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

Add boost headers

+/* boost random/mersenne_twister.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * Copyright Steven Watanabe 2010
+ * 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 74867 2011-10-09 23:13:31Z steven_watanabe $
+ *
+ * Revision history
+ *  2001-02-18  moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_MERSENNE_TWISTER_HPP
+#define BOOST_RANDOM_MERSENNE_TWISTER_HPP
+
+#include <iosfwd>
+#include <istream>
+#include <stdexcept>
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/ptr_helper.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/seed_impl.hpp>
+#include <boost/random/detail/generator_seed_seq.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of class template mersenne_twister_engine model a
+ * \pseudo_random_number_generator. It uses the algorithm described in
+ *
+ *  @blockquote
+ *  "Mersenne Twister: A 623-dimensionally equidistributed uniform
+ *  pseudo-random number generator", Makoto Matsumoto and Takuji Nishimura,
+ *  ACM Transactions on Modeling and Computer Simulation: Special Issue on
+ *  Uniform Random Number Generation, Vol. 8, No. 1, January 1998, pp. 3-30. 
+ *  @endblockquote
+ *
+ * @xmlnote
+ * The boost variant has been implemented from scratch and does not
+ * derive from or use mt19937.c provided on the above WWW site. However, it
+ * was verified that both produce identical output.
+ * @endxmlnote
+ *
+ * The seeding from an integer was changed in April 2005 to address a
+ * <a href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html">weakness</a>.
+ * 
+ * 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 \mt19937 instead.
+ *
+ * The generator requires considerable amounts of memory for the storage of
+ * its state array. For example, \mt11213b requires about 1408 bytes and
+ * \mt19937 requires about 2496 bytes.
+ */
+template<class UIntType,
+         std::size_t w, std::size_t n, std::size_t m, std::size_t r,
+         UIntType a, std::size_t u, UIntType d, std::size_t s,
+         UIntType b, std::size_t t,
+         UIntType c, std::size_t l, UIntType f>
+class mersenne_twister_engine
+{
+public:
+    typedef UIntType result_type;
+    BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
+    BOOST_STATIC_CONSTANT(std::size_t, state_size = n);
+    BOOST_STATIC_CONSTANT(std::size_t, shift_size = m);
+    BOOST_STATIC_CONSTANT(std::size_t, mask_bits = r);
+    BOOST_STATIC_CONSTANT(UIntType, xor_mask = a);
+    BOOST_STATIC_CONSTANT(std::size_t, tempering_u = u);
+    BOOST_STATIC_CONSTANT(UIntType, tempering_d = d);
+    BOOST_STATIC_CONSTANT(std::size_t, tempering_s = s);
+    BOOST_STATIC_CONSTANT(UIntType, tempering_b = b);
+    BOOST_STATIC_CONSTANT(std::size_t, tempering_t = t);
+    BOOST_STATIC_CONSTANT(UIntType, tempering_c = c);
+    BOOST_STATIC_CONSTANT(std::size_t, tempering_l = l);
+    BOOST_STATIC_CONSTANT(UIntType, initialization_multiplier = f);
+    BOOST_STATIC_CONSTANT(UIntType, default_seed = 5489u);
+  
+    // backwards compatibility
+    BOOST_STATIC_CONSTANT(UIntType, parameter_a = a);
+    BOOST_STATIC_CONSTANT(std::size_t, output_u = u);
+    BOOST_STATIC_CONSTANT(std::size_t, output_s = s);
+    BOOST_STATIC_CONSTANT(UIntType, output_b = b);
+    BOOST_STATIC_CONSTANT(std::size_t, output_t = t);
+    BOOST_STATIC_CONSTANT(UIntType, output_c = c);
+    BOOST_STATIC_CONSTANT(std::size_t, output_l = l);
+    
+    // old Boost.Random concept requirements
+    BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+
+
+    /**
+     * Constructs a @c mersenne_twister_engine and calls @c seed().
+     */
+    mersenne_twister_engine() { seed(); }
+
+    /**
+     * Constructs a @c mersenne_twister_engine and calls @c seed(value).
+     */
+    BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister_engine,
+                                               UIntType, value)
+    { seed(value); }
+    template<class It> mersenne_twister_engine(It& first, It last)
+    { seed(first,last); }
+
+    /**
+     * Constructs a mersenne_twister_engine and calls @c seed(gen).
