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