comparison DEPENDENCIES/generic/include/boost/random/lagged_fibonacci.hpp @ 16:2665513ce2d3

Add boost headers

+/* boost random/lagged_fibonacci.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: lagged_fibonacci.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
+ *
+ * Revision history
+ *  2001-02-18  moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP
+#define BOOST_RANDOM_LAGGED_FIBONACCI_HPP
+
+#include <istream>
+#include <iosfwd>
+#include <algorithm>     // std::max
+#include <iterator>
+#include <boost/config/no_tr1/cmath.hpp>         // std::pow
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/random/linear_congruential.hpp>
+#include <boost/random/uniform_01.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/generator_seed_seq.hpp>
+
+namespace boost {
+namespace random {
+
+/** 
+ * Instantiations of class template \lagged_fibonacci_engine model a
+ * \pseudo_random_number_generator. It uses a lagged Fibonacci
+ * algorithm with two lags @c p and @c q:
+ * x(i) = x(i-p) + x(i-q) (mod 2<sup>w</sup>) with p > q.
+ */
+template<class UIntType, int w, unsigned int p, unsigned int q>
+class lagged_fibonacci_engine
+{
+public:
+    typedef UIntType result_type;
+    BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+    BOOST_STATIC_CONSTANT(int, word_size = w);
+    BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
+    BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
+
+    BOOST_STATIC_CONSTANT(UIntType, default_seed = 331u);
+
+    /** Returns the smallest value that the generator can produce. */
+    static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
+    /** Returns the largest value that the generator can produce. */
+    static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+    { return low_bits_mask_t<w>::sig_bits; }
+
+    /** Creates a new @c lagged_fibonacci_engine and calls @c seed(). */
+    lagged_fibonacci_engine() { seed(); }
+
+    /** Creates a new @c lagged_fibonacci_engine and calls @c seed(value). */
+    BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_engine,
+        UIntType, value)
+    { seed(value); }
+
+    /** Creates a new @c lagged_fibonacci_engine and calls @c seed(seq). */
+    BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_engine,
+        SeedSeq, seq)
+    { seed(seq); }
+
+    /**
+     * Creates a new @c lagged_fibonacci_engine and calls @c seed(first, last).
+     */
+    template<class It> lagged_fibonacci_engine(It& first, It last)
+    { seed(first, last); }
+
+    // compiler-generated copy ctor and assignment operator are fine
+    
+    /** Calls @c seed(default_seed). */
+    void seed() { seed(default_seed); }
+
+    /**
+     * Sets the state of the generator to values produced by
+     * a \minstd_rand0 generator.
+     */
+    BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_engine,
+        UIntType, value)
+    {
+        minstd_rand0 intgen(static_cast<boost::uint32_t>(value));
+        detail::generator_seed_seq<minstd_rand0> gen(intgen);
+        seed(gen);
+    }
+
+    /**
+     * Sets the state of the generator using values produced by seq.
+     */
+    BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(lagged_fibonacci_engine, SeedSeq, seq)
+    {
+        detail::seed_array_int<w>(seq, x);
+        i = long_lag;
+    }
+
+    /**
+     * Sets the state of the generator to values from the iterator
+     * range [first, last).  If there are not enough elements in the
+     * range [first, last) throws @c std::invalid_argument.
+     */
+    template<class It>
+    void seed(It& first, It last)
+    {
+        detail::fill_array_int<w>(first, last, x);
+        i = long_lag;
+    }
+
+    /** Returns the next value of the generator. */
+    result_type operator()()
+    {
+        if(i >= long_lag)
+            fill();
+        return x[i++];
+    }
+  
+    /** Fills a range with random values */
+    template<class Iter>
+    void generate(Iter first, Iter last)
+    { detail::generate_from_int(*this, first, last); }
+
+    /** Advances the state of the generator by @c z. */
+    void discard(boost::uintmax_t z)
+    {
+        for(boost::uintmax_t j = 0; j < z; ++j) {
+            (*this)();
+        }
+    }
+  
+    /**
+     * Writes the textual representation of the generator to a @c std::ostream.
