normal01.h File Reference

#include <vsmc/rng/internal/common.h>
#include <vsmc/rng/urng.h>
#include <vsmc/rng/u01.h>

Go to the source code of this file.

Classes
struct	normal01_2x32_24
struct	normal01_2x32_53
struct	normal01_2x64_53
struct	normal01_4x32_24
struct	normal01_4x32_53
struct	normal01_4x64_53

Macros
#define	NORMAL01_2x32   normal01_2x32_53
#define	NORMAL01_2x32_INIT   normal01_2x32_53_init
#define	NORMAL01_2x32_RAND   normal01_2x32_53_rand
#define	NORMAL01_2x64   normal01_2x64_53
#define	NORMAL01_2x64_INIT   normal01_2x64_53_init
#define	NORMAL01_2x64_RAND   normal01_2x64_53_rand
#define	NORMAL01_4x32   normal01_4x32_53
#define	NORMAL01_4x32_INIT   normal01_4x32_53_init
#define	NORMAL01_4x32_RAND   normal01_4x32_53_rand
#define	NORMAL01_4x64   normal01_4x64_53
#define	NORMAL01_4x64_INIT   normal01_4x64_53_init
#define	NORMAL01_4x64_RAND   normal01_4x64_53_rand
#define	VSMC_DEFINE_RNG_NORMAL01(N, W, F, FT)
#define	VSMC_DEFINE_RNG_NORMAL01_INIT(N, W, F, FT)
#define	VSMC_DEFINE_RNG_NORMAL01_RAND(N, W, F, FT)

Functions
static void	normal01_2x32_24_init (normal01_2x32_24 *rnorm, cburng2x32_rng_t *rng)
static float	normal01_2x32_24_rand (normal01_2x32_24 *rnorm, cburng2x32_rng_t *rng)
static void	normal01_2x32_53_init (normal01_2x32_53 *rnorm, cburng2x32_rng_t *rng)
static double	normal01_2x32_53_rand (normal01_2x32_53 *rnorm, cburng2x32_rng_t *rng)
static void	normal01_2x64_53_init (normal01_2x64_53 *rnorm, cburng2x64_rng_t *rng)
static double	normal01_2x64_53_rand (normal01_2x64_53 *rnorm, cburng2x64_rng_t *rng)
static void	normal01_4x32_24_init (normal01_4x32_24 *rnorm, cburng4x32_rng_t *rng)
static float	normal01_4x32_24_rand (normal01_4x32_24 *rnorm, cburng4x32_rng_t *rng)
static void	normal01_4x32_53_init (normal01_4x32_53 *rnorm, cburng4x32_rng_t *rng)
static double	normal01_4x32_53_rand (normal01_4x32_53 *rnorm, cburng4x32_rng_t *rng)
static void	normal01_4x64_53_init (normal01_4x64_53 *rnorm, cburng4x64_rng_t *rng)
static double	normal01_4x64_53_rand (normal01_4x64_53 *rnorm, cburng4x64_rng_t *rng)

Macro Definition Documentation

#define NORMAL01_2x32   normal01_2x32_53

Definition at line 83 of file normal01.h.

#define NORMAL01_2x32_INIT   normal01_2x32_53_init

Definition at line 84 of file normal01.h.

#define NORMAL01_2x32_RAND   normal01_2x32_53_rand

Definition at line 85 of file normal01.h.

#define NORMAL01_2x64   normal01_2x64_53

Definition at line 87 of file normal01.h.

#define NORMAL01_2x64_INIT   normal01_2x64_53_init

Definition at line 88 of file normal01.h.

#define NORMAL01_2x64_RAND   normal01_2x64_53_rand

Definition at line 89 of file normal01.h.

#define NORMAL01_4x32   normal01_4x32_53

Definition at line 91 of file normal01.h.

#define NORMAL01_4x32_INIT   normal01_4x32_53_init

Definition at line 92 of file normal01.h.

#define NORMAL01_4x32_RAND   normal01_4x32_53_rand

Definition at line 93 of file normal01.h.

#define NORMAL01_4x64   normal01_4x64_53

Definition at line 95 of file normal01.h.

#define NORMAL01_4x64_INIT   normal01_4x64_53_init

Definition at line 96 of file normal01.h.

#define NORMAL01_4x64_RAND   normal01_4x64_53_rand

Definition at line 97 of file normal01.h.

#define VSMC_DEFINE_RNG_NORMAL01	(		N,
			W,
			F,
			FT
	)

Value:

typedef struct {                                                         \
        FT u1;                                                               \
        FT u2;                                                               \
        unsigned char saved;                                                 \
    } normal01_##N##x##W##_##F;

Definition at line 111 of file normal01.h.

#define VSMC_DEFINE_RNG_NORMAL01_INIT	(		N,
			W,
			F,
			FT
	)

Value:

VSMC_STATIC_INLINE void normal01_##N##x##W##_##F##_init (                \
            normal01_##N##x##W##_##F *rnorm, cburng##N##x##W##_rng_t *rng)   \
    {                                                                        \
        rnorm->u1 = u01_open_closed_##W##_##F(cburng##N##x##W##_rand(rng));  \
        rnorm->u2 = u01_open_closed_##W##_##F(cburng##N##x##W##_rand(rng));  \
        rnorm->saved = 1;                                                    \
    }

Definition at line 118 of file normal01.h.

#define VSMC_DEFINE_RNG_NORMAL01_RAND	(		N,
			W,
			F,
			FT
	)

Value:

VSMC_STATIC_INLINE FT normal01_##N##x##W##_##F##_rand (                  \
            normal01_##N##x##W##_##F *rnorm, cburng##N##x##W##_rng_t *rng)   \
    {                                                                        \
        const FT c_2pi = 6.2831853071795865;                                 \
        if (rnorm->saved) {                                                  \
            rnorm->saved = 0;                                                \
            return sqrt(-2 * log(rnorm->u1)) * cos(c_2pi * rnorm->u2);       \
        } else {                                                             \
            normal01_##N##x##W##_##F##_init(rnorm, rng);                     \
            return sqrt(-2 * log(rnorm->u1)) * sin(c_2pi * rnorm->u2);       \
        }                                                                    \
    }

Definition at line 127 of file normal01.h.