| 1 | /* boost random/mersenne_twister.hpp header file |
| 2 | * |
| 3 | * Copyright Jens Maurer 2000-2001 |
| 4 | * Copyright Steven Watanabe 2010 |
| 5 | * Distributed under the Boost Software License, Version 1.0. (See |
| 6 | * accompanying file LICENSE_1_0.txt or copy at |
| 7 | * http://www.boost.org/LICENSE_1_0.txt) |
| 8 | * |
| 9 | * See http://www.boost.org for most recent version including documentation. |
| 10 | * |
| 11 | * $Id$ |
| 12 | * |
| 13 | * Revision history |
| 14 | * 2013-10-14 fixed some warnings with Wshadow (mgaunard) |
| 15 | * 2001-02-18 moved to individual header files |
| 16 | */ |
| 17 | |
| 18 | #ifndef BOOST_RANDOM_MERSENNE_TWISTER_HPP |
| 19 | #define BOOST_RANDOM_MERSENNE_TWISTER_HPP |
| 20 | |
| 21 | #include <iosfwd> |
| 22 | #include <istream> |
| 23 | #include <stdexcept> |
| 24 | #include <boost/config.hpp> |
| 25 | #include <boost/cstdint.hpp> |
| 26 | #include <boost/integer/integer_mask.hpp> |
| 27 | #include <boost/random/detail/config.hpp> |
| 28 | #include <boost/random/detail/ptr_helper.hpp> |
| 29 | #include <boost/random/detail/seed.hpp> |
| 30 | #include <boost/random/detail/seed_impl.hpp> |
| 31 | #include <boost/random/detail/generator_seed_seq.hpp> |
| 32 | #include <boost/random/detail/polynomial.hpp> |
| 33 | |
| 34 | #include <boost/random/detail/disable_warnings.hpp> |
| 35 | |
| 36 | namespace boost { |
| 37 | namespace random { |
| 38 | |
| 39 | /** |
| 40 | * Instantiations of class template mersenne_twister_engine model a |
| 41 | * \pseudo_random_number_generator. It uses the algorithm described in |
| 42 | * |
| 43 | * @blockquote |
| 44 | * "Mersenne Twister: A 623-dimensionally equidistributed uniform |
| 45 | * pseudo-random number generator", Makoto Matsumoto and Takuji Nishimura, |
| 46 | * ACM Transactions on Modeling and Computer Simulation: Special Issue on |
| 47 | * Uniform Random Number Generation, Vol. 8, No. 1, January 1998, pp. 3-30. |
| 48 | * @endblockquote |
| 49 | * |
| 50 | * @xmlnote |
| 51 | * The boost variant has been implemented from scratch and does not |
| 52 | * derive from or use mt19937.c provided on the above WWW site. However, it |
| 53 | * was verified that both produce identical output. |
| 54 | * @endxmlnote |
| 55 | * |
| 56 | * The seeding from an integer was changed in April 2005 to address a |
| 57 | * <a href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html">weakness</a>. |
| 58 | * |
| 59 | * The quality of the generator crucially depends on the choice of the |
| 60 | * parameters. User code should employ one of the sensibly parameterized |
| 61 | * generators such as \mt19937 instead. |
| 62 | * |
| 63 | * The generator requires considerable amounts of memory for the storage of |
| 64 | * its state array. For example, \mt11213b requires about 1408 bytes and |
| 65 | * \mt19937 requires about 2496 bytes. |
| 66 | */ |
| 67 | template<class UIntType, |
| 68 | std::size_t w, std::size_t n, std::size_t m, std::size_t r, |
| 69 | UIntType a, std::size_t u, UIntType d, std::size_t s, |
| 70 | UIntType b, std::size_t t, |
| 71 | UIntType c, std::size_t l, UIntType f> |
| 72 | class mersenne_twister_engine |
| 73 | { |
| 74 | public: |
| 75 | typedef UIntType result_type; |
| 76 | BOOST_STATIC_CONSTANT(std::size_t, word_size = w); |
| 77 | BOOST_STATIC_CONSTANT(std::size_t, state_size = n); |
| 78 | BOOST_STATIC_CONSTANT(std::size_t, shift_size = m); |
| 79 | BOOST_STATIC_CONSTANT(std::size_t, mask_bits = r); |