+     */
+    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lagged_fibonacci_engine, f)
+    {
+        os << f.i;
+        for(unsigned int i = 0; i < f.long_lag; ++i)
+            os << ' ' << f.x[i];
+        return os;
+    }
+    
+    /**
+     * Reads the textual representation of the generator from a @c std::istream.
+     */
+    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lagged_fibonacci_engine, f)
+    {
+        is >> f.i >> std::ws;
+        for(unsigned int i = 0; i < f.long_lag; ++i)
+            is >> f.x[i] >> std::ws;
+        return is;
+    }
+    
+    /**
+     * Returns true if the two generators will produce identical
+     * sequences of outputs.
+     */
+    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lagged_fibonacci_engine, x, y)
+    { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
+    
+    /**
+     * Returns true if the two generators will produce different
+     * sequences of outputs.
+     */
+    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lagged_fibonacci_engine)
+
+private:
+    /// \cond show_private
+    void fill();
+    /// \endcond
+
+    unsigned int i;
+    UIntType x[long_lag];
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+//  A definition is required even for integral static constants
+template<class UIntType, int w, unsigned int p, unsigned int q>
+const bool lagged_fibonacci_engine<UIntType, w, p, q>::has_fixed_range;
+template<class UIntType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_engine<UIntType, w, p, q>::long_lag;
+template<class UIntType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_engine<UIntType, w, p, q>::short_lag;
+template<class UIntType, int w, unsigned int p, unsigned int q>
+const UIntType lagged_fibonacci_engine<UIntType, w, p, q>::default_seed;
+#endif
+
+/// \cond show_private
+
+template<class UIntType, int w, unsigned int p, unsigned int q>
+void lagged_fibonacci_engine<UIntType, w, p, q>::fill()
+{
+    // two loops to avoid costly modulo operations
+    {  // extra scope for MSVC brokenness w.r.t. for scope
+    for(unsigned int j = 0; j < short_lag; ++j)
+        x[j] = (x[j] + x[j+(long_lag-short_lag)]) & low_bits_mask_t<w>::sig_bits;
+    }
+    for(unsigned int j = short_lag; j < long_lag; ++j)
+        x[j] = (x[j] + x[j-short_lag]) & low_bits_mask_t<w>::sig_bits;
+    i = 0;
+}
+
+/// \endcond
+
+/// \cond show_deprecated
+
+// provided for backwards compatibility
+template<class UIntType, int w, unsigned int p, unsigned int q, UIntType v = 0>
+class lagged_fibonacci : public lagged_fibonacci_engine<UIntType, w, p, q>
+{
+    typedef lagged_fibonacci_engine<UIntType, w, p, q> base_type;
+public:
+    lagged_fibonacci() {}
+    BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci, UIntType, val)
+    { this->seed(val); }
+    BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci, SeedSeq, seq)
+    { this->seed(seq); }
+    template<class It>
+    lagged_fibonacci(It& first, It last) : base_type(first, last) {}
+};
+
+/// \endcond
+
+// lagged Fibonacci generator for the range [0..1)
+// contributed by Matthias Troyer
+// for p=55, q=24 originally by G. J. Mitchell and D. P. Moore 1958
+
+/**
+ * Instantiations of class template @c lagged_fibonacci_01 model a
+ * \pseudo_random_number_generator. It uses a lagged Fibonacci
+ * algorithm with two lags @c p and @c q, evaluated in floating-point
+ * arithmetic: x(i) = x(i-p) + x(i-q) (mod 1) with p > q. See
+ *
+ *  @blockquote
+ *  "Uniform random number generators for supercomputers", Richard Brent,
+ *  Proc. of Fifth Australian Supercomputer Conference, Melbourne,
+ *  Dec. 1992, pp. 704-706.
+ *  @endblockquote
+ *
+ * @xmlnote
+ * The quality of the generator crucially depends on the choice
+ * of the parameters. User code should employ one of the sensibly
+ * parameterized generators such as \lagged_fibonacci607 instead.
+ * @endxmlnote
+ *
+ * The generator requires considerable amounts of memory for the storage
+ * of its state array. For example, \lagged_fibonacci607 requires about
+ * 4856 bytes and \lagged_fibonacci44497 requires about 350 KBytes.
