diff options
Diffstat (limited to '')
| -rw-r--r-- | src/MersenneTwister.h | 456 |
1 files changed, 0 insertions, 456 deletions
diff --git a/src/MersenneTwister.h b/src/MersenneTwister.h deleted file mode 100644 index e83a470e2..000000000 --- a/src/MersenneTwister.h +++ /dev/null @@ -1,456 +0,0 @@ -// MersenneTwister.h -// Mersenne Twister random number generator -- a C++ class MTRand -// Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus -// Richard J. Wagner v1.1 28 September 2009 wagnerr@umich.edu - -// The Mersenne Twister is an algorithm for generating random numbers. It -// was designed with consideration of the flaws in various other generators. -// The period, 2^19937-1, and the order of equidistribution, 623 dimensions, -// are far greater. The generator is also fast; it avoids multiplication and -// division, and it benefits from caches and pipelines. For more information -// see the inventors' web page at -// http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html - -// Reference -// M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally -// Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on -// Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3-30. - -// Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, -// Copyright (C) 2000 - 2009, Richard J. Wagner -// All rights reserved. -// -// Redistribution and use in source and binary forms, with or without -// modification, are permitted provided that the following conditions -// are met: -// -// 1. Redistributions of source code must retain the above copyright -// notice, this list of conditions and the following disclaimer. -// -// 2. Redistributions in binary form must reproduce the above copyright -// notice, this list of conditions and the following disclaimer in the -// documentation and/or other materials provided with the distribution. -// -// 3. The names of its contributors may not be used to endorse or promote -// products derived from this software without specific prior written -// permission. -// -// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" -// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE -// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE -// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE -// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR -// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF -// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS -// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN -// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) -// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE -// POSSIBILITY OF SUCH DAMAGE. - -#ifndef MERSENNETWISTER_H -#define MERSENNETWISTER_H - -// Not thread safe (unless auto-initialization is avoided and each thread has -// its own MTRand object) - -#include <iostream> -#include <climits> -#include <cstdio> -#include <ctime> -#include <cmath> - -class MTRand { -// Data -public: - typedef UInt32 uint32; // unsigned integer type, at least 32 bits - - enum { N = 624 }; // length of state vector - enum { SAVE = N + 1 }; // length of array for save() - -protected: - enum { M = 397 }; // period parameter - - uint32 state[N]; // internal state - uint32 *pNext; // next value to get from state - uint32 left; // number of values left before reload needed - -// Methods -public: - MTRand( const uint32 oneSeed ); // initialize with a simple uint32 - MTRand( uint32 *const bigSeed, uint32 const seedLength = N ); // or array - MTRand(); // auto-initialize with /dev/urandom or time() and clock() - MTRand( const MTRand& o ); // copy - - // Do NOT use for CRYPTOGRAPHY without securely hashing several returned - // values together, otherwise the generator state can be learned after - // reading 624 consecutive values. - - // Access to 32-bit random