| 
alpar@209
 | 
     1  | 
/* -*- mode: C++; indent-tabs-mode: nil; -*-
  | 
| 
alpar@10
 | 
     2  | 
 *
  | 
| 
alpar@209
 | 
     3  | 
 * This file is a part of LEMON, a generic C++ optimization library.
  | 
| 
alpar@10
 | 
     4  | 
 *
  | 
| 
alpar@39
 | 
     5  | 
 * Copyright (C) 2003-2008
  | 
| 
alpar@10
 | 
     6  | 
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
  | 
| 
alpar@10
 | 
     7  | 
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
  | 
| 
alpar@10
 | 
     8  | 
 *
  | 
| 
alpar@10
 | 
     9  | 
 * Permission to use, modify and distribute this software is granted
  | 
| 
alpar@10
 | 
    10  | 
 * provided that this copyright notice appears in all copies. For
  | 
| 
alpar@10
 | 
    11  | 
 * precise terms see the accompanying LICENSE file.
  | 
| 
alpar@10
 | 
    12  | 
 *
  | 
| 
alpar@10
 | 
    13  | 
 * This software is provided "AS IS" with no warranty of any kind,
  | 
| 
alpar@10
 | 
    14  | 
 * express or implied, and with no claim as to its suitability for any
  | 
| 
alpar@10
 | 
    15  | 
 * purpose.
  | 
| 
alpar@10
 | 
    16  | 
 *
  | 
| 
alpar@10
 | 
    17  | 
 */
  | 
| 
alpar@10
 | 
    18  | 
  | 
| 
alpar@10
 | 
    19  | 
/*
  | 
| 
alpar@10
 | 
    20  | 
 * This file contains the reimplemented version of the Mersenne Twister
  | 
| 
alpar@10
 | 
    21  | 
 * Generator of Matsumoto and Nishimura.
  | 
| 
alpar@10
 | 
    22  | 
 *
  | 
| 
alpar@10
 | 
    23  | 
 * See the appropriate copyright notice below.
  | 
| 
alpar@209
 | 
    24  | 
 *
  | 
| 
alpar@10
 | 
    25  | 
 * Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
  | 
| 
alpar@209
 | 
    26  | 
 * All rights reserved.
  | 
| 
alpar@10
 | 
    27  | 
 *
  | 
| 
alpar@10
 | 
    28  | 
 * Redistribution and use in source and binary forms, with or without
  | 
| 
alpar@10
 | 
    29  | 
 * modification, are permitted provided that the following conditions
  | 
| 
alpar@10
 | 
    30  | 
 * are met:
  | 
| 
alpar@10
 | 
    31  | 
 *
  | 
| 
alpar@10
 | 
    32  | 
 * 1. Redistributions of source code must retain the above copyright
  | 
| 
alpar@10
 | 
    33  | 
 *    notice, this list of conditions and the following disclaimer.
  | 
| 
alpar@10
 | 
    34  | 
 *
  | 
| 
alpar@10
 | 
    35  | 
 * 2. Redistributions in binary form must reproduce the above copyright
  | 
| 
alpar@10
 | 
    36  | 
 *    notice, this list of conditions and the following disclaimer in the
  | 
| 
alpar@10
 | 
    37  | 
 *    documentation and/or other materials provided with the distribution.
  | 
| 
alpar@10
 | 
    38  | 
 *
  | 
| 
alpar@209
 | 
    39  | 
 * 3. The names of its contributors may not be used to endorse or promote
  | 
| 
alpar@209
 | 
    40  | 
 *    products derived from this software without specific prior written
  | 
| 
alpar@10
 | 
    41  | 
 *    permission.
  | 
| 
alpar@10
 | 
    42  | 
 *
  | 
| 
alpar@10
 | 
    43  | 
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
  | 
| 
alpar@10
 | 
    44  | 
 * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
  | 
| 
alpar@10
 | 
    45  | 
 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
  | 
| 
alpar@10
 | 
    46  | 
 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE
  | 
| 
alpar@10
 | 
    47  | 
 * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
  | 
| 
alpar@10
 | 
    48  | 
 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
  | 
| 
alpar@10
 | 
    49  | 
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
  | 
| 
alpar@10
 | 
    50  | 
 * SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
  | 
| 
alpar@10
 | 
    51  | 
 * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
  | 
| 
alpar@10
 | 
    52  | 
 * STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
  | 
| 
alpar@10
 | 
    53  | 
 * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
  | 
| 
alpar@10
 | 
    54  | 
 * OF THE POSSIBILITY OF SUCH DAMAGE.
  | 
| 
alpar@10
 | 
    55  | 
 *
  | 
| 
alpar@10
 | 
    56  | 
 *
  | 
| 
alpar@10
 | 
    57  | 
 * Any feedback is very welcome.
  | 
| 
alpar@10
 | 
    58  | 
 * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
  | 
| 
alpar@10
 | 
    59  | 
 * email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
  | 
| 
alpar@10
 | 
    60  | 
 */
  | 
| 
alpar@10
 | 
    61  | 
  | 
| 
alpar@10
 | 
    62  | 
#ifndef LEMON_RANDOM_H
  | 
| 
alpar@10
 | 
    63  | 
#define LEMON_RANDOM_H
  | 
| 
alpar@10
 | 
    64  | 
  | 
| 
alpar@10
 | 
    65  | 
#include <algorithm>
  | 
| 
alpar@10
 | 
    66  | 
#include <iterator>
  | 
| 
alpar@10
 | 
    67  | 
#include <vector>
  | 
| 
deba@110
 | 
    68  | 
#include <limits>
  | 
| 
deba@177
 | 
    69  | 
#include <fstream>
  | 
| 
alpar@10
 | 
    70  | 
  | 
| 
alpar@68
 | 
    71  | 
#include <lemon/math.h>
  | 
| 
alpar@10
 | 
    72  | 
#include <lemon/dim2.h>
  | 
| 
alpar@68
 | 
    73  | 
  | 
| 
deba@177
 | 
    74  | 
#ifndef WIN32
  | 
| 
deba@177
 | 
    75  | 
#include <sys/time.h>
  | 
| 
deba@177
 | 
    76  | 
#include <ctime>
  | 
| 
deba@177
 | 
    77  | 
#include <sys/types.h>
  | 
| 
deba@177
 | 
    78  | 
#include <unistd.h>
  | 
| 
deba@177
 | 
    79  | 
#else
  | 
| 
deba@177
 | 
    80  | 
#include <windows.h>
  | 
| 
deba@177
 | 
    81  | 
#endif
  | 
| 
deba@177
 | 
    82  | 
  | 
| 
alpar@10
 | 
    83  | 
///\ingroup misc
  | 
| 
alpar@10
 | 
    84  | 
///\file
  | 
| 
alpar@10
 | 
    85  | 
///\brief Mersenne Twister random number generator
  | 
| 
alpar@10
 | 
    86  | 
  | 
| 
alpar@10
 | 
    87  | 
namespace lemon {
 | 
| 
alpar@10
 | 
    88  | 
  | 
| 
alpar@10
 | 
    89  | 
  namespace _random_bits {
 | 
| 
alpar@209
 | 
    90  | 
  | 
| 
alpar@10
 | 
    91  | 
    template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
  | 
| 
alpar@10
 | 
    92  | 
    struct RandomTraits {};
 | 
| 
alpar@10
 | 
    93  | 
  | 
| 
alpar@10
 | 
    94  | 
    template <typename _Word>
  | 
| 
alpar@10
 | 
    95  | 
    struct RandomTraits<_Word, 32> {
 | 
| 
alpar@10
 | 
    96  | 
  | 
| 
alpar@10
 | 
    97  | 
      typedef _Word Word;
  | 
| 
alpar@10
 | 
    98  | 
      static const int bits = 32;
  | 
| 
alpar@10
 | 
    99  | 
  | 
| 
alpar@10
 | 
   100  | 
      static const int length = 624;
  | 
| 
alpar@10
 | 
   101  | 
      static const int shift = 397;
  | 
| 
alpar@209
 | 
   102  | 
  | 
| 
alpar@10
 | 
   103  | 
      static const Word mul = 0x6c078965u;
  | 
| 
alpar@10
 | 
   104  | 
      static const Word arrayInit = 0x012BD6AAu;
  | 
| 
alpar@10
 | 
   105  | 
      static const Word arrayMul1 = 0x0019660Du;
  | 
| 
alpar@10
 | 
   106  | 
      static const Word arrayMul2 = 0x5D588B65u;
  | 
| 
alpar@10
 | 
   107  | 
  | 
| 
alpar@10
 | 
   108  | 
      static const Word mask = 0x9908B0DFu;
  | 
| 
alpar@10
 | 
   109  | 
      static const Word loMask = (1u << 31) - 1;
  | 
| 
alpar@10
 | 
   110  | 
      static const Word hiMask = ~loMask;
  | 
| 
alpar@10
 | 
   111  | 
  | 
| 
alpar@10
 | 
   112  | 
  | 
| 
alpar@10
 | 
   113  | 
      static Word tempering(Word rnd) {
 | 
| 
alpar@10
 | 
   114  | 
        rnd ^= (rnd >> 11);
  | 
| 
alpar@10
 | 
   115  | 
        rnd ^= (rnd << 7) & 0x9D2C5680u;
  | 
| 
alpar@10
 | 
   116  | 
        rnd ^= (rnd << 15) & 0xEFC60000u;
  | 
| 
alpar@10
 | 
   117  | 
        rnd ^= (rnd >> 18);
  | 
| 
alpar@10
 | 
   118  | 
        return rnd;
  | 
| 
alpar@10
 | 
   119  | 
      }
  | 
| 
alpar@10
 | 
   120  | 
