diff FIXES/MersenneTwister.h @ 0:6b33357c7561 octave-forge

Initial revision
author pkienzle
date Wed, 10 Oct 2001 19:54:49 +0000
parents
children 443e4798d462
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/FIXES/MersenneTwister.h	Wed Oct 10 19:54:49 2001 +0000
@@ -0,0 +1,334 @@
+// 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  v0.6  14 February 2001  rjwagner@writeme.com
+
+// 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.keio.ac.jp/~matumoto/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) 2001  Richard J. Wagner
+// 
+// This library is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 2.1 of the License, or (at your option) any later version.
+// 
+// This library is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+// Lesser General Public License for more details.
+// 
+// You should have received a copy of the GNU Lesser General Public
+// License along with this library; if not, write to the Free Software
+// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+
+// The original code included the following notice:
+//
+//     Copyright (C) 1997, 1999 Makoto Matsumoto and Takuji Nishimura.
+//     When you use this, send an email to: matumoto@math.keio.ac.jp
+//     with an appropriate reference to your work.
+//
+// It would be nice to CC: rjwagner@writeme.com and Cokus@math.washington.edu
+// when you write.
+
+#ifndef MERSENNETWISTER_H
+#define MERSENNETWISTER_H
+
+// Not thread safe (unless auto-initialization is avoided and each thread has
+// its own MTRand object)
+
+#include <stdio.h>
+#include <time.h>
+#include <limits.h>
+#include <iostream.h>
+
+class MTRand {
+// Data
+public:
+	typedef unsigned long 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
+	enum { MAGIC = 0x9908b0dfU };  // magic constant
+	
+	uint32 state[N];  // internal state
+	uint32 *pNext;    // next value to get from state
+	int left;         // number of values left before reload needed
+
+
+//Methods
+public:
+	MTRand( const uint32& oneSeed );  // initialize with a simple uint32
+	MTRand( uint32 *const bigSeed );  // initialize with an array of N uint32's
+	MTRand();  // auto-initialize with /dev/urandom or time() and clock()
+	
+	// Access to 32-bit random numbers
+	// Do NOT use for CRYPTOGRAPHY without securely hashing several returned
+	// values together, otherwise the generator state can be learned after
+	// reading 624 consecutive values.
+	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)
+	uint32 randInt();                       // integer in [0,2^32-1]
+	uint32 randInt( const uint32& n );      // integer in [0,n] for n < 2^32
+	double operator()() { return rand(); }  // same as rand()
+	
+	// Re-seeding functions with same behavior as initializers
+	void seed( uint32 oneSeed );
+	void seed( uint32 *const bigSeed );
+	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 ostream& operator<<( ostream& os, const MTRand& mtrand );
+	friend istream& operator>>( istream& is, MTRand& mtrand );
+
+protected:
+	void reload();
+	uint32 hiBit( const uint32& u ) const { return u & 0x80000000U; }
+	uint32 loBit( const uint32& u ) const { return u & 0x00000001U; }
+	uint32 loBits( const uint32& u ) const { return u & 0x7fffffffU; }
+	uint32 mixBits( const uint32& u, const uint32& v ) const
+		{ return hiBit(u) | loBits(v); }
+	uint32 twist( const uint32& m, const uint32& s0, const uint32& s1 ) const
+		{ return m ^ (mixBits(s0,s1)>>1) ^ (loBit(s1) ? MAGIC : 0U); }
+	static uint32 hash( time_t t, clock_t c );
+};
+
+
+inline MTRand::MTRand( const uint32& oneSeed )
+	{ seed(oneSeed); }
+
+inline MTRand::MTRand( uint32 *const bigSeed )
+	{ seed(bigSeed); }
+
+inline MTRand::MTRand()
+	{ seed(); }
+
+inline double MTRand::rand()
+    { return double(randInt()) * 2.3283064370807974e-10; }
+
+inline double MTRand::rand( const double& n )
+	{ return rand() * n; }
+
+inline double MTRand::randExc()
