?? mt.h
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* $Id: mt.h,v 1.6 2005/10/13 20:08:53 julianc Exp $ * * A C-program for MT19937: Integer version (1998/4/6) * genrand() generates one pseudorandom unsigned integer (32bit) * which is uniformly distributed among 0 to 2^32-1 for each * call. sgenrand(seed) set initial values to the working area * of 624 words. Before genrand(), sgenrand(seed) must be * called once. (seed is any 32-bit integer except for 0). * Coded by Takuji Nishimura, considering the suggestions by * Topher Cooper and Marc Rieffel in July-Aug. 1997. * * This library is free software; you can redistribute it and/or * modify it under the terms of the GNU Library General Public * License as published by the Free Software Foundation; either * version 2 of the License, or (at your option) any later * version. * This library is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * See the GNU Library General Public License for more details. * You should have received a copy of the GNU Library General * Public License along with this library; if not, write to the * Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA * 02111-1307 USA * * Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura. * When you use this, send an email to: matumoto@math.keio.ac.jp * with an appropriate reference to your work. * * REFERENCE * M. Matsumoto and T. Nishimura, * "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform * Pseudo-Random Number Generator", * ACM Transactions on Modeling and Computer Simulation, * Vol. 8, No. 1, January 1998, pp 3--30. * * See * http://www.math.keio.ac.jp/~matumoto/emt.html * and * http://www.acm.org/pubs/citations/journals/tomacs/1998-8-1/p3-matsumoto/ * */#ifndef BZ_RAND_MT#define BZ_RAND_MT#include <blitz/blitz.h>#include <vector>#include <string>#include <sstream> #include <iostream>#include <iterator>#ifndef UINT_MAX #include <limits.h>#endifBZ_NAMESPACE(ranlib)class MersenneTwister{public:#if UINT_MAX < 4294967295U typedef unsigned long twist_int; // must be at least 32 bits#else typedef unsigned int twist_int;#endifprivate:#if defined(BZ_HAVE_NAMESPACES) && defined(BZ_HAVE_STD) typedef std::vector<twist_int> State;#else typedef vector<twist_int> State;#endif typedef State::iterator Iter; struct BitMixer { enum { K = 0x9908b0df }; BitMixer() : s0(0) {} inline twist_int low_mask (twist_int s1) const { return (s1&1u) ? K : 0u; } inline twist_int high_mask (twist_int s1) const { return ((s0&0x80000000)|(s1&0x7fffffff))>>1; } inline twist_int operator() (twist_int s1) { twist_int r = high_mask(s1) ^ low_mask(s1); s0 = s1; return r; } twist_int s0; };enum { N = 624, PF = 397, reference_seed = 4357 }; void initialize() { S.resize(N); I = S.end(); } public: MersenneTwister() { initialize(); seed(); // There is a problem: static initialization + templates do not // mix very well in C++. If you have a static member // of a class template, there is no guarantee on its order iin // static initialization. This MersenneTwister class is used // elsewhere as a static member of a template class, and it is // possible (in fact, I've done so) to create a static initializer // that will invoke the seed() method of this object before its // ctor has been called (result: crash). // ANSI C++ is stranger than fiction. // Currently the documentation forbids using RNGs from // static initializers. There doesn't seem to be a good // fix. } MersenneTwister(twist_int initial_seed) { initialize(); seed(initial_seed); } void seed (twist_int seed = reference_seed) { // seed cannot equal 0 if (seed == 0) seed = reference_seed; enum { Knuth_A = 69069 }; twist_int x = seed & 0xFFFFFFFF; Iter s = S.begin(); twist_int mask = (seed == reference_seed) ? 0 : 0xFFFFFFFF; for (int j = 0; j < N; ++j) { // adding j here avoids the risk of all zeros // we suppress this term in "compatibility" mode *s++ = (x + (mask & j)) & 0xFFFFFFFF; x *= Knuth_A; } reload(); } void reload (void) { // This check is required because it is possible to call random() // before the constructor. See the note above about static // initialization. Iter p0 = S.begin(); Iter pM = p0 + PF; BitMixer twist; twist (S[0]); // prime the pump for (Iter pf_end = S.begin()+(N-PF); p0 != pf_end; ++p0, ++pM) *p0 = *pM ^ twist (p0[1]); pM = S.begin(); for (Iter s_end = S.begin()+(N-1); p0 != s_end; ++p0, ++pM) *p0 = *pM ^ twist (p0[1]); *p0 = *pM ^ twist (S[0]); I = S.begin(); } inline twist_int random (void) { if (I >= S.end()) reload(); twist_int y = *I++; y ^= (y >> 11); y ^= (y << 7) & 0x9D2C5680; y ^= (y << 15) & 0xEFC60000; y ^= (y >> 18); return y; } // functions for getting/setting state class mt_state { friend class MersenneTwister; private: State S; int I; public: mt_state() { } mt_state(State s, int i) : S(s), I(i) { } mt_state(const std::string& s) { std::istringstream is(s); is >> I; S = State(std::istream_iterator<twist_int>(is), std::istream_iterator<twist_int>()); assert(!S.empty()); } operator bool() const { return !S.empty(); } std::string str() const { if (S.empty()) return std::string(); std::ostringstream os; os << I << " "; std::copy(S.begin(), S.end(), std::ostream_iterator<twist_int>(os," ")); return os.str(); } }; typedef mt_state T_state; T_state getState() const { return T_state(S, I-S.begin()); } std::string getStateString() const { T_state tmp(S, I-S.begin()); return tmp.str(); } void setState(const T_state& s) { if (!s) { std::cerr << "Error: state is empty" << std::endl; return; } S = s.S; I = S.begin() + s.I; } void setState(const std::string& s) { T_state tmp(s); setState(tmp); } private: State S; Iter I;};BZ_NAMESPACE_END#endif // BZ_RAND_MT
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