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update to RTS noise

This commit is contained in:
h_vogt 2010-12-19 11:05:03 +00:00
parent 7debdf4ec6
commit 5fd49349f6
6 changed files with 19 additions and 145 deletions
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5
ChangeLog
View File

@ -1,3 +1,8 @@
2010-12-19 Holger Vogt
* simplify exp variate generation for RTS noise:
rnorrexp.c removed,
update to randnumb.c, main.c, /maths/misc/makefile.am, visualc/vngspice.vcproj
2010-12-18 Dietmar Warning
* devices/bsim*/*ask.c: correct multiplier m for certain currents, conductances, charges
and capacitances if they are requested by plotting and printing, e.g. @m1[gds]

1
src/main.c
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@ -849,7 +849,6 @@ main(int argc, char **argv)
cp_program = ft_sim->simulator;
srand(getpid());
zigset(getpid());
TausSeed();
/* --- Process command line options --- */

3
src/maths/misc/Makefile.am
View File

@ -15,8 +15,7 @@ libmathmisc_la_SOURCES = \
scalb.c \
norm.h \
norm.c \
randnumb.c \
rnorrexp.c
randnumb.c
EXTRA_DIST = test_accuracy.c test_erfc.c

10
src/maths/misc/randnumb.c
View File

@ -65,6 +65,7 @@ double CombLCGTaus(void);
float CombLCGTaus2(void);
unsigned int CombLCGTausInt(void);
unsigned int CombLCGTausInt2(void);
double exprand(double);
void checkseed(void);
double drand(void);
@ -84,7 +85,6 @@ void checkseed(void)
if (cp_getvar("rndseed", CP_NUM, &newseed)) {
if ((newseed > 0) && (oldseed != newseed)) {
srand(newseed); //srandom(newseed);
zigset(newseed);
TausSeed();
oldseed = newseed;
printf("Seed value for random number generator is set to %d\n", newseed);
@ -241,3 +241,11 @@ void rgauss(double* py1, double* py2)
}
/* return an exponentially distributed random number */
double exprand(double mean)
{
double expval;
checkseed();
expval = -log(CombLCGTaus()) * mean;
return expval;
}

133
src/maths/misc/rnorrexp.c
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@ -1,133 +0,0 @@
/* The ziggurat method for RNOR and REXP
Combine the code below with the main program in which you want
normal or exponential variates. Then use of RNOR in any expression
will provide a standard normal variate with mean zero, variance 1,
while use of REXP in any expression will provide an exponential variate
with density exp(-x),x>0.
Before using RNOR or REXP in your main, insert a command such as
zigset(86947731 );
with your own choice of seed value>0, rather than 86947731.
(If you do not invoke zigset(...) you will get all zeros for RNOR and REXP.)
For details of the method, see Marsaglia and Tsang, "The ziggurat method
for generating random variables", Journ. Statistical Software.
http://www.jstatsoft.org/v05/i08/supp/1
download 2010-12-18
*/
#include <math.h>
static unsigned long jz,jsr=123456789;
#define SHR3 (jz=jsr, jsr^=(jsr<<13), jsr^=(jsr>>17), jsr^=(jsr<<5),jz+jsr)
#define UNI (.5f + (signed) SHR3*.2328306e-9f)
#define IUNI SHR3
static long hz;
static unsigned long iz, kn[128], ke[256];
static float wn[128],fn[128], we[256],fe[256];
#define RNOR (hz=SHR3, iz=hz&127, (fabs(hz)<kn[iz])? hz*wn[iz] : nfix())
#define REXP (jz=SHR3, iz=jz&255, ( jz <ke[iz])? jz*we[iz] : efix())
/* prototypes */
double exprand(double);
float nfix(void);
float efix(void);
void zigset(unsigned long jsrseed);
/* nfix() generates variates from the residue when rejection in RNOR occurs. */
float nfix(void)
{
const float r = 3.442620f; /* The start of the right tail */
static float x, y;
for(;;)
{ x=hz*wn[iz]; /* iz==0, handles the base strip */
if(iz==0)
{ do{ x=-log(UNI)*0.2904764; y=-log(UNI);} /* .2904764 is 1/r */
while(y+y<x*x);
return (hz>0)? r+x : -r-x;
}
/* iz>0, handle the wedges of other strips */
if( fn[iz]+UNI*(fn[iz-1]-fn[iz]) < exp(-.5*x*x) ) return x;
/* initiate, try to exit for(;;) for loop*/
hz=SHR3;
iz=hz&127;
if(fabs(hz)<kn[iz]) return (hz*wn[iz]);
}
}
/* efix() generates variates from the residue when rejection in REXP occurs. */
float efix(void)
{ float x;
for(;;)
{ if(iz==0) return (7.69711f-log(UNI)); /* iz==0 */
x=jz*we[iz]; if( fe[iz]+UNI*(fe[iz-1]-fe[iz]) < exp(-x) ) return (x);
/* initiate, try to exit for(;;) loop */
jz=SHR3;
iz=(jz&255);
if(jz<ke[iz]) return (jz*we[iz]);
}
}
/* return an exponential random number */
double exprand(double mean)
{
return (double)REXP * mean;
}
/*--------This procedure sets the seed and creates the tables------*/
void zigset(unsigned long jsrseed)
{ const double m1 = 2147483648.0, m2 = 4294967296.;
double dn=3.442619855899,tn=dn,vn=9.91256303526217e-3, q;
double de=7.697117470131487, te=de, ve=3.949659822581572e-3;
int i;
jsr^=jsrseed;
/* Set up tables for RNOR */
q=vn/exp(-.5*dn*dn);
kn[0]=(dn/q)*m1;
kn[1]=0;
wn[0]=q/m1;
wn[127]=dn/m1;
fn[0]=1.;
fn[127]=exp(-.5*dn*dn);
for(i=126;i>=1;i--)
{dn=sqrt(-2.*log(vn/dn+exp(-.5*dn*dn)));
kn[i+1]=(dn/tn)*m1;
tn=dn;
fn[i]=exp(-.5*dn*dn);
wn[i]=dn/m1;
}
/* Set up tables for REXP */
q = ve/exp(-de);
ke[0]=(de/q)*m2;
ke[1]=0;
we[0]=q/m2;
we[255]=de/m2;
fe[0]=1.;
fe[255]=exp(-de);
for(i=254;i>=1;i--)
{de=-log(ve/de+exp(-de));
ke[i+1]= (de/te)*m2;
te=de;
fe[i]=exp(-de);
we[i]=de/m2;
}
}

12
visualc/vngspice.vcproj
View File

@ -1891,11 +1891,11 @@
>
</File>
<File
RelativePath="..\src\include\grid.h"
RelativePath="..\src\frontend\plotting\grid.h"
>
</File>
<File
RelativePath="..\src\frontend\plotting\grid.h"
RelativePath="..\src\include\grid.h"
>
</File>
<File
@ -2003,11 +2003,11 @@
>
</File>
<File
RelativePath="..\src\spicelib\parser\inp.h"
RelativePath="..\src\frontend\inp.h"
>
</File>
<File
RelativePath="..\src\frontend\inp.h"
RelativePath="..\src\spicelib\parser\inp.h"
>
</File>
<File
@ -8130,10 +8130,6 @@
RelativePath="..\src\spicelib\devices\res\restemp.c"
>
</File>
<File
RelativePath="..\src\maths\misc\rnorrexp.c"
>
</File>
<File
RelativePath="..\src\frontend\runcoms.c"
>