| 80 | BOOST_STATIC_CONSTANT(UIntType, xor_mask = a); |
| 81 | BOOST_STATIC_CONSTANT(std::size_t, tempering_u = u); |
| 82 | BOOST_STATIC_CONSTANT(UIntType, tempering_d = d); |
| 83 | BOOST_STATIC_CONSTANT(std::size_t, tempering_s = s); |
| 84 | BOOST_STATIC_CONSTANT(UIntType, tempering_b = b); |
| 85 | BOOST_STATIC_CONSTANT(std::size_t, tempering_t = t); |
| 86 | BOOST_STATIC_CONSTANT(UIntType, tempering_c = c); |
| 87 | BOOST_STATIC_CONSTANT(std::size_t, tempering_l = l); |
| 88 | BOOST_STATIC_CONSTANT(UIntType, initialization_multiplier = f); |
| 89 | BOOST_STATIC_CONSTANT(UIntType, default_seed = 5489u); |
| 90 | |
| 91 | // backwards compatibility |
| 92 | BOOST_STATIC_CONSTANT(UIntType, parameter_a = a); |
| 93 | BOOST_STATIC_CONSTANT(std::size_t, output_u = u); |
| 94 | BOOST_STATIC_CONSTANT(std::size_t, output_s = s); |
| 95 | BOOST_STATIC_CONSTANT(UIntType, output_b = b); |
| 96 | BOOST_STATIC_CONSTANT(std::size_t, output_t = t); |
| 97 | BOOST_STATIC_CONSTANT(UIntType, output_c = c); |
| 98 | BOOST_STATIC_CONSTANT(std::size_t, output_l = l); |
| 99 | |
| 100 | // old Boost.Random concept requirements |
| 101 | BOOST_STATIC_CONSTANT(bool, has_fixed_range = false); |
| 102 | |
| 103 | |
| 104 | /** |
| 105 | * Constructs a @c mersenne_twister_engine and calls @c seed(). |
| 106 | */ |
| 107 | mersenne_twister_engine() { seed(); } |
| 108 | |
| 109 | /** |
| 110 | * Constructs a @c mersenne_twister_engine and calls @c seed(value). |
| 111 | */ |
| 112 | BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister_engine, |
| 113 | UIntType, value) |
| 114 | { seed(value); } |
| 115 | template<class It> mersenne_twister_engine(It& first, It last) |
| 116 | { seed(first,last); } |
| 117 | |
| 118 | /** |
| 119 | * Constructs a mersenne_twister_engine and calls @c seed(gen). |
| 120 | * |
| 121 | * @xmlnote |
| 122 | * The copy constructor will always be preferred over |
| 123 | * the templated constructor. |
| 124 | * @endxmlnote |
| 125 | */ |
| 126 | BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(mersenne_twister_engine, |
| 127 | SeedSeq, seq) |
| 128 | { seed(seq); } |
| 129 | |
| 130 | // compiler-generated copy ctor and assignment operator are fine |
| 131 | |
| 132 | /** Calls @c seed(default_seed). */ |
| 133 | void seed() { seed(default_seed); } |
| 134 | |
| 135 | /** |
| 136 | * Sets the state x(0) to v mod 2w. Then, iteratively, |
| 137 | * sets x(i) to |
| 138 | * (i + f * (x(i-1) xor (x(i-1) rshift w-2))) mod 2<sup>w</sup> |
| 139 | * for i = 1 .. n-1. x(n) is the first value to be returned by operator(). |
| 140 | */ |
| 141 | BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister_engine, UIntType, value) |
| 142 | { |
| 143 | // New seeding algorithm from |
| 144 | // http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html |
| 145 | // In the previous versions, MSBs of the seed affected only MSBs of the |
| 146 | // state x[]. |
| 147 | const UIntType mask = (max)(); |
| 148 | x[0] = value & mask; |
| 149 | for (i = 1; i < n; i++) { |
| 150 | // See Knuth "The Art of Computer Programming" |
| 151 | // Vol. 2, 3rd ed., page 106 |
| 152 | x[i] = (f * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask; |
| 153 | } |
| 154 | |
| 155 | normalize_state(); |
| 156 | } |
| 157 | |
| 158 | /** |
| 159 | * Seeds a mersenne_twister_engine using values produced by seq.generate(). |
| 160 | */ |
