mersennetwister.cpp

#include "mersennetwister.h"

MTRand::MTRand( const uint32& oneSeed )
{
    seed(oneSeed);
}

MTRand::MTRand( uint32 *const bigSeed, const uint32 seedLength )
{
    seed(bigSeed,seedLength);
}

MTRand::MTRand()
{
    seed();
}

double MTRand::rand()
{
    return double(randInt()) * (1.0/4294967295.0);
}

double MTRand::rand( const double& n )
{
    return rand() * n;
}

double MTRand::randExc()
{
    return double(randInt()) * (1.0/4294967296.0);
}

double MTRand::randExc( const double& n )
{
    return randExc() * n;
}

double MTRand::randDblExc()
{
    return ( double(randInt()) + 0.5 ) * (1.0/4294967296.0);
}

double MTRand::randDblExc( const double& n )
{
    return randDblExc() * n;
}

double MTRand::rand53()
{
    uint32 a = randInt() >> 5, b = randInt() >> 6;
    // by Isaku Wada
    return static_cast<double>(static_cast<unsigned long long>(a) * 67108864 + b)
            / 9007199254740992.0;
}

double MTRand::randNorm( const double& mean, const double& variance )
{
    // Return a real number from a normal (Gaussian) distribution with given
    // mean and variance by Box-Muller method
    double r = sqrt( -2.0 * log( 1.0-randDblExc()) ) * variance;
    double phi = 2.0 * 3.14159265358979323846264338328 * randExc();
    return mean + r * cos(phi);
}

MTRand::uint32 MTRand::randInt()
{
    // Pull a 32-bit integer from the generator state
    // Every other access function simply transforms the numbers extracted here

    if( left == 0 ) reload();
    --left;

    uint32 s1;
    s1 = *pNext++;
    s1 ^= (s1 >> 11);
    s1 ^= (s1 <<  7) & 0x9d2c5680UL;
    s1 ^= (s1 << 15) & 0xefc60000UL;
    return ( s1 ^ (s1 >> 18) );
}

MTRand::uint32 MTRand::randInt( const uint32& n )
{
    // Find which bits are used in n
    // Optimized by Magnus Jonsson (magnus@smartelectronix.com)
    uint32 used = n;
    used |= used >> 1;
    used |= used >> 2;
    used |= used >> 4;
    used |= used >> 8;
    used |= used >> 16;

    // Draw numbers until one is found in [0,n]
    uint32 i;
    do
        i = randInt() & used;  // toss unused bits to shorten search
    while( i > n );
    return i;
}


void MTRand::seed( const uint32 oneSeed )
{
    // Seed the generator with a simple uint32
    initialize(oneSeed);
    reload();
}


void MTRand::seed( uint32 *const bigSeed, const uint32 seedLength )
{
    // Seed the generator with an array of uint32's
    // There are 2^19937-1 possible initial states.  This function allows
    // all of those to be accessed by providing at least 19937 bits (with a
    // default seed length of N = 624 uint32's).  Any bits above the lower 32
    // in each element are discarded.
    // Just call seed() if you want to get array from /dev/urandom
    initialize(19650218UL);
    int i = 1;
    uint32 j = 0;
    int k = static_cast<int>( static_cast<uint32>(N) > seedLength ? static_cast<uint32>(N) : seedLength );
    for( ; k; --k )
    {
        state[i] =
            state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1664525UL );
        state[i] += ( bigSeed[j] & 0xffffffffUL ) + j;
        state[i] &= 0xffffffffUL;
        ++i;
        ++j;
        if( i >= N ) {
            state[0] = state[N-1];
            i = 1;
        }
        if( j >= seedLength ) j = 0;
    }
    for( k = N - 1; k; --k )
    {
        state[i] =
            state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1566083941UL );
        state[i] -= i;
        state[i] &= 0xffffffffUL;
        ++i;
        if( i >= N ) {
            state[0] = state[N-1];
            i = 1;
        }
    }
    state[0] = 0x80000000UL;  // MSB is 1, assuring non-zero initial array
    reload();
}


void MTRand::seed()
{
    // Seed the generator with an array from /dev/urandom if available
    // Otherwise use a hash of time() and clock() values