+     *
+     * @xmlnote
+     * The copy constructor will always be preferred over
+     * the templated constructor.
+     * @endxmlnote
+     */
+    BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(mersenne_twister_engine,
+                                             SeedSeq, seq)
+    { seed(seq); }
+
+    // compiler-generated copy ctor and assignment operator are fine
+
+    /** Calls @c seed(default_seed). */
+    void seed() { seed(default_seed); }
+
+    /**
+     * Sets the state x(0) to v mod 2w. Then, iteratively,
+     * sets x(i) to
+     * (i + f * (x(i-1) xor (x(i-1) rshift w-2))) mod 2<sup>w</sup>
+     * for i = 1 .. n-1. x(n) is the first value to be returned by operator().
+     */
+    BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister_engine, UIntType, value)
+    {
+        // 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 = (max)();
+        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] = (f * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask;
+        }
+    }
+    
+    /**
+     * Seeds a mersenne_twister_engine using values produced by seq.generate().
+     */
+    BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(mersenne_twister_engine, SeeqSeq, seq)
+    {
+        detail::seed_array_int<w>(seq, x);
+        i = n;
+
+        // fix up the state if it's all zeroes.
+        if((x[0] & (~static_cast<UIntType>(0) << r)) == 0) {
+            for(std::size_t j = 1; j < n; ++j) {
+                if(x[j] != 0) return;
+            }
+            x[0] = static_cast<UIntType>(1) << (w-1);
+        }
+    }
+
+    /** Sets the state of the generator using values from an iterator range. */
+    template<class It>
+    void seed(It& first, It last)
+    {
+        detail::fill_array_int<w>(first, last, x);
+        i = n;
+
+        // fix up the state if it's all zeroes.
+        if((x[0] & (~static_cast<UIntType>(0) << r)) == 0) {
+            for(std::size_t j = 1; j < n; ++j) {
+                if(x[j] != 0) return;
+            }
+            x[0] = static_cast<UIntType>(1) << (w-1);
+        }
+    }
+  
+    /** 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 boost::low_bits_mask_t<w>::sig_bits; }
+    
+    /** Produces the next value of the generator. */
+    result_type operator()();
+
+    /** 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 steps.  Equivalent to
+     *
+     * @code
+     * for(unsigned long long i = 0; i < z; ++i) {
+     *     gen();
+     * }
+     * @endcode
+     */
+    void discard(boost::uintmax_t z)
+    {
+        for(boost::uintmax_t j = 0; j < z; ++j) {
+            (*this)();
+        }
+    }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+    /** Writes a mersenne_twister_engine to a @c std::ostream */
+    template<class CharT, class Traits>
+    friend std::basic_ostream<CharT,Traits>&
+    operator<<(std::basic_ostream<CharT,Traits>& os,
+               const mersenne_twister_engine& mt)
+    {
+        mt.print(os);
+        return os;
+    }
+    
+    /** Reads a mersenne_twister_engine from a @c std::istream */
+    template<class CharT, class Traits>
+    friend std::basic_istream<CharT,Traits>&
+    operator>>(std::basic_istream<CharT,Traits>& is,
+               mersenne_twister_engine& mt)
+    {
+        for(std::size_t 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
+
+    /**
+     * Returns true if the two generators are in the same state,
+     * and will thus produce identical sequences.
+     */
+    friend bool operator==(const mersenne_twister_engine& x,
+                           const mersenne_twister_engine& y)
+    {
+        if(x.i < y.i) return x.equal_imp(y);
+        else return y.equal_imp(x);
+    }
+    
+    /**
+     * Returns true if the two generators are in different states.
+     */
+    friend bool operator!=(const mersenne_twister_engine& x,
+                           const mersenne_twister_engine& y)
+    { return !(x == y); }
+
+private:
+    /// \cond show_private
+
+    void twist();
+
+    /**
+     * Does the work of operator==.  This is in a member function
+     * for portability.  Some compilers, such as msvc 7.1 and
+     * Sun CC 5.10 can't access template parameters or static
+     * members of the class from inline friend functions.
+     *
+     * requires i <= other.i
+     */
+    bool equal_imp(const mersenne_twister_engine& other) const
+    {
+        UIntType back[n];
+        std::size_t offset = other.i - i;
+        for(std::size_t j = 0; j + offset < n; ++j)
+            if(x[j] != other.x[j+offset])
+                return false;
+        rewind(&back[n-1], offset);
+        for(std::size_t j = 0; j < offset; ++j)
+            if(back[j + n - offset] != other.x[j])
+                return false;
+        return true;
+    }
+
+    /**
+     * Does the work of operator<<.  This is in a member function
+     * for portability.