| 161 | BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(mersenne_twister_engine, SeeqSeq, seq) |
| 162 | { |
| 163 | detail::seed_array_int<w>(seq, x); |
| 164 | i = n; |
| 165 | |
| 166 | normalize_state(); |
| 167 | } |
| 168 | |
| 169 | /** Sets the state of the generator using values from an iterator range. */ |
| 170 | template<class It> |
| 171 | void seed(It& first, It last) |
| 172 | { |
| 173 | detail::fill_array_int<w>(first, last, x); |
| 174 | i = n; |
| 175 | |
| 176 | normalize_state(); |
| 177 | } |
| 178 | |
| 179 | /** Returns the smallest value that the generator can produce. */ |
| 180 | static BOOST_CONSTEXPR result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () |
| 181 | { return 0; } |
| 182 | /** Returns the largest value that the generator can produce. */ |
| 183 | static BOOST_CONSTEXPR result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () |
| 184 | { return boost::low_bits_mask_t<w>::sig_bits; } |
| 185 | |
| 186 | /** Produces the next value of the generator. */ |
| 187 | result_type operator()(); |
| 188 | |
| 189 | /** Fills a range with random values */ |
| 190 | template<class Iter> |
| 191 | void generate(Iter first, Iter last) |
| 192 | { detail::generate_from_int(*this, first, last); } |
| 193 | |
| 194 | /** |
| 195 | * Advances the state of the generator by @c z steps. Equivalent to |
| 196 | * |
| 197 | * @code |
| 198 | * for(unsigned long long i = 0; i < z; ++i) { |
| 199 | * gen(); |
| 200 | * } |
| 201 | * @endcode |
| 202 | */ |
| 203 | void discard(boost::uintmax_t z) |
| 204 | { |
| 205 | #ifndef BOOST_RANDOM_MERSENNE_TWISTER_DISCARD_THRESHOLD |
| 206 | #define BOOST_RANDOM_MERSENNE_TWISTER_DISCARD_THRESHOLD 10000000 |
| 207 | #endif |
| 208 | if(z > BOOST_RANDOM_MERSENNE_TWISTER_DISCARD_THRESHOLD) { |
| 209 | discard_many(z); |
| 210 | } else { |
| 211 | for(boost::uintmax_t j = 0; j < z; ++j) { |
| 212 | (*this)(); |
| 213 | } |
| 214 | } |
| 215 | } |
| 216 | |
| 217 | #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS |
| 218 | /** Writes a mersenne_twister_engine to a @c std::ostream */ |
| 219 | template<class CharT, class Traits> |
| 220 | friend std::basic_ostream<CharT,Traits>& |
| 221 | operator<<(std::basic_ostream<CharT,Traits>& os, |
| 222 | const mersenne_twister_engine& mt) |
| 223 | { |
| 224 | mt.print(os); |
| 225 | return os; |
| 226 | } |
| 227 | |
| 228 | /** Reads a mersenne_twister_engine from a @c std::istream */ |
| 229 | template<class CharT, class Traits> |
| 230 | friend std::basic_istream<CharT,Traits>& |
| 231 | operator>>(std::basic_istream<CharT,Traits>& is, |
| 232 | mersenne_twister_engine& mt) |
| 233 | { |
| 234 | for(std::size_t j = 0; j < mt.state_size; ++j) |
| 235 | is >> mt.x[j] >> std::ws; |
| 236 | // MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template |
| 237 | // value parameter "n" available from the class template scope, so use |
| 238 | // the static constant with the same value |
| 239 | mt.i = mt.state_size; |
| 240 | return is; |
| 241 | } |
| 242 | #endif |
| 243 | |
| 244 | /** |
| 245 | * Returns true if the two generators are in the same state, |
| 246 | * and will thus produce identical sequences. |
| 247 | */ |
| 248 | friend bool operator==(const mersenne_twister_engine& x_, |
| 249 | const mersenne_twister_engine& y_) |
| 250 | { |
| 251 | if(x_.i < y_.i) return x_.equal_imp(y_); |
| 252 | else return y_.equal_imp(x_); |
| 253 | } |
| 254 | |
| 255 | /** |
