz_init (y);
mpz_init (t);
mpz_init (s);
mpz_init (a);
mpz_init (b);
mpfr_init2 (sfr, MPFR_PREC_MIN);
mpfr_init2 (l, MPFR_PREC_MIN);
mpfr_init2 (r1, MPFR_PREC_MIN);
if (rop2 != NULL)
mpfr_init2 (r2, MPFR_PREC_MIN);
mpz_set_ui (xp, 0);
mpz_set_ui (yp, 0);
for (;;)
{
tprec = tprec0;
do
{
mpz_urandomb (xp, rstate, tprec);
mpz_urandomb (yp, rstate, tprec);
mpz_mul (a, xp, xp);
mpz_mul (b, yp, yp);
mpz_add (s, a, b);
}
while (mpz_sizeinbase (s, 2) > tprec * 2); /* x^2 + y^2 <= 2^{2tprec} */
for (;;)
{
/* FIXME: compute s as s += 2x + 2y + 2 */
mpz_add_ui (a, xp, 1);
mpz_add_ui (b, yp, 1);
mpz_mul (a, a, a);
mpz_mul (b, b, b);
mpz_add (s, a, b);
if ((mpz_sizeinbase (s, 2) <= 2 * tprec) ||
((mpz_sizeinbase (s, 2) == 2 * tprec + 1) &&
(mpz_scan1 (s, 0) == 2 * tprec)))
goto yeepee;
/* Extend by 32 bits */
mpz_mul_2exp (xp, xp, 32);
mpz_mul_2exp (yp, yp, 32);
mpz_urandomb (x, rstate, 32);
mpz_urandomb (y, rstate, 32);
mpz_add (xp, xp, x);
mpz_add (yp, yp, y);
tprec += 32;
mpz_mul (a, xp, xp);
mpz_mul (b, yp, yp);
mpz_add (s, a, b);
if (mpz_sizeinbase (s, 2) > tprec * 2)
break;
}
}
yeepee:
/* FIXME: compute s with s -= 2x + 2y + 2 */
mpz_mul (a, xp, xp);
mpz_mul (b, yp, yp);
mpz_add (s, a, b);
/* Compute the signs of the output */
mpz_urandomb (x, rstate, 2);
s1 = mpz_tstbit (x, 0);
s2 = mpz_tstbit (x, 1);
for (;;)
{
/* s = xp^2 + yp^2 (loop invariant) */
mpfr_set_prec (sfr, 2 * tprec);
mpfr_set_prec (l, tprec);
mpfr_set_z (sfr, s, MPFR_RNDN); /* exact */
mpfr_mul_2si (sfr, sfr, -2 * tprec, MPFR_RNDN); /* exact */
mpfr_log (l, sfr, MPFR_RNDN);
mpfr_neg (l, l, MPFR_RNDN);
mpfr_mul_2si (l, l, 1, MPFR_RNDN);
mpfr_div (l, l, sfr, MPFR_RNDN);
mpfr_sqrt (l, l, MPFR_RNDN);
mpfr_set_prec (r1, tprec);
mpfr_mul_z (r1, l, xp, MPFR_RNDN);
mpfr_div_2ui (r1, r1, tprec, MPFR_RNDN); /* exact */
if (s1)
mpfr_neg (r1, r1, MPFR_RNDN);
if (MPFR_CAN_ROUND (r1, tprec - 2, MPFR_PREC (rop1), rnd))
{
if (rop2 != NULL)
{
mpfr_set_prec (r2, tprec);
mpfr_mul_z (r2, l, yp, MPFR_RNDN);
mpfr_div_2ui (r2, r2, tprec, MPFR_RNDN); /* exact */
if (s2)
mpfr_neg (r2, r2, MPFR_RNDN);
if (MPFR_CAN_ROUND (r2, tprec - 2, MPFR_PREC (rop2), rnd))
break;
}
else
break;
}
/* Extend by 32 bits */
mpz_mul_2exp (xp, xp, 32);
mpz_mul_2exp (yp, yp, 32);
mpz_urandomb (x, rstate, 32);
mpz_urandomb (y, rstate, 32);
mpz_add (xp, xp, x);
mpz_add (yp, yp, y);
tprec += 32;
mpz_mul (a, xp, xp);
mpz_mul (b, yp, yp);
mpz_add (s, a, b);
}
inex1 = mpfr_set (rop1, r1, rnd);
if (rop2 != NULL)
{
inex2 = mpfr_set (rop2, r2, rnd);
inex2 = mpfr_check_range (rop2, inex2, rnd);
}
inex1 = mpfr_check_range (rop1, inex1, rnd);
if (rop2 != NULL)
mpfr_clear (r2);
mpfr_clear (r1);
mpfr_clear (l);
mpfr_clear (sfr);
mpz_clear (b);
mpz_clear (a);
mpz_clear (s);
mpz_clear (t);
mpz_clear (y);
mpz_clear (x);
mpz_clear (yp);
mpz_clear (xp);
return INEX (inex1, inex2);
}
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