include/gmx_random.h

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  38
  39 #ifndef _GMX_RANDOM_H_
  40 #define _GMX_RANDOM_H_
  41 #include "visibility.h"
  42 #include <stdio.h>
  43 #include "types/simple.h"
  44
  45 #ifdef __cplusplus
  46 extern "C" {
  47 #endif
  48
  49 /*! \brief Abstract datatype for a random number generator
  50  *
  51  * This is a handle to the full state of a random number generator.
  52  * You can not access anything inside the gmx_rng structure outside this
  53  * file.
  54  */
  55 typedef struct gmx_rng *
  56     gmx_rng_t;
  57
  58
  59 /*! \brief Returns the size of the RNG integer data structure
  60  *
  61  * Returns the size of the RNG integer data structure.
  62  * \threadsafe Yes.
  63  */
  64 GMX_LIBGMX_EXPORT
  65 int
  66 gmx_rng_n(void);
  67
  68
  69 /*! \brief Create a new RNG, seeded from a single integer.
  70  *
  71  * If you dont want to pick a seed, just call it as
  72  * rng=gmx_rng_init(gmx_rng_make_seed()) to seed it from
  73  * the system time or a random device.
  74  *
  75  * \param seed Random seed, unsigned 32-bit integer.
  76  *
  77  * \return Reference to a random number generator, or NULL if there was an
  78  *         error.
  79  *
  80  * \threadsafe Yes.
  81  */
  82 GMX_LIBGMX_EXPORT
  83 gmx_rng_t
  84 gmx_rng_init(unsigned int seed);
  85
  86
  87 /*! \brief Generate a 'random' RNG seed.
  88  *
  89  * This routine tries to get a seed from /dev/random if present,
  90  * and if not it uses time-of-day and process id to generate one.
  91  *
  92  * \return 32-bit unsigned integer random seed.
  93  *
  94  * Tip: If you use this in your code, it is a good idea to write the
  95  * returned random seed to a logfile, so you can recreate the exact sequence
  96  * of random number if you need to reproduce your run later for one reason
  97  * or another.
  98  *
  99  * \threadsafe Yes.
 100  */
 101 GMX_LIBGMX_EXPORT
 102 unsigned int
 103 gmx_rng_make_seed(void);
 104
 105
 106 /*! \brief Initialize a RNG with 624 integers (>32 bits of entropy).
 107  *
 108  *  The Mersenne twister RNG used in Gromacs has an extremely long period,
 109  *  but when you only initialize it with a 32-bit integer there are only
 110  *  2^32 different possible sequences of number - much less than the generator
 111  *  is capable of.
 112  *
 113  *  If you really need the full entropy, this routine makes it possible to
 114  *  initialize the RNG with up to 624 32-bit integers, which will give you
 115  *  up to 2^19968 bits of entropy.
 116  *
 117  *  \param seed Array of unsigned integers to form a seed
 118  *  \param seed_length Number of integers in the array, up to 624 are used.
 119  *
 120  * \return Reference to a random number generator, or NULL if there was an
 121  *         error.
 122  *
 123  * \threadsafe Yes.
 124  */
 125 gmx_rng_t
 126 gmx_rng_init_array(unsigned int    seed[],
 127                    int             seed_length);
 128
 129
 130 /*! \brief Release resources of a RNG
 131  *
 132  *  This routine destroys a random number generator and releases all
 133  *  resources allocated by it.
 134  *
 135  *  \param rng Handle to random number generator previously returned by
 136  *                     gmx_rng_init() or gmx_rng_init_array().
 137  *
 138  * \threadsafe Function itself is threadsafe, but you should only destroy a
 139  *             certain RNG once (i.e. from one thread).
 140  */
 141 GMX_LIBGMX_EXPORT
 142 void
 143 gmx_rng_destroy(gmx_rng_t rng);
 144
 145
 146 /*! \brief Get the state of a RNG
 147  *
 148  *  This routine stores the random state in mt and mti, mt should have
 149  *  a size of at least 624, mt of 1.
 150  *
 151  *  \param rng Handle to random number generator previously returned by
 152  *                     gmx_rng_init() or gmx_rng_init_array().
 153  */
 154 GMX_LIBGMX_EXPORT
 155 void
 156 gmx_rng_get_state(gmx_rng_t rng, unsigned int *mt, int *mti);
 157
 158
 159 /*! \brief Set the state of a RNG
 160  *
 161  *  This routine sets the random state from mt and mti, mt should have
 162  *  a size of at least 624.
 163  *
 164  *  \param rng Handle to random number generator previously returned by
 165  *                     gmx_rng_init() or gmx_rng_init_array().
