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mtrand.h

00001 // mtrand.h
00002 // C++ include file for MT19937, with initialization improved 2002/1/26.
00003 // Coded by Takuji Nishimura and Makoto Matsumoto.
00004 // Ported to C++ by Jasper Bedaux 2003/1/1 (see http://www.bedaux.net/mtrand/).
00005 // The generators returning floating point numbers are based on
00006 // a version by Isaku Wada, 2002/01/09
00007 //
00008 // Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
00009 // All rights reserved.
00010 //
00011 // Redistribution and use in source and binary forms, with or without
00012 // modification, are permitted provided that the following conditions
00013 // are met:
00014 //
00015 // 1. Redistributions of source code must retain the above copyright
00016 //    notice, this list of conditions and the following disclaimer.
00017 //
00018 // 2. Redistributions in binary form must reproduce the above copyright
00019 //    notice, this list of conditions and the following disclaimer in the
00020 //    documentation and/or other materials provided with the distribution.
00021 //
00022 // 3. The names of its contributors may not be used to endorse or promote
00023 //    products derived from this software without specific prior written
00024 //    permission.
00025 //
00026 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
00027 // "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
00028 // LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
00029 // A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
00030 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
00031 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
00032 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00033 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00034 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00035 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00036 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00037 //
00038 // Any feedback is very welcome.
00039 // http://www.math.keio.ac.jp/matumoto/emt.html
00040 // email: matumoto@math.keio.ac.jp
00041 //
00042 // Feedback about the C++ port should be sent to Jasper Bedaux,
00043 // see http://www.bedaux.net/mtrand/ for e-mail address and info.
00044 
00045 #ifndef MTRAND_H
00046 #define MTRAND_H
00047 
00048 class MTRand_int32 { // Mersenne Twister random number generator
00049 public:
00050 // default constructor: uses default seed only if this is the first instance
00051   MTRand_int32() { if (!init) seed(5489UL); init = true; }
00052 // constructor with 32 bit int as seed
00053   MTRand_int32(unsigned long s) { seed(s); init = true; }
00054 // constructor with array of size 32 bit ints as seed
00055   MTRand_int32(const unsigned long* array, int size) { seed(array, size); init = true; }
00056 // the two seed functions
00057   void seed(unsigned long); // seed with 32 bit integer
00058   void seed(const unsigned long*, int size); // seed with array
00059 // overload operator() to make this a generator (functor)
00060   unsigned long operator()() { return rand_int32(); }
00061   ~MTRand_int32() {} // destructor
00062 protected: // used by derived classes, otherwise not accessible; use the ()-operator
00063   unsigned long rand_int32(); // generate 32 bit random integer
00064 private:
00065   static const int n = 624, m = 397; // compile time constants
00066 // the variables below are static (no duplicates can exist)
00067   static unsigned long state[n]; // state vector array
00068   static int p; // position in state array
00069   static bool init; // true if init function is called
00070 // private functions used to generate the pseudo random numbers
00071   unsigned long twiddle(unsigned long, unsigned long); // used by gen_state()
00072   void gen_state(); // generate new state
00073 // make copy constructor and assignment operator unavailable, they don't make sense
00074   MTRand_int32(const MTRand_int32&); // copy constructor not defined
00075   void operator=(const MTRand_int32&); // assignment operator not defined
00076 };
00077 
00078 // inline for speed, must therefore reside in header file
00079 inline unsigned long MTRand_int32::twiddle(unsigned long u, unsigned long v) {
00080   return (((u & 0x80000000UL) | (v & 0x7FFFFFFFUL)) >> 1)
00081     ^ ((v & 1UL) ? 0x9908B0DFUL : 0x0UL);
00082 }
00083 
00084 inline unsigned long MTRand_int32::rand_int32() { // generate 32 bit random int
00085   if (p == n) gen_state(); // new state vector needed
00086 // gen_state() is split off to be non-inline, because it is only called once
00087 // in every 624 calls and otherwise irand() would become too big to get inlined
00088   unsigned long x = state[p++];
00089   x ^= (x >> 11);
00090   x ^= (x << 7) & 0x9D2C5680UL;
00091   x ^= (x << 15) & 0xEFC60000UL;
00092   return x ^ (x >> 18);
00093 }
00094 
00095 // generates double floating point numbers in the half-open interval [0, 1)
00096 class MTRand : public MTRand_int32 {
00097 public:
00098   MTRand() : MTRand_int32() {}
00099   MTRand(unsigned long seed) : MTRand_int32(seed) {}
00100   MTRand(const unsigned long* seed, int size) : MTRand_int32(seed, size) {}
00101   ~MTRand() {}
00102   double operator()() {
00103     return static_cast<double>(rand_int32()) * (1. / 4294967296.); } // divided by 2^32
00104 private:
00105   MTRand(const MTRand&); // copy constructor not defined
00106   void operator=(const MTRand&); // assignment operator not defined
00107 };
00108 
00109 // generates double floating point numbers in the closed interval [0, 1]
00110 class MTRand_closed : public MTRand_int32 {
00111 public:
00112   MTRand_closed() : MTRand_int32() {}
00113   MTRand_closed(unsigned long seed) : MTRand_int32(seed) {}
00114   MTRand_closed(const unsigned long* seed, int size) : MTRand_int32(seed, size) {}
00115   ~MTRand_closed() {}
00116   double operator()() {
00117     return static_cast<double>(rand_int32()) * (1. / 4294967295.); } // divided by 2^32 - 1
00118 private:
00119   MTRand_closed(const MTRand_closed&); // copy constructor not defined
00120   void operator=(const MTRand_closed&); // assignment operator not defined
00121 };
00122 
00123 // generates double floating point numbers in the open interval (0, 1)
00124 class MTRand_open : public MTRand_int32 {
00125 public:
00126   MTRand_open() : MTRand_int32() {}
00127   MTRand_open(unsigned long seed) : MTRand_int32(seed) {}
00128   MTRand_open(const unsigned long* seed, int size) : MTRand_int32(seed, size) {}
00129   ~MTRand_open() {}
00130   double operator()() {
00131     return (static_cast<double>(rand_int32()) + .5) * (1. / 4294967296.); } // divided by 2^32
00132 private:
00133   MTRand_open(const MTRand_open&); // copy constructor not defined
00134   void operator=(const MTRand_open&); // assignment operator not defined
00135 };
00136 
00137 // generates 53 bit resolution doubles in the half-open interval [0, 1)
00138 class MTRand53 : public MTRand_int32 {
00139 public:
00140   MTRand53() : MTRand_int32() {}
00141   MTRand53(unsigned long seed) : MTRand_int32(seed) {}
00142   MTRand53(const unsigned long* seed, int size) : MTRand_int32(seed, size) {}
00143   ~MTRand53() {}
00144   double operator()() {
00145     return (static_cast<double>(rand_int32() >> 5) * 67108864. + 
00146       static_cast<double>(rand_int32() >> 6)) * (1. / 9007199254740992.); }
00147 private:
00148   MTRand53(const MTRand53&); // copy constructor not defined
00149   void operator=(const MTRand53&); // assignment operator not defined
00150 };
00151 
00152 #endif // MTRAND_H

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