annotate DEPENDENCIES/generic/include/boost/random/mersenne_twister.hpp @ 125:34e428693f5d vext

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author Chris Cannam
date Thu, 14 Jun 2018 11:15:39 +0100
parents c530137014c0
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Chris@16 1 /* boost random/mersenne_twister.hpp header file
Chris@16 2 *
Chris@16 3 * Copyright Jens Maurer 2000-2001
Chris@16 4 * Copyright Steven Watanabe 2010
Chris@16 5 * Distributed under the Boost Software License, Version 1.0. (See
Chris@16 6 * accompanying file LICENSE_1_0.txt or copy at
Chris@16 7 * http://www.boost.org/LICENSE_1_0.txt)
Chris@16 8 *
Chris@16 9 * See http://www.boost.org for most recent version including documentation.
Chris@16 10 *
Chris@101 11 * $Id$
Chris@16 12 *
Chris@16 13 * Revision history
Chris@101 14 * 2013-10-14 fixed some warnings with Wshadow (mgaunard)
Chris@16 15 * 2001-02-18 moved to individual header files
Chris@16 16 */
Chris@16 17
Chris@16 18 #ifndef BOOST_RANDOM_MERSENNE_TWISTER_HPP
Chris@16 19 #define BOOST_RANDOM_MERSENNE_TWISTER_HPP
Chris@16 20
Chris@16 21 #include <iosfwd>
Chris@16 22 #include <istream>
Chris@16 23 #include <stdexcept>
Chris@16 24 #include <boost/config.hpp>
Chris@16 25 #include <boost/cstdint.hpp>
Chris@16 26 #include <boost/integer/integer_mask.hpp>
Chris@16 27 #include <boost/random/detail/config.hpp>
Chris@16 28 #include <boost/random/detail/ptr_helper.hpp>
Chris@16 29 #include <boost/random/detail/seed.hpp>
Chris@16 30 #include <boost/random/detail/seed_impl.hpp>
Chris@16 31 #include <boost/random/detail/generator_seed_seq.hpp>
Chris@101 32 #include <boost/random/detail/polynomial.hpp>
Chris@101 33
Chris@101 34 #include <boost/random/detail/disable_warnings.hpp>
Chris@16 35
Chris@16 36 namespace boost {
Chris@16 37 namespace random {
Chris@16 38
Chris@16 39 /**
Chris@16 40 * Instantiations of class template mersenne_twister_engine model a
Chris@16 41 * \pseudo_random_number_generator. It uses the algorithm described in
Chris@16 42 *
Chris@16 43 * @blockquote
Chris@16 44 * "Mersenne Twister: A 623-dimensionally equidistributed uniform
Chris@16 45 * pseudo-random number generator", Makoto Matsumoto and Takuji Nishimura,
Chris@16 46 * ACM Transactions on Modeling and Computer Simulation: Special Issue on
Chris@101 47 * Uniform Random Number Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
Chris@16 48 * @endblockquote
Chris@16 49 *
Chris@16 50 * @xmlnote
Chris@16 51 * The boost variant has been implemented from scratch and does not
Chris@16 52 * derive from or use mt19937.c provided on the above WWW site. However, it
Chris@16 53 * was verified that both produce identical output.
Chris@16 54 * @endxmlnote
Chris@16 55 *
Chris@16 56 * The seeding from an integer was changed in April 2005 to address a
Chris@16 57 * <a href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html">weakness</a>.
Chris@101 58 *
Chris@16 59 * The quality of the generator crucially depends on the choice of the
Chris@16 60 * parameters. User code should employ one of the sensibly parameterized
Chris@16 61 * generators such as \mt19937 instead.
Chris@16 62 *
Chris@16 63 * The generator requires considerable amounts of memory for the storage of
Chris@16 64 * its state array. For example, \mt11213b requires about 1408 bytes and
Chris@16 65 * \mt19937 requires about 2496 bytes.
Chris@16 66 */
Chris@16 67 template<class UIntType,
Chris@16 68 std::size_t w, std::size_t n, std::size_t m, std::size_t r,
Chris@16 69 UIntType a, std::size_t u, UIntType d, std::size_t s,
Chris@16 70 UIntType b, std::size_t t,
Chris@16 71 UIntType c, std::size_t l, UIntType f>
Chris@16 72 class mersenne_twister_engine
Chris@16 73 {
Chris@16 74 public:
Chris@16 75 typedef UIntType result_type;
Chris@16 76 BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
Chris@16 77 BOOST_STATIC_CONSTANT(std::size_t, state_size = n);
Chris@16 78 BOOST_STATIC_CONSTANT(std::size_t, shift_size = m);
Chris@16 79 BOOST_STATIC_CONSTANT(std::size_t, mask_bits = r);
Chris@16 80 BOOST_STATIC_CONSTANT(UIntType, xor_mask = a);
Chris@16 81 BOOST_STATIC_CONSTANT(std::size_t, tempering_u = u);
Chris@16 82 BOOST_STATIC_CONSTANT(UIntType, tempering_d = d);
Chris@16 83 BOOST_STATIC_CONSTANT(std::size_t, tempering_s = s);
Chris@16 84 BOOST_STATIC_CONSTANT(UIntType, tempering_b = b);
Chris@16 85 BOOST_STATIC_CONSTANT(std::size_t, tempering_t = t);
Chris@16 86 BOOST_STATIC_CONSTANT(UIntType, tempering_c = c);
Chris@16 87 BOOST_STATIC_CONSTANT(std::size_t, tempering_l = l);
Chris@16 88 BOOST_STATIC_CONSTANT(UIntType, initialization_multiplier = f);
Chris@16 89 BOOST_STATIC_CONSTANT(UIntType, default_seed = 5489u);
Chris@101 90
Chris@16 91 // backwards compatibility
Chris@16 92 BOOST_STATIC_CONSTANT(UIntType, parameter_a = a);
Chris@16 93 BOOST_STATIC_CONSTANT(std::size_t, output_u = u);
Chris@16 94 BOOST_STATIC_CONSTANT(std::size_t, output_s = s);
Chris@16 95 BOOST_STATIC_CONSTANT(UIntType, output_b = b);
Chris@16 96 BOOST_STATIC_CONSTANT(std::size_t, output_t = t);
Chris@16 97 BOOST_STATIC_CONSTANT(UIntType, output_c = c);
Chris@16 98 BOOST_STATIC_CONSTANT(std::size_t, output_l = l);
Chris@101 99
Chris@16 100 // old Boost.Random concept requirements
Chris@16 101 BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
Chris@16 102
Chris@16 103
Chris@16 104 /**
Chris@16 105 * Constructs a @c mersenne_twister_engine and calls @c seed().
Chris@16 106 */
Chris@16 107 mersenne_twister_engine() { seed(); }
Chris@16 108
Chris@16 109 /**
Chris@16 110 * Constructs a @c mersenne_twister_engine and calls @c seed(value).
Chris@16 111 */
Chris@16 112 BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister_engine,
Chris@16 113 UIntType, value)
Chris@16 114 { seed(value); }
Chris@16 115 template<class It> mersenne_twister_engine(It& first, It last)
Chris@16 116 { seed(first,last); }
Chris@16 117
Chris@16 118 /**
Chris@16 119 * Constructs a mersenne_twister_engine and calls @c seed(gen).
Chris@16 120 *
Chris@16 121 * @xmlnote
Chris@16 122 * The copy constructor will always be preferred over
Chris@16 123 * the templated constructor.
Chris@16 124 * @endxmlnote
Chris@16 125 */
Chris@16 126 BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(mersenne_twister_engine,
Chris@16 127 SeedSeq, seq)
Chris@16 128 { seed(seq); }
Chris@16 129
Chris@16 130 // compiler-generated copy ctor and assignment operator are fine
Chris@16 131
Chris@16 132 /** Calls @c seed(default_seed). */
Chris@16 133 void seed() { seed(default_seed); }
Chris@16 134
Chris@16 135 /**
Chris@16 136 * Sets the state x(0) to v mod 2w. Then, iteratively,
Chris@16 137 * sets x(i) to
Chris@16 138 * (i + f * (x(i-1) xor (x(i-1) rshift w-2))) mod 2<sup>w</sup>
Chris@16 139 * for i = 1 .. n-1. x(n) is the first value to be returned by operator().
Chris@16 140 */
Chris@16 141 BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister_engine, UIntType, value)
Chris@16 142 {
Chris@101 143 // New seeding algorithm from
Chris@16 144 // http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html
Chris@16 145 // In the previous versions, MSBs of the seed affected only MSBs of the
Chris@16 146 // state x[].
Chris@16 147 const UIntType mask = (max)();
Chris@16 148 x[0] = value & mask;
Chris@16 149 for (i = 1; i < n; i++) {
Chris@16 150 // See Knuth "The Art of Computer Programming"
Chris@16 151 // Vol. 2, 3rd ed., page 106
Chris@16 152 x[i] = (f * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask;
Chris@16 153 }
Chris@101 154
Chris@101 155 normalize_state();
Chris@16 156 }
Chris@101 157
Chris@16 158 /**
Chris@16 159 * Seeds a mersenne_twister_engine using values produced by seq.generate().
Chris@16 160 */
Chris@16 161 BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(mersenne_twister_engine, SeeqSeq, seq)
Chris@16 162 {
Chris@16 163 detail::seed_array_int<w>(seq, x);
Chris@16 164 i = n;
Chris@16 165
Chris@101 166 normalize_state();
Chris@16 167 }
Chris@16 168
Chris@16 169 /** Sets the state of the generator using values from an iterator range. */
Chris@16 170 template<class It>
Chris@16 171 void seed(It& first, It last)
Chris@16 172 {
Chris@16 173 detail::fill_array_int<w>(first, last, x);
Chris@16 174 i = n;
Chris@16 175
Chris@101 176 normalize_state();
Chris@16 177 }
Chris@101 178
Chris@16 179 /** Returns the smallest value that the generator can produce. */
Chris@16 180 static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
Chris@16 181 { return 0; }
Chris@16 182 /** Returns the largest value that the generator can produce. */
Chris@16 183 static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
Chris@16 184 { return boost::low_bits_mask_t<w>::sig_bits; }
Chris@101 185
Chris@16 186 /** Produces the next value of the generator. */
Chris@16 187 result_type operator()();
Chris@16 188
Chris@16 189 /** Fills a range with random values */
Chris@16 190 template<class Iter>
Chris@16 191 void generate(Iter first, Iter last)
Chris@16 192 { detail::generate_from_int(*this, first, last); }
Chris@16 193
Chris@16 194 /**
Chris@16 195 * Advances the state of the generator by @c z steps. Equivalent to
Chris@16 196 *
Chris@16 197 * @code
Chris@16 198 * for(unsigned long long i = 0; i < z; ++i) {
Chris@16 199 * gen();
Chris@16 200 * }
Chris@16 201 * @endcode
Chris@16 202 */
Chris@16 203 void discard(boost::uintmax_t z)
Chris@16 204 {
Chris@101 205 #ifndef BOOST_RANDOM_MERSENNE_TWISTER_DISCARD_THRESHOLD
Chris@101 206 #define BOOST_RANDOM_MERSENNE_TWISTER_DISCARD_THRESHOLD 10000000
Chris@101 207 #endif
Chris@101 208 if(z > BOOST_RANDOM_MERSENNE_TWISTER_DISCARD_THRESHOLD) {
Chris@101 209 discard_many(z);
Chris@101 210 } else {
Chris@101 211 for(boost::uintmax_t j = 0; j < z; ++j) {
Chris@101 212 (*this)();
Chris@101 213 }
Chris@16 214 }
Chris@16 215 }
Chris@16 216
Chris@16 217 #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
Chris@16 218 /** Writes a mersenne_twister_engine to a @c std::ostream */
Chris@16 219 template<class CharT, class Traits>
Chris@16 220 friend std::basic_ostream<CharT,Traits>&
Chris@16 221 operator<<(std::basic_ostream<CharT,Traits>& os,
Chris@16 222 const mersenne_twister_engine& mt)
Chris@16 223 {
Chris@16 224 mt.print(os);
Chris@16 225 return os;
Chris@16 226 }
Chris@101 227
Chris@16 228 /** Reads a mersenne_twister_engine from a @c std::istream */
Chris@16 229 template<class CharT, class Traits>
Chris@16 230 friend std::basic_istream<CharT,Traits>&
Chris@16 231 operator>>(std::basic_istream<CharT,Traits>& is,
Chris@16 232 mersenne_twister_engine& mt)
Chris@16 233 {
Chris@16 234 for(std::size_t j = 0; j < mt.state_size; ++j)
Chris@16 235 is >> mt.x[j] >> std::ws;
Chris@16 236 // MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template
Chris@16 237 // value parameter "n" available from the class template scope, so use
Chris@16 238 // the static constant with the same value
Chris@16 239 mt.i = mt.state_size;
Chris@16 240 return is;
Chris@16 241 }
Chris@16 242 #endif
Chris@16 243
Chris@16 244 /**
Chris@16 245 * Returns true if the two generators are in the same state,
Chris@16 246 * and will thus produce identical sequences.
Chris@16 247 */
Chris@101 248 friend bool operator==(const mersenne_twister_engine& x_,
Chris@101 249 const mersenne_twister_engine& y_)
Chris@16 250 {
Chris@101 251 if(x_.i < y_.i) return x_.equal_imp(y_);
Chris@101 252 else return y_.equal_imp(x_);
Chris@16 253 }
Chris@101 254
Chris@16 255 /**
Chris@16 256 * Returns true if the two generators are in different states.
Chris@16 257 */
Chris@101 258 friend bool operator!=(const mersenne_twister_engine& x_,
Chris@101 259 const mersenne_twister_engine& y_)
Chris@101 260 { return !(x_ == y_); }
Chris@16 261
Chris@16 262 private:
Chris@16 263 /// \cond show_private
Chris@16 264
Chris@16 265 void twist();
Chris@16 266
Chris@16 267 /**
Chris@16 268 * Does the work of operator==. This is in a member function
Chris@16 269 * for portability. Some compilers, such as msvc 7.1 and
Chris@16 270 * Sun CC 5.10 can't access template parameters or static
Chris@16 271 * members of the class from inline friend functions.
Chris@16 272 *
Chris@16 273 * requires i <= other.i
Chris@16 274 */
Chris@16 275 bool equal_imp(const mersenne_twister_engine& other) const
Chris@16 276 {
Chris@16 277 UIntType back[n];
Chris@16 278 std::size_t offset = other.i - i;
Chris@16 279 for(std::size_t j = 0; j + offset < n; ++j)
Chris@16 280 if(x[j] != other.x[j+offset])
Chris@16 281 return false;
Chris@16 282 rewind(&back[n-1], offset);
Chris@16 283 for(std::size_t j = 0; j < offset; ++j)
Chris@16 284 if(back[j + n - offset] != other.x[j])
Chris@16 285 return false;
Chris@16 286 return true;
Chris@16 287 }
Chris@16 288
Chris@16 289 /**
Chris@16 290 * Does the work of operator<<. This is in a member function
Chris@16 291 * for portability.
Chris@16 292 */
Chris@16 293 template<class CharT, class Traits>
Chris@16 294 void print(std::basic_ostream<CharT, Traits>& os) const
Chris@16 295 {
Chris@16 296 UIntType data[n];
Chris@16 297 for(std::size_t j = 0; j < i; ++j) {
Chris@16 298 data[j + n - i] = x[j];
Chris@16 299 }
Chris@16 300 if(i != n) {
Chris@16 301 rewind(&data[n - i - 1], n - i);
Chris@16 302 }
Chris@16 303 os << data[0];
Chris@16 304 for(std::size_t j = 1; j < n; ++j) {
Chris@16 305 os << ' ' << data[j];
Chris@16 306 }
Chris@16 307 }
Chris@16 308
Chris@16 309 /**
Chris@16 310 * Copies z elements of the state preceding x[0] into
Chris@16 311 * the array whose last element is last.
Chris@16 312 */
Chris@16 313 void rewind(UIntType* last, std::size_t z) const
Chris@16 314 {
Chris@16 315 const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
Chris@16 316 const UIntType lower_mask = ~upper_mask;
Chris@16 317 UIntType y0 = x[m-1] ^ x[n-1];
Chris@16 318 if(y0 & (static_cast<UIntType>(1) << (w-1))) {
Chris@16 319 y0 = ((y0 ^ a) << 1) | 1;
Chris@16 320 } else {
Chris@16 321 y0 = y0 << 1;
Chris@16 322 }
Chris@16 323 for(std::size_t sz = 0; sz < z; ++sz) {
Chris@16 324 UIntType y1 =
Chris@16 325 rewind_find(last, sz, m-1) ^ rewind_find(last, sz, n-1);
Chris@16 326 if(y1 & (static_cast<UIntType>(1) << (w-1))) {
Chris@16 327 y1 = ((y1 ^ a) << 1) | 1;
Chris@16 328 } else {
Chris@16 329 y1 = y1 << 1;
Chris@16 330 }
Chris@16 331 *(last - sz) = (y0 & upper_mask) | (y1 & lower_mask);
Chris@16 332 y0 = y1;
Chris@16 333 }
Chris@16 334 }
Chris@16 335
Chris@16 336 /**
Chris@101 337 * Converts an arbitrary array into a valid generator state.
