include/gmx_random.h

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  34
  35 #ifndef _GMX_RANDOM_H_
  36 #define _GMX_RANDOM_H_
  37
  38 #ifdef HAVE_CONFIG_H
  39 #include <config.h>
  40 #endif
  41
  42
  43 #include <stdio.h>
  44 #include <types/simple.h>
  45
  46 #ifdef __cplusplus
  47 extern "C" {
  48 #endif
  49
  50 /*! \brief Abstract datatype for a random number generator
  51  *
  52  * This is a handle to the full state of a random number generator.
  53  * You can not access anything inside the gmx_rng structure outside this
  54  * file.
  55  */
  56 typedef struct gmx_rng *
  57 gmx_rng_t;
  58
  59
  60 /*! \brief Returns the size of the RNG integer data structure
  61  *
  62  * Returns the size of the RNG integer data structure.
  63  * \threadsafe Yes.
  64  */
  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_rng_t
  83 gmx_rng_init(unsigned int seed);
  84
  85
  86 /*! \brief Generate a 'random' RNG seed.
  87  *
  88  * This routine tries to get a seed from /dev/random if present,
  89  * and if not it uses time-of-day and process id to generate one.
  90  *
  91  * \return 32-bit unsigned integer random seed.
  92  *
  93  * Tip: If you use this in your code, it is a good idea to write the
  94  * returned random seed to a logfile, so you can recreate the exact sequence
  95  * of random number if you need to reproduce your run later for one reason
  96  * or another.
  97  *
  98  * \threadsafe Yes.
  99  */
 100 unsigned int
 101 gmx_rng_make_seed(void);
 102
 103
 104 /*! \brief Initialize a RNG with 624 integers (>32 bits of entropy).
 105  *
 106  *  The Mersenne twister RNG used in Gromacs has an extremely long period,
 107  *  but when you only initialize it with a 32-bit integer there are only
 108  *  2^32 different possible sequences of number - much less than the generator
 109  *  is capable of.
 110  *
 111  *  If you really need the full entropy, this routine makes it possible to
 112  *  initialize the RNG with up to 624 32-bit integers, which will give you
 113  *  up to 2^19968 bits of entropy.
 114  *
 115  *  \param seed Array of unsigned integers to form a seed
 116  *  \param seed_length Number of integers in the array, up to 624 are used.
 117  *
 118  * \return Reference to a random number generator, or NULL if there was an
 119  *         error.
 120  *
 121  * \threadsafe Yes.
 122  */
 123 gmx_rng_t
 124 gmx_rng_init_array(unsigned int    seed[],
 125                    int             seed_length);
 126
 127
 128 /*! \brief Release resources of a RNG
 129  *
 130  *  This routine destroys a random number generator and releases all
 131  *  resources allocated by it.
 132  *
 133  *  \param rng Handle to random number generator previously returned by
 134  *                     gmx_rng_init() or gmx_rng_init_array().
 135  *
 136  * \threadsafe Function itself is threadsafe, but you should only destroy a
 137  *             certain RNG once (i.e. from one thread).
 138  */
 139 void
 140 gmx_rng_destroy(gmx_rng_t rng);
 141
 142
 143 /*! \brief Get the state of a RNG
 144  *
 145  *  This routine stores the random state in mt and mti, mt should have
 146  *  a size of at least 624, mt of 1.
 147  *
 148  *  \param rng Handle to random number generator previously returned by
 149  *                     gmx_rng_init() or gmx_rng_init_array().
 150  */
 151 void
 152 gmx_rng_get_state(gmx_rng_t rng, unsigned int *mt,int *mti);
 153
 154
 155 /*! \brief Set the state of a RNG
 156  *
 157  *  This routine sets the random state from mt and mti, mt should have
 158  *  a size of at least 624.
 159  *
 160  *  \param rng Handle to random number generator previously returned by
 161  *                     gmx_rng_init() or gmx_rng_init_array().
 162  */
 163 void
 164 gmx_rng_set_state(gmx_rng_t rng, unsigned int *mt,int mti);
 165
 166
 167 /*! \brief Random 32-bit integer from a uniform distribution
 168  *
 169  *  This routine returns a random integer from the random number generator
 170  *  provided, and updates the state of that RNG.
