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Topic:
A RANDOM NUMBER GENERATOR FOR C
Replies:
10
Last Post:
Oct 9, 1997 4:10 AM




A RANDOM NUMBER GENERATOR FOR C
Posted:
Sep 29, 1997 7:41 PM


I have often been asked to suggest random number generators for use in C. Many good ones are available through the net, but they often require complicated code and various ways to use or initialize through calls to subroutines. The following suggestion has these properties: Seems to pass all tests of randomness put to it.
Has much much longer period, >2^60, than most system generators, <2^32, and versions can be combined to get periods > 2^90, 2^120, etc.
Exploits the feature of C that provides segments of inline code through #define statements. Thus random integers or reals can be put directly into expressions, avoiding the cost of calls to subroutines.
Uses what I view as the most promising new method for random number generation: multiplywithcarry.
Here is what you do: keep the following six lines of code somwhere in your files.
#define znew ((z=36969*(z&65535)+(z>>16))<<16) #define wnew ((w=18000*(w&65535)+(w>>16))&65535) #define IUNI (znew+wnew) #define UNI (znew+wnew)*4.656613e10 static unsigned long z=362436069, w=521288629; void setseed(unsigned long i1,unsigned long i2){z=i1; w=i2;}
Whenever you need random integers or random reals in your C program, just insert those six lines at (near?) the beginning of the program. In every expression where you want a random real in [0,1) use UNI, or use IUNI for a random 32bit integer. No need to mess with ranf() or ranf(lastI), etc, with their requisite overheads. Choices for replacing the two multipliers 36969 and 18000 are given below. Thus you can tailor your own inline multiplywithcarry random number generator.
This section is expressed as a C comment, in case you want to keep it filed with your essential six lines: /* Use of IUNI in an expression will produce a 32bit unsigned random integer, while UNI will produce a random real in [0,1). The static variables z and w can be reassigned to i1 and i2 by setseed(i1,i2); You may replace the two constants 36969 and 18000 by any pair of distinct constants from this list: 18000 18030 18273 18513 18879 19074 19098 19164 19215 19584 19599 19950 20088 20508 20544 20664 20814 20970 21153 21243 21423 21723 21954 22125 22188 22293 22860 22938 22965 22974 23109 23124 23163 23208 23508 23520 23553 23658 23865 24114 24219 24660 24699 24864 24948 25023 25308 25443 26004 26088 26154 26550 26679 26838 27183 27258 27753 27795 27810 27834 27960 28320 28380 28689 28710 28794 28854 28959 28980 29013 29379 29889 30135 30345 30459 30714 30903 30963 31059 31083 (or any other 16bit constants k for which both k*2^161 and k*2^151 are prime)*/
I don't program in C, so the above comes from looking in manuals, (the mathematics, of course, is my own and I am pretty sure of it, and pretty sure of the randomness through my Diehard battery, available in The Marsaglia Random Number CDROM with The Diehard Battery of Tests of Randomness at http://www.cs.hku.hk or http://www.stat.fsu.edu Theory behind multiplywithcarry is in the file mwc1.ps in the postscript directory of the CDROM).
I welcome suggestions if I have misinterpreted C conventions or standards. But interest in random number generators seems great enough to risk cluttering up the news group with yet another dumb post.
George Marsaglia geo@stat.fsu.edu