Chris@101 338 * First we normalize x[0], so that it contains the same
Chris@101 339 * value we would get by running the generator forwards
Chris@101 340 * and then in reverse. (The low order r bits are redundant).
Chris@101 341 * Then, if the state consists of all zeros, we set the
Chris@101 342 * high order bit of x[0] to 1. This function only needs to
Chris@101 343 * be called by seed, since the state transform preserves
Chris@101 344 * this relationship.
Chris@101 345 */
Chris@101 346 void normalize_state()
Chris@101 347 {
Chris@101 348 const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
Chris@101 349 const UIntType lower_mask = ~upper_mask;
Chris@101 350 UIntType y0 = x[m-1] ^ x[n-1];
Chris@101 351 if(y0 & (static_cast<UIntType>(1) << (w-1))) {
Chris@101 352 y0 = ((y0 ^ a) << 1) | 1;
Chris@101 353 } else {
Chris@101 354 y0 = y0 << 1;
Chris@101 355 }
Chris@101 356 x[0] = (x[0] & upper_mask) | (y0 & lower_mask);
Chris@101 357
Chris@101 358 // fix up the state if it's all zeroes.
Chris@101 359 for(std::size_t j = 0; j < n; ++j) {
Chris@101 360 if(x[j] != 0) return;
Chris@101 361 }
Chris@101 362 x[0] = static_cast<UIntType>(1) << (w-1);
Chris@101 363 }
Chris@101 364
Chris@101 365 /**
Chris@16 366 * Given a pointer to the last element of the rewind array,
Chris@16 367 * and the current size of the rewind array, finds an element
Chris@16 368 * relative to the next available slot in the rewind array.
Chris@16 369 */
Chris@16 370 UIntType
Chris@16 371 rewind_find(UIntType* last, std::size_t size, std::size_t j) const
Chris@16 372 {
Chris@16 373 std::size_t index = (j + n - size + n - 1) % n;
Chris@16 374 if(index < n - size) {
Chris@16 375 return x[index];
Chris@16 376 } else {
Chris@16 377 return *(last - (n - 1 - index));
Chris@16 378 }
Chris@16 379 }
Chris@16 380
Chris@101 381 /**
Chris@101 382 * Optimized algorithm for large jumps.
Chris@101 383 *
Chris@101 384 * Hiroshi Haramoto, Makoto Matsumoto, and Pierre L'Ecuyer. 2008.
Chris@101 385 * A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial
Chris@101 386 * Space. In Proceedings of the 5th international conference on
Chris@101 387 * Sequences and Their Applications (SETA '08).
Chris@101 388 * DOI=10.1007/978-3-540-85912-3_26
Chris@101 389 */
Chris@101 390 void discard_many(boost::uintmax_t z)
Chris@101 391 {
Chris@101 392 // Compute the minimal polynomial, phi(t)
Chris@101 393 // This depends only on the transition function,
Chris@101 394 // which is constant. The characteristic
Chris@101 395 // polynomial is the same as the minimal
Chris@101 396 // polynomial for a maximum period generator
Chris@101 397 // (which should be all specializations of
Chris@101 398 // mersenne_twister.) Even if it weren't,
Chris@101 399 // the characteristic polynomial is guaranteed
Chris@101 400 // to be a multiple of the minimal polynomial,
Chris@101 401 // which is good enough.
Chris@101 402 detail::polynomial phi = get_characteristic_polynomial();
Chris@101 403
Chris@101 404 // calculate g(t) = t^z % phi(t)
Chris@101 405 detail::polynomial g = mod_pow_x(z, phi);
Chris@101 406
Chris@101 407 // h(s_0, t) = \sum_{i=0}^{2k-1}o(s_i)t^{2k-i-1}
Chris@101 408 detail::polynomial h;
Chris@101 409 const std::size_t num_bits = w*n - r;
Chris@101 410 for(std::size_t j = 0; j < num_bits * 2; ++j) {
Chris@101 411 // Yes, we're advancing the generator state
Chris@101 412 // here, but it doesn't matter because
Chris@101 413 // we're going to overwrite it completely
Chris@101 414 // in reconstruct_state.
Chris@101 415 if(i >= n) twist();
Chris@101 416 h[2*num_bits - j - 1] = x[i++] & UIntType(1);
Chris@101 417 }
Chris@101 418 // g(t)h(s_0, t)
Chris@101 419 detail::polynomial gh = g * h;
Chris@101 420 detail::polynomial result;
Chris@101 421 for(std::size_t j = 0; j <= num_bits; ++j) {
Chris@101 422 result[j] = gh[2*num_bits - j - 1];
Chris@101 423 }
Chris@101 424 reconstruct_state(result);
Chris@101 425 }
Chris@101 426 static detail::polynomial get_characteristic_polynomial()
Chris@101 427 {
Chris@101 428 const std::size_t num_bits = w*n - r;
Chris@101 429 detail::polynomial helper;
Chris@101 430 helper[num_bits - 1] = 1;
Chris@101 431 mersenne_twister_engine tmp;
Chris@101 432 tmp.reconstruct_state(helper);
Chris@101 433 // Skip the first num_bits elements, since we
Chris@101 434 // already know what they are.
Chris@101 435 for(std::size_t j = 0; j < num_bits; ++j) {
Chris@101 436 if(tmp.i >= n) tmp.twist();
Chris@101 437 if(j == num_bits - 1)
Chris@101 438 assert((tmp.x[tmp.i] & 1) == 1);
Chris@101 439 else
Chris@101 440 assert((tmp.x[tmp.i] & 1) == 0);
Chris@101 441 ++tmp.i;
Chris@101 442 }
Chris@101 443 detail::polynomial phi;
Chris@101 444 phi[num_bits] = 1;
Chris@101 445 detail::polynomial next_bits = tmp.as_polynomial(num_bits);
Chris@101 446 for(std::size_t j = 0; j < num_bits; ++j) {
Chris@101 447 int val = next_bits[j] ^ phi[num_bits-j-1];
Chris@101 448 phi[num_bits-j-1] = val;
Chris@101 449 if(val) {
Chris@101 450 for(std::size_t k = j + 1; k < num_bits; ++k) {
Chris@101 451 phi[num_bits-k-1] ^= next_bits[k-j-1];
Chris@101 452 }
Chris@101 453 }
Chris@101 454 }
Chris@101 455 return phi;
Chris@101 456 }
Chris@101 457 detail::polynomial as_polynomial(std::size_t size) {
Chris@101 458 detail::polynomial result;
Chris@101 459 for(std::size_t j = 0; j < size; ++j) {
Chris@101 460 if(i >= n) twist();
Chris@101 461 result[j] = x[i++] & UIntType(1);
Chris@101 462 }
Chris@101 463 return result;
Chris@101 464 }
Chris@101 465 void reconstruct_state(const detail::polynomial& p)
Chris@101 466 {
Chris@101 467 const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
Chris@101 468 const UIntType lower_mask = ~upper_mask;
Chris@101 469 const std::size_t num_bits = w*n - r;
Chris@101 470 for(std::size_t j = num_bits - n + 1; j <= num_bits; ++j)
Chris@101 471 x[j % n] = p[j];
Chris@101 472
Chris@101 473 UIntType y0 = 0;
Chris@101 474 for(std::size_t j = num_bits + 1; j >= n - 1; --j) {
Chris@101 475 UIntType y1 = x[j % n] ^ x[(j + m) % n];
Chris@101 476 if(p[j - n + 1])
Chris@101 477 y1 = (y1 ^ a) << UIntType(1) | UIntType(1);
Chris@101 478 else
Chris@101 479 y1 = y1 << UIntType(1);
Chris@101 480 x[(j + 1) % n] = (y0 & upper_mask) | (y1 & lower_mask);
Chris@101 481 y0 = y1;
Chris@101 482 }
Chris@101 483 i = 0;
Chris@101 484 }
Chris@101 485
Chris@16 486 /// \endcond
Chris@16 487
Chris@16 488 // state representation: next output is o(x(i))
Chris@16 489 // x[0] ... x[k] x[k+1] ... x[n-1] represents
Chris@16 490 // x(i-k) ... x(i) x(i+1) ... x(i-k+n-1)
Chris@16 491
Chris@101 492 UIntType x[n];
Chris@16 493 std::size_t i;
Chris@16 494 };
Chris@16 495
Chris@16 496 /// \cond show_private
Chris@16 497
Chris@16 498 #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
Chris@16 499 // A definition is required even for integral static constants
Chris@16 500 #define BOOST_RANDOM_MT_DEFINE_CONSTANT(type, name) \
Chris@16 501 template<class UIntType, std::size_t w, std::size_t n, std::size_t m, \
Chris@16 502 std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, \
Chris@16 503 UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f> \
Chris@16 504 const type mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::name
Chris@16 505 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, word_size);
Chris@16 506 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, state_size);
Chris@16 507 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, shift_size);
Chris@16 508 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, mask_bits);
Chris@16 509 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, xor_mask);
Chris@16 510 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_u);
Chris@16 511 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_d);
Chris@16 512 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_s);
Chris@16 513 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_b);
Chris@16 514 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_t);
Chris@16 515 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_c);
Chris@16 516 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_l);
Chris@16 517 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, initialization_multiplier);
Chris@16 518 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, default_seed);
Chris@16 519 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, parameter_a);
Chris@16 520 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_u );
Chris@16 521 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_s);
Chris@16 522 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_b);
Chris@16 523 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_t);
Chris@16 524 BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_c);
Chris@16 525 BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_l);
Chris@16 526 BOOST_RANDOM_MT_DEFINE_CONSTANT(bool, has_fixed_range);
Chris@16 527 #undef BOOST_RANDOM_MT_DEFINE_CONSTANT
Chris@16 528 #endif
Chris@16 529
Chris@16 530 template<class UIntType,
Chris@16 531 std::size_t w, std::size_t n, std::size_t m, std::size_t r,
Chris@16 532 UIntType a, std::size_t u, UIntType d, std::size_t s,
Chris@16 533 UIntType b, std::size_t t,
Chris@16 534 UIntType c, std::size_t l, UIntType f>
Chris@16 535 void
Chris@16 536 mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::twist()
Chris@16 537 {
Chris@16 538 const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
Chris@16 539 const UIntType lower_mask = ~upper_mask;
Chris@16 540
Chris@16 541 const std::size_t unroll_factor = 6;
Chris@16 542 const std::size_t unroll_extra1 = (n-m) % unroll_factor;
Chris@16 543 const std::size_t unroll_extra2 = (m-1) % unroll_factor;
Chris@16 544
Chris@16 545 // split loop to avoid costly modulo operations
Chris@16 546 { // extra scope for MSVC brokenness w.r.t. for scope
Chris@16 547 for(std::size_t j = 0; j < n-m-unroll_extra1; j++) {
Chris@16 548 UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
Chris@16 549 x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
Chris@16 550 }
Chris@16 551 }
Chris@16 552 {
Chris@16 553 for(std::size_t j = n-m-unroll_extra1; j < n-m; j++) {
Chris@16 554 UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
Chris@16 555 x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
Chris@16 556 }
Chris@16 557 }
Chris@16 558 {
Chris@16 559 for(std::size_t j = n-m; j < n-1-unroll_extra2; j++) {
Chris@16 560 UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
Chris@16 561 x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
Chris@16 562 }
Chris@16 563 }
Chris@16 564 {
Chris@16 565 for(std::size_t j = n-1-unroll_extra2; j < n-1; j++) {
Chris@16 566 UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
Chris@16 567 x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
Chris@16 568 }
Chris@16 569 }
Chris@16 570 // last iteration
Chris@16 571 UIntType y = (x[n-1] & upper_mask) | (x[0] & lower_mask);
Chris@16 572 x[n-1] = x[m-1] ^ (y >> 1) ^ ((x[0]&1) * a);
Chris@16 573 i = 0;
Chris@16 574 }
Chris@16 575 /// \endcond
Chris@16 576
Chris@16 577 template<class UIntType,
Chris@16 578 std::size_t w, std::size_t n, std::size_t m, std::size_t r,
Chris@16 579 UIntType a, std::size_t u, UIntType d, std::size_t s,
Chris@16 580 UIntType b, std::size_t t,
Chris@16 581 UIntType c, std::size_t l, UIntType f>
Chris@16 582 inline typename
Chris@16 583 mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::result_type
Chris@16 584 mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::operator()()
Chris@16 585 {
Chris@16 586 if(i == n)
Chris@16 587 twist();
Chris@16 588 // Step 4
Chris@16 589 UIntType z = x[i];
Chris@16 590 ++i;
Chris@16 591 z ^= ((z >> u) & d);
Chris@16 592 z ^= ((z << s) & b);
Chris@16 593 z ^= ((z << t) & c);
Chris@16 594 z ^= (z >> l);
Chris@16 595 return z;
Chris@16 596 }
Chris@16 597
Chris@16 598 /**
Chris@16 599 * The specializations \mt11213b and \mt19937 are from
Chris@16 600 *
Chris@16 601 * @blockquote
Chris@16 602 * "Mersenne Twister: A 623-dimensionally equidistributed
Chris@16 603 * uniform pseudo-random number generator", Makoto Matsumoto
Chris@16 604 * and Takuji Nishimura, ACM Transactions on Modeling and
Chris@16 605 * Computer Simulation: Special Issue on Uniform Random Number
Chris@101 606 * Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
Chris@16 607 * @endblockquote
Chris@16 608 */
Chris@16 609 typedef mersenne_twister_engine<uint32_t,32,351,175,19,0xccab8ee7,
Chris@16 610 11,0xffffffff,7,0x31b6ab00,15,0xffe50000,17,1812433253> mt11213b;
Chris@16 611
Chris@16 612 /**
Chris@16 613 * The specializations \mt11213b and \mt19937 are from
Chris@16 614 *
Chris@16 615 * @blockquote
Chris@16 616 * "Mersenne Twister: A 623-dimensionally equidistributed
Chris@16 617 * uniform pseudo-random number generator", Makoto Matsumoto
Chris@16 618 * and Takuji Nishimura, ACM Transactions on Modeling and
Chris@16 619 * Computer Simulation: Special Issue on Uniform Random Number
Chris@101 620 * Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
Chris@16 621 * @endblockquote
Chris@16 622 */
Chris@16 623 typedef mersenne_twister_engine<uint32_t,32,624,397,31,0x9908b0df,
Chris@16 624 11,0xffffffff,7,0x9d2c5680,15,0xefc60000,18,1812433253> mt19937;
Chris@16 625
Chris@16 626 #if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
Chris@16 627 typedef mersenne_twister_engine<uint64_t,64,312,156,31,
Chris@16 628 UINT64_C(0xb5026f5aa96619e9),29,UINT64_C(0x5555555555555555),17,
Chris@16 629 UINT64_C(0x71d67fffeda60000),37,UINT64_C(0xfff7eee000000000),43,
Chris@16 630 UINT64_C(6364136223846793005)> mt19937_64;
Chris@16 631 #endif
Chris@16 632
Chris@16 633 /// \cond show_deprecated
Chris@16 634
Chris@16 635 template<class UIntType,
Chris@16 636 int w, int n, int m, int r,
Chris@16 637 UIntType a, int u, std::size_t s,
Chris@16 638 UIntType b, int t,
Chris@16 639 UIntType c, int l, UIntType v>
Chris@16 640 class mersenne_twister :
Chris@16 641 public mersenne_twister_engine<UIntType,
Chris@16 642 w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253>
Chris@16 643 {
Chris@16 644 typedef mersenne_twister_engine<UIntType,
Chris@16 645 w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253> base_type;
Chris@16 646 public:
Chris@16 647 mersenne_twister() {}
Chris@16 648 BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(mersenne_twister, Gen, gen)
Chris@16 649 { seed(gen); }
Chris@16 650 BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister, UIntType, val)
Chris@16 651 { seed(val); }
Chris@16 652 template<class It>
Chris@16 653 mersenne_twister(It& first, It last) : base_type(first, last) {}
Chris@16 654 void seed() { base_type::seed(); }
Chris@16 655 BOOST_RANDOM_DETAIL_GENERATOR_SEED(mersenne_twister, Gen, gen)
Chris@16 656 {
Chris@16 657 detail::generator_seed_seq<Gen> seq(gen);
Chris@16 658 base_type::seed(seq);
Chris@16 659 }
Chris@16 660 BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister, UIntType, val)
Chris@16 661 { base_type::seed(val); }
Chris@16 662 template<class It>
Chris@16 663 void seed(It& first, It last) { base_type::seed(first, last); }
Chris@16 664 };
Chris@16 665
Chris@16 666 /// \endcond
Chris@16 667
Chris@16 668 } // namespace random
Chris@16 669
Chris@16 670 using random::mt11213b;
Chris@16 671 using random::mt19937;
Chris@16 672 using random::mt19937_64;
Chris@16 673
Chris@16 674 } // namespace boost
Chris@16 675
Chris@16 676 BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt11213b)
Chris@16 677 BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937)
Chris@16 678 BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937_64)
Chris@16 679
Chris@101 680 #include <boost/random/detail/enable_warnings.hpp>
Chris@101 681
Chris@16 682 #endif // BOOST_RANDOM_MERSENNE_TWISTER_HPP