1 | // -*- C++ -*- |
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2 | |
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3 | /* |
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4 | * $Id$ |
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5 | * |
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6 | * A C-program for MT19937: Integer version (1998/4/6) |
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7 | * genrand() generates one pseudorandom unsigned integer (32bit) |
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8 | * which is uniformly distributed among 0 to 2^32-1 for each |
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9 | * call. sgenrand(seed) set initial values to the working area |
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10 | * of 624 words. Before genrand(), sgenrand(seed) must be |
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11 | * called once. (seed is any 32-bit integer except for 0). |
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12 | * Coded by Takuji Nishimura, considering the suggestions by |
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13 | * Topher Cooper and Marc Rieffel in July-Aug. 1997. |
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14 | * |
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15 | * This library is free software; you can redistribute it and/or |
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16 | * modify it under the terms of the GNU Library General Public |
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17 | * License as published by the Free Software Foundation; either |
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18 | * version 2 of the License, or (at your option) any later |
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19 | * version. |
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20 | * This library is distributed in the hope that it will be useful, |
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21 | * but WITHOUT ANY WARRANTY; without even the implied warranty of |
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22 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. |
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23 | * See the GNU Library General Public License for more details. |
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24 | * You should have received a copy of the GNU Library General |
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25 | * Public License along with this library; if not, write to the |
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26 | * Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA |
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27 | * 02111-1307 USA |
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28 | * |
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29 | * Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura. |
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30 | * When you use this, send an email to: matumoto@math.keio.ac.jp |
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31 | * with an appropriate reference to your work. |
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32 | * |
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33 | * REFERENCE |
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34 | * M. Matsumoto and T. Nishimura, |
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35 | * "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform |
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36 | * Pseudo-Random Number Generator", |
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37 | * ACM Transactions on Modeling and Computer Simulation, |
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38 | * Vol. 8, No. 1, January 1998, pp 3--30. |
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39 | * |
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40 | * See |
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41 | * http://www.math.keio.ac.jp/~matumoto/emt.html |
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42 | * and |
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43 | * http://www.acm.org/pubs/citations/journals/tomacs/1998-8-1/p3-matsumoto/ |
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44 | * |
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45 | */ |
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46 | |
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47 | #ifndef BZ_RAND_MT |
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48 | #define BZ_RAND_MT |
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49 | |
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50 | #include <blitz/blitz.h> |
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51 | |
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52 | #include <vector> |
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53 | #include <string> |
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54 | #include <sstream> |
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55 | #include <iostream> |
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56 | #include <iterator> |
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57 | |
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58 | #ifndef UINT_MAX |
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59 | #include <limits.h> |
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60 | #endif |
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61 | |
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62 | #ifdef BZ_HAVE_BOOST_SERIALIZATION |
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63 | #include <boost/serialization/serialization.hpp> |
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64 | #include <boost/serialization/vector.hpp> |
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65 | #endif |
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66 | |
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67 | BZ_NAMESPACE(ranlib) |
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68 | |
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69 | #if UINT_MAX < 4294967295U |
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70 | typedef unsigned long twist_int; // must be at least 32 bits |
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71 | #else |
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72 | typedef unsigned int twist_int; |
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73 | #endif |
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74 | |
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75 | class MersenneTwister |
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76 | { |
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77 | public: |
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78 | |
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79 | private: |
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80 | |
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81 | #if defined(BZ_HAVE_NAMESPACES) && defined(BZ_HAVE_STD) |
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82 | typedef std::vector<twist_int> State; |
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83 | #else |
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84 | typedef vector<twist_int> State; |
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85 | #endif |
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86 | typedef State::size_type SizeType; |
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87 | typedef State::iterator Iter; |
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88 | |
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89 | // Implements Step 2 and half of Step 3 in the MN98 description |
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90 | struct BitMixer { |
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91 | BitMixer() : s0(0), K(0x9908b0df) {}; |
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92 | BitMixer(twist_int k) : s0(0), K(k) {}; |
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93 | |
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94 | // Return 0 if lsb of s1=0, a if lsb of s1=1. |
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95 | inline twist_int low_mask (twist_int s1) const { |
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96 | // This does not actually result in a branch because it's |
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97 | // equivalent to ( -(s1 & 1u) ) & K |
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98 | return (s1&1u) ? K : 0u; |
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99 | } |
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100 | |
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101 | // Return y>>1 in MN98 (step 2 + part of 3). |
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102 | // y = (x[i] AND u) OR (x[i+1 mod n] AND ll), where s0=x[i] and |
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103 | // s1=x[i+1 mod n] |
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104 | inline twist_int high_mask (twist_int s1) const { |
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105 | return ( (s0&0x80000000) | (s1&0x7fffffff) ) >>1; |
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106 | } |
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107 | |
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108 | // Calculate (half of) step 3 in MN98. |
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109 | inline twist_int operator() (twist_int s1) { |
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110 | // (y>>1) XOR (0 if lsb of s1=0, a if lsb of s1=1) |
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111 | // x[i+m] is XORed in reload |
