将随机数生成器从 matlab 转换为 C

标签 c matlab random matlab-deployment mersenne-twister

我在matlab中写了一些涉及随机数的come。当我在 matlab 中运行该程序时,它工作正常,每次运行该程序时都会给我不同的随机数。

我决定使用 matlabs C 代码生成功能将我在 matlab 中编写的代码转换为 C。在原始 matlab 函数中,我使用内置的 randn() 函数来生成随机数。然后,我使用 matlab 的功能从 matlab 函数自动生成 C 代码,以将此代码转换为 C。为了生成随机数,自动生成的 C 代码使用以下算法,完全如本文底部所示。

我的代码然后简单地调用 randn() 函数。但是,每次运行代码时,生成的随机数都是相同的。我能做些什么来避免它?

    /*
 * randn.c
 *
 * Code generation for function 'randn'
 *
 * C source code generated on: Fri Aug  2 13:33:45 2013
 *
 */

/* Include files */
#include "rt_nonfinite.h"
#include "CondorExitTimeLocation.h"
#include "randn.h"
#include "CondorExitTimeLocation_data.h"

/* Type Definitions */

/* Named Constants */

/* Variable Declarations */

/* Variable Definitions */

/* Function Declarations */
static real_T eml_rand_mt19937ar_stateful(void);
static void genrand_uint32_vector(uint32_T mt[625], uint32_T u[2]);
static real_T genrandu(uint32_T mt[625]);

