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1 /* boost random/inversive_congruential.hpp header file
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2 *
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3 * Copyright Jens Maurer 2000-2001
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4 * Distributed under the Boost Software License, Version 1.0. (See
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5 * accompanying file LICENSE_1_0.txt or copy at
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6 * http://www.boost.org/LICENSE_1_0.txt)
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7 *
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8 * See http://www.boost.org for most recent version including documentation.
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9 *
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10 * $Id$
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11 *
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12 * Revision history
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13 * 2001-02-18 moved to individual header files
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14 */
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15
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16 #ifndef BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
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17 #define BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
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18
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19 #include <iosfwd>
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20 #include <stdexcept>
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21 #include <boost/assert.hpp>
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22 #include <boost/config.hpp>
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23 #include <boost/cstdint.hpp>
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24 #include <boost/integer/static_log2.hpp>
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25 #include <boost/random/detail/config.hpp>
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26 #include <boost/random/detail/const_mod.hpp>
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27 #include <boost/random/detail/seed.hpp>
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28 #include <boost/random/detail/operators.hpp>
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29 #include <boost/random/detail/seed_impl.hpp>
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30
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31 #include <boost/random/detail/disable_warnings.hpp>
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32
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33 namespace boost {
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34 namespace random {
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35
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36 // Eichenauer and Lehn 1986
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37 /**
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38 * Instantiations of class template @c inversive_congruential_engine model a
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39 * \pseudo_random_number_generator. It uses the inversive congruential
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40 * algorithm (ICG) described in
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41 *
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42 * @blockquote
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43 * "Inversive pseudorandom number generators: concepts, results and links",
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44 * Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation
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45 * Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman
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46 * (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps
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47 * @endblockquote
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48 *
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49 * The output sequence is defined by x(n+1) = (a*inv(x(n)) - b) (mod p),
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50 * where x(0), a, b, and the prime number p are parameters of the generator.
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51 * The expression inv(k) denotes the multiplicative inverse of k in the
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52 * field of integer numbers modulo p, with inv(0) := 0.
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53 *
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54 * The template parameter IntType shall denote a signed integral type large
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55 * enough to hold p; a, b, and p are the parameters of the generators. The
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56 * template parameter val is the validation value checked by validation.
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57 *
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58 * @xmlnote
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59 * The implementation currently uses the Euclidian Algorithm to compute
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60 * the multiplicative inverse. Therefore, the inversive generators are about
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61 * 10-20 times slower than the others (see section"performance"). However,
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62 * the paper talks of only 3x slowdown, so the Euclidian Algorithm is probably
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63 * not optimal for calculating the multiplicative inverse.
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64 * @endxmlnote
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65 */
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66 template<class IntType, IntType a, IntType b, IntType p>
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67 class inversive_congruential_engine
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68 {
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69 public:
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70 typedef IntType result_type;
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71 BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
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72
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73 BOOST_STATIC_CONSTANT(result_type, multiplier = a);
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74 BOOST_STATIC_CONSTANT(result_type, increment = b);
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75 BOOST_STATIC_CONSTANT(result_type, modulus = p);
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76 BOOST_STATIC_CONSTANT(IntType, default_seed = 1);
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77
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78 static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return b == 0 ? 1 : 0; }
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79 static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return p-1; }
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80
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81 /**
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82 * Constructs an @c inversive_congruential_engine, seeding it with
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83 * the default seed.
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84 */
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85 inversive_congruential_engine() { seed(); }
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86
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87 /**
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88 * Constructs an @c inversive_congruential_engine, seeding it with @c x0.
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89 */
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90 BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(inversive_congruential_engine,
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91 IntType, x0)
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92 { seed(x0); }
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93
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94 /**
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95 * Constructs an @c inversive_congruential_engine, seeding it with values
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96 * produced by a call to @c seq.generate().
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97 */
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98 BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(inversive_congruential_engine,
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99 SeedSeq, seq)
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100 { seed(seq); }
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101
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102 /**
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103 * Constructs an @c inversive_congruential_engine, seeds it
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104 * with values taken from the itrator range [first, last),
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105 * and adjusts first to point to the element after the last one
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106 * used. If there are not enough elements, throws @c std::invalid_argument.
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107 *
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108 * first and last must be input iterators.
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109 */
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110 template<class It> inversive_congruential_engine(It& first, It last)
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111 { seed(first, last); }
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112
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113 /**
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114 * Calls seed(default_seed)
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115 */
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116 void seed() { seed(default_seed); }
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117
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118 /**
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119 * If c mod m is zero and x0 mod m is zero, changes the current value of
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120 * the generator to 1. Otherwise, changes it to x0 mod m. If c is zero,
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121 * distinct seeds in the range [1,m) will leave the generator in distinct
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122 * states. If c is not zero, the range is [0,m).
