include/gmx_random.h

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  34
  35 #ifndef _GMX_RANDOM_H_
  36 #define _GMX_RANDOM_H_
  37
  38 #include <stdio.h>
  39 #include "types/simple.h"
  40
  41 #ifdef __cplusplus
  42 extern "C" {
  43 #endif
  44
  45 /*! \brief Abstract datatype for a random number generator
  46  *
  47  * This is a handle to the full state of a random number generator.
  48  * You can not access anything inside the gmx_rng structure outside this
  49  * file.
  50  */
  51 typedef struct gmx_rng *
  52 gmx_rng_t;
  53
  54
  55 /*! \brief Returns the size of the RNG integer data structure
  56  *
  57  * Returns the size of the RNG integer data structure.
  58  * \threadsafe Yes.
  59  */
  60 int
  61 gmx_rng_n(void);
  62
  63
  64 /*! \brief Create a new RNG, seeded from a single integer.
  65  *
  66  * If you dont want to pick a seed, just call it as
  67  * rng=gmx_rng_init(gmx_rng_make_seed()) to seed it from
  68  * the system time or a random device.
  69  *
  70  * \param seed Random seed, unsigned 32-bit integer.
  71  *
  72  * \return Reference to a random number generator, or NULL if there was an
  73  *         error.
  74  *
  75  * \threadsafe Yes.
  76  */
  77 gmx_rng_t
  78 gmx_rng_init(unsigned int seed);
  79
  80
  81 /*! \brief Generate a 'random' RNG seed.
  82  *
  83  * This routine tries to get a seed from /dev/random if present,
  84  * and if not it uses time-of-day and process id to generate one.
  85  *
  86  * \return 32-bit unsigned integer random seed.
  87  *
  88  * Tip: If you use this in your code, it is a good idea to write the
  89  * returned random seed to a logfile, so you can recreate the exact sequence
  90  * of random number if you need to reproduce your run later for one reason
  91  * or another.
  92  *
  93  * \threadsafe Yes.
  94  */
  95 unsigned int
  96 gmx_rng_make_seed(void);
  97
  98
  99 /*! \brief Initialize a RNG with 624 integers (>32 bits of entropy).
 100  *
 101  *  The Mersenne twister RNG used in Gromacs has an extremely long period,
 102  *  but when you only initialize it with a 32-bit integer there are only
 103  *  2^32 different possible sequences of number - much less than the generator
 104  *  is capable of.
 105  *
 106  *  If you really need the full entropy, this routine makes it possible to
 107  *  initialize the RNG with up to 624 32-bit integers, which will give you
 108  *  up to 2^19968 bits of entropy.
 109  *
 110  *  \param seed Array of unsigned integers to form a seed
 111  *  \param seed_length Number of integers in the array, up to 624 are used.
 112  *
 113  * \return Reference to a random number generator, or NULL if there was an
 114  *         error.
 115  *
 116  * \threadsafe Yes.
 117  */
 118 gmx_rng_t
 119 gmx_rng_init_array(unsigned int    seed[],
 120                    int             seed_length);
 121
 122
 123 /*! \brief Release resources of a RNG
 124  *
 125  *  This routine destroys a random number generator and releases all
 126  *  resources allocated by it.
 127  *
 128  *  \param rng Handle to random number generator previously returned by
 129  *                     gmx_rng_init() or gmx_rng_init_array().
 130  *
 131  * \threadsafe Function itself is threadsafe, but you should only destroy a
 132  *             certain RNG once (i.e. from one thread).
 133  */
 134 void
 135 gmx_rng_destroy(gmx_rng_t rng);
 136
 137
 138 /*! \brief Get the state of a RNG
 139  *
 140  *  This routine stores the random state in mt and mti, mt should have
 141  *  a size of at least 624, mt of 1.
 142  *
 143  *  \param rng Handle to random number generator previously returned by
 144  *                     gmx_rng_init() or gmx_rng_init_array().
 145  */
 146 void
 147 gmx_rng_get_state(gmx_rng_t rng, unsigned int *mt,int *mti);
 148
 149
 150 /*! \brief Set the state of a RNG
 151  *
 152  *  This routine sets the random state from mt and mti, mt should have
 153  *  a size of at least 624.
 154  *
 155  *  \param rng Handle to random number generator previously returned by
 156  *                     gmx_rng_init() or gmx_rng_init_array().
