// mtrand.h // C++ include file for MT19937, with initialization improved 2002/1/26. // Coded by Takuji Nishimura and Makoto Matsumoto. // Ported to C++ by Jasper Bedaux 2003/1/1 (see http://www.bedaux.net/mtrand/). // The generators returning floating point numbers are based on // a version by Isaku Wada, 2002/01/09 // // Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, // All rights reserved. // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions // are met: // // 1. Redistributions of source code must retain the above copyright // notice, this list of conditions and the following disclaimer. // // 2. Redistributions in binary form must reproduce the above copyright // notice, this list of conditions and the following disclaimer in the // documentation and/or other materials provided with the distribution. // // 3. The names of its contributors may not be used to endorse or promote // products derived from this software without specific prior written // permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS // "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT // LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR // A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. // // Any feedback is very welcome. // http://www.math.keio.ac.jp/matumoto/emt.html // email: matumoto@math.keio.ac.jp // // Feedback about the C++ port should be sent to Jasper Bedaux, // see http://www.bedaux.net/mtrand/ for e-mail address and info. #ifndef MTRAND_H #define MTRAND_H class MTRand_int32 { // Mersenne Twister random number generator public: // default constructor: uses default seed only if this is the first instance MTRand_int32() { if (!init) seed(5489UL); init = true; } // constructor with 32 bit int as seed MTRand_int32(unsigned long s) { seed(s); init = true; } // constructor with array of size 32 bit ints as seed MTRand_int32(const unsigned long* array, int size) { seed(array, size); init = true; } // the two seed functions void seed(unsigned long); // seed with 32 bit integer void seed(const unsigned long*, int size); // seed with array // overload operator() to make this a generator (functor) unsigned long operator()() { return rand_int32(); } // 2007-02-11: made the destructor virtual; thanks "double more" for pointing this out virtual ~MTRand_int32() {} // destructor protected: // used by derived classes, otherwise not accessible; use the ()-operator unsigned long rand_int32(); // generate 32 bit random integer private: static const int n = 624, m = 397; // compile time constants // the variables below are static (no duplicates can exist) static unsigned long state[n]; // state vector array static int p; // position in state array static bool init; // true if init function is called // private functions used to generate the pseudo random numbers unsigned long twiddle(unsigned long, unsigned long); // used by gen_state() void gen_state(); // generate new state // make copy constructor and assignment operator unavailable, they don't make sense MTRand_int32(const MTRand_int32&); // copy constructor not defined void operator=(const MTRand_int32&); // assignment operator not defined }; // inline for speed, must therefore reside in header file inline unsigned long MTRand_int32::twiddle(unsigned long u, unsigned long v) { return (((u & 0x80000000UL) | (v & 0x7FFFFFFFUL)) >> 1) ^ ((v & 1UL) * 0x9908B0DFUL); // 2013-07-22: line above modified for performance according to http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/Ierymenko.html // thanks Vitaliy FEOKTISTOV for pointing this out } inline unsigned long MTRand_int32::rand_int32() { // generate 32 bit random int if (p == n) gen_state(); // new state vector needed // gen_state() is split off to be non-inline, because it is only called once // in every 624 calls and otherwise irand() would become too big to get inlined unsigned long x = state[p++]; x ^= (x >> 11); x ^= (x << 7) & 0x9D2C5680UL; x ^= (x << 15) & 0xEFC60000UL; return x ^ (x >> 18); } // generates double floating point numbers in the half-open interval [0, 1) class MTRand : public MTRand_int32 { public: MTRand() : MTRand_int32() {} MTRand(unsigned long seed) : MTRand_int32(seed) {} MTRand(const unsigned long* seed, int size) : MTRand_int32(seed, size) {} ~MTRand() {} double operator()() { return static_cast(rand_int32()) * (1. / 4294967296.); } // divided by 2^32 private: MTRand(const MTRand&); // copy constructor not defined void operator=(const MTRand&); // assignment operator not defined }; // generates double floating point numbers in the closed interval [0, 1] class MTRand_closed : public MTRand_int32 { public: MTRand_closed() : MTRand_int32() {} MTRand_closed(unsigned long seed) : MTRand_int32(seed) {} MTRand_closed(const unsigned long* seed, int size) : MTRand_int32(seed, size) {} ~MTRand_closed() {} double operator()() { return static_cast(rand_int32()) * (1. / 4294967295.); } // divided by 2^32 - 1 private: MTRand_closed(const MTRand_closed&); // copy constructor not defined void operator=(const MTRand_closed&); // assignment operator not defined }; // generates double floating point numbers in the open interval (0, 1) class MTRand_open : public MTRand_int32 { public: MTRand_open() : MTRand_int32() {} MTRand_open(unsigned long seed) : MTRand_int32(seed) {} MTRand_open(const unsigned long* seed, int size) : MTRand_int32(seed, size) {} ~MTRand_open() {} double operator()() { return (static_cast(rand_int32()) + .5) * (1. / 4294967296.); } // divided by 2^32 private: MTRand_open(const MTRand_open&); // copy constructor not defined void operator=(const MTRand_open&); // assignment operator not defined }; // generates 53 bit resolution doubles in the half-open interval [0, 1) class MTRand53 : public MTRand_int32 { public: MTRand53() : MTRand_int32() {} MTRand53(unsigned long seed) : MTRand_int32(seed) {} MTRand53(const unsigned long* seed, int size) : MTRand_int32(seed, size) {} ~MTRand53() {} double operator()() { return (static_cast(rand_int32() >> 5) * 67108864. + static_cast(rand_int32() >> 6)) * (1. / 9007199254740992.); } private: MTRand53(const MTRand53&); // copy constructor not defined void operator=(const MTRand53&); // assignment operator not defined }; #endif // MTRAND_H