369 lines
9.8 KiB
HTML
369 lines
9.8 KiB
HTML
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
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<HTML
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>Perl Proggie by Charles Nadeau</TITLE
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NAME="GENERATOR"
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CONTENT="Modular DocBook HTML Stylesheet Version 1.7"><LINK
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REL="HOME"
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TITLE="The openMosix HOWTO"
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TITLE="(stress)Testing your openMosix installation"
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TITLE="A small Test Script"
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TITLE="the openMosix stress-test
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>The openMosix HOWTO: </TH
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>Chapter 14. (stress)Testing your openMosix installation</TD
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><A
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NAME="AEN1333"
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></A
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>14.2. Perl Proggie by Charles Nadeau</H1
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><P
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> Perl program
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to test an openMosix Cluster.</P
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><P
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> Here is a is quick program I wrote to test an openMosix cluster. This is taken from a posting I made to the
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openMosix-devel mailing list on March 6th, 2002:
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<SPAN
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CLASS="QUOTE"
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>"Charles wrote this little program (in Perl) to stress test his home cluster (3 P200MMX and a P166). It is a
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program simulating different sets of stocks in a portfolio for a given period of time. The code is well documented and it
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should be easy to add/remove stocks and change the average monthly yield and standard deviation for each stock.
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Since the problem of portfolio optimization cannot be solved analytically, it simulate a lot of portfolios and
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report the results at the end.
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Please note that this program does not take stock correlation into account. It is
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not finished yet but it's a good start. I plan to add more code at the end of the program to improve the reporting
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format of the data (generating SVG graph on the fly). But the simulation part works very well. In order to take
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advantage of the parallelism offered by openMosix, it uses the Perl module Parallel::?ForkManager (from CPAN) to
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span threads that openMosix can then assign to all the machines of the cluster (it also require another module for
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the statistical calculations, don't forget to install both, I provide the URLs in the comments of the code). Take a
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look at it and tell me what you think. Cheers!"</SPAN
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></P
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><P
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><TABLE
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BORDER="0"
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BGCOLOR="#E0E0E0"
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WIDTH="100%"
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><TR
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><TD
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><FONT
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COLOR="#000000"
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><PRE
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CLASS="PROGRAMLISTING"
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>#! /usr/bin/perl -w
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# this mill unlock this process and all tis childs
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sub unlock {
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open (OUTFILE,">/proc/self/lock") ||
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die "Could not unlock myself!\n";
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print OUTFILE "0";
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}
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unlock;
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# this will count the nodes
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sub cpucount {
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$CLUSTERDIR="/proc/hpc/nodes/";
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$howmany=0;
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opendir($nodes, $CLUSTERDIR);
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while(readdir($nodes)) {
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$howmany++;
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}
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$howmany--;
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$howmany--;
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closedir ($nodes);
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return $howmany;
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}
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my $processes=cpucount;
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$processes=$processes*3;
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print("starting $processes processes\n");
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#Portfolio.pl, version 0.1
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#Perl program that simulate a portfolios for various stock composition for a given period of time
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#We run various scenarios to find the mix of assets that give the best performance/risk ratio
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#This method is base on the book "The intelligent asset allocator" by William Bernstein
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#Can be used to test an OpenMosix cluster
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#This program is licensed under GPL
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#Author: Charles-E. Nadeau Ph.D., (c) 2002
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#E-mail address: charlesnadeau AT hotmail DOT com
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use Parallel::ForkManager; #We use a module to parallelize the calculation
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#Available at http://theoryx5.uwinnipeg.ca/mod_perl/cpan-search?filetype=%20distribution%20name%20or%20description;join=and;arrange=file;download=auto;stem=no;case=clike;site=ftp.funet.fi;age=;distinfo=2589
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use Statistics::Descriptive::Discrete; #A module providing statistical values
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#Available at http://theoryx5.uwinnipeg.ca/mod_perl/cpan-search?new=Search;filetype=%20distribution%20name%20or%20description;join=and;arrange=file;download=auto;stem=no;case=clike;site=ftp.funet.fi;age=;distinfo=2988
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srand; #We initialize the random number generator
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#Initializing constant
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$NumberOfSimulation=$processes; #Number of simulation to run
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$NumberOfMonth=100000; #Number of month for wich to run the simulation
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$NumberOfStock=6; #Number of different stocks in the simulation
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#Portfolio to simulate
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#TODO: Read the stock details from a file
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$Stock[0][0]="BRKB"; #Stock ticker
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$Stock[0][1]=0.01469184; #Stock average monthly return
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$Stock[0][2]=0.071724934; #Stock average monthly standard deviation
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$Stock[1][0]="TEST "; #Stock ticker
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$Stock[1][1]=-0.01519; #Stock average monthly return
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$Stock[1][2]=0.063773903; #Stock average monthly standard deviation
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$Stock[2][0]="SPDR"; #Stock ticker