 157  */
 158 void
 159 gmx_rng_set_state(gmx_rng_t rng, unsigned int *mt,int mti);
 160
 161
 162 /*! \brief Random 32-bit integer from a uniform distribution
 163  *
 164  *  This routine returns a random integer from the random number generator
 165  *  provided, and updates the state of that RNG.
 166  *
 167  *  \param rng Handle to random number generator previously returned by
 168  *                     gmx_rng_init() or gmx_rng_init_array().
 169  *
 170  *  \return 32-bit unsigned integer from a uniform distribution.
 171  *
 172  *  \threadsafe Function yes, input data no. You should not call this function
 173  *              from two different threads using the same RNG handle at the
 174  *              same time. For performance reasons we cannot lock the handle
 175  *              with a mutex every time we need a random number - that would
 176  *              slow the routine down a factor 2-5. There are two simple
 177  *              solutions: either use a mutex and lock it before calling
 178  *              the function, or use a separate RNG handle for each thread.
 179  */
 180 unsigned int
 181 gmx_rng_uniform_uint32(gmx_rng_t rng);
 182
 183
 184 /*! \brief Random gmx_real_t 0<=x<1 from a uniform distribution
 185  *
 186  *  This routine returns a random floating-point number from the
 187  *  random number generator provided, and updates the state of that RNG.
 188  *
 189  *  \param rng Handle to random number generator previously returned by
 190  *                     gmx_rng_init() or gmx_rng_init_array().
 191  *
 192  *  \return floating-point number 0<=x<1 from a uniform distribution.
 193  *
 194  *  \threadsafe Function yes, input data no. You should not call this function
 195  *              from two different threads using the same RNG handle at the
 196  *              same time. For performance reasons we cannot lock the handle
 197  *              with a mutex every time we need a random number - that would
 198  *              slow the routine down a factor 2-5. There are two simple
 199  *              solutions: either use a mutex and lock it before calling
 200  *              the function, or use a separate RNG handle for each thread.
 201  */
 202 real
 203 gmx_rng_uniform_real(gmx_rng_t rng);
 204
 205
 206 /*! \brief Random gmx_real_t from a gaussian distribution
 207  *
 208  *  This routine returns a random floating-point number from the
 209  *  random number generator provided, and updates the state of that RNG.
 210  *
 211  *  The Box-Muller algorithm is used to provide gaussian random numbers. This
 212  *  is not the fastest known algorithm for gaussian numbers, but in contrast
 213  *  to the alternatives it is very well studied and you can trust the returned
 214  *  random numbers to have good properties and no correlations.
 215  *
 216  *  \param rng Handle to random number generator previously returned by
 217  *                        gmx_rng_init() or gmx_rng_init_array().
 218  *
 219  *  \return Gaussian random floating-point number with average 0.0 and
 220  *          standard deviation 1.0. You can get any average/mean you want
 221  *          by first multiplying with the desired average and then adding
 222  *          the average you want.
 223  *
 224  *  \threadsafe Function yes, input data no. You should not call this function
 225  *              from two different threads using the same RNG handle at the
 226  *              same time. For performance reasons we cannot lock the handle
 227  *              with a mutex every time we need a random number - that would
 228  *              slow the routine down a factor 2-5. There are two simple
 229  *              solutions: either use a mutex and lock it before calling
 230  *              the function, or use a separate RNG handle for each thread.
 231  *
 232  *  It works perfectly to mix calls to get uniform and gaussian random numbers
 233  *  from the same generator, but since it will affect the sequence of returned
 234  *  numbers it is probably better to use separate random number generator
 235  *  structures.
 236  */
 237 real
 238 gmx_rng_gaussian_real(gmx_rng_t rng);
 239
 240
 241
 242 /* Return a new gaussian random number with expectation value
 243  * 0.0 and standard deviation 1.0. This routine uses a table
 244  * lookup for maximum speed.
 245  *
 246  * WARNING: The lookup table is 16k by default, which means
 247  *          the granularity of the random numbers is coarser
 248  *          than what you get from gmx_rng_gauss_real().
 249  *          In most cases this is no problem whatsoever,
 250  *          and it is particularly true for BD/SD integration.
 251  *          Note that you will NEVER get any really extreme
 252  *          numbers: the maximum absolute value returned is
 253  *          4.0255485.
 254  *
 255  * threadsafe: yes
 256  */
 257 real
 258 gmx_rng_gaussian_table(gmx_rng_t rng);
 259
 260 #ifdef __cplusplus
 261 }
 262 #endif
 263
 264 #endif /* _GMX_RANDOM_H_ */
 265