  | 
| 
alpar@10
 | 
   121  | 
    };
  | 
| 
alpar@10
 | 
   122  | 
  | 
| 
alpar@10
 | 
   123  | 
    template <typename _Word>
  | 
| 
alpar@10
 | 
   124  | 
    struct RandomTraits<_Word, 64> {
 | 
| 
alpar@10
 | 
   125  | 
  | 
| 
alpar@10
 | 
   126  | 
      typedef _Word Word;
  | 
| 
alpar@10
 | 
   127  | 
      static const int bits = 64;
  | 
| 
alpar@10
 | 
   128  | 
  | 
| 
alpar@10
 | 
   129  | 
      static const int length = 312;
  | 
| 
alpar@10
 | 
   130  | 
      static const int shift = 156;
  | 
| 
alpar@10
 | 
   131  | 
  | 
| 
alpar@10
 | 
   132  | 
      static const Word mul = Word(0x5851F42Du) << 32 | Word(0x4C957F2Du);
  | 
| 
alpar@10
 | 
   133  | 
      static const Word arrayInit = Word(0x00000000u) << 32 |Word(0x012BD6AAu);
  | 
| 
alpar@10
 | 
   134  | 
      static const Word arrayMul1 = Word(0x369DEA0Fu) << 32 |Word(0x31A53F85u);
  | 
| 
alpar@10
 | 
   135  | 
      static const Word arrayMul2 = Word(0x27BB2EE6u) << 32 |Word(0x87B0B0FDu);
  | 
| 
alpar@10
 | 
   136  | 
  | 
| 
alpar@10
 | 
   137  | 
      static const Word mask = Word(0xB5026F5Au) << 32 | Word(0xA96619E9u);
  | 
| 
alpar@10
 | 
   138  | 
      static const Word loMask = (Word(1u) << 31) - 1;
  | 
| 
alpar@10
 | 
   139  | 
      static const Word hiMask = ~loMask;
  | 
| 
alpar@10
 | 
   140  | 
  | 
| 
alpar@10
 | 
   141  | 
      static Word tempering(Word rnd) {
 | 
| 
alpar@10
 | 
   142  | 
        rnd ^= (rnd >> 29) & (Word(0x55555555u) << 32 | Word(0x55555555u));
  | 
| 
alpar@10
 | 
   143  | 
        rnd ^= (rnd << 17) & (Word(0x71D67FFFu) << 32 | Word(0xEDA60000u));
  | 
| 
alpar@10
 | 
   144  | 
        rnd ^= (rnd << 37) & (Word(0xFFF7EEE0u) << 32 | Word(0x00000000u));
  | 
| 
alpar@10
 | 
   145  | 
        rnd ^= (rnd >> 43);
  | 
| 
alpar@10
 | 
   146  | 
        return rnd;
  | 
| 
alpar@10
 | 
   147  | 
      }
  | 
| 
alpar@10
 | 
   148  | 
  | 
| 
alpar@10
 | 
   149  | 
    };
  | 
| 
alpar@10
 | 
   150  | 
  | 
| 
alpar@10
 | 
   151  | 
    template <typename _Word>
  | 
| 
alpar@10
 | 
   152  | 
    class RandomCore {
 | 
| 
alpar@10
 | 
   153  | 
    public:
  | 
| 
alpar@10
 | 
   154  | 
  | 
| 
alpar@10
 | 
   155  | 
      typedef _Word Word;
  | 
| 
alpar@10
 | 
   156  | 
  | 
| 
alpar@10
 | 
   157  | 
    private:
  | 
| 
alpar@10
 | 
   158  | 
  | 
| 
alpar@10
 | 
   159  | 
      static const int bits = RandomTraits<Word>::bits;
  | 
| 
alpar@10
 | 
   160  | 
  | 
| 
alpar@10
 | 
   161  | 
      static const int length = RandomTraits<Word>::length;
  | 
| 
alpar@10
 | 
   162  | 
      static const int shift = RandomTraits<Word>::shift;
  | 
| 
alpar@10
 | 
   163  | 
  | 
| 
alpar@10
 | 
   164  | 
    public:
  | 
| 
alpar@10
 | 
   165  | 
  | 
| 
alpar@10
 | 
   166  | 
      void initState() {
 | 
| 
alpar@10
 | 
   167  | 
        static const Word seedArray[4] = {
 | 
| 
alpar@10
 | 
   168  | 
          0x12345u, 0x23456u, 0x34567u, 0x45678u
  | 
| 
alpar@10
 | 
   169  | 
        };
  | 
| 
alpar@209
 | 
   170  | 
  | 
| 
alpar@10
 | 
   171  | 
        initState(seedArray, seedArray + 4);
  | 
| 
alpar@10
 | 
   172  | 
      }
  | 
| 
alpar@10
 | 
   173  | 
  | 
| 
alpar@10
 | 
   174  | 
      void initState(Word seed) {
 | 
| 
alpar@10
 | 
   175  | 
  | 
| 
alpar@10
 | 
   176  | 
        static const Word mul = RandomTraits<Word>::mul;
  | 
| 
alpar@10
 | 
   177  | 
  | 
| 
alpar@209
 | 
   178  | 
        current = state;
  | 
| 
alpar@10
 | 
   179  | 
  | 
| 
alpar@10
 | 
   180  | 
        Word *curr = state + length - 1;
  | 
| 
alpar@10
 | 
   181  | 
        curr[0] = seed; --curr;
  | 
| 
alpar@10
 | 
   182  | 
        for (int i = 1; i < length; ++i) {
 | 
| 
alpar@10
 | 
   183  | 
          curr[0] = (mul * ( curr[1] ^ (curr[1] >> (bits - 2)) ) + i);
  | 
| 
alpar@10
 | 
   184  | 
          --curr;
  | 
| 
alpar@10
 | 
   185  | 
        }
  | 
| 
alpar@10
 | 
   186  | 
      }
  | 
| 
alpar@10
 | 
   187  | 
  | 
| 
alpar@10
 | 
   188  | 
      template <typename Iterator>
  | 
| 
alpar@10
 | 
   189  | 
      void initState(Iterator begin, Iterator end) {
 | 
| 
alpar@10
 | 
   190  | 
  | 
| 
alpar@10
 | 
   191  | 
        static const Word init = RandomTraits<Word>::arrayInit;
  | 
| 
alpar@10
 | 
   192  | 
        static const Word mul1 = RandomTraits<Word>::arrayMul1;
  | 
| 
alpar@10
 | 
   193  | 
        static const Word mul2 = RandomTraits<Word>::arrayMul2;
  | 
| 
alpar@10
 | 
   194  | 
  | 
| 
alpar@10
 | 
   195  | 
  | 
| 
alpar@10
 | 
   196  | 
        Word *curr = state + length - 1; --curr;
  | 
| 
alpar@10
 | 
   197  | 
        Iterator it = begin; int cnt = 0;
  | 
| 
alpar@10
 | 
   198  | 
        int num;
  | 
| 
alpar@10
 | 
   199  | 
  | 
| 
alpar@10
 | 
   200  | 
        initState(init);
  | 
| 
alpar@10
 | 
   201  | 
  | 
| 
alpar@10
 | 
   202  | 
        num = length > end - begin ? length : end - begin;
  | 
| 
alpar@10
 | 
   203  | 
        while (num--) {
 | 
| 
alpar@209
 | 
   204  | 
          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul1))
  | 
| 
alpar@10
 | 
   205  | 
            + *it + cnt;
  | 
| 
alpar@10
 | 
   206  | 
          ++it; ++cnt;
  | 
| 
alpar@10
 | 
   207  | 
          if (it == end) {
 | 
| 
alpar@10
 | 
   208  | 
            it = begin; cnt = 0;
  | 
| 
alpar@10
 | 
   209  | 
          }
  | 
| 
alpar@10
 | 
   210  | 
          if (curr == state) {
 | 
| 
alpar@10
 | 
   211  | 
            curr = state + length - 1; curr[0] = state[0];
  | 
| 
alpar@10
 | 
   212  | 
          }
  | 
| 
alpar@10
 | 
   213  | 
          --curr;
  | 
| 
alpar@10
 | 
   214  | 
        }
  | 
| 
alpar@10
 | 
   215  | 
  | 
| 
alpar@10
 | 
   216  | 
        num = length - 1; cnt = length - (curr - state) - 1;
  | 
| 
alpar@10
 | 
   217  | 
        while (num--) {
 | 
| 
alpar@10
 | 
   218  | 
          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2))
  | 
| 
alpar@10
 | 
   219  | 
            - cnt;
  | 
| 
alpar@10
 | 
   220  | 
          --curr; ++cnt;
  | 
| 
alpar@10
 | 
   221  | 
          if (curr == state) {
 | 
| 
alpar@10
 | 
   222  | 
            curr = state + length - 1; curr[0] = state[0]; --curr;
  | 
| 
alpar@10
 | 
   223  | 
            cnt = 1;
  | 
| 
alpar@10
 | 
   224  | 
          }
  | 
| 
alpar@10
 | 
   225  | 
        }
  | 
| 
alpar@209
 | 
   226  | 
  | 
| 
alpar@10
 | 
   227  | 
        state[length - 1] = Word(1) << (bits - 1);
  | 
| 
alpar@10
 | 
   228  | 
      }
  | 
| 
alpar@209
 | 
   229  | 
  | 
| 
alpar@10
 | 
   230  | 
      void copyState(const RandomCore& other) {
 | 
| 
alpar@10
 | 
   231  | 
        std::copy(other.state, other.state + length, state);
  | 
| 
alpar@10
 | 
   232  | 
        current = state + (other.current - other.state);
  | 
| 
alpar@10
 | 
   233  | 
      }
  | 
| 
alpar@10
 | 
   234  | 
  | 
| 
alpar@10
 | 
   235  | 
      Word operator()() {
 | 
| 
alpar@10
 | 
   236  | 
        if (current == state) fillState();
  | 
| 
alpar@10
 | 
   237  | 
        --current;
  | 
| 
alpar@10
 | 
   238  | 
        Word rnd = *current;
  | 
| 
alpar@10
 | 
   239  | 
        return RandomTraits<Word>::tempering(rnd);
  | 
| 
alpar@10
 | 
   240  | 
      }
  | 
| 
alpar@10
 | 
   241  | 
  | 
| 
alpar@10
 | 
   242  | 
    private:
  | 
| 
alpar@10
 | 
   243  | 
  | 
| 
alpar@209
 | 
   244  | 
  | 
| 
alpar@10
 | 
   245  | 
      void fillState() {
 | 
| 
alpar@10
 | 
   246  | 
        static const Word mask[2] = { 0x0ul, RandomTraits<Word>::mask };
 | 
| 
alpar@10
 | 
   247  | 
        static const Word loMask = RandomTraits<Word>::loMask;
  | 
| 
alpar@10
 | 
   248  | 
        static const Word hiMask = RandomTraits<Word>::hiMask;
  | 
| 
alpar@10
 | 
   249  | 
  | 
| 
alpar@209
 | 
   250  | 
        current = state + length;
  | 
| 
alpar@10
 | 
   251  | 
  | 
| 
alpar@10
 | 
   252  | 
        register Word *curr = state + length - 1;
  | 
| 
alpar@10
 | 
   253  | 
        register long num;
  | 
| 
alpar@209
 | 
   254  | 
  | 
| 
alpar@10
 | 
   255  | 
        num = length - shift;
  | 
| 
alpar@10
 | 
   256  | 
        while (num--) {
 | 
| 
alpar@10
 | 
   257  | 
          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
  | 
| 
alpar@10
 | 
   258  | 
            curr[- shift] ^ mask[curr[-1] & 1ul];
  | 
| 
alpar@10
 | 
   259  | 
          --curr;
  | 
| 
alpar@10
 | 
   260  | 
        }
  | 
| 
alpar@10
 | 
   261  | 
        num = shift - 1;
  | 
| 
alpar@10
 | 
   262  | 
        while (num--) {
 | 
| 
alpar@10
 | 
   263  | 
          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
  | 
| 
alpar@10
 | 
   264  | 
            curr[length - shift] ^ mask[curr[-1] & 1ul];
  | 
| 
alpar@10
 | 
   265  | 
          --curr;
  | 
| 
alpar@10
 | 
   266  | 
        }
  | 
| 
deba@62
 | 
   267  | 
        state[0] = (((state[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
  | 
| 
alpar@10
 | 
   268  | 
          curr[length - shift] ^ mask[curr[length - 1] & 1ul];
  | 
| 
alpar@10
 | 
   269  | 
  | 
| 
alpar@10
 | 
   270  | 
      }
  | 
| 
alpar@10
 | 
   271  | 
  | 
| 
alpar@209
 | 
   272  | 
  | 
| 
alpar@10
 | 
   273  | 
      Word *current;
  | 
| 
alpar@10
 | 
   274  | 
      Word state[length];
  | 
| 
alpar@209
 | 
   275  | 
  | 
| 
alpar@10
 | 
   276  | 
    };
  | 
| 
alpar@10
 | 
   277  | 
  | 
| 
alpar@10
 | 
   278  | 
  | 
| 
alpar@209
 | 
   279  | 
    template <typename Result,
  | 
| 
alpar@10
 | 
   280  | 
              int shift = (std::numeric_limits<Result>::digits + 1) / 2>
  | 
| 
alpar@10
 | 
   281  | 
    struct Masker {
 | 
| 
alpar@10
 | 
   282  | 
      static Result mask(const Result& result) {
 | 
| 
alpar@10
 | 
   283  | 
        return Masker<Result, (shift + 1) / 2>::
  | 
| 
alpar@10
 | 
   284  | 
          mask(static_cast<Result>(result | (result >> shift)));
  | 
| 
alpar@10
 | 
   285  | 
      }
  | 
| 
alpar@10
 | 
   286  | 
    };
  | 
| 
alpar@209
 | 
   287  | 
  | 
| 
alpar@10
 | 
   288  | 
    template <typename Result>
  | 
| 
alpar@10
 | 
   289  | 
    struct Masker<Result, 1> {
 | 
| 
alpar@10
 | 
   290  | 
      static Result mask(const Result& result) {
 | 
| 
alpar@10
 | 
   291  | 
        return static_cast<Result>(result | (result >> 1));
  | 
| 
alpar@10
 | 
   292  | 
      }
  | 
| 
alpar@10
 | 
   293  | 
    };
  | 
| 
alpar@10
 | 
   294  | 
  | 
| 
alpar@209
 | 
   295  | 
    template <typename Result, typename Word,
  | 
| 
alpar@209
 | 
   296  | 
              int rest = std::numeric_limits<Result>::digits, int shift = 0,
  | 
| 
alpar@10
 | 
   297  | 
              bool last = rest <= std::numeric_limits<Word>::digits>
  | 
| 
alpar@10
 | 
   298  | 
    struct IntConversion {
 | 
| 
alpar@10
 | 
   299  | 
      static const int bits = std::numeric_limits<Word>::digits;
  | 
| 
alpar@209
 | 
   300  | 
  | 
| 
alpar@10
 | 
   301  | 
      static Result convert(RandomCore<Word>& rnd) {
 | 
| 
alpar@10
 | 
   302  | 
        return static_cast<Result>(rnd() >> (bits - rest)) << shift;
  | 
| 
alpar@10
 | 
   303  | 
      }
  | 
| 
alpar@10
 | 
   304  | 
  | 
| 
alpar@209
 | 
   305  | 
    };
  | 
| 
alpar@209
 | 
   306  | 
  | 
| 
alpar@209
 | 
   307  | 
    template <typename Result, typename Word, int rest, int shift>
  | 
| 
alpar@10
 | 
   308  | 
    struct IntConversion<Result, Word, rest, shift, false> {
 | 
| 
alpar@10
 | 
   309  | 
      static const int bits = std::numeric_limits<Word>::digits;
  | 
| 
alpar@10
 | 
   310  | 
  | 
| 
alpar@10
 | 
   311  | 
      static Result convert(RandomCore<Word>& rnd) {
 | 
| 
alpar@209
 | 
   312  | 
        return (static_cast<Result>(rnd()) << shift) |
  | 
| 
alpar@10
 | 
   313  | 
          IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
  | 
| 
alpar@10
 | 
   314  | 
      }
  | 
| 
alpar@10
 | 
   315  | 
    };
  | 
| 
alpar@10
 | 
   316  | 
  | 
| 
alpar@10
 | 
   317  | 
  | 
| 
alpar@10
 | 
   318  | 
    template <typename Result, typename Word,
  | 
| 
alpar@209
 | 
   319  | 
              bool one_word = (std::numeric_limits<Word>::digits <
  | 
| 
alpar@209
 | 
   320  | 
                               std::numeric_limits<Result>::digits) >
  | 
| 
alpar@10
 | 
   321  | 
    struct Mapping {
 | 
| 
alpar@10
 | 
   322  | 
      static Result map(RandomCore<Word>& rnd, const Result& bound) {
 | 
| 
alpar@10
 | 
   323  | 
        Word max = Word(bound - 1);
  | 
| 
alpar@10
 | 
   324  | 
        Result mask = Masker<Result>::mask(bound - 1);
  | 
| 
alpar@10
 | 
   325  | 
        Result num;
  | 
| 
alpar@10
 | 
   326  | 
        do {
 | 
| 
alpar@209
 | 
   327  | 
          num = IntConversion<Result, Word>::convert(rnd) & mask;
  | 
| 
alpar@10
 | 
   328  | 
        } while (num > max);
  | 
| 
alpar@10
 | 
   329  | 
        return num;
  | 
| 
alpar@10
 | 
   330  | 
      }
  | 
| 
alpar@10
 | 
   331  | 
    };
  | 
| 
alpar@10
 | 
   332  | 
  | 
| 
alpar@10
 | 
   333  | 
    template <typename Result, typename Word>
  | 
| 
alpar@10
 | 
   334  | 
    struct Mapping<Result, Word, false> {
 | 
| 
alpar@10
 | 
   335  | 
      static Result map(RandomCore<Word>& rnd, const Result& bound) {
 | 
| 
alpar@10
 | 
   336  | 
        Word max = Word(bound - 1);
  | 
| 
alpar@10
 | 
   337  | 
        Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
  | 
| 
alpar@10
 | 
   338  | 
          ::mask(max);
  | 
| 
alpar@10
 | 
   339  | 
        Word num;
  | 
| 
alpar@10
 | 
   340  | 
        do {
 | 
| 
alpar@10
 | 
   341  | 
          num = rnd() & mask;
  | 
| 
alpar@10
 | 
   342  | 
        } while (num > max);
  | 
| 
alpar@10
 | 
   343  | 
        return num;
  | 
| 
alpar@10
 | 
   344  | 
      }
  | 
| 
alpar@10
 | 
   345  | 
    };
  | 
| 
alpar@10
 | 
   346  | 
  | 
| 
alpar@10
 | 
   347  | 
    template <typename Result, int exp, bool pos = (exp >= 0)>
  | 
| 
alpar@10
 | 
   348  | 
    struct ShiftMultiplier {
 | 
| 
alpar@10
 | 
   349  | 
      static const Result multiplier() {
 | 
| 
alpar@10
 | 
   350  | 
        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
  | 
| 
alpar@10
 | 
   351  | 
        res *= res;
  | 
| 
alpar@10
 | 
   352  | 
        if ((exp & 1) == 1) res *= static_cast<Result>(2.0);
  | 
| 
alpar@209
 | 
   353  | 
        return res;
  | 
| 
alpar@10
 | 
   354  | 
      }
  | 
| 
alpar@10
 | 
   355  | 
    };
  | 
| 
alpar@10
 | 
   356  | 
  | 
| 
alpar@10
 | 
   357  | 
    template <typename Result, int exp>
  | 
| 
alpar@10
 | 
   358  | 
    struct ShiftMultiplier<Result, exp, false> {
 | 
| 
alpar@10
 | 
   359  | 
      static const Result multiplier() {
 | 
| 
alpar@10
 | 
   360  | 
        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
  | 
| 
alpar@10
 | 
   361  | 
        res *= res;
  | 
| 
alpar@10
 | 
   362  | 
        if ((exp & 1) == 1) res *= static_cast<Result>(0.5);
  | 
| 
alpar@209
 | 
   363  | 
        return res;
  | 
| 
alpar@10
 | 
   364  | 
      }
  | 
| 
alpar@10
 | 
   365  | 
    };
  | 
| 
alpar@10
 | 
   366  | 
  | 
| 
alpar@10
 | 
   367  | 
    template <typename Result>
  | 
| 
alpar@10
 | 
   368  | 
    struct ShiftMultiplier<Result, 0, true> {
 | 
| 
alpar@10
 | 
   369  | 
      static const Result multiplier() {
 | 
| 
alpar@209
 | 
   370  | 
        return static_cast<Result>(1.0);
  | 
| 
alpar@10
 | 
   371  | 
      }
  | 
| 
alpar@10
 | 
   372  | 
    };
  | 
| 
alpar@10
 | 
   373  | 
  | 
| 
alpar@10
 | 
   374  | 
    template <typename Result>
  | 
| 
alpar@10
 | 
   375  | 
    struct ShiftMultiplier<Result, -20, true> {
 | 
| 
alpar@10
 | 
   376  | 
      static const Result multiplier() {
 | 
| 
alpar@209
 | 
   377  | 
        return static_cast<Result>(1.0/1048576.0);
  | 
| 
alpar@10
 | 
   378  | 
      }
  | 
| 
alpar@10
 | 
   379  | 
    };
  | 
| 
alpar@209
 | 
   380  | 
  | 
| 
alpar@10
 | 
   381  | 
    template <typename Result>
  | 
| 
alpar@10
 | 
   382  | 
    struct ShiftMultiplier<Result, -32, true> {
 | 
| 
alpar@10
 | 
   383  | 
      static const Result multiplier() {
 | 
| 
alpar@209
 | 
   384  | 
        return static_cast<Result>(1.0/424967296.0);
  | 
| 
alpar@10
 | 
   385  | 
      }
  | 
| 
alpar@10
 | 
   386  | 
    };
  | 
| 
alpar@10
 | 
   387  | 
  | 
| 
alpar@10
 | 
   388  | 
    template <typename Result>
  | 
| 
alpar@10
 | 
   389  | 
    struct ShiftMultiplier<Result, -53, true> {
 | 
| 
alpar@10
 | 
   390  | 
      static const Result multiplier() {
 | 
| 
alpar@209
 | 
   391  | 
        return static_cast<Result>(1.0/9007199254740992.0);
  | 
| 
alpar@10
 | 
   392  | 
      }
  | 
| 
alpar@10
 | 
   393  | 
    };
  | 
| 
alpar@10
 | 
   394  | 
  | 
| 
alpar@10
 | 
   395  | 
    template <typename Result>
  | 
| 
alpar@10
 | 
   396  | 
    struct ShiftMultiplier<Result, -64, true> {
 | 
| 
alpar@10
 | 
   397  | 
      static const Result multiplier() {
 | 
| 
alpar@209
 | 
   398  | 
        return static_cast<Result>(1.0/18446744073709551616.0);
  | 
| 
alpar@10
 | 
   399  | 
      }
  | 
| 
alpar@10
 | 
   400  | 
    };
  | 
| 
alpar@10
 | 
   401  | 
  | 
| 
alpar@10
 | 
   402  | 
    template <typename Result, int exp>
  | 
| 
alpar@10
 | 
   403  | 
    struct Shifting {
 | 
| 
alpar@10
 | 
   404  | 
      static Result shift(const Result& result) {
 | 
| 
alpar@10
 | 
   405  | 
        return result * ShiftMultiplier<Result, exp>::multiplier();
  | 
| 
alpar@10
 | 
   406  | 
      }
  | 
| 
alpar@10
 | 
   407  | 
    };
  | 
| 
alpar@10
 | 
   408  | 
  | 
| 
alpar@10
 | 
   409  | 
    template <typename Result, typename Word,
  | 
| 
alpar@209
 | 
   410  | 
              int rest = std::numeric_limits<Result>::digits, int shift = 0,
  | 
| 
alpar@10
 | 
   411  | 
              bool last = rest <= std::numeric_limits<Word>::digits>
  | 
| 
alpar@209
 | 
   412  | 
    struct RealConversion{
 | 
| 
alpar@10
 | 
   413  | 
      static const int bits = std::numeric_limits<Word>::digits;
  | 
| 
alpar@10
 | 
   414  | 
  | 
| 
alpar@10
 | 
   415  | 
      static Result convert(RandomCore<Word>& rnd) {
 | 
| 
alpar@10
 | 
   416  | 
        return Shifting<Result, - shift - rest>::
  | 
| 
alpar@10
 | 
   417  | 
          shift(static_cast<Result>(rnd() >> (bits - rest)));
  | 
| 
alpar@10
 | 
   418  | 
      }
  | 
| 
alpar@10
 | 
   419  | 
    };
  | 
| 
alpar@10
 | 
   420  | 
  | 
| 
alpar@10
 | 
   421  | 
    template <typename Result, typename Word, int rest, int shift>
  | 
| 
alpar@209
 | 
   422  | 
    struct RealConversion<Result, Word, rest, shift, false> {
 | 
| 
alpar@10
 | 
   423  | 
      static const int bits = std::numeric_limits<Word>::digits;
  | 
| 
alpar@10
 | 
   424  | 
  | 
| 
alpar@10
 | 
   425  | 
      static Result convert(RandomCore<Word>& rnd) {
 | 
| 
alpar@10
 | 
   426  | 
        return Shifting<Result, - shift - bits>::
  | 
| 
alpar@10
 | 
   427  | 
          shift(static_cast<Result>(rnd())) +
  | 
| 
alpar@10
 | 
   428  | 
          RealConversion<Result, Word, rest-bits, shift + bits>::
  | 
| 
alpar@10
 | 
   429  | 
          convert(rnd);
  | 
| 
alpar@10
 | 
   430  | 
      }
  | 
| 
alpar@10
 | 
   431  | 
    };
  | 
| 
alpar@10
 | 
   432  | 
  | 
| 
alpar@10
 | 
   433  | 
    template <typename Result, typename Word>
  | 
| 
alpar@10
 | 
   434  | 
    struct Initializer {
 | 
| 
alpar@10
 | 
   435  | 
  | 
| 
alpar@10
 | 
   436  | 
      template <typename Iterator>
  | 
| 
alpar@10
 | 
   437  | 
      static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
 | 
| 
alpar@10
 | 
   438  | 
        std::vector<Word> ws;
  | 
| 
alpar@10
 | 
   439  | 
        for (Iterator it = begin; it != end; ++it) {
 | 
| 
alpar@10
 | 
   440  | 
          ws.push_back(Word(*it));
  | 
| 
alpar@10
 | 
   441  | 
        }
  | 
| 
alpar@10
 | 
   442  | 
        rnd.initState(ws.begin(), ws.end());
  | 
| 
alpar@10
 | 
   443  | 
      }
  | 
| 
alpar@10
 | 
   444  | 
  | 
| 
alpar@10
 | 
   445  | 
      static void init(RandomCore<Word>& rnd, Result seed) {
 | 
| 
alpar@10
 | 
   446  | 
        rnd.initState(seed);
  | 
| 
alpar@10
 | 
   447  | 
      }
  | 
| 
alpar@10
 | 
   448  | 
    };
  | 
| 
alpar@10
 | 
   449  | 
  | 
| 
alpar@10
 | 
   450  | 
    template <typename Word>
  | 
| 
alpar@10
 | 
   451  | 
    struct BoolConversion {
 | 
| 
alpar@10
 | 
   452  | 
      static bool convert(RandomCore<Word>& rnd) {
 | 
| 
alpar@10
 | 
   453  | 
        return (rnd() & 1) == 1;
  | 
| 
alpar@10
 | 
   454  | 
      }
  | 
| 
alpar@10
 | 
   455  | 
    };
  | 
| 
alpar@10
 | 
   456  | 
  | 
| 
alpar@10
 | 
   457  | 
    template <typename Word>
  | 
| 
alpar@10
 | 
   458  | 
    struct BoolProducer {
 | 
| 
alpar@10
 | 
   459  | 
      Word buffer;
  | 
| 
alpar@10
 | 
   460  | 
      int num;
  | 
| 
alpar@209
 | 
   461  | 
  | 
| 
alpar@10
 | 
   462  | 
      BoolProducer() : num(0) {}
 | 
| 
alpar@10
 | 
   463  | 
  | 
| 
alpar@10
 | 
   464  | 
      bool convert(RandomCore<Word>& rnd) {
 | 
| 
alpar@10
 | 
   465  | 
        if (num == 0) {
 | 
| 
alpar@10
 | 
   466  | 
          buffer = rnd();
  | 
| 
alpar@10
 | 
   467  | 
          num = RandomTraits<Word>::bits;
  | 
| 
alpar@10
 | 
   468  | 
        }
  | 
| 
alpar@10
 | 
   469  | 
        bool r = (buffer & 1);
  | 
| 
alpar@10
 | 
   470  | 
        buffer >>= 1;
  | 
| 
alpar@10
 | 
   471  | 
        --num;
  | 
| 
alpar@10
 | 
   472  | 
        return r;
  | 
| 
alpar@10
 | 
   473  | 
      }
  | 
| 
alpar@10
 | 
   474  | 
    };
  | 
| 
alpar@10
 | 
   475  | 
  | 
| 
alpar@10
 | 
   476  | 
  }
  | 
| 
alpar@10
 | 
   477  | 
  | 
| 
alpar@10
 | 
   478  | 
  /// \ingroup misc
  | 
| 
alpar@10
 | 
   479  | 
  ///
  | 
| 
alpar@10
 | 
   480  | 
  /// \brief Mersenne Twister random number generator
  | 
| 
alpar@10
 | 
   481  | 
  ///
  | 
| 
alpar@10
 | 
   482  | 
  /// The Mersenne Twister is a twisted generalized feedback
  | 
| 
alpar@10
 | 
   483  | 
  /// shift-register generator of Matsumoto and Nishimura. The period
  | 
| 
alpar@10
 | 
   484  | 
  /// of this generator is \f$ 2^{19937} - 1 \f$ and it is
 | 
| 
alpar@10
 | 
   485  | 
  /// equi-distributed in 623 dimensions for 32-bit numbers. The time
  | 
| 
alpar@10
 | 
   486  | 
  /// performance of this generator is comparable to the commonly used
  | 
| 
alpar@10
 | 
   487  | 
  /// generators.
  | 
| 
alpar@10
 | 
   488  | 
  ///
  | 
| 
alpar@10
 | 
   489  | 
  /// This implementation is specialized for both 32-bit and 64-bit
  | 
| 
alpar@10
 | 
   490  | 
  /// architectures. The generators differ sligthly in the
  | 
| 
alpar@10
 | 
   491  | 
  /// initialization and generation phase so they produce two
  | 
| 
alpar@10
 | 
   492  | 
  /// completly different sequences.
  | 
| 
alpar@10
 | 
   493  | 
  ///
  | 
| 
alpar@10
 | 
   494  | 
  /// The generator gives back random numbers of serveral types. To
  | 
| 
alpar@10
 | 
   495  | 
  /// get a random number from a range of a floating point type you
  | 
| 
alpar@10
 | 
   496  | 
  /// can use one form of the \c operator() or the \c real() member
  | 
| 
alpar@10
 | 
   497  | 
  /// function. If you want to get random number from the {0, 1, ...,
 | 
| 
alpar@10
 | 
   498  | 
  /// n-1} integer range use the \c operator[] or the \c integer()
  | 
| 
alpar@10
 | 
   499  | 
  /// method. And to get random number from the whole range of an
  | 
| 
alpar@10
 | 
   500  | 
  /// integer type you can use the argumentless \c integer() or \c
  | 
| 
alpar@10
 | 
   501  | 
  /// uinteger() functions. After all you can get random bool with
  | 
| 
alpar@10
 | 
   502  | 
  /// equal chance of true and false or given probability of true
  | 
| 
alpar@10
 | 
   503  | 
  /// result with the \c boolean() member functions.
  | 
| 
alpar@10
 | 
   504  | 
  ///
  | 
| 
alpar@10
 | 
   505  | 
  ///\code
  | 
| 
alpar@10
 | 
   506  | 
  /// // The commented code is identical to the other
  | 
| 
alpar@10
 | 
   507  | 
  /// double a = rnd();                     // [0.0, 1.0)
  | 
| 
alpar@10
 | 
   508  | 
  /// // double a = rnd.real();             // [0.0, 1.0)
  | 
| 
alpar@10
 | 
   509  | 
  /// double b = rnd(100.0);                // [0.0, 100.0)
  | 
| 
alpar@10
 | 
   510  | 
  /// // double b = rnd.real(100.0);        // [0.0, 100.0)
  | 
| 
alpar@10
 | 
   511  | 
  /// double c = rnd(1.0, 2.0);             // [1.0, 2.0)
  | 
| 
alpar@10
 | 
   512  | 
  /// // double c = rnd.real(1.0, 2.0);     // [1.0, 2.0)
  | 
| 
alpar@10
 | 
   513  | 
  /// int d = rnd[100000];                  // 0..99999
  | 
| 
alpar@10
 | 
   514  | 
  /// // int d = rnd.integer(100000);       // 0..99999
  | 
| 
alpar@10
 | 
   515  | 
  /// int e = rnd[6] + 1;                   // 1..6
  | 
| 
alpar@10
 | 
   516  | 
  /// // int e = rnd.integer(1, 1 + 6);     // 1..6
  | 
| 
alpar@10
 | 
   517  | 
  /// int b = rnd.uinteger<int>();          // 0 .. 2^31 - 1
  | 
| 
alpar@10
 | 
   518  | 
  /// int c = rnd.integer<int>();           // - 2^31 .. 2^31 - 1
  | 
| 
alpar@10
 | 
   519  | 
  /// bool g = rnd.boolean();               // P(g = true) = 0.5
  | 
| 
alpar@10
 | 
   520  | 
  /// bool h = rnd.boolean(0.8);            // P(h = true) = 0.8
  | 
| 
alpar@10
 | 
   521  | 
  ///\endcode
  | 
| 
alpar@10
 | 
   522  | 
  ///
  | 
| 
kpeter@49
 | 
   523  | 
  /// LEMON provides a global instance of the random number
  | 
| 
alpar@10
 | 
   524  | 
  /// generator which name is \ref lemon::rnd "rnd". Usually it is a
  | 
| 
alpar@10
 | 
   525  | 
  /// good programming convenience to use this global generator to get
  | 
| 
alpar@10
 | 
   526  | 
  /// random numbers.
  | 
| 
alpar@10
 | 
   527  | 
  class Random {
 | 
| 
alpar@10
 | 
   528  | 
  private:
  | 
| 
alpar@10
 | 
   529  | 
  | 
| 
kpeter@16
 | 
   530  | 
    // Architecture word
  | 
| 
alpar@10
 | 
   531  | 
    typedef unsigned long Word;
  | 
| 
alpar@209
 | 
   532  | 
  | 
| 
alpar@10
 | 
   533  | 
    _random_bits::RandomCore<Word> core;
  | 
| 
alpar@10
 | 
   534  | 
    _random_bits::BoolProducer<Word> bool_producer;
  | 
| 
alpar@209
 | 
   535  | 
  | 
| 
alpar@10
 | 
   536  | 
  | 
| 
alpar@10
 | 
   537  | 
  public:
  | 
| 
alpar@10
 | 
   538  | 
  | 
| 
deba@177
 | 
   539  | 
    ///\name Initialization
  | 
| 
deba@177
 | 
   540  | 
    ///
  | 
| 
deba@177
 | 
   541  | 
    /// @{
 | 
| 
deba@177
 | 
   542  | 
  | 
| 
kpeter@49
 | 
   543  | 
    /// \brief Default constructor
  | 
| 
alpar@10
 | 
   544  | 
    ///
  | 
| 
alpar@10
 | 
   545  | 
    /// Constructor with constant seeding.
  | 
| 
alpar@10
 | 
   546  | 
    Random() { core.initState(); }
 | 
| 
alpar@10
 | 
   547  | 
  | 
| 
kpeter@49
 | 
   548  | 
    /// \brief Constructor with seed
  | 
| 
alpar@10
 | 
   549  | 
    ///
  | 
| 
alpar@10
 | 
   550  | 
    /// Constructor with seed. The current number type will be converted
  | 
| 
alpar@10
 | 
   551  | 
    /// to the architecture word type.
  | 
| 
alpar@10
 | 
   552  | 
    template <typename Number>
  | 
| 
alpar@209
 | 
   553  | 
    Random(Number seed) {
 | 
| 
alpar@10
 | 
   554  | 
      _random_bits::Initializer<Number, Word>::init(core, seed);
  | 
| 
alpar@10
 | 
   555  | 
    }
  | 
| 
alpar@10
 | 
   556  | 
  | 
| 
kpeter@49
 | 
   557  | 
    /// \brief Constructor with array seeding
  | 
| 
alpar@10
 | 
   558  | 
    ///
  | 
| 
alpar@10
 | 
   559  | 
    /// Constructor with array seeding. The given range should contain
  | 
| 
alpar@10
 | 
   560  | 
    /// any number type and the numbers will be converted to the
  | 
| 
alpar@10
 | 
   561  | 
    /// architecture word type.
  | 
| 
alpar@10
 | 
   562  | 
    template <typename Iterator>
  | 
| 
alpar@209
 | 
   563  | 
    Random(Iterator begin, Iterator end) {
 | 
| 
alpar@10
 | 
   564  | 
      typedef typename std::iterator_traits<Iterator>::value_type Number;
  | 
| 
alpar@10
 | 
   565  | 
      _random_bits::Initializer<Number, Word>::init(core, begin, end);
  | 
| 
alpar@10
 | 
   566  | 
    }
  | 
| 
alpar@10
 | 
   567  | 
  | 
| 
alpar@10
 | 
   568  | 
    /// \brief Copy constructor
  | 
| 
alpar@10
 | 
   569  | 
    ///
  | 
| 
alpar@10
 | 
   570  | 
    /// Copy constructor. The generated sequence will be identical to
  | 
| 
alpar@10
 | 
   571  | 
    /// the other sequence. It can be used to save the current state
  | 
| 
alpar@10
 | 
   572  | 
    /// of the generator and later use it to generate the same
  | 
| 
alpar@10
 | 
   573  | 
    /// sequence.
  | 
| 
alpar@10
 | 
   574  | 
    Random(const Random& other) {
 | 
| 
alpar@10
 | 
   575  | 
      core.copyState(other.core);
  | 
| 
alpar@10
 | 
   576  | 
    }
  | 
| 
alpar@10
 | 
   577  | 
  | 
| 
alpar@10
 | 
   578  | 
    /// \brief Assign operator
  | 
| 
alpar@10
 | 
   579  | 
    ///
  | 
| 
alpar@10
 | 
   580  | 
    /// Assign operator. The generated sequence will be identical to
  | 
| 
alpar@10
 | 
   581  | 
    /// the other sequence. It can be used to save the current state
  | 
| 
alpar@10
 | 
   582  | 
    /// of the generator and later use it to generate the same
  | 
| 
alpar@10
 | 
   583  | 
    /// sequence.
  | 
| 
alpar@10
 | 
   584  | 
    Random& operator=(const Random& other) {
 | 
| 
alpar@10
 | 
   585  | 
      if (&other != this) {
 | 
| 
alpar@10
 | 
   586  | 
        core.copyState(other.core);
  | 
| 
alpar@10
 | 
   587  | 
      }
  | 
| 
alpar@10
 | 
   588  | 
      return *this;
  | 
| 
alpar@10
 | 
   589  | 
    }
  | 
| 
alpar@10
 | 
   590  | 
  | 
| 
deba@102
 | 
   591  | 
    /// \brief Seeding random sequence
  | 
| 
deba@102
 | 
   592  | 
    ///
  | 
| 
deba@102
 | 
   593  | 
    /// Seeding the random sequence. The current number type will be
  | 
| 
deba@102
 | 
   594  | 
    /// converted to the architecture word type.
  | 
| 
deba@102
 | 
   595  | 
    template <typename Number>
  | 
| 
alpar@209
 | 
   596  | 
    void seed(Number seed) {
 | 
| 
deba@102
 | 
   597  | 
      _random_bits::Initializer<Number, Word>::init(core, seed);
  | 
| 
deba@102
 | 
   598  | 
    }
  | 
| 
deba@102
 | 
   599  | 
  | 
| 
deba@102
 | 
   600  | 
    /// \brief Seeding random sequence
  | 
| 
deba@102
 | 
   601  | 
    ///
  | 
| 
deba@102
 | 
   602  | 
    /// Seeding the random sequence. The given range should contain
  | 
| 
deba@102
 | 
   603  | 
    /// any number type and the numbers will be converted to the
  | 
| 
deba@102
 | 
   604  | 
    /// architecture word type.
  | 
| 
deba@102
 | 
   605  | 
    template <typename Iterator>
  | 
| 
alpar@209
 | 
   606  | 
    void seed(Iterator begin, Iterator end) {
 | 
| 
deba@102
 | 
   607  | 
      typedef typename std::iterator_traits<Iterator>::value_type Number;
  | 
| 
deba@102
 | 
   608  | 
      _random_bits::Initializer<Number, Word>::init(core, begin, end);
  | 
| 
deba@102
 | 
   609  | 
    }
  | 
| 
deba@102
 | 
   610  | 
  | 
| 
deba@177
 | 
   611  | 
    /// \brief Seeding from file or from process id and time
  | 
| 
deba@177
 | 
   612  | 
    ///
  | 
| 
deba@177
 | 
   613  | 
    /// By default, this function calls the \c seedFromFile() member
  | 
| 
alpar@178
 | 
   614  | 
    /// function with the <tt>/dev/urandom</tt> file. If it does not success,
  | 
| 
deba@177
 | 
   615  | 
    /// it uses the \c seedFromTime().
  | 
| 
deba@177
 | 
   616  | 
    /// \return Currently always true.
  | 
| 
deba@177
 | 
   617  | 
    bool seed() {
 | 
| 
deba@177
 | 
   618  | 
#ifndef WIN32
  | 
| 
deba@177
 | 
   619  | 
      if (seedFromFile("/dev/urandom", 0)) return true;
 | 
| 
deba@177
 | 
   620  | 
#endif
  | 
| 
deba@177
 | 
   621  | 
      if (seedFromTime()) return true;
  | 
| 
deba@177
 | 
   622  | 
      return false;
  | 
| 
deba@177
 | 
   623  | 
    }
  | 
| 
alpar@209
 | 
   624  | 
  | 
| 
deba@177
 | 
   625  | 
    /// \brief Seeding from file
  | 
| 
deba@177
 | 
   626  | 
    ///
  | 
| 
deba@177
 | 
   627  | 
    /// Seeding the random sequence from file. The linux kernel has two
  | 
| 
deba@177
 | 
   628  | 
    /// devices, <tt>/dev/random</tt> and <tt>/dev/urandom</tt> which
  | 
| 
deba@177
 | 
   629  | 
    /// could give good seed values for pseudo random generators (The
  | 
| 
deba@177
 | 
   630  | 
    /// difference between two devices is that the <tt>random</tt> may
  | 
| 
deba@177
 | 
   631  | 
    /// block the reading operation while the kernel can give good
  | 
| 
deba@177
 | 
   632  | 
    /// source of randomness, while the <tt>urandom</tt> does not
  | 
| 
deba@177
 | 
   633  | 
    /// block the input, but it could give back bytes with worse
  | 
| 
deba@177
 | 
   634  | 
    /// entropy).
  | 
| 
deba@177
 | 
   635  | 
    /// \param file The source file
  | 
| 
deba@177
 | 
   636  | 
    /// \param offset The offset, from the file read.
  | 
| 
alpar@178
 | 
   637  | 
    /// \return True when the seeding successes.
  | 
| 
deba@177
 | 
   638  | 
#ifndef WIN32
  | 
| 
alpar@209
 | 
   639  | 
    bool seedFromFile(const std::string& file = "/dev/urandom", int offset = 0)
  | 
| 
deba@177
 | 
   640  | 
#else
  | 
| 
alpar@209
 | 
   641  | 
    bool seedFromFile(const std::string& file = "", int offset = 0)
  | 
| 
deba@177
 | 
   642  | 
#endif
  | 
| 
deba@177
 | 
   643  | 
    {
 | 
| 
deba@177
 | 
   644  | 
      std::ifstream rs(file.c_str());
  | 
| 
deba@177
 | 
   645  | 
      const int size = 4;
  | 
| 
deba@177
 | 
   646  | 
      Word buf[size];
  | 
| 
deba@177
 | 
   647  | 
      if (offset != 0 && !rs.seekg(offset)) return false;
  | 
| 
deba@177
 | 
   648  | 
      if (!rs.read(reinterpret_cast<char*>(buf), sizeof(buf))) return false;
  | 
| 
deba@177
 | 
   649  | 
      seed(buf, buf + size);
  | 
| 
deba@177
 | 
   650  | 
      return true;
  | 
| 
deba@177
 | 
   651  | 
    }
  | 
| 
deba@177
 | 
   652  | 
  | 
| 
deba@177
 | 
   653  | 
    /// \brief Seding from process id and time
  | 
| 
deba@177
 | 
   654  | 
    ///
  | 
| 
deba@177
 | 
   655  | 
    /// Seding from process id and time. This function uses the
  | 
| 
deba@177
 | 
   656  | 
    /// current process id and the current time for initialize the
  | 
| 
deba@177
 | 
   657  | 
    /// random sequence.
  | 
| 
deba@177
 | 
   658  | 
    /// \return Currently always true.
  | 
| 
alpar@209
 | 
   659  | 
    bool seedFromTime() {
 | 
| 
deba@177
 | 
   660  | 
#ifndef WIN32
  | 
| 
deba@177
 | 
   661  | 
      timeval tv;
  | 
| 
deba@177
 | 
   662  | 
      gettimeofday(&tv, 0);
  | 
| 
deba@177
 | 
   663  | 
      seed(getpid() + tv.tv_sec + tv.tv_usec);
  | 
| 
deba@177
 | 
   664  | 
#else
  | 
| 
deba@177
 | 
   665  | 
      FILETIME time;
  | 
| 
deba@177
 | 
   666  | 
      GetSystemTimeAsFileTime(&time);
  | 
| 
deba@177
 | 
   667  | 
      seed(GetCurrentProcessId() + time.dwHighDateTime + time.dwLowDateTime);
  | 
| 
deba@177
 | 
   668  | 
#endif
  | 
| 
deba@177
 | 
   669  | 
      return true;
  | 
| 
deba@177
 | 
   670  | 
    }
  | 
| 
deba@177
 | 
   671  | 
  | 
| 
deba@177
 | 
   672  | 
    /// @}
  | 
| 
deba@177
 | 
   673  | 
  | 
| 
deba@177
 | 
   674  | 
    ///\name Uniform distributions
  | 
| 
deba@177
 | 
   675  | 
    ///
  | 
| 
deba@177
 | 
   676  | 
    /// @{
 | 
| 
deba@177
 | 
   677  | 
  | 
| 
alpar@10
 | 
   678  | 
    /// \brief Returns a random real number from the range [0, 1)
  | 
| 
alpar@10
 | 
   679  | 
    ///
  | 
| 
alpar@10
 | 
   680  | 
    /// It returns a random real number from the range [0, 1). The
  | 
| 
kpeter@49
 | 
   681  | 
    /// default Number type is \c double.
  | 
| 
alpar@10
 | 
   682  | 
    template <typename Number>
  | 
| 
alpar@10
 | 
   683  | 
    Number real() {
 | 
| 
alpar@10
 | 
   684  | 
      return _random_bits::RealConversion<Number, Word>::convert(core);
  | 
| 
alpar@10
 | 
   685  | 
    }
  | 
| 
alpar@10
 | 
   686  | 
  | 
| 
alpar@10
 | 
   687  | 
    double real() {
 | 
| 
alpar@10
 | 
   688  | 
      return real<double>();
  | 
| 
alpar@10
 | 
   689  | 
    }
  | 
| 
alpar@10
 | 
   690  | 
  | 
| 
alpar@10
 | 
   691  | 
    /// \brief Returns a random real number from the range [0, 1)
  | 
| 
alpar@10
 | 
   692  | 
    ///
  | 
| 
alpar@10
 | 
   693  | 
    /// It returns a random double from the range [0, 1).
  | 
| 
alpar@10
 | 
   694  | 
    double operator()() {
 | 
| 
alpar@10
 | 
   695  | 
      return real<double>();
  | 
| 
alpar@10
 | 
   696  | 
    }
  | 
| 
alpar@10
 | 
   697  | 
  | 
| 
alpar@10
 | 
   698  | 
    /// \brief Returns a random real number from the range [0, b)
  | 
| 
alpar@10
 | 
   699  | 
    ///
  | 
| 
alpar@10
 | 
   700  | 
    /// It returns a random real number from the range [0, b).
  | 
| 
alpar@377
 | 
   701  | 
    double operator()(double b) {
 | 
| 
alpar@377
 | 
   702  | 
      return real<double>() * b;
  | 
| 
alpar@10
 | 
   703  | 
    }
  | 
| 
alpar@10
 | 
   704  | 
  | 
| 
alpar@10
 | 
   705  | 
    /// \brief Returns a random real number from the range [a, b)
  | 
| 
alpar@10
 | 
   706  | 
    ///
  | 
| 
alpar@10
 | 
   707  | 
    /// It returns a random real number from the range [a, b).
  | 
| 
alpar@377
 | 
   708  | 
    double operator()(double a, double b) {
 | 
| 
alpar@377
 | 
   709  | 
      return real<double>() * (b - a) + a;
  | 
| 
alpar@10
 | 
   710  | 
    }
  | 
| 
alpar@10
 | 
   711  | 
  | 
| 
alpar@10
 | 
   712  | 
    /// \brief Returns a random integer from a range
  | 
| 
alpar@10
 | 
   713  | 
    ///
  | 
| 
alpar@10
 | 
   714  | 
    /// It returns a random integer from the range {0, 1, ..., b - 1}.