 171  *
 172  *  \param rng Handle to random number generator previously returned by
 173  *                     gmx_rng_init() or gmx_rng_init_array().
 174  *
 175  *  \return 32-bit unsigned integer from a uniform distribution.
 176  *
 177  *  \threadsafe Function yes, input data no. You should not call this function
 178  *              from two different threads using the same RNG handle at the
 179  *              same time. For performance reasons we cannot lock the handle
 180  *              with a mutex every time we need a random number - that would
 181  *              slow the routine down a factor 2-5. There are two simple
 182  *              solutions: either use a mutex and lock it before calling
 183  *              the function, or use a separate RNG handle for each thread.
 184  */
 185 unsigned int
 186 gmx_rng_uniform_uint32(gmx_rng_t rng);
 187
 188
 189 /*! \brief Random gmx_real_t 0<=x<1 from a uniform distribution
 190  *
 191  *  This routine returns a random floating-point number from the
 192  *  random number generator provided, and updates the state of that RNG.
 193  *
 194  *  \param rng Handle to random number generator previously returned by
 195  *                     gmx_rng_init() or gmx_rng_init_array().
 196  *
 197  *  \return floating-point number 0<=x<1 from a uniform distribution.
 198  *
 199  *  \threadsafe Function yes, input data no. You should not call this function
 200  *              from two different threads using the same RNG handle at the
 201  *              same time. For performance reasons we cannot lock the handle
 202  *              with a mutex every time we need a random number - that would
 203  *              slow the routine down a factor 2-5. There are two simple
 204  *              solutions: either use a mutex and lock it before calling
 205  *              the function, or use a separate RNG handle for each thread.
 206  */
 207 real
 208 gmx_rng_uniform_real(gmx_rng_t rng);
 209
 210
 211 /*! \brief Random gmx_real_t from a gaussian distribution
 212  *
 213  *  This routine returns a random floating-point number from the
 214  *  random number generator provided, and updates the state of that RNG.
 215  *
 216  *  The Box-Muller algorithm is used to provide gaussian random numbers. This
 217  *  is not the fastest known algorithm for gaussian numbers, but in contrast
 218  *  to the alternatives it is very well studied and you can trust the returned
 219  *  random numbers to have good properties and no correlations.
 220  *
 221  *  \param rng Handle to random number generator previously returned by
 222  *                        gmx_rng_init() or gmx_rng_init_array().
 223  *
 224  *  \return Gaussian random floating-point number with average 0.0 and
 225  *          standard deviation 1.0. You can get any average/mean you want
 226  *          by first multiplying with the desired average and then adding
 227  *          the average you want.
 228  *
 229  *  \threadsafe Function yes, input data no. You should not call this function
 230  *              from two different threads using the same RNG handle at the
 231  *              same time. For performance reasons we cannot lock the handle
 232  *              with a mutex every time we need a random number - that would
 233  *              slow the routine down a factor 2-5. There are two simple
 234  *              solutions: either use a mutex and lock it before calling
 235  *              the function, or use a separate RNG handle for each thread.
 236  *
 237  *  It works perfectly to mix calls to get uniform and gaussian random numbers
 238  *  from the same generator, but since it will affect the sequence of returned
 239  *  numbers it is probably better to use separate random number generator
 240  *  structures.
 241  */
 242 real
 243 gmx_rng_gaussian_real(gmx_rng_t rng);
 244
 245
 246
 247 /* Return a new gaussian random number with expectation value
 248  * 0.0 and standard deviation 1.0. This routine uses a table
 249  * lookup for maximum speed.
 250  *
 251  * WARNING: The lookup table is 16k by default, which means
 252  *          the granularity of the random numbers is coarser
 253  *          than what you get from gmx_rng_gauss_real().
 254  *          In most cases this is no problem whatsoever,
 255  *          and it is particularly true for BD/SD integration.
 256  *          Note that you will NEVER get any really extreme
 257  *          numbers: the maximum absolute value returned is
 258  *          4.0255485.
 259  *
 260  * threadsafe: yes
 261  */
 262 real
 263 gmx_rng_gaussian_table(gmx_rng_t rng);
 264
 265 #ifdef __cplusplus
 266 }
 267 #endif
 268
 269 #endif /* _GMX_RANDOM_H_ */
 270