numbers - uint32 randInt(); // integer in [0,2^32-1] - uint32 randInt( const uint32 n ); // integer in [0,n] for n < 2^32 - double rand(); // real number in [0,1] - double rand( const double n ); // real number in [0,n] - double randExc(); // real number in [0,1) - double randExc( const double n ); // real number in [0,n) - double randDblExc(); // real number in (0,1) - double randDblExc( const double n ); // real number in (0,n) - double operator()(); // same as rand() - - // Access to 53-bit random numbers (capacity of IEEE double precision) - double rand53(); // real number in [0,1) - - // Access to nonuniform random number distributions - double randNorm( const double mean = 0.0, const double stddev = 1.0 ); - - // Re-seeding functions with same behavior as initializers - void seed( const uint32 oneSeed ); - void seed( uint32 *const bigSeed, const uint32 seedLength = N ); - void seed(); - - // Saving and loading generator state - void save( uint32* saveArray ) const; // to array of size SAVE - void load( uint32 *const loadArray ); // from such array - friend std::ostream& operator<<( std::ostream& os, const MTRand& mtrand ); - friend std::istream& operator>>( std::istream& is, MTRand& mtrand ); - MTRand& operator=( const MTRand& o ); - -protected: - void initialize( const uint32 oneSeed ); - void reload(); - uint32 hiBit( const uint32 u ) const { return u & 0x80000000UL; } - uint32 loBit( const uint32 u ) const { return u & 0x00000001UL; } - uint32 loBits( const uint32 u ) const { return u & 0x7fffffffUL; } - uint32 mixBits( const uint32 u, const uint32 v ) const - { return hiBit(u) | loBits(v); } - uint32 magic( const uint32 u ) const - { return loBit(u) ? 0x9908b0dfUL : 0x0UL; } - uint32 twist( const uint32 m, const uint32 s0, const uint32 s1 ) const - { return m ^ (mixBits(s0,s1)>>1) ^ magic(s1); } - static uint32 hash( time_t t, clock_t c ); -}; - -// Functions are defined in order of usage to assist inlining - -inline MTRand::uint32 MTRand::hash( time_t t, clock_t c ) -{ - // Get a uint32 from t and c - // Better than uint32(x) in case x is floating point in [0,1] - // Based on code by Lawrence Kirby (fred@genesis.demon.co.uk) - - static uint32 differ = 0; // guarantee time-based seeds will change - - uint32 h1 = 0; - unsigned char *p = (unsigned char *) &t; - for( size_t i = 0; i < sizeof(t); ++i ) - { - h1 *= UCHAR_MAX + 2U; - h1 += p[i]; - } - uint32 h2 = 0; - p = (unsigned char *) &c; - for( size_t j = 0; j < sizeof(c); ++j ) - { - h2 *= UCHAR_MAX + 2U; - h2 += p[j]; - } - return ( h1 + differ++ ) ^ h2; -} - -inline void MTRand::initialize( const uint32 seed ) -{ - // Initialize generator state with seed - // See Knuth TAOCP Vol 2, 3rd Ed, p.106 for multiplier. - // In previous versions, most significant bits (MSBs) of the seed affect - // only MSBs of the state array. Modified 9 Jan 2002 by Makoto Matsumoto. - uint32 *s = state; - uint32 *r = state; - uint32 i = 1; - *s++ = seed & 0xffffffffUL; - for( ; i < N; ++i ) - { - *s++ = ( 1812433253UL * ( *r ^ (*r >> 30) ) + i ) & 0xffffffffUL; - r++; - } -} - -inline void MTRand::reload() -{ - // Generate N new values in state - // Made clearer and faster by Matthew Bellew (matthew.bellew@home.com) - static const int MmN = int(M) - int(N); // in case enums are unsigned - uint32 *p = state; - int i; - for( i = N - M; i--; ++p ) - *p = twist( p[M], p[0], p[1] ); - for( i = M; --i; ++p ) - *p = twist( p[MmN], p[0], p[1] ); - *p = twist( p[MmN], p[0], state[0] ); - - left = N, pNext = state; -} - -inline void MTRand::seed( const uint32 oneSeed ) -{ - // Seed the generator with a simple uint32 - initialize(oneSeed); - reload(); -} - -inline void MTRand::seed( uint32 *const bigSeed, const uint32 seedLength ) -{ - // Seed the generator with an array of uint32's - // There are 2^19937-1 