| 256 | * Returns true if the two generators are in different states. |
| 257 | */ |
| 258 | friend bool operator!=(const mersenne_twister_engine& x_, |
| 259 | const mersenne_twister_engine& y_) |
| 260 | { return !(x_ == y_); } |
| 261 | |
| 262 | private: |
| 263 | /// \cond show_private |
| 264 | |
| 265 | void twist(); |
| 266 | |
| 267 | /** |
| 268 | * Does the work of operator==. This is in a member function |
| 269 | * for portability. Some compilers, such as msvc 7.1 and |
| 270 | * Sun CC 5.10 can't access template parameters or static |
| 271 | * members of the class from inline friend functions. |
| 272 | * |
| 273 | * requires i <= other.i |
| 274 | */ |
| 275 | bool equal_imp(const mersenne_twister_engine& other) const |
| 276 | { |
| 277 | UIntType back[n]; |
| 278 | std::size_t offset = other.i - i; |
| 279 | for(std::size_t j = 0; j + offset < n; ++j) |
| 280 | if(x[j] != other.x[j+offset]) |
| 281 | return false; |
| 282 | rewind(last: &back[n-1], z: offset); |
| 283 | for(std::size_t j = 0; j < offset; ++j) |
| 284 | if(back[j + n - offset] != other.x[j]) |
| 285 | return false; |
| 286 | return true; |
| 287 | } |
| 288 | |
| 289 | /** |
| 290 | * Does the work of operator<<. This is in a member function |
| 291 | * for portability. |
| 292 | */ |
| 293 | template<class CharT, class Traits> |
| 294 | void print(std::basic_ostream<CharT, Traits>& os) const |
| 295 | { |
| 296 | UIntType data[n]; |
| 297 | for(std::size_t j = 0; j < i; ++j) { |
| 298 | data[j + n - i] = x[j]; |
| 299 | } |
| 300 | if(i != n) { |
| 301 | rewind(last: &data[n - i - 1], z: n - i); |
| 302 | } |
| 303 | os << data[0]; |
| 304 | for(std::size_t j = 1; j < n; ++j) { |
| 305 | os << ' ' << data[j]; |
| 306 | } |
| 307 | } |
| 308 | |
| 309 | /** |
| 310 | * Copies z elements of the state preceding x[0] into |
| 311 | * the array whose last element is last. |
| 312 | */ |
| 313 | void rewind(UIntType* last, std::size_t z) const |
| 314 | { |
| 315 | const UIntType upper_mask = (~static_cast<UIntType>(0)) << r; |
| 316 | const UIntType lower_mask = ~upper_mask; |
| 317 | UIntType y0 = x[m-1] ^ x[n-1]; |
| 318 | if(y0 & (static_cast<UIntType>(1) << (w-1))) { |
| 319 | y0 = ((y0 ^ a) << 1) | 1; |
| 320 | } else { |
| 321 | y0 = y0 << 1; |
| 322 | } |
| 323 | for(std::size_t sz = 0; sz < z; ++sz) { |
| 324 | UIntType y1 = |
| 325 | rewind_find(last, size: sz, j: m-1) ^ rewind_find(last, size: sz, j: n-1); |
| 326 | if(y1 & (static_cast<UIntType>(1) << (w-1))) { |
| 327 | y1 = ((y1 ^ a) << 1) | 1; |
| 328 | } else { |
| 329 | y1 = y1 << 1; |
| 330 | } |
| 331 | *(last - sz) = (y0 & upper_mask) | (y1 & lower_mask); |
| 332 | y0 = y1; |
| 333 | } |
| 334 | } |
| 335 | |
| 336 | /** |
| 337 | * Converts an arbitrary array into a valid generator state. |
| 338 | * First we normalize x[0], so that it contains the same |
| 339 | * value we would get by running the generator forwards |
| 340 | * and then in reverse. (The low order r bits are redundant). |
| 341 | * Then, if the state consists of all zeros, we set the |
| 342 | * high order bit of x[0] to 1. This function only needs to |
| 343 | * be called by seed, since the state transform preserves |
| 344 | * this relationship. |
| 345 | */ |
| 346 | void normalize_state() |
| 347 | { |
| 348 | const UIntType upper_mask = (~static_cast<UIntType>(0)) << r; |
| 349 | const UIntType lower_mask = ~upper_mask; |
| 350 | UIntType y0 = x[m-1] ^ x[n-1]; |
