ts/croposp [FEATURE]: use randomseries in test code

randomseries allows to produce several incoherent test series without
setting a seed value individually. This is much more straight-foward.

src/synt/misc/randomseries.cc

@@ -53,7 +53,7 @@ int main(int iargc, char* argv[])
   char usage_text[]=
   {
     RANDOMSERIES_VERSION "\n"
-    "usage: randomseries filename [-v] [-t type] [-o]" "\n"
+    "usage: randomseries filename [-v] [-rngtype t] [-t type] [-o]" "\n"
     "                    [-nseries n] [-nsamples n] [-dt v]" "\n"
     "                    [-std v] [-mean v] [-seed n]" "\n"
     "                    [-rngtype rng]" "\n"
@@ -76,6 +76,10 @@ int main(int iargc, char* argv[])
     "filename     name of output file\n"
     "-v           be verbose\n"
     "-o           overwrite existing output file\n"
+    "-rngtype t   select random number generator type\n"
+    "             run\n"
+    "               randomseries -xhelp=gslrng\n"
+    "             to see comments\n"
     "-t type      select output file type\n"
     "-nseries n   produce 'n' time series\n"
     "-nsamples n  produce 'n' samples per series\n"

src/ts/croposp/tests/Makefile

@@ -54,6 +54,7 @@
 #    06/02/2019   V1.0   Thomas Forbriger
 #    18/09/2019   V1.1   provide fixed seed value on request to reproduce
 #                        publication example exactly
+#    04/11/2019   V1.2   prefer randomseries to create time series
 # 
 # ============================================================================
 #
@@ -105,91 +106,40 @@ cleanseed: ;
 # set time series parameters
 # --------------------------
 CPSD_DT=0.01
-CPSD_DUR=8640.065
+#CPSD_DUR=8640.065
 #CPSD_DUR=864.
+CPSD_N=864007
 
 # ----------------------------------------------------------------------
 # create raw time series
 # ----------------------
 # Several time series of normally distributed random samples with zero mean
-# are computed with siggenx. To make them incoherent, each run requires its
-# own specific seed value for the random number generator. We use the
-# nanosecond field of the system clock.
+# are computed with randomseries.
 #
-CPSD_SIGGENOPT=-v -o -d $(CPSD_DT) -T $(CPSD_DUR) -ot bin
-
 # set random number generator type
 # --------------------------------
 #
-#  Quotation from 
-#  https://www.gnu.org/software/gsl/doc/html/index.html
-#  https://www.gnu.org/software/gsl/doc/html/rng.html#random-number-generator-algorithms
-#
-#  The following generators are recommended for use in simulation. They have
-#  extremely long periods, low correlation and pass most statistical tests.
-#  For the most reliable source of uncorrelated numbers, the second-generation
-#  RANLUX generators have the strongest proof of randomness.
-#
-#  gsl_rng_ranlxd1
-#  gsl_rng_ranlxd2
-#
-#      These generators produce double precision output (48 bits) from the
-#      RANLXS generator. The library provides two luxury levels ranlxd1 and
-#      ranlxd2, in increasing order of strength.
-#
-#  gsl_rng_ranlux
-#  gsl_rng_ranlux389
-#
-#      The ranlux generator is an implementation of the original algorithm
-#      developed by Luscher. It uses a lagged-fibonacci-with-skipping
-#      algorithm to produce “luxury random numbers”. It is a 24-bit
-#      generator, originally designed for single-precision IEEE floating
-#      point numbers. This implementation is based on integer arithmetic,
-#      while the second-generation versions RANLXS and RANLXD described
-#      above provide floating-point implementations which will be faster
-#      on many platforms. The period of the generator is about 10^{171}.
-#      The algorithm has mathematically proven properties and it can
-#      provide truly decorrelated numbers at a known level of randomness.
-#      The default level of decorrelation recommended by Luscher is
-#      provided by gsl_rng_ranlux, while gsl_rng_ranlux389 gives the
-#      highest level of randomness, with all 24 bits decorrelated. Both
-#      types of generator use 24 words of state per generator.
-#
-#      For more information see,
-#
-#      *  M. Luscher, “A portable high-quality random number generator for
-#         lattice field theory calculations”, Computer Physics Communications,
-#         79 (1994) 100–110.
-#      *  F. James, “RANLUX: A Fortran implementation of the high-quality
-#         pseudo-random number generator of Luscher”, Computer Physics
-#         Communications, 79 (1994) 111–114
+# run
+#   randomseries -xhelp=gslrng
+# to see comments
 #
-RNGTYPE=ranlux
 # Choose:
 RNGTYPE=ranlxd2
-
-# allow to reproduce publication example exactly
-ifdef FIXEDSEED
-cpsd1raw.seed:  ;printf "%s\n" 686293391 > $@
-cpsd2raw.seed:  ;printf "%s\n" 448546898 > $@
-cpsd3raw.seed:  ;printf "%s\n" 021371780 > $@
-cpsd4raw.seed:  ;printf "%s\n" 559720675 > $@
-cpsdbgraw.seed: ;printf "%s\n" 137374844 > $@
-else
-cpsd1raw.seed:  ;printf "%s\n" $$(date +"%N") > $@
-cpsd2raw.seed:  ;printf "%s\n" $$(date +"%N") > $@
-cpsd3raw.seed:  ;printf "%s\n" $$(date +"%N") > $@
-cpsd4raw.seed:  ;printf "%s\n" $$(date +"%N") > $@
-cpsdbgraw.seed: ;printf "%s\n" $$(date +"%N") > $@
-endif
-
-cpsd1raw.bin cpsd2raw.bin cpsd3raw.bin cpsd4raw.bin cpsdbgraw.bin: \
-  %.bin: %.seed
-	/bin/bash -c 'export GSL_RNG_SEED=$$(cat $<); \
-	  export GSL_RNG_TYPE=$(RNGTYPE); \
-	  siggenx 14 $@ $(CPSD_SIGGENOPT); \
-	  echo seed: $$GSL_RNG_SEED > $(patsubst %.bin,%seed.xxx,$@)'
-# time series for common noise signal: cpsdbgraw.bin
+RNGSEED=0
+
+cpsdrawseries.bin:
+	randomseries -v -o -t bin -rngtype $(RNGTYPE) -nseries 5 \
+	  -nsamples $(CPSD_N) -dt $(CPSD_DT) -seed $(RNGSEED) \
+	  -std 1. -mean 0. $@
+
+cpsd1raw.bin cpsd2raw.bin cpsd3raw.bin cpsd4raw.bin: \
+  %.bin: cpsdrawseries.bin
+	any2any --verb --over --itype bin --otype bin \
+	  $@ $< t:$(patsubst cpsd%raw.bin,%,$@)
+cpsdbgraw.bin: \
+  %.bin: cpsdrawseries.bin
+	any2any --verb --over --itype bin --otype bin \
+	  $@ $< t:5
 