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$Stock[2][1]=0.008922718; #Stock average monthly return
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$Stock[2][2]=0.041688404; #Stock average monthly standard deviation
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$Stock[3][0]="BRKB"; #Stock ticker
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$Stock[3][1]=0.01469184; #Stock average monthly return
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$Stock[3][2]=0.071724934; #Stock average monthly standard deviation
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$Stock[4][0]="TEST "; #Stock ticker
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$Stock[4][1]=-0.01519; #Stock average monthly return
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$Stock[4][2]=0.063773903; #Stock average monthly standard deviation
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$Stock[5][0]="SPDR"; #Stock ticker
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$Stock[5][1]=0.008922718; #Stock average monthly return
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$Stock[5][2]=0.041688404; #Stock average monthly standard deviation
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my $pm = new Parallel::ForkManager($NumberOfSimulation); #Specify the number of threads to span
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$pm->run_on_start(
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sub { my ($pid,$ident)=@_;
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print "started, pid: $pid\n";
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}
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);
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#We initialize the array that will contain the results
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@Results=();
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for $i (0..$NumberOfSimulation-1){
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for $j (0..$NumberOfStock+3){
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$Results[$i][$j]=0.0; #Equal to 0.0 to start
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}
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}
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for $i (0..$NumberOfSimulation-1){ #Loop on the number of simulation to run
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$Results[$i][0]=$i; #The first column of each line is the number of the simulation
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$pm->start and next; #Start the thread
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$TotalRatio=1; #The sum of the proprtion of each stock
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#Here we calculate the portion of each investment in the portfolio for a given simulation
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for $j (0..$NumberOfStock-2){ #We loop on all stock until the second to last one
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#TODO: Replace rand by something from Math::TrulyRandom
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$Ratio[$j]=rand($TotalRatio);
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$Results[$i][$j+1]=$Ratio[$j]; #We store the ratio associated to this stock
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$TotalRatio=$TotalRatio-$Ratio[$j];
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}
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$Ratio[$NumberOfStock-1]=$TotalRatio; #In order to have a total of the ratios equal to one, we set the last ratio to be the remainder
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$Results[$i][$NumberOfStock]=$Ratio[$NumberOfStock-1]; #We store the ratio associated to this stock. Special case for the last stock
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$InvestmentValue=1; #Initially the investment value is 1 time the initial capital amount.
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my $stats=new Statistics::Descriptive::Discrete; #We initialize the module used to calculate the means and standard deviations
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for $j (1..$NumberOfMonth){ #Loop on the number of months
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$MonthlyGrowth[$j]=0.0; #By how much did we grow this month. Initially, no growth yet.
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#We loop on each stock to find its monthly contribution to the yield
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for $k (0..$NumberOfStock-1){
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$MonthlyGrowth[$j]=$MonthlyGrowth[$j]+($Ratio[$k]*((gaussian_rand()*$Stock[$k][2])+$Stock[$k][1])); #We had the growth for this stock to the stock already calculated for the preceding stocks
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}
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$stats->add_data($MonthlyGrowth[$j]); #Add the yield for this month so we can later on have the mean and standard deviation for this simulation
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$InvestmentValue=$InvestmentValue*(1+$MonthlyGrowth[$j]); #Value of the Investment after this month
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}
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$Results[$i][$NumberOfStock+1]=$stats->mean(); #Calculate the average monthly growth
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$Results[$i][$NumberOfStock+2]=$stats->standard_deviation(); #Calculate the standard deviation of the monthly growth
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$pm->finish; #Finish the thread
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}
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$pm->wait_all_children; #We wait until all threads are finished
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#Printing the results
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print "Simulation ";
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for $j (0..$NumberOfStock-1){
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print "Ratio$Stock[$j][0] ";
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}
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print " Mean StdDev YieldRatio\n";
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for $i (0..$NumberOfSimulation-1){
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printf "%10d ", $Results[$i][0];
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for $j (1..$NumberOfStock){
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printf " %6.2f ",$Results[$i][$j];
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}
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if($Results[$i][$NumberOfStock+2]!=0) {
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printf "%5.4f %5.4f %5.4f\n", $Results[$i][$NumberOfStock+1], $Results[$i][$NumberOfStock+2], ($Results[$i][$NumberOfStock+1]/$Results[$i][$NumberOfStock+2]);
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} else {
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printf "%5.4f %5.4f %5.4f\n", $Results[$i][$NumberOfStock+1], $Results[$i][$NumberOfStock+2], 0;
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}
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}
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#Subroutines
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#Subroutine to generate two numbers normally distributed
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#From "The Perl Cookbook", recipe 2.10
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sub gaussian_rand {
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my ($u1, $u2);
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my $w;
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my ($g1, $g2);
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do {
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$u1=2*rand()-1;
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$u2=2*rand()-1;
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$w=$u1*$u1+$u2*$u2;
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} while ($w>=1 || $w==0); #There was an error in the recipe, I corrected it here
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$w=sqrt(-2*log($w)/$w);
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$g2=$u1*$w;
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$g1=$u2*$w;
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return wantarray ? ($g1,$g2) : $g1;
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}</PRE
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></FONT
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></TD
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></TABLE
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>
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</P
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WIDTH="33%"
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ALIGN="left"
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VALIGN="top"
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>A small Test Script</TD
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><TD
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WIDTH="34%"
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>the openMosix stress-test</TD
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