| 351 | if(y0 & (static_cast<UIntType>(1) << (w-1))) { |
| 352 | y0 = ((y0 ^ a) << 1) | 1; |
| 353 | } else { |
| 354 | y0 = y0 << 1; |
| 355 | } |
| 356 | x[0] = (x[0] & upper_mask) | (y0 & lower_mask); |
| 357 | |
| 358 | // fix up the state if it's all zeroes. |
| 359 | for(std::size_t j = 0; j < n; ++j) { |
| 360 | if(x[j] != 0) return; |
| 361 | } |
| 362 | x[0] = static_cast<UIntType>(1) << (w-1); |
| 363 | } |
| 364 | |
| 365 | /** |
| 366 | * Given a pointer to the last element of the rewind array, |
| 367 | * and the current size of the rewind array, finds an element |
| 368 | * relative to the next available slot in the rewind array. |
| 369 | */ |
| 370 | UIntType |
| 371 | rewind_find(UIntType* last, std::size_t size, std::size_t j) const |
| 372 | { |
| 373 | std::size_t index = (j + n - size + n - 1) % n; |
| 374 | if(index < n - size) { |
| 375 | return x[index]; |
| 376 | } else { |
| 377 | return *(last - (n - 1 - index)); |
| 378 | } |
| 379 | } |
| 380 | |
| 381 | /** |
| 382 | * Optimized algorithm for large jumps. |
| 383 | * |
| 384 | * Hiroshi Haramoto, Makoto Matsumoto, and Pierre L'Ecuyer. 2008. |
| 385 | * A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial |
| 386 | * Space. In Proceedings of the 5th international conference on |
| 387 | * Sequences and Their Applications (SETA '08). |
| 388 | * DOI=10.1007/978-3-540-85912-3_26 |
| 389 | */ |
| 390 | void discard_many(boost::uintmax_t z) |
| 391 | { |
| 392 | // Compute the minimal polynomial, phi(t) |
| 393 | // This depends only on the transition function, |
| 394 | // which is constant. The characteristic |
| 395 | // polynomial is the same as the minimal |
| 396 | // polynomial for a maximum period generator |
| 397 | // (which should be all specializations of |
| 398 | // mersenne_twister.) Even if it weren't, |
| 399 | // the characteristic polynomial is guaranteed |
| 400 | // to be a multiple of the minimal polynomial, |
| 401 | // which is good enough. |
| 402 | detail::polynomial phi = get_characteristic_polynomial(); |
| 403 | |
| 404 | // calculate g(t) = t^z % phi(t) |
| 405 | detail::polynomial g = mod_pow_x(exponent: z, mod: phi); |
| 406 | |
| 407 | // h(s_0, t) = \sum_{i=0}^{2k-1}o(s_i)t^{2k-i-1} |
| 408 | detail::polynomial h; |
| 409 | const std::size_t num_bits = w*n - r; |
| 410 | for(std::size_t j = 0; j < num_bits * 2; ++j) { |
| 411 | // Yes, we're advancing the generator state |
| 412 | // here, but it doesn't matter because |
| 413 | // we're going to overwrite it completely |
| 414 | // in reconstruct_state. |
| 415 | if(i >= n) twist(); |
| 416 | h[2*num_bits - j - 1] = x[i++] & UIntType(1); |
| 417 | } |
| 418 | // g(t)h(s_0, t) |
| 419 | detail::polynomial gh = g * h; |
| 420 | detail::polynomial result; |
| 421 | for(std::size_t j = 0; j <= num_bits; ++j) { |
| 422 | result[j] = gh[2*num_bits - j - 1]; |
| 423 | } |
| 424 | reconstruct_state(p: result); |
| 425 | } |
| 426 | static detail::polynomial get_characteristic_polynomial() |
| 427 | { |
| 428 | const std::size_t num_bits = w*n - r; |
| 429 | detail::polynomial helper; |
| 430 | helper[num_bits - 1] = 1; |
| 431 | mersenne_twister_engine tmp; |
| 432 | tmp.reconstruct_state(helper); |
| 433 | // Skip the first num_bits elements, since we |
| 434 | // already know what they are. |
| 435 | for(std::size_t j = 0; j < num_bits; ++j) { |
| 436 | if(tmp.i >= n) tmp.twist(); |
| 437 | if(j == num_bits - 1) |
| 438 | assert((tmp.x[tmp.i] & 1) == 1); |