 # provide a time series plot to confirm incoherence
 rawsig.ps: cpsd1raw.bin cpsd2raw.bin cpsd3raw.bin cpsd4raw.bin cpsdbgraw.bin
@@ -514,31 +464,34 @@ crosscompilation.pdf: $(addprefix cross,$(addsuffix psd.pdf,$(CPSD_SET)))
 #
 white1.seed:  ;printf "%s\n" 686293391 > $@
 white2.seed:  ;printf "%s\n" 448546898 > $@
-WHITEN=100
+WHITE_N=10000
+
+whiterawseries.bin:
+	randomseries -v -o -t bin -rngtype $(RNGTYPE) -nseries 2 \
+	  -nsamples $(WHITE_N) -dt $(CPSD_DT) -seed $(RNGSEED) \
+	  -std 1. -mean 0. $@
+
 white1.bin white2.bin: \
-  %.bin: %.seed
-	/bin/bash -c 'export GSL_RNG_SEED=$$(cat $<); \
-	  export GSL_RNG_TYPE=$(RNGTYPE); \
-	  siggenx 14 RAW$@ -a 7.07 -v -o -d $(CPSD_DT) -T $(WHITEN) -ot bin; \
-	  echo seed: $$GSL_RNG_SEED > $(patsubst %.bin,%seed.xxx,$@)'
+  %.bin: whiterawseries.bin
+	any2any --verb --over --itype bin --otype bin \
+	  RAW$@ $< t:$(patsubst white%.bin,%,$@)
 	sehefixx RAW$@ $@ \
 	  -verbose -overwrite -itype bin -otype bin -ss WHI \
-	  -sc $(patsubst white%.bin,%,$@) -si $(WHITEN)
-
+	  -sc $(patsubst white%.bin,%,$@) -si $(WHITE_N)
 
 white%_100.bin:
 	/bin/rm -fv $(patsubst white%_100.bin,white%.bin,$@)
-	$(MAKE) $(patsubst white%_100.bin,white%.bin,$@) WHITEN=100
+	$(MAKE) $(patsubst white%_100.bin,white%.bin,$@) WHITE_N=100
 	/bin/mv -fv $(patsubst white%_100.bin,white%.bin,$@) $@
 
 white%_1000.bin:
 	/bin/rm -fv $(patsubst white%_1000.bin,white%.bin,$@)
-	$(MAKE) $(patsubst white%_1000.bin,white%.bin,$@) WHITEN=1000
+	$(MAKE) $(patsubst white%_1000.bin,white%.bin,$@) WHITE_N=1000
 	/bin/mv -fv $(patsubst white%_1000.bin,white%.bin,$@) $@
 
 white%_10000.bin:
 	/bin/rm -fv $(patsubst white%_10000.bin,white%.bin,$@)
-	$(MAKE) $(patsubst white%_10000.bin,white%.bin,$@) WHITEN=10000
+	$(MAKE) $(patsubst white%_10000.bin,white%.bin,$@) WHITE_N=10000
 	/bin/mv -fv $(patsubst white%_10000.bin,white%.bin,$@) $@
 
 WHITE_LOG=--log 20