/* 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 2011-2015 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); }