annotate mt19937/mt19937ar.c @ 770:c54bc2ffbf92 tip

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date Fri, 16 Dec 2011 11:34:01 +0000
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mas01mc@292 1 /*
mas01mc@292 2 A C-program for MT19937, with initialization improved 2002/1/26.
mas01mc@292 3 Coded by Takuji Nishimura and Makoto Matsumoto.
mas01mc@292 4
mas01mc@292 5 Before using, initialize the state by using init_genrand(seed)
mas01mc@292 6 or init_by_array(init_key, key_length).
mas01mc@292 7
mas01mc@292 8 Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
mas01mc@292 9 All rights reserved.
mas01mc@292 10 Copyright (C) 2005, Mutsuo Saito,
mas01mc@292 11 All rights reserved.
mas01mc@292 12
mas01mc@292 13 Redistribution and use in source and binary forms, with or without
mas01mc@292 14 modification, are permitted provided that the following conditions
mas01mc@292 15 are met:
mas01mc@292 16
mas01mc@292 17 1. Redistributions of source code must retain the above copyright
mas01mc@292 18 notice, this list of conditions and the following disclaimer.
mas01mc@292 19
mas01mc@292 20 2. Redistributions in binary form must reproduce the above copyright
mas01mc@292 21 notice, this list of conditions and the following disclaimer in the
mas01mc@292 22 documentation and/or other materials provided with the distribution.
mas01mc@292 23
mas01mc@292 24 3. The names of its contributors may not be used to endorse or promote
mas01mc@292 25 products derived from this software without specific prior written
mas01mc@292 26 permission.
mas01mc@292 27
mas01mc@292 28 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
mas01mc@292 29 "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
mas01mc@292 30 LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
mas01mc@292 31 A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
mas01mc@292 32 CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
mas01mc@292 33 EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
mas01mc@292 34 PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
mas01mc@292 35 PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
mas01mc@292 36 LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
mas01mc@292 37 NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
mas01mc@292 38 SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
mas01mc@292 39
mas01mc@292 40
mas01mc@292 41 Any feedback is very welcome.
mas01mc@292 42 http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
mas01mc@292 43 email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
mas01mc@292 44 */
mas01mc@292 45
mas01mc@292 46 #include <stdio.h>
mas01mc@292 47 #include "mt19937ar.h"
mas01mc@292 48
mas01mc@292 49 /* Period parameters */
mas01mc@292 50 #define N 624
mas01mc@292 51 #define M 397
mas01mc@292 52 #define MATRIX_A 0x9908b0dfUL /* constant vector a */
mas01mc@292 53 #define UPPER_MASK 0x80000000UL /* most significant w-r bits */
mas01mc@292 54 #define LOWER_MASK 0x7fffffffUL /* least significant r bits */
mas01mc@292 55
mas01mc@292 56 static unsigned long mt[N]; /* the array for the state vector */
mas01mc@292 57 static int mti=N+1; /* mti==N+1 means mt[N] is not initialized */
mas01mc@292 58
mas01mc@292 59 /* initializes mt[N] with a seed */
mas01mc@292 60 void init_genrand(unsigned long s)
mas01mc@292 61 {
mas01mc@292 62 mt[0]= s & 0xffffffffUL;
mas01mc@292 63 for (mti=1; mti<N; mti++) {
mas01mc@292 64 mt[mti] =
mas01mc@292 65 (1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti);
mas01mc@292 66 /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
mas01mc@292 67 /* In the previous versions, MSBs of the seed affect */
mas01mc@292 68 /* only MSBs of the array mt[]. */
mas01mc@292 69 /* 2002/01/09 modified by Makoto Matsumoto */
mas01mc@292 70 mt[mti] &= 0xffffffffUL;
mas01mc@292 71 /* for >32 bit machines */
mas01mc@292 72 }
mas01mc@292 73 }
mas01mc@292 74
mas01mc@292 75 /* initialize by an array with array-length */
mas01mc@292 76 /* init_key is the array for initializing keys */
mas01mc@292 77 /* key_length is its length */
