ran2 from numerical recipes
- To: mathgroup at smc.vnet.net
- Subject: [mg42333] ran2 from numerical recipes
- From: Daniel Reeves <dreeves at umich.edu>
- Date: Tue, 1 Jul 2003 08:45:40 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
I don't suppose anyone has implemented ran2() from Numerical Recipes in
Mathematica? I know the built-in Random[] is good but I need a Mathematica
implementation of ran2 in order to verify some C code. Come to think of
it, a C implementation of Random[Real] would also do the trick.
Here's ran2 in C:
#define IM1 2147483563
#define IM2 2147483399
#define AM (1.0/IM1)
#define IMM1 (IM1-1)
#define IA1 40014
#define IA2 40692
#define IQ1 53668
#define IQ2 52774
#define IR1 12211
#define IR2 3791
#define NTAB 32
#define NDIV (1+IMM1/NTAB)
#define EPS 1.2e-7
#define RNMX (1.0-EPS)
float ran2(long *idum)
{
int j;
long k;
static long idum2=123456789;
static long iy=0;
static long iv[NTAB];
float temp;
if (*idum <= 0) {
if (-(*idum) < 1) *idum=1;
else *idum = -(*idum);
idum2=(*idum);
for (j=NTAB+7;j>=0;j--) {
k=(*idum)/IQ1;
*idum=IA1*(*idum-k*IQ1)-k*IR1;
if (*idum < 0) *idum += IM1;
if (j < NTAB) iv[j] = *idum;
}
iy=iv[0];
}
k=(*idum)/IQ1;
*idum=IA1*(*idum-k*IQ1)-k*IR1;
if (*idum < 0) *idum += IM1;
k=idum2/IQ2;
idum2=IA2*(idum2-k*IQ2)-k*IR2;
if (idum2 < 0) idum2 += IM2;
j=iy/NDIV;
iy=iv[j]-idum2;
iv[j] = *idum;
if (iy < 1) iy += IMM1;
if ((temp=AM*iy) > RNMX) return RNMX;
else return temp;
}
--
Daniel Reeves -- http://ai.eecs.umich.edu/people/dreeves/
"The complete lack of evidence is the surest sign that the conspiracy
is working."