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123 */
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124 BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(inversive_congruential_engine, IntType, x0)
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125 {
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126 // wrap _x if it doesn't fit in the destination
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127 if(modulus == 0) {
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128 _value = x0;
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129 } else {
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130 _value = x0 % modulus;
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131 }
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132 // handle negative seeds
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133 if(_value <= 0 && _value != 0) {
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134 _value += modulus;
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135 }
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136 // adjust to the correct range
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137 if(increment == 0 && _value == 0) {
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138 _value = 1;
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139 }
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140 BOOST_ASSERT(_value >= (min)());
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141 BOOST_ASSERT(_value <= (max)());
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142 }
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143
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144 /**
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145 * Seeds an @c inversive_congruential_engine using values from a SeedSeq.
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146 */
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147 BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(inversive_congruential_engine, SeedSeq, seq)
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148 { seed(detail::seed_one_int<IntType, modulus>(seq)); }
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149
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150 /**
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151 * seeds an @c inversive_congruential_engine with values taken
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152 * from the itrator range [first, last) and adjusts @c first to
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153 * point to the element after the last one used. If there are
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154 * not enough elements, throws @c std::invalid_argument.
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155 *
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156 * @c first and @c last must be input iterators.
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157 */
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158 template<class It> void seed(It& first, It last)
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159 { seed(detail::get_one_int<IntType, modulus>(first, last)); }
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160
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161 /** Returns the next output of the generator. */
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162 IntType operator()()
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163 {
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164 typedef const_mod<IntType, p> do_mod;
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165 _value = do_mod::mult_add(a, do_mod::invert(_value), b);
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166 return _value;
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167 }
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168
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169 /** Fills a range with random values */
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170 template<class Iter>
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171 void generate(Iter first, Iter last)
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172 { detail::generate_from_int(*this, first, last); }
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173
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174 /** Advances the state of the generator by @c z. */
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175 void discard(boost::uintmax_t z)
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176 {
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177 for(boost::uintmax_t j = 0; j < z; ++j) {
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178 (*this)();
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179 }
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180 }
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181
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182 /**
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183 * Writes the textual representation of the generator to a @c std::ostream.
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184 */
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185 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, inversive_congruential_engine, x)
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186 {
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187 os << x._value;
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188 return os;
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189 }
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190
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191 /**
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192 * Reads the textual representation of the generator from a @c std::istream.
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193 */
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194 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, inversive_congruential_engine, x)
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195 {
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196 is >> x._value;
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197 return is;
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198 }
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199
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200 /**
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201 * Returns true if the two generators will produce identical
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202 * sequences of outputs.
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203 */
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204 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(inversive_congruential_engine, x, y)
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205 { return x._value == y._value; }
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206
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207 /**
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208 * Returns true if the two generators will produce different
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209 * sequences of outputs.
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210 */
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211 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(inversive_congruential_engine)
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212
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213 private:
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214 IntType _value;
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215 };
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216
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217 #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
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218 // A definition is required even for integral static constants
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219 template<class IntType, IntType a, IntType b, IntType p>
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220 const bool inversive_congruential_engine<IntType, a, b, p>::has_fixed_range;
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221 template<class IntType, IntType a, IntType b, IntType p>
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222 const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::multiplier;
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223 template<class IntType, IntType a, IntType b, IntType p>
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224 const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::increment;
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225 template<class IntType, IntType a, IntType b, IntType p>
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226 const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::modulus;
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227 template<class IntType, IntType a, IntType b, IntType p>
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228 const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::default_seed;
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229 #endif
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230
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231 /// \cond show_deprecated
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232
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233 // provided for backwards compatibility
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234 template<class IntType, IntType a, IntType b, IntType p, IntType val = 0>
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235 class inversive_congruential : public inversive_congruential_engine<IntType, a, b, p>
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236 {
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237 typedef inversive_congruential_engine<IntType, a, b, p> base_type;
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238 public:
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239 inversive_congruential(IntType x0 = 1) : base_type(x0) {}
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240 template<class It>
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241 inversive_congruential(It& first, It last) : base_type(first, last) {}
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242 };
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243
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244 /// \endcond
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245
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246 /**
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247 * The specialization hellekalek1995 was suggested in
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248 *
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249 * @blockquote
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250 * "Inversive pseudorandom number generators: concepts, results and links",
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251 * Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation
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252 * Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman
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253 * (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps
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254 * @endblockquote
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255 */
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256 typedef inversive_congruential_engine<uint32_t, 9102, 2147483647-36884165,
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257 2147483647> hellekalek1995;
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258
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259 } // namespace random
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260
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261 using random::hellekalek1995;
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262
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263 } // namespace boost
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264
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265 #include <boost/random/detail/enable_warnings.hpp>
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266
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267 #endif // BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
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