| 439 | else |
| 440 | assert((tmp.x[tmp.i] & 1) == 0); |
| 441 | ++tmp.i; |
| 442 | } |
| 443 | detail::polynomial phi; |
| 444 | phi[num_bits] = 1; |
| 445 | detail::polynomial next_bits = tmp.as_polynomial(num_bits); |
| 446 | for(std::size_t j = 0; j < num_bits; ++j) { |
| 447 | int val = next_bits[j] ^ phi[num_bits-j-1]; |
| 448 | phi[num_bits-j-1] = val; |
| 449 | if(val) { |
| 450 | for(std::size_t k = j + 1; k < num_bits; ++k) { |
| 451 | phi[num_bits-k-1] ^= next_bits[k-j-1]; |
| 452 | } |
| 453 | } |
| 454 | } |
| 455 | return phi; |
| 456 | } |
| 457 | detail::polynomial as_polynomial(std::size_t size) { |
| 458 | detail::polynomial result; |
| 459 | for(std::size_t j = 0; j < size; ++j) { |
| 460 | if(i >= n) twist(); |
| 461 | result[j] = x[i++] & UIntType(1); |
| 462 | } |
| 463 | return result; |
| 464 | } |
| 465 | void reconstruct_state(const detail::polynomial& p) |
| 466 | { |
| 467 | const UIntType upper_mask = (~static_cast<UIntType>(0)) << r; |
| 468 | const UIntType lower_mask = ~upper_mask; |
| 469 | const std::size_t num_bits = w*n - r; |
| 470 | for(std::size_t j = num_bits - n + 1; j <= num_bits; ++j) |
| 471 | x[j % n] = p[j]; |
| 472 | |
| 473 | UIntType y0 = 0; |
| 474 | for(std::size_t j = num_bits + 1; j >= n - 1; --j) { |
| 475 | UIntType y1 = x[j % n] ^ x[(j + m) % n]; |
| 476 | if(p[j - n + 1]) |
| 477 | y1 = (y1 ^ a) << UIntType(1) | UIntType(1); |
| 478 | else |
| 479 | y1 = y1 << UIntType(1); |
| 480 | x[(j + 1) % n] = (y0 & upper_mask) | (y1 & lower_mask); |
| 481 | y0 = y1; |
| 482 | } |
| 483 | i = 0; |
| 484 | } |
| 485 | |
| 486 | /// \endcond |
| 487 | |
| 488 | // state representation: next output is o(x(i)) |
| 489 | // x[0] ... x[k] x[k+1] ... x[n-1] represents |
| 490 | // x(i-k) ... x(i) x(i+1) ... x(i-k+n-1) |
| 491 | |
| 492 | UIntType x[n]; |
| 493 | std::size_t i; |
| 494 | }; |
| 495 | |
| 496 | /// \cond show_private |
| 497 | |
| 498 | #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION |
| 499 | // A definition is required even for integral static constants |
| 500 | #define BOOST_RANDOM_MT_DEFINE_CONSTANT(type, name) \ |
| 501 | template<class UIntType, std::size_t w, std::size_t n, std::size_t m, \ |
| 502 | std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, \ |
| 503 | UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f> \ |
| 504 | const type mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::name |
| 505 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, word_size); |
| 506 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, state_size); |
| 507 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, shift_size); |
| 508 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, mask_bits); |
| 509 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, xor_mask); |
| 510 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_u); |
| 511 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_d); |
| 512 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_s); |
| 513 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_b); |
| 514 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_t); |
| 515 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_c); |
| 516 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_l); |
| 517 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, initialization_multiplier); |
| 518 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, default_seed); |