+ */
+template<class RealType, int w, unsigned int p, unsigned int q>
+class lagged_fibonacci_01_engine
+{
+public:
+    typedef RealType result_type;
+    BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+    BOOST_STATIC_CONSTANT(int, word_size = w);
+    BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
+    BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
+
+    BOOST_STATIC_CONSTANT(boost::uint32_t, default_seed = 331u);
+
+    /** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(). */
+    lagged_fibonacci_01_engine() { seed(); }
+    /** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(value). */
+    BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01_engine, uint32_t, value)
+    { seed(value); }
+    /** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(gen). */
+    BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_01_engine, SeedSeq, seq)
+    { seed(seq); }
+    template<class It> lagged_fibonacci_01_engine(It& first, It last)
+    { seed(first, last); }
+
+    // compiler-generated copy ctor and assignment operator are fine
+
+    /** Calls seed(default_seed). */
+    void seed() { seed(default_seed); }
+
+    /**
+     * Constructs a \minstd_rand0 generator with the constructor parameter
+     * value and calls seed with it. Distinct seeds in the range
+     * [1, 2147483647) will produce generators with different states. Other
+     * seeds will be equivalent to some seed within this range. See
+     * \linear_congruential_engine for details.
+     */
+    BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_01_engine, boost::uint32_t, value)
+    {
+        minstd_rand0 intgen(value);
+        detail::generator_seed_seq<minstd_rand0> gen(intgen);
+        seed(gen);
+    }
+
+    /**
+     * Seeds this @c lagged_fibonacci_01_engine using values produced by
+     * @c seq.generate.
+     */
+    BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(lagged_fibonacci_01_engine, SeedSeq, seq)
+    {
+        detail::seed_array_real<w>(seq, x);
+        i = long_lag;
+    }
+    
+    /**
+     * Seeds this @c lagged_fibonacci_01_engine using values from the
+     * iterator range [first, last).  If there are not enough elements
+     * in the range, throws @c std::invalid_argument.
+     */
+    template<class It>
+    void seed(It& first, It last)
+    {
+        detail::fill_array_real<w>(first, last, x);
+        i = long_lag;
+    }
+    
+    /** Returns the smallest value that the generator can produce. */
+    static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return result_type(0); }
+    /** Returns the upper bound of the generators outputs. */
+    static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return result_type(1); }
+
+    /** Returns the next value of the generator. */
+    result_type operator()()
+    {
+        if(i >= long_lag)
+            fill();
+        return x[i++];
+    }
+  
+    /** Fills a range with random values */
+    template<class Iter>
+    void generate(Iter first, Iter last)
+    { return detail::generate_from_real(*this, first, last); }
+
+    /** Advances the state of the generator by @c z. */
+    void discard(boost::uintmax_t z)
+    {
+        for(boost::uintmax_t j = 0; j < z; ++j) {
+            (*this)();
+        }
+    }
+    
+    /**
+     * Writes the textual representation of the generator to a @c std::ostream.
+     */
+    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lagged_fibonacci_01_engine, f)
+    {
+        // allow for Koenig lookup
+        using std::pow;
+        os << f.i;
+        std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left); 
+        for(unsigned int i = 0; i < f.long_lag; ++i)
+            os << ' ' << f.x[i] * f.modulus();
+        os.flags(oldflags);
+        return os;
+    }
+    
+    /**
+     * Reads the textual representation of the generator from a @c std::istream.
+     */
+    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lagged_fibonacci_01_engine, f)
+    {
+        is >> f.i;
+        for(unsigned int i = 0; i < f.long_lag; ++i) {
+            typename lagged_fibonacci_01_engine::result_type value;
+            is >> std::ws >> value;
+            f.x[i] = value / f.modulus();
+        }
+        return is;
+    }
+    
+    /**
+     * Returns true if the two generators will produce identical
+     * sequences of outputs.
+     */
+    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lagged_fibonacci_01_engine, x, y)
+    { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
+    
+    /**
+     * Returns true if the two generators will produce different
+     * sequences of outputs.
