1 | |
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2 | (use eggdoc) |
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3 | |
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4 | (define doc |
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5 | `((eggdoc:begin |
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6 | (name "swb-random") |
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7 | (description "A random number generator based on the subtract-with-borrow (SWB) method.") |
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8 | (author (url "mailto:iraikov@ece.gatech.edu" "Ivan Raikov")) |
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9 | |
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10 | (history |
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11 | (version "1.2" "Fixed the .meta file to include the documentation") |
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12 | (version "1.1" "License upgrade to GPL v3") |
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13 | (version "1.0" "Initial release")) |
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14 | |
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15 | (requires) |
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16 | |
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17 | (usage "(require-extension swb-random)") |
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18 | |
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19 | (download "swb-random.egg") |
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20 | |
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21 | (documentation |
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22 | |
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23 | (p "The swb-random library is a port of the SML/NJ implementation of " |
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24 | "a random number generator using the subtract-with-borrow (SWB) method " |
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25 | "described by Marsaglia and Zaman in " |
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26 | (pre "A New Class of Random Number Generators, " |
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27 | "Ann. Applied Prob. 1(3), 1991, pp. 462-480. ")) |
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28 | |
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29 | (p "The SWB generator implemented in this library is a 30-bit generator with lags 48 and 8. " |
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30 | "It has period " (tt "(2^1487 - 2^247)/105") " or about " (tt "10^445") |
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31 | ". The SWB generator acts locally like a lagged Fibonacci generator " |
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32 | "and thus it is combined with a linear congruential generator " |
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33 | (tt "(48271*a)mod(2^30-1)") ". ") |
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34 | |
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35 | (subsection "Procedures" |
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36 | |
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37 | (procedure "make-swb-random-state:: CONG-SEED SHR-SEED -> SWB-STATE" |
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38 | (p "Creates an initial seed array and generator state. " |
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39 | "The seed vector is filled one bit at a time by taking " |
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40 | "the leading bit of the xor of a shift register and a " |
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41 | "congruential sequence. The congruential generator is " |
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42 | (tt "(c*48271) mod (2^30 - 1)") ". The shift register " |
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43 | "generator is " (tt "c(I + L18)(I + R13)") ". " |
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44 | "The same congruential generator continues to be used as a " |
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45 | "mixing generator with the SWB generator.")) |
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46 | |
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47 | (procedure "swb-random!:: SWB-STATE -> FIXNUM" |
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48 | (p "Computes the next random number. The output from the SWB " |
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49 | "generator is xor-ed with a number from the linear " |
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50 | "congruential generator. This procedure modifies its input " |
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51 | "argument. ")) |
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52 | |
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53 | (procedure "swb-random-natural!:: SWB-STATE -> FIXNUM" |
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54 | (p "Computes the next random number and returns its absolute value. " |
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55 | "The output from the SWB generator is xor-ed with a number from the " |
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56 | "linear congruential generator. This procedure modifies its input " |
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57 | "argument. ")) |
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58 | |
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59 | (procedure "swb-random-real!:: SWB-STATE -> FLONUM" |
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60 | (p "Computes the two next random numbers and uses them to construct " |
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61 | "a real number of the range " (tt "[0..1]") ". " |
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62 | "The output from the SWB generator is xor-ed with a number from the " |
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63 | "linear congruential generator. This procedure modifies its input " |
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64 | "argument. ")) |
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65 | |
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66 | (procedure "swb-random-range!:: (FIXNUM * FIXNUM) -> (SWB-STATE -> FIXNUM)" |
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67 | (p "Given a range " (tt "[i..j], 0 <= i < j") ", returns a " |
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68 | "procedure that takes in a random number generator state and " |
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69 | "computes a random number in the given range. " |
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70 | "The output from the SWB generator is xor-ed with a number from the " |
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71 | "linear congruential generator. The returned procedure modifies its input " |
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72 | "argument. ")) |
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73 | |
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74 | (procedure "swb-random:: SWB-STATE -> SWB-STATE * FIXNUM" |
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75 | (p "Computes the next random number. The output from the SWB " |
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76 | "generator is xor-ed with a number from the linear " |
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77 | "congruential generator. The new generator state is returned along " |
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78 | "with the random number. ")) |
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79 | |
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80 | (procedure "swb-random-natural:: SWB-STATE -> SWB-STATE * FIXNUM" |
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81 | (p "Computes the next random number and returns its absolute values. " |
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82 | "The output from the SWB generator is xor-ed with a number from the linear " |
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83 | "congruential generator. The new generator state is returned along " |
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84 | "with the random number. ")) |
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85 | |
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86 | (procedure "swb-random-real:: SWB-STATE -> SWB-STATE * FLONUM" |
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87 | (p "Computes the two next random numbers and uses them to construct " |
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88 | "a real number of the range " (tt "[0..1]") ". " |
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89 | "The output from the SWB generator is xor-ed with a number from the " |
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90 | "linear congruential generator. The new generator state is returned along " |
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91 | "with the random number. ")) |
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92 | |
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93 | (procedure "swb-random-range:: (FIXNUM * FIXNUM) -> (SWB-STATE -> SWB-STATE * FIXNUM)" |
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94 | (p "Given a range " (tt "[i..j], 0 <= i < j") ", returns a " |
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95 | "procedure that takes in a random number generator state and " |
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96 | "computes a random number in the given range. " |
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97 | "The output from the SWB generator is xor-ed with a number from the " |
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98 | "linear congruential generator. The new generator state is returned along " |
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99 | "with the random number. ")))) |
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100 | |
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101 | |
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102 | (examples) |
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103 | |
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104 | (license |
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105 | "Copyright 2007 Ivan Raikov. |
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106 | |
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107 | This program is free software: you can redistribute it and/or modify |
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108 | it under the terms of the GNU General Public License as published by |
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109 | the Free Software Foundation, either version 3 of the License, or (at |
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110 | your option) any later version. |
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111 | |
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112 | This program is distributed in the hope that it will be useful, but |
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113 | WITHOUT ANY WARRANTY; without even the implied warranty of |
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114 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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115 | General Public License for more details. |
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116 | |
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117 | A full copy of the GPL license can be found at |
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118 | <http://www.gnu.org/licenses/>.")))) |
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119 | |
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120 | (if (eggdoc->html doc) (void)) |
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