/* Function Definitions */
static real_T eml_rand_mt19937ar_stateful(void)
{
  real_T r;
  int32_T exitg1;
  uint32_T u32[2];
  int32_T i;
  static const real_T dv0[257] = { 0.0, 0.215241895984875, 0.286174591792068,
    0.335737519214422, 0.375121332878378, 0.408389134611989, 0.43751840220787,
    0.46363433679088, 0.487443966139235, 0.50942332960209, 0.529909720661557,
    0.549151702327164, 0.567338257053817, 0.584616766106378, 0.601104617755991,
    0.61689699000775, 0.63207223638606, 0.646695714894993, 0.660822574244419,
    0.674499822837293, 0.687767892795788, 0.700661841106814, 0.713212285190975,
    0.725446140909999, 0.737387211434295, 0.749056662017815, 0.760473406430107,
    0.771654424224568, 0.782615023307232, 0.793369058840623, 0.80392911698997,
    0.814306670135215, 0.824512208752291, 0.834555354086381, 0.844444954909153,
    0.854189171008163, 0.863795545553308, 0.87327106808886, 0.882622229585165,
    0.891855070732941, 0.900975224461221, 0.909987953496718, 0.91889818364959,
    0.927710533401999, 0.936429340286575, 0.945058684468165, 0.953602409881086,
    0.96206414322304, 0.970447311064224, 0.978755155294224, 0.986990747099062,
    0.99515699963509, 1.00325667954467, 1.01129241744, 1.01926671746548,
    1.02718196603564, 1.03504043983344, 1.04284431314415, 1.05059566459093,
    1.05829648333067, 1.06594867476212, 1.07355406579244, 1.0811144097034,
    1.08863139065398, 1.09610662785202, 1.10354167942464, 1.11093804601357,
    1.11829717411934, 1.12562045921553, 1.13290924865253, 1.14016484436815,
    1.14738850542085, 1.15458145035993, 1.16174485944561, 1.16887987673083,
    1.17598761201545, 1.18306914268269, 1.19012551542669, 1.19715774787944,
    1.20416683014438, 1.2111537262437, 1.21811937548548, 1.22506469375653,
    1.23199057474614, 1.23889789110569, 1.24578749554863, 1.2526602218949,
    1.25951688606371, 1.26635828701823, 1.27318520766536, 1.27999841571382,
    1.28679866449324, 1.29358669373695, 1.30036323033084, 1.30712898903073,
    1.31388467315022, 1.32063097522106, 1.32736857762793, 1.33409815321936,
    1.3408203658964, 1.34753587118059, 1.35424531676263, 1.36094934303328,
    1.36764858359748, 1.37434366577317, 1.38103521107586, 1.38772383568998,
    1.39441015092814, 1.40109476367925, 1.4077782768464, 1.41446128977547,
    1.42114439867531, 1.42782819703026, 1.43451327600589, 1.44120022484872,
    1.44788963128058, 1.45458208188841, 1.46127816251028, 1.46797845861808,
    1.47468355569786, 1.48139403962819, 1.48811049705745, 1.49483351578049,
    1.50156368511546, 1.50830159628131, 1.51504784277671, 1.521803020761,
    1.52856772943771, 1.53534257144151, 1.542128153229, 1.54892508547417,
    1.55573398346918, 1.56255546753104, 1.56939016341512, 1.57623870273591,
    1.58310172339603, 1.58997987002419, 1.59687379442279, 1.60378415602609,
    1.61071162236983, 1.61765686957301, 1.62462058283303, 1.63160345693487,
    1.63860619677555, 1.64562951790478, 1.65267414708306, 1.65974082285818,
    1.66683029616166, 1.67394333092612, 1.68108070472517, 1.68824320943719,
    1.69543165193456, 1.70264685479992, 1.7098896570713, 1.71716091501782,
    1.72446150294804, 1.73179231405296, 1.73915426128591, 1.74654827828172,
    1.75397532031767, 1.76143636531891, 1.76893241491127, 1.77646449552452,
    1.78403365954944, 1.79164098655216, 1.79928758454972, 1.80697459135082,
    1.81470317596628, 1.82247454009388, 1.83028991968276, 1.83815058658281,
    1.84605785028518, 1.8540130597602, 1.86201760539967, 1.87007292107127,
    1.878180486293, 1.88634182853678, 1.8945585256707, 1.90283220855043,
    1.91116456377125, 1.91955733659319, 1.92801233405266, 1.93653142827569,
    1.94511656000868, 1.95376974238465, 1.96249306494436, 1.97128869793366,
    1.98015889690048, 1.98910600761744, 1.99813247135842, 2.00724083056053,
    2.0164337349062, 2.02571394786385, 2.03508435372962, 2.04454796521753,
    2.05410793165065, 2.06376754781173, 2.07353026351874, 2.0833996939983,
    2.09337963113879, 2.10347405571488, 2.11368715068665, 2.12402331568952,
    2.13448718284602, 2.14508363404789, 2.15581781987674, 2.16669518035431,
    2.17772146774029, 2.18890277162636, 2.20024554661128, 2.21175664288416,
    2.22344334009251, 2.23531338492992, 2.24737503294739, 2.25963709517379,
    2.27210899022838, 2.28480080272449, 2.29772334890286, 2.31088825060137,
    2.32430801887113, 2.33799614879653, 2.35196722737914, 2.36623705671729,
    2.38082279517208, 2.39574311978193, 2.41101841390112, 2.42667098493715,
    2.44272531820036, 2.4592083743347, 2.47614993967052, 2.49358304127105,
    2.51154444162669, 2.53007523215985, 2.54922155032478, 2.56903545268184,
    2.58957598670829, 2.61091051848882, 2.63311639363158, 2.65628303757674,
    2.68051464328574, 2.70593365612306, 2.73268535904401, 2.76094400527999,
    2.79092117400193, 2.82287739682644, 2.85713873087322, 2.89412105361341,
    2.93436686720889, 2.97860327988184, 3.02783779176959, 3.08352613200214,
    3.147889289518, 3.2245750520478, 3.32024473383983, 3.44927829856143,
    3.65415288536101, 3.91075795952492 };

  real_T u;
  static const real_T dv1[257] = { 1.0, 0.977101701267673, 0.959879091800108,
    0.9451989534423, 0.932060075959231, 0.919991505039348, 0.908726440052131,
    0.898095921898344, 0.887984660755834, 0.878309655808918, 0.869008688036857,
    0.860033621196332, 0.851346258458678, 0.842915653112205, 0.834716292986884,
    0.826726833946222, 0.818929191603703, 0.811307874312656, 0.803849483170964,
    0.796542330422959, 0.789376143566025, 0.782341832654803, 0.775431304981187,
    0.768637315798486, 0.761953346836795, 0.755373506507096, 0.748892447219157,
    0.742505296340151, 0.736207598126863, 0.729995264561476, 0.72386453346863,
    0.717811932630722, 0.711834248878248, 0.705928501332754, 0.700091918136512,
    0.694321916126117, 0.688616083004672, 0.682972161644995, 0.677388036218774,
    0.671861719897082, 0.66639134390875, 0.660975147776663, 0.655611470579697,
    0.650298743110817, 0.645035480820822, 0.639820277453057, 0.634651799287624,
    0.629528779924837, 0.624450015547027, 0.619414360605834, 0.614420723888914,
    0.609468064925773, 0.604555390697468, 0.599681752619125, 0.594846243767987,
    0.590047996332826, 0.585286179263371, 0.580559996100791, 0.575868682972354,
    0.571211506735253, 0.566587763256165, 0.561996775814525, 0.557437893618766,
    0.552910490425833, 0.548413963255266, 0.543947731190026, 0.539511234256952,
    0.535103932380458, 0.530725304403662, 0.526374847171684, 0.522052074672322,
    0.517756517229756, 0.513487720747327, 0.509245245995748, 0.505028667943468,
    0.500837575126149, 0.49667156905249, 0.492530263643869, 0.488413284705458,
    0.484320269426683, 0.480250865909047, 0.476204732719506, 0.47218153846773,
    0.468180961405694, 0.464202689048174, 0.460246417812843, 0.456311852678716,
    0.452398706861849, 0.448506701507203, 0.444635565395739, 0.440785034665804,
    0.436954852547985, 0.433144769112652, 0.429354541029442, 0.425583931338022,
    0.421832709229496, 0.418100649837848, 0.414387534040891, 0.410693148270188,
    0.407017284329473, 0.403359739221114, 0.399720314980197, 0.396098818515832,
    0.392495061459315, 0.388908860018789, 0.385340034840077, 0.381788410873393,
    0.378253817245619, 0.374736087137891, 0.371235057668239, 0.367750569779032,
    0.364282468129004, 0.360830600989648, 0.357394820145781, 0.353974980800077,
    0.350570941481406, 0.347182563956794, 0.343809713146851, 0.340452257044522,
    0.337110066637006, 0.333783015830718, 0.330470981379163, 0.327173842813601,
    0.323891482376391, 0.320623784956905, 0.317370638029914, 0.314131931596337,
    0.310907558126286, 0.307697412504292, 0.30450139197665, 0.301319396100803,
    0.298151326696685, 0.294997087799962, 0.291856585617095, 0.288729728482183,
    0.285616426815502, 0.282516593083708, 0.279430141761638, 0.276356989295668,
    0.273297054068577, 0.270250256365875, 0.267216518343561, 0.264195763997261,
    0.261187919132721, 0.258192911337619, 0.255210669954662, 0.252241126055942,
    0.249284212418529, 0.246339863501264, 0.24340801542275, 0.240488605940501,
    0.237581574431238, 0.23468686187233, 0.231804410824339, 0.228934165414681,
    0.226076071322381, 0.223230075763918, 0.220396127480152, 0.217574176724331,
    0.214764175251174, 0.211966076307031, 0.209179834621125, 0.206405406397881,
    0.203642749310335, 0.200891822494657, 0.198152586545776, 0.195425003514135,
    0.192709036903589, 0.190004651670465, 0.187311814223801, 0.1846304924268,
    0.181960655599523, 0.179302274522848, 0.176655321443735, 0.174019770081839,
    0.171395595637506, 0.168782774801212, 0.166181285764482, 0.163591108232366,
    0.161012223437511, 0.158444614155925, 0.15588826472448, 0.153343161060263,
    0.150809290681846, 0.148286642732575, 0.145775208005994, 0.143274978973514,
    0.140785949814445, 0.138308116448551, 0.135841476571254, 0.133386029691669,
    0.130941777173644, 0.12850872228, 0.126086870220186, 0.123676228201597,
    0.12127680548479, 0.11888861344291, 0.116511665625611, 0.114145977827839,
    0.111791568163838, 0.109448457146812, 0.107116667774684, 0.104796225622487,
    0.102487158941935, 0.10018949876881, 0.0979032790388625, 0.095628536713009,
    0.093365311912691, 0.0911136480663738, 0.0888735920682759,
    0.0866451944505581, 0.0844285095703535, 0.082223595813203,
    0.0800305158146631, 0.0778493367020961, 0.0756801303589272,
    0.0735229737139814, 0.0713779490588905, 0.0692451443970068,
    0.0671246538277886, 0.065016577971243, 0.0629210244377582, 0.06083810834954,
    0.0587679529209339, 0.0567106901062031, 0.0546664613248891,
    0.0526354182767924, 0.0506177238609479, 0.0486135532158687,
    0.0466230949019305, 0.0446465522512946, 0.0426841449164746,
    0.0407361106559411, 0.0388027074045262, 0.0368842156885674,
    0.0349809414617162, 0.0330932194585786, 0.0312214171919203,
    0.0293659397581334, 0.0275272356696031, 0.0257058040085489,
    0.0239022033057959, 0.0221170627073089, 0.0203510962300445,
    0.0186051212757247, 0.0168800831525432, 0.0151770883079353,
    0.0134974506017399, 0.0118427578579079, 0.0102149714397015,
    0.00861658276939875, 0.00705087547137324, 0.00552240329925101,
    0.00403797259336304, 0.00260907274610216, 0.0012602859304986,
    0.000477467764609386 };