+     */
+    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lagged_fibonacci_01_engine)
+
+private:
+    /// \cond show_private
+    void fill();
+    static RealType modulus()
+    {
+        using std::pow;
+        return pow(RealType(2), word_size);
+    }
+    /// \endcond
+    unsigned int i;
+    RealType x[long_lag];
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+//  A definition is required even for integral static constants
+template<class RealType, int w, unsigned int p, unsigned int q>
+const bool lagged_fibonacci_01_engine<RealType, w, p, q>::has_fixed_range;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_01_engine<RealType, w, p, q>::long_lag;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_01_engine<RealType, w, p, q>::short_lag;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const int lagged_fibonacci_01_engine<RealType,w,p,q>::word_size;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const boost::uint32_t lagged_fibonacci_01_engine<RealType,w,p,q>::default_seed;
+#endif
+
+/// \cond show_private
+template<class RealType, int w, unsigned int p, unsigned int q>
+void lagged_fibonacci_01_engine<RealType, w, p, q>::fill()
+{
+    // two loops to avoid costly modulo operations
+    {  // extra scope for MSVC brokenness w.r.t. for scope
+    for(unsigned int j = 0; j < short_lag; ++j) {
+        RealType t = x[j] + x[j+(long_lag-short_lag)];
+        if(t >= RealType(1))
+            t -= RealType(1);
+        x[j] = t;
+    }
+    }
+    for(unsigned int j = short_lag; j < long_lag; ++j) {
+        RealType t = x[j] + x[j-short_lag];
+        if(t >= RealType(1))
+            t -= RealType(1);
+        x[j] = t;
+    }
+    i = 0;
+}
+/// \endcond
+
+/// \cond show_deprecated
+
+// provided for backwards compatibility
+template<class RealType, int w, unsigned int p, unsigned int q>
+class lagged_fibonacci_01 : public lagged_fibonacci_01_engine<RealType, w, p, q>
+{
+    typedef lagged_fibonacci_01_engine<RealType, w, p, q> base_type;
+public:
+    lagged_fibonacci_01() {}
+    BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01, boost::uint32_t, val)
+    { this->seed(val); }
+    BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_01, SeedSeq, seq)
+    { this->seed(seq); }
+    template<class It>
+    lagged_fibonacci_01(It& first, It last) : base_type(first, last) {}
+};
+
+/// \endcond
+
+namespace detail {
+
+template<class Engine>
+struct generator_bits;
+
+template<class RealType, int w, unsigned int p, unsigned int q>
+struct generator_bits<lagged_fibonacci_01_engine<RealType, w, p, q> >
+{
+    static std::size_t value() { return w; }
+};
+
+template<class RealType, int w, unsigned int p, unsigned int q>
+struct generator_bits<lagged_fibonacci_01<RealType, w, p, q> >
+{
+    static std::size_t value() { return w; }
+};
+
+}
+
+#ifdef BOOST_RANDOM_DOXYGEN
+namespace detail {
+/**
+ * The specializations lagged_fibonacci607 ... lagged_fibonacci44497
+ * use well tested lags.
+ *
+ * See
+ *
+ *  @blockquote
+ *  "On the Periods of Generalized Fibonacci Recurrences", Richard P. Brent
+ *  Computer Sciences Laboratory Australian National University, December 1992
+ *  @endblockquote
+ *
+ * The lags used here can be found in
+ *
+ *  @blockquote
+ *  "Uniform random number generators for supercomputers", Richard Brent,
+ *  Proc. of Fifth Australian Supercomputer Conference, Melbourne,
+ *  Dec. 1992, pp. 704-706.
+ *  @endblockquote
+ */
+struct lagged_fibonacci_doc {};
+}
+#endif
+
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 607, 273> lagged_fibonacci607;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 1279, 418> lagged_fibonacci1279;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 2281, 1252> lagged_fibonacci2281;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 3217, 576> lagged_fibonacci3217;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 4423, 2098> lagged_fibonacci4423;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 9689, 5502> lagged_fibonacci9689;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 19937, 9842> lagged_fibonacci19937;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 23209, 13470> lagged_fibonacci23209;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 44497, 21034> lagged_fibonacci44497;
+
+} // namespace random
+
+using random::lagged_fibonacci607;
+using random::lagged_fibonacci1279;
+using random::lagged_fibonacci2281;
+using random::lagged_fibonacci3217;
+using random::lagged_fibonacci4423;
+using random::lagged_fibonacci9689;
+using random::lagged_fibonacci19937;
+using random::lagged_fibonacci23209;
+using random::lagged_fibonacci44497;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP