/* boost random/mersenne_twister.hpp header file * * Copyright Jens Maurer 2000-2001 * Distributed under the Boost Software License, Version 1.0. (See * accompanying file LICENSE_1_0.txt or copy at * http://www.boost.org/LICENSE_1_0.txt) * * See http://www.boost.org for most recent version including documentation. * * $Id: mersenne_twister.hpp,v 1.20 2005/07/21 22:04:31 jmaurer Exp $ * * Revision history * 2001-02-18 moved to individual header files */ #ifndef BOOST_RANDOM_MERSENNE_TWISTER_HPP #define BOOST_RANDOM_MERSENNE_TWISTER_HPP #include #include // std::copy #include #include #include #include #include #include #include #include #include namespace boost { namespace random { // http://www.math.keio.ac.jp/matumoto/emt.html template class mersenne_twister { public: typedef UIntType result_type; BOOST_STATIC_CONSTANT(int, word_size = w); BOOST_STATIC_CONSTANT(int, state_size = n); BOOST_STATIC_CONSTANT(int, shift_size = m); BOOST_STATIC_CONSTANT(int, mask_bits = r); BOOST_STATIC_CONSTANT(UIntType, parameter_a = a); BOOST_STATIC_CONSTANT(int, output_u = u); BOOST_STATIC_CONSTANT(int, output_s = s); BOOST_STATIC_CONSTANT(UIntType, output_b = b); BOOST_STATIC_CONSTANT(int, output_t = t); BOOST_STATIC_CONSTANT(UIntType, output_c = c); BOOST_STATIC_CONSTANT(int, output_l = l); BOOST_STATIC_CONSTANT(bool, has_fixed_range = false); mersenne_twister() { seed(); } #if defined(__SUNPRO_CC) && (__SUNPRO_CC <= 0x520) // Work around overload resolution problem (Gennadiy E. Rozental) explicit mersenne_twister(const UIntType& value) #else explicit mersenne_twister(UIntType value) #endif { seed(value); } template mersenne_twister(It& first, It last) { seed(first,last); } template explicit mersenne_twister(Generator & gen) { seed(gen); } // compiler-generated copy ctor and assignment operator are fine void seed() { seed(UIntType(5489)); } #if defined(__SUNPRO_CC) && (__SUNPRO_CC <= 0x520) // Work around overload resolution problem (Gennadiy E. Rozental) void seed(const UIntType& value) #else void seed(UIntType value) #endif { // New seeding algorithm from // http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html // In the previous versions, MSBs of the seed affected only MSBs of the // state x[]. const UIntType mask = ~0u; x[0] = value & mask; for (i = 1; i < n; i++) { // See Knuth "The Art of Computer Programming" Vol. 2, 3rd ed., page 106 x[i] = (1812433253UL * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask; } } // For GCC, moving this function out-of-line prevents inlining, which may // reduce overall object code size. However, MSVC does not grok // out-of-line definitions of member function templates. template void seed(Generator & gen) { #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS BOOST_STATIC_ASSERT(!std::numeric_limits::is_signed); #endif // I could have used std::generate_n, but it takes "gen" by value for(int j = 0; j < n; j++) x[j] = gen(); i = n; } template void seed(It& first, It last) { int j; for(j = 0; j < n && first != last; ++j, ++first) x[j] = *first; i = n; if(first == last && j < n) throw std::invalid_argument("mersenne_twister::seed"); } result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; } result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { // avoid "left shift count >= with of type" warning result_type res = 0; for(int i = 0; i < w; ++i) res |= (1u << i); return res; } result_type operator()(); static bool validation(result_type v) { return val == v; } #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS template friend std::basic_ostream& operator<<(std::basic_ostream& os, const mersenne_twister& mt) { for(int j = 0; j < mt.state_size; ++j) os << mt.compute(j) << " "; return os; } template friend std::basic_istream& operator>>(std::basic_istream& is, mersenne_twister& mt) { for(int j = 0; j < mt.state_size; ++j) is >> mt.x[j] >> std::ws; // MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template // value parameter "n" available from the class template scope, so use // the static constant with the same value mt.i = mt.state_size; return is; } #endif friend bool operator==(const mersenne_twister& x, const mersenne_twister& y) { for(int j = 0; j < state_size; ++j) if(x.compute(j) != y.compute(j)) return false; return true; } friend bool operator!=(const mersenne_twister& x, const mersenne_twister& y) { return !(x == y); } #else // Use a member function; Streamable concept not supported. bool operator==(const mersenne_twister& rhs) const { for(int j = 0; j < state_size; ++j) if(compute(j) != rhs.compute(j)) return false; return true; } bool operator!=(const mersenne_twister& rhs) const { return !(*this == rhs); } #endif private: // returns x(i-n+index), where index is in 0..n-1 UIntType compute(unsigned int index) const { // equivalent to (i-n+index) % 2n, but doesn't produce negative numbers return x[ (i + n + index) % (2*n) ]; } void twist(int block); // state representation: next output is o(x(i)) // x[0] ... x[k] x[k+1] ... x[n-1] x[n] ... x[2*n-1] represents // x(i-k) ... x(i) x(i+1) ... x(i-k+n-1) x(i-k-n) ... x[i(i-k-1)] // The goal is to always have x(i-n) ... x(i-1) available for // operator== and save/restore. UIntType x[2*n]; int i; }; #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION // A definition is required even for integral static constants template const bool mersenne_twister::has_fixed_range; template const int mersenne_twister::state_size; template const int mersenne_twister::shift_size; template const int mersenne_twister::mask_bits; template const UIntType mersenne_twister::parameter_a; template const int mersenne_twister::output_u; template const int mersenne_twister::output_s; template const UIntType mersenne_twister::output_b; template const int mersenne_twister::output_t; template const UIntType mersenne_twister::output_c; template const int mersenne_twister::output_l; #endif template void mersenne_twister::twist(int block) { const UIntType upper_mask = (~0u) << r; const UIntType lower_mask = ~upper_mask; if(block == 0) { for(int j = n; j < 2*n; j++) { UIntType y = (x[j-n] & upper_mask) | (x[j-(n-1)] & lower_mask); x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0); } } else if (block == 1) { // split loop to avoid costly modulo operations { // extra scope for MSVC brokenness w.r.t. for scope for(int j = 0; j < n-m; j++) { UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask); x[j] = x[j+n+m] ^ (y >> 1) ^ (y&1 ? a : 0); } } for(int j = n-m; j < n-1; j++) { UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask); x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0); } // last iteration UIntType y = (x[2*n-1] & upper_mask) | (x[0] & lower_mask); x[n-1] = x[m-1] ^ (y >> 1) ^ (y&1 ? a : 0); i = 0; } } template inline typename mersenne_twister::result_type mersenne_twister::operator()() { if(i == n) twist(0); else if(i >= 2*n) twist(1); // Step 4 UIntType z = x[i]; ++i; z ^= (z >> u); z ^= ((z << s) & b); z ^= ((z << t) & c); z ^= (z >> l); return z; } } // namespace random typedef random::mersenne_twister mt11213b; // validation by experiment from mt19937.c typedef random::mersenne_twister mt19937; } // namespace boost BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937) #endif // BOOST_RANDOM_MERSENNE_TWISTER_HPP