  real_T x;
  do {
    exitg1 = 0;
    genrand_uint32_vector(state, u32);
    i = (int32_T)((u32[1] >> 24U) + 1U);
    r = (((real_T)(u32[0] >> 3U) * 1.6777216E+7 + (real_T)((int32_T)u32[1] &
           16777215)) * 2.2204460492503131E-16 - 1.0) * dv0[i];
    if (fabs(r) <= dv0[i - 1]) {
      exitg1 = 1;
    } else if (i < 256) {
      u = genrandu(state);
      if (dv1[i] + u * (dv1[i - 1] - dv1[i]) < exp(-0.5 * r * r)) {
        exitg1 = 1;
      }
    } else {
      do {
        u = genrandu(state);
        x = log(u) * 0.273661237329758;
        u = genrandu(state);
      } while (!(-2.0 * log(u) > x * x));

      if (r < 0.0) {
        r = x - 3.65415288536101;
      } else {
        r = 3.65415288536101 - x;
      }

      exitg1 = 1;
    }
  } while (exitg1 == 0);

  return r;
}

static void genrand_uint32_vector(uint32_T mt[625], uint32_T u[2])
{
  int32_T i;
  uint32_T mti;
  int32_T kk;
  uint32_T y;
  uint32_T b_y;
  uint32_T c_y;
  uint32_T d_y;
  for (i = 0; i < 2; i++) {
    u[i] = 0U;
  }

  for (i = 0; i < 2; i++) {
    mti = mt[624] + 1U;
    if (mti >= 625U) {
      for (kk = 0; kk < 227; kk++) {
        y = (mt[kk] & 2147483648U) | (mt[1 + kk] & 2147483647U);
        if ((int32_T)(y & 1U) == 0) {
          b_y = y >> 1U;
        } else {
          b_y = y >> 1U ^ 2567483615U;
        }

        mt[kk] = mt[397 + kk] ^ b_y;
      }

      for (kk = 0; kk < 396; kk++) {
        y = (mt[227 + kk] & 2147483648U) | (mt[228 + kk] & 2147483647U);
        if ((int32_T)(y & 1U) == 0) {
          c_y = y >> 1U;
        } else {
          c_y = y >> 1U ^ 2567483615U;
        }

        mt[227 + kk] = mt[kk] ^ c_y;
      }

      y = (mt[623] & 2147483648U) | (mt[0] & 2147483647U);
      if ((int32_T)(y & 1U) == 0) {
        d_y = y >> 1U;
      } else {
        d_y = y >> 1U ^ 2567483615U;
      }

      mt[623] = mt[396] ^ d_y;
      mti = 1U;
    }

    y = mt[(int32_T)mti - 1];
    mt[624] = mti;
    y ^= y >> 11U;
    y ^= y << 7U & 2636928640U;
    y ^= y << 15U & 4022730752U;
    y ^= y >> 18U;
    u[i] = y;
  }
}

static real_T genrandu(uint32_T mt[625])
{
  real_T r;
  int32_T exitg1;
  uint32_T u[2];
  boolean_T isvalid;
  int32_T k;
  boolean_T exitg2;
  uint32_T b_r;