| 519 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, parameter_a); |
| 520 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_u ); |
| 521 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_s); |
| 522 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_b); |
| 523 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_t); |
| 524 | BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_c); |
| 525 | BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_l); |
| 526 | BOOST_RANDOM_MT_DEFINE_CONSTANT(bool, has_fixed_range); |
| 527 | #undef BOOST_RANDOM_MT_DEFINE_CONSTANT |
| 528 | #endif |
| 529 | |
| 530 | template<class UIntType, |
| 531 | std::size_t w, std::size_t n, std::size_t m, std::size_t r, |
| 532 | UIntType a, std::size_t u, UIntType d, std::size_t s, |
| 533 | UIntType b, std::size_t t, |
| 534 | UIntType c, std::size_t l, UIntType f> |
| 535 | void |
| 536 | mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::twist() |
| 537 | { |
| 538 | const UIntType upper_mask = (~static_cast<UIntType>(0)) << r; |
| 539 | const UIntType lower_mask = ~upper_mask; |
| 540 | |
| 541 | const std::size_t unroll_factor = 6; |
| 542 | const std::size_t = (n-m) % unroll_factor; |
| 543 | const std::size_t = (m-1) % unroll_factor; |
| 544 | |
| 545 | // split loop to avoid costly modulo operations |
| 546 | { // extra scope for MSVC brokenness w.r.t. for scope |
| 547 | for(std::size_t j = 0; j < n-m-unroll_extra1; j++) { |
| 548 | UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask); |
| 549 | x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a); |
| 550 | } |
| 551 | } |
| 552 | { |
| 553 | for(std::size_t j = n-m-unroll_extra1; j < n-m; j++) { |
| 554 | UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask); |
| 555 | x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a); |
| 556 | } |
| 557 | } |
| 558 | { |
| 559 | for(std::size_t j = n-m; j < n-1-unroll_extra2; j++) { |
| 560 | UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask); |
| 561 | x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a); |
| 562 | } |
| 563 | } |
| 564 | { |
| 565 | for(std::size_t j = n-1-unroll_extra2; j < n-1; j++) { |
| 566 | UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask); |
| 567 | x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a); |
| 568 | } |
| 569 | } |
| 570 | // last iteration |
| 571 | UIntType y = (x[n-1] & upper_mask) | (x[0] & lower_mask); |
| 572 | x[n-1] = x[m-1] ^ (y >> 1) ^ ((x[0]&1) * a); |
| 573 | i = 0; |
| 574 | } |
| 575 | /// \endcond |
| 576 | |
| 577 | template<class UIntType, |
| 578 | std::size_t w, std::size_t n, std::size_t m, std::size_t r, |
| 579 | UIntType a, std::size_t u, UIntType d, std::size_t s, |
| 580 | UIntType b, std::size_t t, |
| 581 | UIntType c, std::size_t l, UIntType f> |
| 582 | inline typename |
| 583 | mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::result_type |
| 584 | mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::operator()() |
| 585 | { |
| 586 | if(i == n) |
| 587 | twist(); |
| 588 | // Step 4 |
| 589 | UIntType z = x[i]; |
| 590 | ++i; |
| 591 | z ^= ((z >> u) & d); |
| 592 | z ^= ((z << s) & b); |
| 593 | z ^= ((z << t) & c); |
| 594 | z ^= (z >> l); |
| 595 | return z; |
| 596 | } |
| 597 | |
| 598 | /** |
| 599 | * The specializations \mt11213b and \mt19937 are from |
| 600 | * |
| 601 | * @blockquote |
| 602 | * "Mersenne Twister: A 623-dimensionally equidistributed |
