December 1, 2006 --- Class 26 --- Feedback Shift Register Random Number Generator, Fitting Data Activities: Running box_rand We ran a few tests with the fsr random number generator and saw that the number of unoccupied cells was decreasing. Then using a foreach shell command, we ran the code 10 times, putting the reults in a file. Using awk and aver, it was easy to get the average of the ten trials and plot the result with a semilog scale using axis. The result clearly shows exponential decay of the number of unoccupied boxes. Understanding the Feedback Shift Register Random Number Generator We examined how the feedback shift register (FSR) code makes a new random 28 bit integer every time it is called. The reason this random number generator has a period longer than 2^28 is because the period is determined by the entire state of the feedback shift register which has about 140 bits. Feedback shift number random generators are based on bitwise exclusive or operations. The recursion relation is b_n = b_{n-p} ^ b_{n-q} So the new bit depends on bits earlier in the sequence by p and q. There are certain values of p and q that result in good randomness. You can find good pairs of p and q in the book "Seminumerical Algorithms" by Donald Knuth in Table 1. Our pair (p,q) = (97,127). Within the code, 28 bits of each 32 bit word are used to store the state of the FSR. rshift[1] to rshift[5] hold 140 bits of state. The next 28 bits, numbered 141-168 are created in rshift[0]. Using b_n = b_{n-97} ^ b_{n-127}, we see that with n=141 we need 28 bit words starting with bit 44 (=141-97) and bit 14 (= 141-127). Here are how the bits are stored in the rightmost 28 bits of rshift[i]. rshift[5] = 1-28 rshift[4] = 29-56 rshift[3] = 57-84 rshift[2] = 85-112 rshift[1] = 113-140 From the code, t2= (rshift[5]<<13))|(rshift[4]>>15) contains the bits 14-41 that we need. In the C language x<> denotes a shift to the right. We can get bits 44-56 from t1 = (rshift[4]<<15)|(rshift[3]>>13). We then take the exclusive or of t1 and t2 and mask of the rightmost 28 bits. Finally, the shift register is moved to higher values, dropping off the old value of rshift[5], and the new 28 bit integer we created is divided by 2^28 to get a float between 0 and 1. All the details can be found in ~sg/src/newfsr.c. Fitting Data We looked at what one should do to fit data to a model function. If the data has a Gaussian distribution about its true value, then we maximize the probability for the set of observations by adjusting the parameters of the model to minimize \chi^2. \chi^2= \Sum_{i=0}^N} (y_i- y_model(x_i)^2/ \sigma_i^2 The case of a linear model was considered in great detail. We obtained specific formula for the slope and intercept parameters of the fit. We also found the error on the slope and intercept, and the covariance of those quantities. The next thing we need to do is consider whether or not our fit is a good one. We minimized chi-squared as best we could, but how small should it be?