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112 | // (Note that it is OK to call low_mask with s1 (x[i+1]) and not |
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113 | // with y, like MN98 does, because s1&1 == y&1 by construction. |
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114 | twist_int r = high_mask(s1) ^ low_mask(s1); |
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115 | s0 = s1; |
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116 | return r; |
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117 | } |
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118 | twist_int s0; // this is "x[i]" in the MN98 description |
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119 | const twist_int K; // MN98 "a" vector |
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120 | }; |
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121 | |
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122 | enum { N = 624, |
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123 | PF = 397, // MN98 "m" |
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124 | reference_seed = 4357 }; |
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125 | |
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126 | void initialize() |
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127 | { |
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128 | S.resize(N); |
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129 | I = S.end(); |
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130 | } |
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131 | |
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132 | public: |
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133 | MersenneTwister() : b_(0x9D2C5680), c_(0xEFC60000) |
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134 | { |
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135 | initialize(); |
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136 | seed(); |
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137 | |
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138 | // There is a problem: static initialization + templates do not |
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139 | // mix very well in C++. If you have a static member |
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140 | // of a class template, there is no guarantee on its order iin |
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141 | // static initialization. This MersenneTwister class is used |
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142 | // elsewhere as a static member of a template class, and it is |
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143 | // possible (in fact, I've done so) to create a static initializer |
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144 | // that will invoke the seed() method of this object before its |
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145 | // ctor has been called (result: crash). |
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146 | // ANSI C++ is stranger than fiction. |
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147 | // Currently the documentation forbids using RNGs from |
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148 | // static initializers. There doesn't seem to be a good |
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149 | // fix. |
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150 | } |
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151 | |
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152 | MersenneTwister(twist_int aa, twist_int bb, twist_int cc) : |
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153 | twist_(aa), b_(bb), c_(cc) |
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154 | { |
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155 | initialize(); |
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156 | seed(); |
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157 | } |
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158 | |
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159 | MersenneTwister(twist_int initial_seed) : b_(0x9D2C5680), c_(0xEFC60000) |
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160 | { |
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161 | initialize(); |
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162 | seed(initial_seed); |
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163 | } |
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164 | |
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165 | MersenneTwister(twist_int aa, twist_int bb, twist_int cc, |
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166 | twist_int initial_seed) : twist_(aa), b_(bb), c_(cc) |
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167 | { |
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168 | initialize(); |
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169 | seed(initial_seed); |
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170 | } |
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171 | |
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172 | // Seed. Uses updated seed algorithm from mt19937ar. The old |
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173 | // algorithm would yield sequences that were close from seeds that |
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174 | // were close. |
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175 | void seed (twist_int seed = reference_seed) |
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176 | { |
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177 | // seed cannot equal 0 |
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178 | if (seed == 0) |
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179 | seed = reference_seed; |
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180 | |
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181 | S[0] = seed & 0xFFFFFFFF; |
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182 | for (SizeType mti=1; mti<S.size(); ++mti) { |
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183 | S[mti] = (1812433253U * (S[mti-1] ^ (S[mti-1] >> 30)) + mti); |
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184 | S[mti] &= 0xffffffffU; |
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185 | } |
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186 | |
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187 | reload(); |
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188 | } |
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189 | |
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190 | // Seed by array, swiped directly from mt19937ar. Gives a larger |
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191 | // initial seed space. |
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192 | void seed (State seed_vector) |
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193 | { |
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194 | SizeType i, j, k; |
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195 | seed(19650218U); |
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196 | i=1; j=0; |
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197 | const SizeType N=S.size(); |
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198 | const SizeType n=seed_vector.size(); |
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199 | k = (N>n ? N : n); |
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200 | for (; k; k--) { |
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201 | S[i] = (S[i] ^ ((S[i-1] ^ (S[i-1] >> 30)) * 1664525U)) |
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202 | + seed_vector[j] + j; /* non linear */ |
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203 | S[i] &= 0xffffffffU; /* for WORDSIZE > 32 machines */ |
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204 | i++; j++; |
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205 | if (i>=N) { S[0] = S[N-1]; i=1; } |
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206 | if (j>=n) j=0; |
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207 | } |
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208 | for (k=N-1; k; k--) { |
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209 | S[i] = (S[i] ^ ((S[i-1] ^ (S[i-1] >> 30)) * 1566083941UL)) |
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210 | - i; /* non linear */ |
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211 | S[i] &= 0xffffffffU; /* for WORDSIZE > 32 machines */ |
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212 | i++; |
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213 | if (i>=N) { S[0] = S[N-1]; i=1; } |
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214 | } |
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215 | |
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216 | S[0] = 0x80000000U; /* MSB is 1; assuring non-zero initial array */ |
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217 | |
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218 | reload(); |
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219 | } |
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220 | |
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221 | // generate a full new x array |
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222 | void reload (void) |
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223 | { |
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224 | // This check is required because it is possible to call random() |
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225 | // before the constructor. See the note above about static |
