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Re: [Bug-gsl] Re: Wrong orthogonalization in gsl_rng_gfsr4

From: Andreas Schneider
Subject: Re: [Bug-gsl] Re: Wrong orthogonalization in gsl_rng_gfsr4
Date: Wed, 05 May 2004 19:05:48 +0200
User-agent: Mozilla/5.0 (X11; U; Linux i686; en; Stable) Gecko/20020827 Beonex/0.9-pre-1

Brian Gough wrote:
Andreas Schneider writes:
 > I should have searched the bug-gsl list first. Now I found that
 > this is a known bug:
 > http://mail.gnu.org/archive/html/bug-gsl/2003-07/msg00001.html
> > But the proposed fix for 2.0 has a bug too: The array elements
 > containing the orthogonalization will be destroyed before ever
 > being used.

Can you point out where that happens exactly. Thanks.

The orthogonalization affects indices up to 220.
state->nd is initialized with M (==16383).

The first call to gfsr4_get() will set state->nd to 0 and does

  state->ra[15913] ^ state->ra[14798] ^ state->ra[9396] ^ state->ra[6695];

Next calls do

  state->ra[15914] ^ state->ra[14799] ^ state->ra[9397] ^ state->ra[6696];

  state->ra[15915] ^ state->ra[14800] ^ state->ra[9398] ^ state->ra[6697];


The initial lower 6695 indices do never participate in calculations of subsequent random numbers.

A possible fix would be to replace

  for (i = 0; i <= M; i++)


  for (i = 0; i < D; i++)

in gfsr4_set(). Then, the first call to gfsr4_get() yields

  state->ra[9218] ^ state->ra[8103] ^ state->ra[2701] ^ state->ra[0];

Andreas Schneider

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