    // First try getting an array from /dev/urandom
    FILE* urandom = fopen( "/dev/urandom", "rb" );
    if( urandom )
    {
        uint32 bigSeed[N];
        uint32 *s = bigSeed;
        int i = N;
        bool success = true;
        while( success && i-- )
            success = fread( s++, sizeof(uint32), 1, urandom );
        fclose(urandom);
        if( success ) {
            seed( bigSeed, N );
            return;
        }
    }

    // Was not successful, so use time() and clock() instead
    seed( hash( time(NULL), clock() ) );
}


void MTRand::initialize( const uint32 seed )
{
    // Initialize generator state with seed
    // See Knuth TAOCP Vol 2, 3rd Ed, p.106 for multiplier.
    // In previous versions, most significant bits (MSBs) of the seed affect
    // only MSBs of the state array.  Modified 9 Jan 2002 by Makoto Matsumoto.
    uint32 *s = state;
    uint32 *r = state;
    int i = 1;
    *s++ = seed & 0xffffffffUL;
    for( ; i < N; ++i )
    {
        *s++ = ( 1812433253UL * ( *r ^ (*r >> 30) ) + i ) & 0xffffffffUL;
        r++;
    }
}


void MTRand::reload()
{
    // Generate N new values in state
    // Made clearer and faster by Matthew Bellew (matthew.bellew@home.com)
    uint32 *p = state;
    int i;
    for( i = N - M; i--; ++p )
        *p = twist( p[M], p[0], p[1] );
    for( i = M; --i; ++p )
        *p = twist( p[M-N], p[0], p[1] );
    *p = twist( p[M-N], p[0], state[0] );

    left = N, pNext = state;
}


MTRand::uint32 MTRand::hash( time_t t, clock_t c )
{
    // Get a uint32 from t and c
    // Better than uint32(x) in case x is floating point in [0,1]
    // Based on code by Lawrence Kirby (fred@genesis.demon.co.uk)

    static uint32 differ = 0;  // guarantee time-based seeds will change

    uint32 h1 = 0;
    unsigned char *p = reinterpret_cast<unsigned char *>( &t );
    for( size_t i = 0; i < sizeof(t); ++i )
    {
        h1 *= UCHAR_MAX + 2U;
        h1 += p[i];
    }
    uint32 h2 = 0;
    p = reinterpret_cast<unsigned char *>( &c );
    for( size_t j = 0; j < sizeof(c); ++j )
    {
        h2 *= UCHAR_MAX + 2U;
        h2 += p[j];
    }
    return ( h1 + differ++ ) ^ h2;
}


void MTRand::save( uint32* saveArray ) const
{
    uint32 *sa = saveArray;
    const uint32 *s = state;
    int i = N;
    for( ; i--; *sa++ = *s++ ) {}
    *sa = left;
}


void MTRand::load( uint32 *const loadArray )
{
    uint32 *s = state;
    uint32 *la = loadArray;
    int i = N;
    for( ; i--; *s++ = *la++ ) {}
    left = static_cast<int>(*la);
    pNext = &state[N-left];
}


std::ostream& operator<<( std::ostream& os, const MTRand& mtrand )
{
    const MTRand::uint32 *s = mtrand.state;
    int i = mtrand.N;
    for( ; i--; os << *s++ << "\t" ) {}
    return os << mtrand.left;
}


std::istream& operator>>( std::istream& is, MTRand& mtrand )
{
    MTRand::uint32 *s = mtrand.state;
    int i = mtrand.N;
    for( ; i--; is >> *s++ ) {}
    is >> mtrand.left;
    mtrand.pNext = &mtrand.state[mtrand.N-mtrand.left];
    return is;
}