 166  */
 167 GMX_LIBGMX_EXPORT
 168 void
 169 gmx_rng_set_state(gmx_rng_t rng, unsigned int *mt, int mti);
 170
 171
 172 /*! \brief Random 32-bit integer from a uniform distribution
 173  *
 174  *  This routine returns a random integer from the random number generator
 175  *  provided, and updates the state of that RNG.
 176  *
 177  *  \param rng Handle to random number generator previously returned by
 178  *                     gmx_rng_init() or gmx_rng_init_array().
 179  *
 180  *  \return 32-bit unsigned integer from a uniform distribution.
 181  *
 182  *  \threadsafe Function yes, input data no. You should not call this function
 183  *              from two different threads using the same RNG handle at the
 184  *              same time. For performance reasons we cannot lock the handle
 185  *              with a mutex every time we need a random number - that would
 186  *              slow the routine down a factor 2-5. There are two simple
 187  *              solutions: either use a mutex and lock it before calling
 188  *              the function, or use a separate RNG handle for each thread.
 189  */
 190 GMX_LIBGMX_EXPORT
 191 unsigned int
 192 gmx_rng_uniform_uint32(gmx_rng_t rng);
 193
 194
 195 /*! \brief Random gmx_real_t 0<=x<1 from a uniform distribution
 196  *
 197  *  This routine returns a random floating-point number from the
 198  *  random number generator provided, and updates the state of that RNG.
 199  *
 200  *  \param rng Handle to random number generator previously returned by
 201  *                     gmx_rng_init() or gmx_rng_init_array().
 202  *
 203  *  \return floating-point number 0<=x<1 from a uniform distribution.
 204  *
 205  *  \threadsafe Function yes, input data no. You should not call this function
 206  *              from two different threads using the same RNG handle at the
 207  *              same time. For performance reasons we cannot lock the handle
 208  *              with a mutex every time we need a random number - that would
 209  *              slow the routine down a factor 2-5. There are two simple
 210  *              solutions: either use a mutex and lock it before calling
 211  *              the function, or use a separate RNG handle for each thread.
 212  */
 213 GMX_LIBGMX_EXPORT
 214 real
 215 gmx_rng_uniform_real(gmx_rng_t rng);
 216
 217
 218 /*! \brief Random gmx_real_t from a gaussian distribution
 219  *
 220  *  This routine returns a random floating-point number from the
 221  *  random number generator provided, and updates the state of that RNG.
 222  *
 223  *  The Box-Muller algorithm is used to provide gaussian random numbers. This
 224  *  is not the fastest known algorithm for gaussian numbers, but in contrast
 225  *  to the alternatives it is very well studied and you can trust the returned
 226  *  random numbers to have good properties and no correlations.
 227  *
 228  *  \param rng Handle to random number generator previously returned by
 229  *                        gmx_rng_init() or gmx_rng_init_array().
 230  *
 231  *  \return Gaussian random floating-point number with average 0.0 and
 232  *          standard deviation 1.0. You can get any average/mean you want
 233  *          by first multiplying with the desired average and then adding
 234  *          the average you want.
 235  *
 236  *  \threadsafe Function yes, input data no. You should not call this function
 237  *              from two different threads using the same RNG handle at the
 238  *              same time. For performance reasons we cannot lock the handle
 239  *              with a mutex every time we need a random number - that would
 240  *              slow the routine down a factor 2-5. There are two simple
 241  *              solutions: either use a mutex and lock it before calling
 242  *              the function, or use a separate RNG handle for each thread.
 243  *
 244  *  It works perfectly to mix calls to get uniform and gaussian random numbers
 245  *  from the same generator, but since it will affect the sequence of returned
 246  *  numbers it is probably better to use separate random number generator
 247  *  structures.
 248  */
 249 GMX_LIBGMX_EXPORT
 250 real
 251 gmx_rng_gaussian_real(gmx_rng_t rng);
 252
 253
 254
 255 /* Return a new gaussian random number with expectation value
 256  * 0.0 and standard deviation 1.0. This routine uses a table
 257  * lookup for maximum speed.
 258  *
 259  * WARNING: The lookup table is 16k by default, which means
 260  *          the granularity of the random numbers is coarser
 261  *          than what you get from gmx_rng_gauss_real().
 262  *          In most cases this is no problem whatsoever,
 263  *          and it is particularly true for BD/SD integration.
 264  *          Note that you will NEVER get any really extreme
 265  *          numbers: the maximum absolute value returned is
 266  *          4.0255485.
 267  *
 268  * threadsafe: yes
 269  */
 270 GMX_LIBGMX_EXPORT
 271 real
 272 gmx_rng_gaussian_table(gmx_rng_t rng);
 273
 274 #ifdef __cplusplus
 275 }
 276 #endif
 277
 278 #endif /* _GMX_RANDOM_H_ */