mas01mc@292 78 /* slight change for C++, 2004/2/26 */
mas01mc@292 79 void init_by_array(unsigned long init_key[], int key_length)
mas01mc@292 80 {
mas01mc@292 81 int i, j, k;
mas01mc@292 82 init_genrand(19650218UL);
mas01mc@292 83 i=1; j=0;
mas01mc@292 84 k = (N>key_length ? N : key_length);
mas01mc@292 85 for (; k; k--) {
mas01mc@292 86 mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL))
mas01mc@292 87 + init_key[j] + j; /* non linear */
mas01mc@292 88 mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
mas01mc@292 89 i++; j++;
mas01mc@292 90 if (i>=N) { mt[0] = mt[N-1]; i=1; }
mas01mc@292 91 if (j>=key_length) j=0;
mas01mc@292 92 }
mas01mc@292 93 for (k=N-1; k; k--) {
mas01mc@292 94 mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL))
mas01mc@292 95 - i; /* non linear */
mas01mc@292 96 mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
mas01mc@292 97 i++;
mas01mc@292 98 if (i>=N) { mt[0] = mt[N-1]; i=1; }
mas01mc@292 99 }
mas01mc@292 100
mas01mc@292 101 mt[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */
mas01mc@292 102 }
mas01mc@292 103
mas01mc@292 104 /* generates a random number on [0,0xffffffff]-interval */
mas01mc@292 105 unsigned long genrand_int32(void)
mas01mc@292 106 {
mas01mc@292 107 unsigned long y;
mas01mc@292 108 static unsigned long mag01[2]={0x0UL, MATRIX_A};
mas01mc@292 109 /* mag01[x] = x * MATRIX_A for x=0,1 */
mas01mc@292 110
mas01mc@292 111 if (mti >= N) { /* generate N words at one time */
mas01mc@292 112 int kk;
mas01mc@292 113
mas01mc@292 114 if (mti == N+1) /* if init_genrand() has not been called, */
mas01mc@292 115 init_genrand(5489UL); /* a default initial seed is used */
mas01mc@292 116
mas01mc@292 117 for (kk=0;kk<N-M;kk++) {
mas01mc@292 118 y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mas01mc@292 119 mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL];
mas01mc@292 120 }
mas01mc@292 121 for (;kk<N-1;kk++) {
mas01mc@292 122 y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mas01mc@292 123 mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1UL];
mas01mc@292 124 }
mas01mc@292 125 y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
mas01mc@292 126 mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL];
mas01mc@292 127
mas01mc@292 128 mti = 0;
mas01mc@292 129 }
mas01mc@292 130
mas01mc@292 131 y = mt[mti++];
mas01mc@292 132
mas01mc@292 133 /* Tempering */
mas01mc@292 134 y ^= (y >> 11);
mas01mc@292 135 y ^= (y << 7) & 0x9d2c5680UL;
mas01mc@292 136 y ^= (y << 15) & 0xefc60000UL;
mas01mc@292 137 y ^= (y >> 18);
mas01mc@292 138
mas01mc@292 139 return y;
mas01mc@292 140 }
mas01mc@292 141
mas01mc@292 142 /* generates a random number on [0,0x7fffffff]-interval */
mas01mc@292 143 long genrand_int31(void)
mas01mc@292 144 {
mas01mc@292 145 return (long)(genrand_int32()>>1);
mas01mc@292 146 }
mas01mc@292 147
mas01mc@292 148 /* generates a random number on [0,1]-real-interval */
mas01mc@292 149 double genrand_real1(void)
mas01mc@292 150 {
mas01mc@292 151 return genrand_int32()*(1.0/4294967295.0);
mas01mc@292 152 /* divided by 2^32-1 */
mas01mc@292 153 }
mas01mc@292 154
mas01mc@292 155 /* generates a random number on [0,1)-real-interval */
mas01mc@292 156 double genrand_real2(void)
mas01mc@292 157 {
mas01mc@292 158 return genrand_int32()*(1.0/4294967296.0);
mas01mc@292 159 /* divided by 2^32 */
mas01mc@292 160 }
mas01mc@292 161
mas01mc@292 162 /* generates a random number on (0,1)-real-interval */
mas01mc@292 163 double genrand_real3(void)
mas01mc@292 164 {
mas01mc@292 165 return (((double)genrand_int32()) + 0.5)*(1.0/4294967296.0);
mas01mc@292 166 /* divided by 2^32 */
mas01mc@292 167 }
mas01mc@292 168
mas01mc@292 169 /* generates a random number on [0,1) with 53-bit resolution*/
mas01mc@292 170 double genrand_res53(void)
mas01mc@292 171 {
mas01mc@292 172 unsigned long a=genrand_int32()>>5, b=genrand_int32()>>6;
mas01mc@292 173 return(a*67108864.0+b)*(1.0/9007199254740992.0);
mas01mc@292 174 }
mas01mc@292 175 /* These real versions are due to Isaku Wada, 2002/01/09 added */