1 | /* A C-program for MT19937: Integer version (1998/4/6) */ |
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2 | /* genrand() generates one pseudorandom unsigned integer (32bit) */ |
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3 | /* which is uniformly distributed among 0 to 2^32-1 for each */ |
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4 | /* call. sgenrand(seed) set initial values to the working area */ |
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5 | /* of 624 words. Before genrand(), sgenrand(seed) must be */ |
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6 | /* called once. (seed is any 32-bit integer except for 0). */ |
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7 | /* Coded by Takuji Nishimura, considering the suggestions by */ |
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8 | /* Topher Cooper and Marc Rieffel in July-Aug. 1997. */ |
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9 | |
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10 | /* This library is free software; you can redistribute it and/or */ |
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11 | /* modify it under the terms of the GNU Library General Public */ |
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12 | /* License as published by the Free Software Foundation; either */ |
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13 | /* version 2 of the License, or (at your option) any later */ |
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14 | /* version. */ |
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15 | /* This library is distributed in the hope that it will be useful, */ |
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16 | /* but WITHOUT ANY WARRANTY; without even the implied warranty of */ |
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17 | /* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. */ |
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18 | /* See the GNU Library General Public License for more details. */ |
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19 | /* You should have received a copy of the GNU Library General */ |
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20 | /* Public License along with this library; if not, write to the */ |
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21 | /* Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA */ |
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22 | /* 02111-1307 USA */ |
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23 | |
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24 | /* Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura. */ |
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25 | /* When you use this, send an email to: matumoto@math.keio.ac.jp */ |
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26 | /* with an appropriate reference to your work. */ |
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27 | |
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28 | /* REFERENCE */ |
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29 | /* M. Matsumoto and T. Nishimura, */ |
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30 | /* "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform */ |
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31 | /* Pseudo-Random Number Generator", */ |
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32 | /* ACM Transactions on Modeling and Computer Simulation, */ |
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33 | /* Vol. 8, No. 1, January 1998, pp 3--30. */ |
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34 | |
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35 | // See http://www.math.keio.ac.jp/~matumoto/emt.html |
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36 | |
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37 | // 1999-01-25 adapted to STL-like idiom |
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38 | // allan@stokes.ca (Allan Stokes) www.stokes.ca |
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39 | |
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40 | #ifndef BZ_RAND_MT |
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41 | #define BZ_RAND_MT |
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42 | |
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43 | #ifndef BZ_BLITZ_H |
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44 | #include <blitz/blitz.h> |
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45 | #endif |
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46 | |
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47 | #include <vector> |
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48 | |
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49 | BZ_NAMESPACE(blitz) |
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50 | |
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51 | // decomposition issues: |
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52 | // machine representation of integer types |
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53 | // output buffer option verses inline post-conditioning |
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54 | |
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55 | class MersenneTwister |
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56 | { |
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57 | private: |
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58 | typedef unsigned int twist_int; // must be at least 32 bits |
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59 | // larger might be faster |
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60 | typedef vector<twist_int> State; |
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61 | typedef State::iterator Iter; |
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62 | |
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63 | struct BitMixer { |
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64 | enum { K = 0x9908b0df }; |
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65 | BitMixer() : s0(0) {} |
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66 | inline friend twist_int low_mask (twist_int s1) { |
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67 | return (s1&1u) ? K : 0u; |
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68 | } |
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69 | inline twist_int high_mask (twist_int s1) const { |
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70 | return ((s0&0x80000000)|(s1&0x7fffffff))>>1; |
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71 | } |
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72 | inline twist_int operator() (twist_int s1) { |
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73 | twist_int r = high_mask(s1) ^ low_mask(s1); |
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74 | s0 = s1; |
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75 | return r; |
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76 | } |
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77 | twist_int s0; |
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78 | }; |
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79 | |
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80 | enum { N = 624, PF = 397, reference_seed = 4357 }; |
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81 | |
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82 | public: |
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83 | MersenneTwister () {} // S empty will trigger auto-seed |
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84 | |
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85 | void seed (twist_int seed = reference_seed) |
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86 | { |
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87 | if (!S.size()) S.resize(N); |
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88 | enum { Knuth_A = 69069 }; |
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89 | twist_int x = seed & 0xFFFFFFFF; |
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90 | Iter s = S.begin(); |
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91 | twist_int mask = (seed == reference_seed) ? 0 : 0xFFFFFFFF; |
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92 | for (int j = 0; j < N; ++j) { |
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93 | // adding j here avoids the risk of all zeros |
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94 | // we suppress this term in "compatibility" mode |
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95 | *s++ = (x + (mask & j)) & 0xFFFFFFFF; |
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96 | x *= Knuth_A; |
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97 | } |
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98 | reload(); |
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99 | } |
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100 | |
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101 | void reload (void) |
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102 | { |
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103 | if (!S.size()) seed (); // auto-seed detection |
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104 | |
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105 | Iter p0 = S.begin(); |
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106 | Iter pM = p0 + PF; |
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107 | BitMixer twist; |
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108 | twist (S[0]); // prime the pump |
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109 | for (Iter pf_end = S.begin()+(N-PF); p0 != pf_end; ++p0, ++pM) |
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110 | *p0 = *pM ^ twist (p0[1]); |
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111 | pM = S.begin(); |
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112 | for (Iter s_end = S.begin()+(N-1); p0 != s_end; ++p0, ++pM) |
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113 | *p0 = *pM ^ twist (p0[1]); |
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114 | *p0 = *pM ^ twist (S[0]); |
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115 | |
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116 | I = S.begin(); |
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117 | } |
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118 | |
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119 | inline twist_int random (void) |
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120 | { |
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121 | if (I >= S.end()) reload(); |
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122 | twist_int y = *I++; |
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123 | y ^= (y >> 11); |
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124 | y ^= (y << 7) & 0x9D2C5680; |
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125 | y ^= (y << 15) & 0xEFC60000; |
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126 | y ^= (y >> 18); |
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127 | return y; |
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128 | } |
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129 | |
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130 | private: |
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131 | State S; |
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132 | Iter I; |
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133 | }; |
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134 | |
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135 | |
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136 | // This version returns a double in the range [0,1). |
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137 | |
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138 | class MersenneTwisterDouble { |
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139 | |
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140 | public: |
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141 | MersenneTwisterDouble() |
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142 | { |
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143 | // f = 1/(2^32); |
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144 | f = (1.0 / 65536) / 65536; |
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145 | } |
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146 | |
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147 | void randomize(unsigned int seed) |
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148 | { |
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149 | gen_.seed(seed); |
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150 | } |
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151 | |
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152 | double random() |
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153 | { |
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154 | unsigned long y1 = gen_.random(); |
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155 | unsigned long y2 = gen_.random(); |
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156 | |
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157 | return ((y1 * f) * y2 * f); |
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158 | } |
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159 | |
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160 | private: |
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161 | MersenneTwister gen_; |
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162 | double f; |
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163 | }; |
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164 | |
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165 | BZ_NAMESPACE_END |
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166 | |
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167 | #endif // BZ_RAND_MT |
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