+     */
+    template<class CharT, class Traits>
+    void print(std::basic_ostream<CharT, Traits>& os) const
+    {
+        UIntType data[n];
+        for(std::size_t j = 0; j < i; ++j) {
+            data[j + n - i] = x[j];
+        }
+        if(i != n) {
+            rewind(&data[n - i - 1], n - i);
+        }
+        os << data[0];
+        for(std::size_t j = 1; j < n; ++j) {
+            os << ' ' << data[j];
+        }
+    }
+
+    /**
+     * Copies z elements of the state preceding x[0] into
+     * the array whose last element is last.
+     */
+    void rewind(UIntType* last, std::size_t z) const
+    {
+        const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
+        const UIntType lower_mask = ~upper_mask;
+        UIntType y0 = x[m-1] ^ x[n-1];
+        if(y0 & (static_cast<UIntType>(1) << (w-1))) {
+            y0 = ((y0 ^ a) << 1) | 1;
+        } else {
+            y0 = y0 << 1;
+        }
+        for(std::size_t sz = 0; sz < z; ++sz) {
+            UIntType y1 =
+                rewind_find(last, sz, m-1) ^ rewind_find(last, sz, n-1);
+            if(y1 & (static_cast<UIntType>(1) << (w-1))) {
+                y1 = ((y1 ^ a) << 1) | 1;
+            } else {
+                y1 = y1 << 1;
+            }
+            *(last - sz) = (y0 & upper_mask) | (y1 & lower_mask);
+            y0 = y1;
+        }
+    }
+
+    /**
+     * Given a pointer to the last element of the rewind array,
+     * and the current size of the rewind array, finds an element
+     * relative to the next available slot in the rewind array.
+     */
+    UIntType
+    rewind_find(UIntType* last, std::size_t size, std::size_t j) const
+    {
+        std::size_t index = (j + n - size + n - 1) % n;
+        if(index < n - size) {
+            return x[index];
+        } else {
+            return *(last - (n - 1 - index));
+        }
+    }
+
+    /// \endcond
+
+    // state representation: next output is o(x(i))
+    //   x[0]  ... x[k] x[k+1] ... x[n-1]   represents
+    //  x(i-k) ... x(i) x(i+1) ... x(i-k+n-1)
+
+    UIntType x[n]; 
+    std::size_t i;
+};
+
+/// \cond show_private
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+//  A definition is required even for integral static constants
+#define BOOST_RANDOM_MT_DEFINE_CONSTANT(type, name)                         \
+template<class UIntType, std::size_t w, std::size_t n, std::size_t m,       \
+    std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s,    \
+    UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>       \
+const type mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::name
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, word_size);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, state_size);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, shift_size);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, mask_bits);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, xor_mask);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_u);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_d);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_s);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_b);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_t);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_c);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_l);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, initialization_multiplier);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, default_seed);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, parameter_a);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_u );
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_s);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_b);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_t);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_c);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_l);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(bool, has_fixed_range);
+#undef BOOST_RANDOM_MT_DEFINE_CONSTANT
+#endif
+
+template<class UIntType,
+         std::size_t w, std::size_t n, std::size_t m, std::size_t r,
+         UIntType a, std::size_t u, UIntType d, std::size_t s,
+         UIntType b, std::size_t t,
+         UIntType c, std::size_t l, UIntType f>
+void
+mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::twist()
+{
+    const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
+    const UIntType lower_mask = ~upper_mask;
+
+    const std::size_t unroll_factor = 6;
+    const std::size_t unroll_extra1 = (n-m) % unroll_factor;
+    const std::size_t unroll_extra2 = (m-1) % unroll_factor;
+
+    // split loop to avoid costly modulo operations