| 603 | * uniform pseudo-random number generator", Makoto Matsumoto |
| 604 | * and Takuji Nishimura, ACM Transactions on Modeling and |
| 605 | * Computer Simulation: Special Issue on Uniform Random Number |
| 606 | * Generation, Vol. 8, No. 1, January 1998, pp. 3-30. |
| 607 | * @endblockquote |
| 608 | */ |
| 609 | typedef mersenne_twister_engine<uint32_t,32,351,175,19,0xccab8ee7, |
| 610 | 11,0xffffffff,7,0x31b6ab00,15,0xffe50000,17,1812433253> mt11213b; |
| 611 | |
| 612 | /** |
| 613 | * The specializations \mt11213b and \mt19937 are from |
| 614 | * |
| 615 | * @blockquote |
| 616 | * "Mersenne Twister: A 623-dimensionally equidistributed |
| 617 | * uniform pseudo-random number generator", Makoto Matsumoto |
| 618 | * and Takuji Nishimura, ACM Transactions on Modeling and |
| 619 | * Computer Simulation: Special Issue on Uniform Random Number |
| 620 | * Generation, Vol. 8, No. 1, January 1998, pp. 3-30. |
| 621 | * @endblockquote |
| 622 | */ |
| 623 | typedef mersenne_twister_engine<uint32_t,32,624,397,31,0x9908b0df, |
| 624 | 11,0xffffffff,7,0x9d2c5680,15,0xefc60000,18,1812433253> mt19937; |
| 625 | |
| 626 | #if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T) |
| 627 | typedef mersenne_twister_engine<uint64_t,64,312,156,31, |
| 628 | UINT64_C(0xb5026f5aa96619e9),29,UINT64_C(0x5555555555555555),17, |
| 629 | UINT64_C(0x71d67fffeda60000),37,UINT64_C(0xfff7eee000000000),43, |
| 630 | UINT64_C(6364136223846793005)> mt19937_64; |
| 631 | #endif |
| 632 | |
| 633 | /// \cond show_deprecated |
| 634 | |
| 635 | template<class UIntType, |
| 636 | int w, int n, int m, int r, |
| 637 | UIntType a, int u, std::size_t s, |
| 638 | UIntType b, int t, |
| 639 | UIntType c, int l, UIntType v> |
| 640 | class mersenne_twister : |
| 641 | public mersenne_twister_engine<UIntType, |
| 642 | w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253> |
| 643 | { |
| 644 | typedef mersenne_twister_engine<UIntType, |
| 645 | w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253> base_type; |
| 646 | public: |
| 647 | mersenne_twister() {} |
| 648 | BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(mersenne_twister, Gen, gen) |
| 649 | { seed(gen); } |
| 650 | BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister, UIntType, val) |
| 651 | { seed(val); } |
| 652 | template<class It> |
| 653 | mersenne_twister(It& first, It last) : base_type(first, last) {} |
| 654 | void seed() { base_type::seed(); } |
| 655 | BOOST_RANDOM_DETAIL_GENERATOR_SEED(mersenne_twister, Gen, gen) |
| 656 | { |
| 657 | detail::generator_seed_seq<Gen> seq(gen); |
| 658 | base_type::seed(seq); |
| 659 | } |
| 660 | BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister, UIntType, val) |
| 661 | { base_type::seed(val); } |
| 662 | template<class It> |
| 663 | void seed(It& first, It last) { base_type::seed(first, last); } |
| 664 | }; |
| 665 | |
| 666 | /// \endcond |
| 667 | |
| 668 | } // namespace random |
| 669 | |
| 670 | using random::mt11213b; |
| 671 | using random::mt19937; |
| 672 | using random::mt19937_64; |
| 673 | |
| 674 | } // namespace boost |
| 675 | |
| 676 | BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt11213b) |
| 677 | BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937) |
| 678 | BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937_64) |
| 679 | |
| 680 | #include <boost/random/detail/enable_warnings.hpp> |
| 681 | |
| 682 | #endif // BOOST_RANDOM_MERSENNE_TWISTER_HPP |
| 683 | |