+	{ return double(randInt()) * 2.3283064365386963e-10; }
+
+inline double MTRand::randExc( const double& n )
+	{ return randExc() * n; }
+
+inline MTRand::uint32 MTRand::randInt()
+{
+	if( left == 0 ) reload();
+	--left;
+		
+	register uint32 s1;
+	s1 = *pNext++;
+	s1 ^= (s1 >> 11);
+	s1 ^= (s1 <<  7) & 0x9d2c5680U;
+	s1 ^= (s1 << 15) & 0xefc60000U;
+	return ( s1 ^ (s1 >> 18) );
+}
+
+
+inline MTRand::uint32 MTRand::randInt( const uint32& n )
+{
+	// Find which bits are used in n
+	uint32 used = ~0;
+	for( uint32 m = n; m; used <<= 1, m >>= 1 ) {}
+	used = ~used;
+	
+	// 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 void MTRand::seed( uint32 oneSeed )
+{
+	// Seed the generator with a simple uint32
+	register uint32 *s;
+	register int i;
+	for( i = N, s = state;
+	     i--;
+		 *s    = oneSeed & 0xffff0000,
+		 *s++ |= ( (oneSeed *= 69069U)++ & 0xffff0000 ) >> 16,
+		 (oneSeed *= 69069U)++ ) {}  // hard to read, but fast
+	reload();
+}
+
+
+inline void MTRand::seed( uint32 *const bigSeed )
+{
+	// Seed the generator with an array of 624 uint32's
+	// There are 2^19937-1 possible initial states.  This function allows
+	// any one of those to be chosen by providing 19937 bits.  The lower
+	// 31 bits of the first element, bigSeed[0], are discarded.  Any bits
+	// above the lower 32 in each element are also discarded.  Theoretically,
+	// the rest of the array can contain any values except all zeroes.
+	// Just call seed() if you want to get array from /dev/urandom
+	register uint32 *s = state, *b = bigSeed;
+	register int i = N;
+	for( ; i--; *s++ = *b++ & 0xffffffff ) {}
+	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
+	FILE* urandom = fopen( "/dev/urandom", "rb" );
+	if( urandom )
+	{
+		register uint32 *s = state;
+		register int i = N;
+		register bool success = true;
+		while( success && i-- )
+		{
+			success = fread( s, sizeof(uint32), 1, urandom );
+			*s++ &= 0xffffffff;  // filter in case uint32 > 32 bits
+		}
+		fclose(urandom);
+		if( success )
+		{
+			// There is a 1 in 2^19937 chance that a working urandom gave
+			// 19937 consecutive zeroes and will make the generator fail
+			// Ignore that case and continue with initialization
+			reload();
+			return;
+		}
+	}
+	
+	// Was not successful, so use time() and clock() instead
+	seed( hash( time(NULL), clock() ) );
+}
+
+
+inline void MTRand::reload()
+{
+	// Generate N new values in state
+	// Made clearer and faster by Matthew Bellew (matthew.bellew@home.com)
+	register uint32 *p = state;
+	register int i;
+	for( i = N - M; i--; )
+		*p++ = twist( p[M], p[0], p[1] );
+	for( i = M; --i; )
+		*p++ = twist( p[M-N], p[0], p[1] );
+	*p = twist( p[M-N], p[0], state[0] );
+
+	left = N, pNext = state;
+}
+
+
+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::save( uint32* saveArray ) const
+{
+	register uint32 *sa = saveArray;
+	register const uint32 *s = state;
+	register int i = N;
+	for( ; i--; *sa++ = *s++ ) {}
+	*sa = left;
+}
+
+
+inline void MTRand::load( uint32 *const loadArray )
+{
+	register uint32 *s = state;
+	register uint32 *la = loadArray;
+	register int i = N;
+	for( ; i--; *s++ = *la++ ) {}
+	left = *la;
+	pNext = &state[N-left];
+}
+
+
+inline ostream& operator<<( ostream& os, const MTRand& mtrand )
+{
+	register const MTRand::uint32 *s = mtrand.state;
+	register int i = mtrand.N;
+	for( ; i--; os << *s++ << "\t" ) {}
+	return os << mtrand.left;
+}
+
+
+inline istream& operator>>( istream& is, MTRand& mtrand )
+{
+	register MTRand::uint32 *s = mtrand.state;
+	register int i = mtrand.N;
+	for( ; i--; is >> *s++ ) {}
+	is >> mtrand.left;
+	mtrand.pNext = &mtrand.state[mtrand.N-mtrand.left];
+	return is;
+}
+
+#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 0xffffffff instead
+//
+// v0.6 - Eliminated seed overflow when uint32 is larger than 32 bits
+//      - Changed integer [0,n] generator to give better uniformity