+    {  // extra scope for MSVC brokenness w.r.t. for scope
+        for(std::size_t j = 0; j < n-m-unroll_extra1; j++) {
+            UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+            x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+        }
+    }
+    {
+        for(std::size_t j = n-m-unroll_extra1; j < n-m; j++) {
+            UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+            x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+        }
+    }
+    {
+        for(std::size_t j = n-m; j < n-1-unroll_extra2; j++) {
+            UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+            x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+        }
+    }
+    {
+        for(std::size_t j = n-1-unroll_extra2; j < n-1; j++) {
+            UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+            x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+        }
+    }
+    // last iteration
+    UIntType y = (x[n-1] & upper_mask) | (x[0] & lower_mask);
+    x[n-1] = x[m-1] ^ (y >> 1) ^ ((x[0]&1) * a);
+    i = 0;
+}
+/// \endcond
+
+template<class UIntType,
+         std::size_t w, std::size_t n, std::size_t m, std::size_t r,
+         UIntType a, std::size_t u, UIntType d, std::size_t s,
+         UIntType b, std::size_t t,
+         UIntType c, std::size_t l, UIntType f>
+inline typename
+mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::result_type
+mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::operator()()
+{
+    if(i == n)
+        twist();
+    // Step 4
+    UIntType z = x[i];
+    ++i;
+    z ^= ((z >> u) & d);
+    z ^= ((z << s) & b);
+    z ^= ((z << t) & c);
+    z ^= (z >> l);
+    return z;
+}
+
+/**
+ * The specializations \mt11213b and \mt19937 are from
+ *
+ *  @blockquote
+ *  "Mersenne Twister: A 623-dimensionally equidistributed
+ *  uniform pseudo-random number generator", Makoto Matsumoto
+ *  and Takuji Nishimura, ACM Transactions on Modeling and
+ *  Computer Simulation: Special Issue on Uniform Random Number
+ *  Generation, Vol. 8, No. 1, January 1998, pp. 3-30. 
+ *  @endblockquote
+ */
+typedef mersenne_twister_engine<uint32_t,32,351,175,19,0xccab8ee7,
+    11,0xffffffff,7,0x31b6ab00,15,0xffe50000,17,1812433253> mt11213b;
+
+/**
+ * The specializations \mt11213b and \mt19937 are from
+ *
+ *  @blockquote
+ *  "Mersenne Twister: A 623-dimensionally equidistributed
+ *  uniform pseudo-random number generator", Makoto Matsumoto
+ *  and Takuji Nishimura, ACM Transactions on Modeling and
+ *  Computer Simulation: Special Issue on Uniform Random Number
+ *  Generation, Vol. 8, No. 1, January 1998, pp. 3-30. 
+ *  @endblockquote
+ */
+typedef mersenne_twister_engine<uint32_t,32,624,397,31,0x9908b0df,
+    11,0xffffffff,7,0x9d2c5680,15,0xefc60000,18,1812433253> mt19937;
+
+#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
+typedef mersenne_twister_engine<uint64_t,64,312,156,31,
+    UINT64_C(0xb5026f5aa96619e9),29,UINT64_C(0x5555555555555555),17,
+    UINT64_C(0x71d67fffeda60000),37,UINT64_C(0xfff7eee000000000),43,
+    UINT64_C(6364136223846793005)> mt19937_64;
+#endif
+
+/// \cond show_deprecated
+
+template<class UIntType,
+         int w, int n, int m, int r,
+         UIntType a, int u, std::size_t s,
+         UIntType b, int t,
+         UIntType c, int l, UIntType v>
+class mersenne_twister :
+    public mersenne_twister_engine<UIntType,
+        w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253>
+{
+    typedef mersenne_twister_engine<UIntType,
+        w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253> base_type;
+public:
+    mersenne_twister() {}
+    BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(mersenne_twister, Gen, gen)
+    { seed(gen); }
+    BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister, UIntType, val)
+    { seed(val); }
+    template<class It>
+    mersenne_twister(It& first, It last) : base_type(first, last) {}
+    void seed() { base_type::seed(); }
+    BOOST_RANDOM_DETAIL_GENERATOR_SEED(mersenne_twister, Gen, gen)
+    {
+        detail::generator_seed_seq<Gen> seq(gen);
+        base_type::seed(seq);
+    }
+    BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister, UIntType, val)
+    { base_type::seed(val); }
+    template<class It>
+    void seed(It& first, It last) { base_type::seed(first, last); }
+};
+
+/// \endcond
+
+} // namespace random
+
+using random::mt11213b;
+using random::mt19937;
+using random::mt19937_64;
+
+} // namespace boost
+
+BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt11213b)
+BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937)
+BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937_64)
+
+#endif // BOOST_RANDOM_MERSENNE_TWISTER_HPP