possible initial states. This function allows - // all of those to be accessed by providing at least 19937 bits (with a - // default seed length of N = 624 uint32's). Any bits above the lower 32 - // in each element are discarded. - // Just call seed() if you want to get array from /dev/urandom - initialize(19650218UL); - uint32 i = 1; - uint32 j = 0; - uint32 k = ( static_cast<uint32>(N) > seedLength ? static_cast<uint32>(N) : seedLength ); - for( ; k; --k ) - { - state[i] = - state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1664525UL ); - state[i] += ( bigSeed[j] & 0xffffffffUL ) + j; - state[i] &= 0xffffffffUL; - ++i; ++j; - if( i >= N ) { state[0] = state[N-1]; i = 1; } - if( j >= seedLength ) j = 0; - } - for( k = N - 1; k; --k ) - { - state[i] = - state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1566083941UL ); - state[i] -= i; - state[i] &= 0xffffffffUL; - ++i; - if( i >= N ) { state[0] = state[N-1]; i = 1; } - } - state[0] = 0x80000000UL; // MSB is 1, assuring non-zero initial array - reload(); -} - -inline void MTRand::seed() -{ - // Seed the generator with an array from /dev/urandom if available - // Otherwise use a hash of time() and clock() values - - // First try getting an array from /dev/urandom - - /* // Commented out by FakeTruth because doing this 200 times a tick is SUUUUPEERRR SLOW!!~~!\D5Ne - FILE* urandom = fopen( "/dev/urandom", "rb" ); - if( urandom ) - { - uint32 bigSeed[N]; - register uint32 *s = bigSeed; - register int i = N; - register bool success = true; - while( success && i-- ) - success = fread( s++, sizeof(uint32), 1, urandom ); - fclose(urandom); - if( success ) { seed( bigSeed, N ); return; } - } - */ - - // Was not successful, so use time() and clock() instead - seed( hash( time(NULL), clock() ) ); -} - -inline MTRand::MTRand( const uint32 oneSeed ) - { seed(oneSeed); } - -inline MTRand::MTRand( uint32 *const bigSeed, const uint32 seedLength ) - { seed(bigSeed,seedLength); } - -inline MTRand::MTRand() - { seed(); } - -inline MTRand::MTRand( const MTRand& o ) -{ - const uint32 *t = o.state; - uint32 *s = state; - int i = N; - for( ; i--; *s++ = *t++ ) {} - left = o.left; - pNext = &state[N-left]; -} - -inline MTRand::uint32 MTRand::randInt() -{ - // Pull a 32-bit integer from the generator state - // Every other access function simply transforms the numbers extracted here - - if( left == 0 ) reload(); - --left; - - uint32 s1; - s1 = *pNext++; - s1 ^= (s1 >> 11); - s1 ^= (s1 << 7) & 0x9d2c5680UL; - s1 ^= (s1 << 15) & 0xefc60000UL; - return ( s1 ^ (s1 >> 18) ); -} - -inline MTRand::uint32 MTRand::randInt( const uint32 n ) -{ - // Find which bits are used in n - // Optimized by Magnus Jonsson (magnus@smartelectronix.com) - uint32 used = n; - used |= used >> 1; - used |= used >> 2; - used |= used >> 4; - used |= used >> 8; - used |= used >> 16; - - // Draw numbers until one is found in [0,n] - uint32 i; - do - i = randInt() & used; // toss unused bits to shorten search - while( i > n ); - return i; -} - -inline double MTRand::rand() - { return double(randInt()) * (1.0/4294967295.0); } - -inline double MTRand::rand( const double n ) - { return rand() * n; } - -inline double MTRand::randExc() - { return double(randInt()) * (1.0/4294967296.0); } - -inline double MTRand::randExc( const double n ) - { return randExc() * n; } - -inline double MTRand::randDblExc() - { return ( double(randInt()) + 0.5 ) * (1.0/4294967296.0); } - -inline double MTRand::randDblExc( const double n ) - { return randDblExc() * n; } - -inline double MTRand::rand53() -{ - uint32 a = randInt() >> 5, b = randInt() >> 6; - return ( a * 67108864.0 + b ) * (1.0/9007199254740992.0); // by Isaku Wada -} - -inline double MTRand::randNorm( const double mean, const double stddev ) -{ - // Return a real number from a normal (Gaussian) distribution with given - // mean and standard deviation by polar form of Box-Muller transformation - double x, y, r; - do - { - x = 2.0 * rand() - 1.0; - y = 2.0 * rand() - 1.0; - r = x * x + y * y; - } - while ( r >= 1.0 || r == 0.0 ); - double s = sqrt( -2.0 * log(r) / r ); - return mean + x * s * stddev; -} - -inline double MTRand::operator()() -{ - return rand(); -} - -inline void MTRand::save( uint32* saveArray ) const -{ - const uint32 *s = state; - uint32 *sa = saveArray; - int i = N; - for( ; i--; *sa++ = *s++ ) {} - *sa = left; -} - -inline void MTRand::load( uint32 *const loadArray ) -{ - uint32 *s = state; - uint32 *la = loadArray; - int i = N; - for( ; i--; *s++ = *la++ ) {} - left = *la; - pNext = &state[N-left]; -} - -inline std::ostream& operator<<( std::ostream& os, const MTRand& mtrand ) -{ - const MTRand::uint32 *s = mtrand.state; - int i = mtrand.N; - for( ; i--; os << *s++ << "\t" ) {} - return os << mtrand.left; -} - -inline std::istream& operator>>( std::istream& is, MTRand& mtrand ) -{ - MTRand::uint32 *s = mtrand.state; - int i = mtrand.N; - for( ; i--; is >> *s++ ) {} - is >> mtrand.left; - mtrand.pNext = &mtrand.state[mtrand.N-mtrand.left]; - return is; -} - -inline MTRand& MTRand::operator=( const MTRand& o ) -{ - if( this == &o ) return (*this); - const uint32 *t = o.state; - uint32 *s = state; - int i = N; - for( ; i--; *s++ = *t++ ) {} - left = o.left; - pNext = &state[N-left]; - return (*this); -} - -#endif // MERSENNETWISTER_H - -// Change log: -// -// v0.1 - First release on 15 May 2000 -// - Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus -// - Translated from C to C++ -// - Made completely ANSI compliant -// - Designed convenient interface for initialization, seeding, and -// obtaining numbers in default or user-defined ranges -// - Added automatic seeding from /dev/urandom or time() and clock() -// - Provided functions for saving and loading generator state -// -// v0.2 - Fixed bug which reloaded generator one step too late -// -// v0.3 - Switched to clearer, faster reload() code from Matthew Bellew -// -// v0.4 - Removed trailing newline in saved generator format to be consistent -// with output format of built-in types -// -// v0.5 - Improved portability by replacing static const int's with enum's and -// clarifying return values in seed(); suggested by Eric Heimburg -// - Removed MAXINT constant; use 0xffffffffUL instead -// -// v0.6 - Eliminated seed overflow when uint32 is larger than 32 bits -// - Changed integer [0,n] generator to give better uniformity -// -// v0.7 - Fixed operator precedence ambiguity in reload() -// - Added access for real numbers in (0,1) and (0,n) -// -// v0.8 - Included time.h header to properly support time_t and clock_t -// -// v1.0 - Revised seeding to match 26 Jan 2002 update of Nishimura and Matsumoto -// - Allowed for seeding with arrays of any length -// - Added access for real numbers in [0,1) with 53-bit resolution -// - Added access for real numbers from normal (Gaussian) distributions -// - Increased overall speed by optimizing twist() -// - Doubled speed of integer [0,n] generation -// - Fixed out-of-range number generation on 64-bit machines -// - Improved portability by substituting literal constants for long enum's -// - Changed license from GNU LGPL to BSD -// -// v1.1 - Corrected parameter label in randNorm from "variance" to "stddev" -// - Changed randNorm algorithm from basic to polar form for efficiency -// - Updated includes from deprecated <xxxx.h> to standard <cxxxx> forms -// - Cleaned declarations and definitions to please Intel compiler -// - Revised twist() operator to work on ones'-complement machines -// - Fixed reload() function to work when N and M are unsigned -// - Added copy constructor and copy operator from Salvador Espana |