  /* <LEGAL>   This is a uniform (0,1) pseudorandom number generator based on: */
  /* <LEGAL> */
  /* <LEGAL>    A C-program for MT19937, with initialization improved 2002/1/26. */
  /* <LEGAL>    Coded by Takuji Nishimura and Makoto Matsumoto. */
  /* <LEGAL> */
  /* <LEGAL>    Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, */
  /* <LEGAL>    All rights reserved. */
  /* <LEGAL> */
  /* <LEGAL>    Redistribution and use in source and binary forms, with or without */
  /* <LEGAL>    modification, are permitted provided that the following conditions */
  /* <LEGAL>    are met: */
  /* <LEGAL> */
  /* <LEGAL>      1. Redistributions of source code must retain the above copyright */
  /* <LEGAL>         notice, this list of conditions and the following disclaimer. */
  /* <LEGAL> */
  /* <LEGAL>      2. Redistributions in binary form must reproduce the above copyright */
  /* <LEGAL>         notice, this list of conditions and the following disclaimer in the */
  /* <LEGAL>         documentation and/or other materials provided with the distribution. */
  /* <LEGAL> */
  /* <LEGAL>      3. The names of its contributors may not be used to endorse or promote */
  /* <LEGAL>         products derived from this software without specific prior written */
  /* <LEGAL>         permission. */
  /* <LEGAL> */
  /* <LEGAL>    THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS */
  /* <LEGAL>    "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT */
  /* <LEGAL>    LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR */
  /* <LEGAL>    A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE COPYRIGHT OWNER OR */
  /* <LEGAL>    CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, */
  /* <LEGAL>    EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, */
  /* <LEGAL>    PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR */
  /* <LEGAL>    PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF */
  /* <LEGAL>    LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING */
  /* <LEGAL>    NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS */
  /* <LEGAL>    SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */
  do {
    exitg1 = 0;
    genrand_uint32_vector(mt, u);
    r = 1.1102230246251565E-16 * ((real_T)(u[0] >> 5U) * 6.7108864E+7 + (real_T)
                                  (u[1] >> 6U));
    if (r == 0.0) {
      if ((mt[624] >= 1U) && (mt[624] < 625U)) {
        isvalid = TRUE;
      } else {
        isvalid = FALSE;
      }

      if (isvalid) {
        isvalid = FALSE;
        k = 1;
        exitg2 = FALSE;
        while ((exitg2 == FALSE) && (k < 625)) {
          if (mt[k - 1] == 0U) {
            k++;
          } else {
            isvalid = TRUE;
            exitg2 = TRUE;
          }
        }
      }

      if (!isvalid) {
        b_r = 5489U;
        mt[0] = 5489U;
        for (k = 0; k < 623; k++) {
          b_r = (b_r ^ b_r >> 30U) * 1812433253U + (uint32_T)(1 + k);
          mt[1 + k] = b_r;
        }

        mt[624] = 624U;
      }
    } else {
      exitg1 = 1;
    }
  } while (exitg1 == 0);

  return r;
}

real_T randn(void)
{
  if (!method_not_empty) {
    method_not_empty = TRUE;
  }

  return eml_rand_mt19937ar_stateful();
}

/* End of code generation (randn.c) */code here

最佳答案

查看有关如何设置用于生成随机数的种子值的 Matlab 文档。如果我没记错的话,它是您在生成随机数之前调用的一个单独的函数。因此,您最终可能必须为种子函数生成 C 代码。

在 Matlab 中,您应该能够使用相同的种子来生成相同的伪随机数序列,因此最初通过为两个随机数调用设置相同的种子值来在 Matlab 中重现该问题。

自从我使用 Matlab 以来已经有一段时间了,我面前没有任何文档,但是,如果有内存,static const real_T dv0[257] = 语句定义了元素用于驱动随机数生成。我认为有一种方法可以定义数字序列在 dv0 vector 中的开始位置。

请让我知道 Matlab 文档怎么说。

关于将随机数生成器从 matlab 转换为 C,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/18024870/

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