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226 | // initialization. |
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227 | |
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228 | Iter p0 = S.begin(); |
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229 | Iter pM = p0 + PF; |
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230 | twist_ (S[0]); // set x[i]=x[0] in the twister (prime the pump) |
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231 | for (Iter pf_end = S.begin()+(N-PF); p0 != pf_end; ++p0, ++pM) |
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232 | // mt[kk] = mt[kk+m] XOR ((y>>1)XOR(mag01), as calc by BitMixer) |
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233 | *p0 = *pM ^ twist_ (p0[1]); |
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234 | |
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235 | // This is the "modulo part" where kk+m rolls over |
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236 | pM = S.begin(); |
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237 | for (Iter s_end = S.begin()+(N-1); p0 != s_end; ++p0, ++pM) |
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238 | *p0 = *pM ^ twist_ (p0[1]); |
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239 | // and final element where kk+1 rolls over |
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240 | *p0 = *pM ^ twist_ (S[0]); |
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241 | |
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242 | I = S.begin(); |
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243 | } |
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244 | |
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245 | inline twist_int random (void) |
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246 | { |
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247 | if (I >= S.end()) reload(); |
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248 | // get next word from array |
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249 | twist_int y = *I++; |
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250 | // Step 4+5 in MN98, multiply by tempering matrix |
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251 | y ^= (y >> 11); |
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252 | y ^= (y << 7) & b_; |
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253 | y ^= (y << 15) & c_; |
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254 | y ^= (y >> 18); |
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255 | return y; |
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256 | } |
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257 | |
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258 | // functions for getting/setting state |
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259 | class mt_state { |
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260 | friend class MersenneTwister; |
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261 | private: |
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262 | State S; |
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263 | State::difference_type I; |
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264 | public: |
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265 | mt_state() { } |
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266 | mt_state(State s, State::difference_type i) : S(s), I(i) { } |
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267 | mt_state(const std::string& s) { |
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268 | std::istringstream is(s); |
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269 | is >> I; |
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270 | S = State(std::istream_iterator<twist_int>(is), |
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271 | std::istream_iterator<twist_int>()); |
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272 | assert(!S.empty()); |
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273 | } |
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274 | operator bool() const { return !S.empty(); } |
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275 | std::string str() const { |
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276 | if (S.empty()) |
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277 | return std::string(); |
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278 | std::ostringstream os; |
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279 | os << I << " "; |
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280 | std::copy(S.begin(), S.end(), |
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281 | std::ostream_iterator<twist_int>(os," ")); |
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282 | return os.str(); |
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283 | } |
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284 | #ifdef BZ_HAVE_BOOST_SERIALIZATION |
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285 | friend class boost::serialization::access; |
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286 | /** Serialization operator. Relies on the ability to serialize |
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287 | std::vector. */ |
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288 | template<class T_arch> |
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289 | void serialize(T_arch& ar, const unsigned int version) { |
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290 | ar & S & I; |
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291 | }; |
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292 | #endif |
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293 | |
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294 | }; |
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295 | |
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296 | typedef mt_state T_state; |
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297 | T_state getState() const { return T_state(S, I-S.begin()); } |
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298 | std::string getStateString() const { |
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299 | T_state tmp(S, I-S.begin()); |
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300 | return tmp.str(); |
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301 | } |
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302 | void setState(const T_state& s) { |
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303 | if (!s) { |
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304 | std::cerr << "Error: state is empty" << std::endl; |
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305 | return; |
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306 | } |
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307 | S = s.S; |
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308 | I = S.begin() + s.I; |
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309 | } |
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310 | void setState(const std::string& s) { |
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311 | T_state tmp(s); |
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312 | setState(tmp); |
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313 | } |
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314 | |
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315 | private: |
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316 | BitMixer twist_; |
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317 | const twist_int b_,c_; |
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318 | |
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319 | State S; |
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320 | Iter I; |
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321 | }; |
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322 | |
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323 | |
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324 | /** This class creates MersenneTwisters with different parameters |
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325 | indexed by and ID number. */ |
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326 | class MersenneTwisterCreator |
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327 | { |
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328 | public: |
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329 | static MersenneTwister create(unsigned int i) { |
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330 | // We only have n different parameter sets |
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331 | i = i % n; |
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332 | return MersenneTwister(a_[i], b_[i], c_[i]); |
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333 | }; |
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334 | |
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335 | private: |
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336 | static const unsigned int n=48; |
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337 | static const twist_int a_[n]; |
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338 | static const twist_int b_[n]; |
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339 | static const twist_int c_[n]; |
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340 | }; |
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341 | |
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342 | BZ_NAMESPACE_END |
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343 | |
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344 | #endif // BZ_RAND_MT |
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