 | 
| 
alpar@10
 | 
   715  | 
    template <typename Number>
  | 
| 
alpar@10
 | 
   716  | 
    Number integer(Number b) {
 | 
| 
alpar@10
 | 
   717  | 
      return _random_bits::Mapping<Number, Word>::map(core, b);
  | 
| 
alpar@10
 | 
   718  | 
    }
  | 
| 
alpar@10
 | 
   719  | 
  | 
| 
alpar@10
 | 
   720  | 
    /// \brief Returns a random integer from a range
  | 
| 
alpar@10
 | 
   721  | 
    ///
  | 
| 
alpar@10
 | 
   722  | 
    /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
 | 
| 
alpar@10
 | 
   723  | 
    template <typename Number>
  | 
| 
alpar@10
 | 
   724  | 
    Number integer(Number a, Number b) {
 | 
| 
alpar@10
 | 
   725  | 
      return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
  | 
| 
alpar@10
 | 
   726  | 
    }
  | 
| 
alpar@10
 | 
   727  | 
  | 
| 
alpar@10
 | 
   728  | 
    /// \brief Returns a random integer from a range
  | 
| 
alpar@10
 | 
   729  | 
    ///
  | 
| 
alpar@10
 | 
   730  | 
    /// It returns a random integer from the range {0, 1, ..., b - 1}.
 | 
| 
alpar@10
 | 
   731  | 
    template <typename Number>
  | 
| 
alpar@10
 | 
   732  | 
    Number operator[](Number b) {
 | 
| 
alpar@10
 | 
   733  | 
      return _random_bits::Mapping<Number, Word>::map(core, b);
  | 
| 
alpar@10
 | 
   734  | 
    }
  | 
| 
alpar@10
 | 
   735  | 
  | 
| 
alpar@10
 | 
   736  | 
    /// \brief Returns a random non-negative integer
  | 
| 
alpar@10
 | 
   737  | 
    ///
  | 
| 
alpar@10
 | 
   738  | 
    /// It returns a random non-negative integer uniformly from the
  | 
| 
kpeter@49
 | 
   739  | 
    /// whole range of the current \c Number type. The default result
  | 
| 
kpeter@49
 | 
   740  | 
    /// type of this function is <tt>unsigned int</tt>.
  | 
| 
alpar@10
 | 
   741  | 
    template <typename Number>
  | 
| 
alpar@10
 | 
   742  | 
    Number uinteger() {
 | 
| 
alpar@10
 | 
   743  | 
      return _random_bits::IntConversion<Number, Word>::convert(core);
  | 
| 
alpar@10
 | 
   744  | 
    }
  | 
| 
alpar@10
 | 
   745  | 
  | 
| 
alpar@10
 | 
   746  | 
    unsigned int uinteger() {
 | 
| 
alpar@10
 | 
   747  | 
      return uinteger<unsigned int>();
  | 
| 
alpar@10
 | 
   748  | 
    }
  | 
| 
alpar@10
 | 
   749  | 
  | 
| 
alpar@10
 | 
   750  | 
    /// \brief Returns a random integer
  | 
| 
alpar@10
 | 
   751  | 
    ///
  | 
| 
alpar@10
 | 
   752  | 
    /// It returns a random integer uniformly from the whole range of
  | 
| 
alpar@10
 | 
   753  | 
    /// the current \c Number type. The default result type of this
  | 
| 
kpeter@49
 | 
   754  | 
    /// function is \c int.
  | 
| 
alpar@10
 | 
   755  | 
    template <typename Number>
  | 
| 
alpar@10
 | 
   756  | 
    Number integer() {
 | 
| 
alpar@209
 | 
   757  | 
      static const int nb = std::numeric_limits<Number>::digits +
  | 
| 
alpar@10
 | 
   758  | 
        (std::numeric_limits<Number>::is_signed ? 1 : 0);
  | 
| 
alpar@10
 | 
   759  | 
      return _random_bits::IntConversion<Number, Word, nb>::convert(core);
  | 
| 
alpar@10
 | 
   760  | 
    }
  | 
| 
alpar@10
 | 
   761  | 
  | 
| 
alpar@10
 | 
   762  | 
    int integer() {
 | 
| 
alpar@10
 | 
   763  | 
      return integer<int>();
  | 
| 
alpar@10
 | 
   764  | 
    }
  | 
| 
alpar@209
 | 
   765  | 
  | 
| 
alpar@10
 | 
   766  | 
    /// \brief Returns a random bool
  | 
| 
alpar@10
 | 
   767  | 
    ///
  | 
| 
alpar@10
 | 
   768  | 
    /// It returns a random bool. The generator holds a buffer for
  | 
| 
alpar@10
 | 
   769  | 
    /// random bits. Every time when it become empty the generator makes
  | 
| 
alpar@10
 | 
   770  | 
    /// a new random word and fill the buffer up.
  | 
| 
alpar@10
 | 
   771  | 
    bool boolean() {
 | 
| 
alpar@10
 | 
   772  | 
      return bool_producer.convert(core);
  | 
| 
alpar@10
 | 
   773  | 
    }
  | 
| 
alpar@10
 | 
   774  | 
  | 
| 
deba@177
 | 
   775  | 
    /// @}
  | 
| 
deba@177
 | 
   776  | 
  | 
| 
kpeter@49
 | 
   777  | 
    ///\name Non-uniform distributions
  | 
| 
alpar@10
 | 
   778  | 
    ///
  | 
| 
alpar@10
 | 
   779  | 
    ///@{
 | 
| 
alpar@209
 | 
   780  | 
  | 
| 
kpeter@340
 | 
   781  | 
    /// \brief Returns a random bool with given probability of true result.
  | 
| 
alpar@10
 | 
   782  | 
    ///
  | 
| 
kpeter@23
 | 
   783  | 
    /// It returns a random bool with given probability of true result.
  | 
| 
alpar@10
 | 
   784  | 
    bool boolean(double p) {
 | 
| 
alpar@10
 | 
   785  | 
      return operator()() < p;
  | 
| 
alpar@10
 | 
   786  | 
    }
  | 
| 
alpar@10
 | 
   787  | 
  | 
| 
kpeter@340
 | 
   788  | 
    /// Standard normal (Gauss) distribution
  | 
| 
alpar@10
 | 
   789  | 
  | 
| 
kpeter@340
 | 
   790  | 
    /// Standard normal (Gauss) distribution.
  | 
| 
alpar@10
 | 
   791  | 
    /// \note The Cartesian form of the Box-Muller
  | 
| 
alpar@10
 | 
   792  | 
    /// transformation is used to generate a random normal distribution.
  | 
| 
alpar@209
 | 
   793  | 
    double gauss()
  | 
| 
alpar@10
 | 
   794  | 
    {
 | 
| 
alpar@10
 | 
   795  | 
      double V1,V2,S;
  | 
| 
alpar@10
 | 
   796  | 
      do {
 | 
| 
alpar@209
 | 
   797  | 
        V1=2*real<double>()-1;
  | 
| 
alpar@209
 | 
   798  | 
        V2=2*real<double>()-1;
  | 
| 
alpar@209
 | 
   799  | 
        S=V1*V1+V2*V2;
  | 
| 
alpar@10
 | 
   800  | 
      } while(S>=1);
  | 
| 
alpar@10
 | 
   801  | 
      return std::sqrt(-2*std::log(S)/S)*V1;
  | 
| 
alpar@10
 | 
   802  | 
    }
  | 
| 
kpeter@340
 | 
   803  | 
    /// Normal (Gauss) distribution with given mean and standard deviation
  | 
| 
alpar@10
 | 
   804  | 
  | 
| 
kpeter@340
 | 
   805  | 
    /// Normal (Gauss) distribution with given mean and standard deviation.
  | 
| 
alpar@10
 | 
   806  | 
    /// \sa gauss()
  | 
| 
alpar@10
 | 
   807  | 
    double gauss(double mean,double std_dev)
  | 
| 
alpar@10
 | 
   808  | 
    {
 | 
| 
alpar@10
 | 
   809  | 
      return gauss()*std_dev+mean;
  | 
| 
alpar@10
 | 
   810  | 
    }
  | 
| 
alpar@10
 | 
   811  | 
  | 
| 
alpar@339
 | 
   812  | 
    /// Lognormal distribution
  | 
| 
alpar@339
 | 
   813  | 
  | 
| 
alpar@339
 | 
   814  | 
    /// Lognormal distribution. The parameters are the mean and the standard
  | 
| 
alpar@339
 | 
   815  | 
    /// deviation of <tt>exp(X)</tt>.
  | 
| 
alpar@339
 | 
   816  | 
    ///
  | 
| 
alpar@339
 | 
   817  | 
    double lognormal(double n_mean,double n_std_dev)
  | 
| 
alpar@339
 | 
   818  | 
    {
 | 
| 
alpar@339
 | 
   819  | 
      return std::exp(gauss(n_mean,n_std_dev));
  | 
| 
alpar@339
 | 
   820  | 
    }
  | 
| 
alpar@339
 | 
   821  | 
    /// Lognormal distribution
  | 
| 
alpar@339
 | 
   822  | 
  | 
| 
alpar@339
 | 
   823  | 
    /// Lognormal distribution. The parameter is an <tt>std::pair</tt> of
  | 
| 
alpar@339
 | 
   824  | 
    /// the mean and the standard deviation of <tt>exp(X)</tt>.
  | 
| 
alpar@339
 | 
   825  | 
    ///
  | 
| 
alpar@339
 | 
   826  | 
    double lognormal(const std::pair<double,double> ¶ms)
  | 
| 
alpar@339
 | 
   827  | 
    {
 | 
| 
alpar@339
 | 
   828  | 
      return std::exp(gauss(params.first,params.second));
  | 
| 
alpar@339
 | 
   829  | 
    }
  | 
| 
alpar@339
 | 
   830  | 
    /// Compute the lognormal parameters from mean and standard deviation
  | 
| 
alpar@339
 | 
   831  | 
  | 
| 
alpar@339
 | 
   832  | 
    /// This function computes the lognormal parameters from mean and
  | 
| 
alpar@339
 | 
   833  | 
    /// standard deviation. The return value can direcly be passed to
  | 
| 
alpar@339
 | 
   834  | 
    /// lognormal().
  | 
| 
alpar@339
 | 
   835  | 
    std::pair<double,double> lognormalParamsFromMD(double mean,
  | 
| 
kpeter@340
 | 
   836  | 
                                                   double std_dev)
  | 
| 
alpar@339
 | 
   837  | 
    {
 | 
| 
alpar@339
 | 
   838  | 
      double fr=std_dev/mean;
  | 
| 
alpar@339
 | 
   839  | 
      fr*=fr;
  | 
| 
alpar@339
 | 
   840  | 
      double lg=std::log(1+fr);
  | 
| 
alpar@339
 | 
   841  | 
      return std::pair<double,double>(std::log(mean)-lg/2.0,std::sqrt(lg));
  | 
| 
alpar@339
 | 
   842  | 
    }
  | 
| 
alpar@339
 | 
   843  | 
    /// Lognormal distribution with given mean and standard deviation
  | 
| 
kpeter@340
 | 
   844  | 
  | 
| 
alpar@339
 | 
   845  | 
    /// Lognormal distribution with given mean and standard deviation.
  | 
| 
alpar@339
 | 
   846  | 
    ///
  | 
| 
alpar@339
 | 
   847  | 
    double lognormalMD(double mean,double std_dev)
  | 
| 
alpar@339
 | 
   848  | 
    {
 | 
| 
alpar@339
 | 
   849  | 
      return lognormal(lognormalParamsFromMD(mean,std_dev));
  | 
| 
alpar@339
 | 
   850  | 
    }
  | 
| 
kpeter@340
 | 
   851  | 
  | 
| 
alpar@10
 | 
   852  | 
    /// Exponential distribution with given mean
  | 
| 
alpar@10
 | 
   853  | 
  | 
| 
alpar@10
 | 
   854  | 
    /// This function generates an exponential distribution random number
  | 
| 
alpar@10
 | 
   855  | 
    /// with mean <tt>1/lambda</tt>.
  | 
| 
alpar@10
 | 
   856  | 
    ///
  | 
| 
alpar@10
 | 
   857  | 
    double exponential(double lambda=1.0)
  | 
| 
alpar@10
 | 
   858  | 
    {
 | 
| 
alpar@11
 | 
   859  | 
      return -std::log(1.0-real<double>())/lambda;
  | 
| 
alpar@10
 | 
   860  | 
    }
  | 
| 
alpar@10
 | 
   861  | 
  | 
| 
alpar@10
 | 
   862  | 
    /// Gamma distribution with given integer shape
  | 
| 
alpar@10
 | 
   863  | 
  | 
| 
alpar@10
 | 
   864  | 
    /// This function generates a gamma distribution random number.
  | 
| 
alpar@209
 | 
   865  | 
    ///
  | 
| 
alpar@10
 | 
   866  | 
    ///\param k shape parameter (<tt>k>0</tt> integer)
  | 
| 
alpar@209
 | 
   867  | 
    double gamma(int k)
  | 
| 
alpar@10
 | 
   868  | 
    {
 | 
| 
alpar@10
 | 
   869  | 
      double s = 0;
  | 
| 
alpar@10
 | 
   870  | 
      for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
  | 
| 
alpar@10
 | 
   871  | 
      return s;
  | 
| 
alpar@10
 | 
   872  | 
    }
  | 
| 
alpar@209
 | 
   873  | 
  | 
| 
alpar@10
 | 
   874  | 
    /// Gamma distribution with given shape and scale parameter
  | 
| 
alpar@10
 | 
   875  | 
  | 
| 
alpar@10
 | 
   876  | 
    /// This function generates a gamma distribution random number.
  | 
| 
alpar@209
 | 
   877  | 
    ///
  | 
| 
alpar@10
 | 
   878  | 
    ///\param k shape parameter (<tt>k>0</tt>)
  | 
| 
alpar@10
 | 
   879  | 
    ///\param theta scale parameter
  | 
| 
alpar@10
 | 
   880  | 
    ///
  | 
| 
alpar@10
 | 
   881  | 
    double gamma(double k,double theta=1.0)
  | 
| 
alpar@10
 | 
   882  | 
    {
 | 
| 
alpar@10
 | 
   883  | 
      double xi,nu;
  | 
| 
alpar@10
 | 
   884  | 
      const double delta = k-std::floor(k);
  | 
| 
alpar@68
 | 
   885  | 
      const double v0=E/(E-delta);
  | 
| 
alpar@10
 | 
   886  | 
      do {
 | 
| 
alpar@209
 | 
   887  | 
        double V0=1.0-real<double>();
  | 
| 
alpar@209
 | 
   888  | 
        double V1=1.0-real<double>();
  | 
| 
alpar@209
 | 
   889  | 
        double V2=1.0-real<double>();
  | 
| 
alpar@209
 | 
   890  | 
        if(V2<=v0)
  | 
| 
alpar@209
 | 
   891  | 
          {
 | 
| 
alpar@209
 | 
   892  | 
            xi=std::pow(V1,1.0/delta);
  | 
| 
alpar@209
 | 
   893  | 
            nu=V0*std::pow(xi,delta-1.0);
  | 
| 
alpar@209
 | 
   894  | 
          }
  | 
| 
alpar@209
 | 
   895  | 
        else
  | 
| 
alpar@209
 | 
   896  | 
          {
 | 
| 
alpar@209
 | 
   897  | 
            xi=1.0-std::log(V1);
  | 
| 
alpar@209
 | 
   898  | 
            nu=V0*std::exp(-xi);
  | 
| 
alpar@209
 | 
   899  | 
          }
  | 
| 
alpar@10
 | 
   900  | 
      } while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
  | 
| 
alpar@116
 | 
   901  | 
      return theta*(xi+gamma(int(std::floor(k))));
  | 
| 
alpar@10
 | 
   902  | 
    }
  | 
| 
alpar@209
 | 
   903  | 
  | 
| 
alpar@11
 | 
   904  | 
    /// Weibull distribution
  | 
| 
alpar@11
 | 
   905  | 
  | 
| 
alpar@11
 | 
   906  | 
    /// This function generates a Weibull distribution random number.
  | 
| 
alpar@209
 | 
   907  | 
    ///
  | 
| 
alpar@11
 | 
   908  | 
    ///\param k shape parameter (<tt>k>0</tt>)
  | 
| 
alpar@11
 | 
   909  | 
    ///\param lambda scale parameter (<tt>lambda>0</tt>)
  | 
| 
alpar@11
 | 
   910  | 
    ///
  | 
| 
alpar@11
 | 
   911  | 
    double weibull(double k,double lambda)
  | 
| 
alpar@11
 | 
   912  | 
    {
 | 
| 
alpar@11
 | 
   913  | 
      return lambda*pow(-std::log(1.0-real<double>()),1.0/k);
  | 
| 
alpar@209
 | 
   914  | 
    }
  | 
| 
alpar@209
 | 
   915  | 
  | 
| 
alpar@11
 | 
   916  | 
    /// Pareto distribution
  | 
| 
alpar@11
 | 
   917  | 
  | 
| 
alpar@11
 | 
   918  | 
    /// This function generates a Pareto distribution random number.
  | 
| 
alpar@209
 | 
   919  | 
    ///
  | 
| 
alpar@12
 | 
   920  | 
    ///\param k shape parameter (<tt>k>0</tt>)
  | 
| 
alpar@11
 | 
   921  | 
    ///\param x_min location parameter (<tt>x_min>0</tt>)
  | 
| 
alpar@11
 | 
   922  | 
    ///
  | 
| 
alpar@12
 | 
   923  | 
    double pareto(double k,double x_min)
  | 
| 
alpar@11
 | 
   924  | 
    {
 | 
| 
alpar@116
 | 
   925  | 
      return exponential(gamma(k,1.0/x_min))+x_min;
  | 
| 
alpar@209
 | 
   926  | 
    }
  | 
| 
alpar@209
 | 
   927  | 
  | 
| 
alpar@92
 | 
   928  | 
    /// Poisson distribution
  | 
| 
alpar@92
 | 
   929  | 
  | 
| 
alpar@92
 | 
   930  | 
    /// This function generates a Poisson distribution random number with
  | 
| 
alpar@92
 | 
   931  | 
    /// parameter \c lambda.
  | 
| 
alpar@209
 | 
   932  | 
    ///
  | 
| 
alpar@92
 | 
   933  | 
    /// The probability mass function of this distribusion is
  | 
| 
alpar@92
 | 
   934  | 
    /// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
 | 
| 
alpar@92
 | 
   935  | 
    /// \note The algorithm is taken from the book of Donald E. Knuth titled
  | 
| 
alpar@92
 | 
   936  | 
    /// ''Seminumerical Algorithms'' (1969). Its running time is linear in the
  | 
| 
alpar@92
 | 
   937  | 
    /// return value.
  | 
| 
alpar@209
 | 
   938  | 
  | 
| 
alpar@92
 | 
   939  | 
    int poisson(double lambda)
  | 
| 
alpar@92
 | 
   940  | 
    {
 | 
| 
alpar@92
 | 
   941  | 
      const double l = std::exp(-lambda);
  | 
| 
alpar@92
 | 
   942  | 
      int k=0;
  | 
| 
alpar@92
 | 
   943  | 
      double p = 1.0;
  | 
| 
alpar@92
 | 
   944  | 
      do {
 | 
| 
alpar@209
 | 
   945  | 
        k++;
  | 
| 
alpar@209
 | 
   946  | 
        p*=real<double>();
  | 
| 
alpar@92
 | 
   947  | 
      } while (p>=l);
  | 
| 
alpar@92
 | 
   948  | 
      return k-1;
  | 
| 
alpar@209
 | 
   949  | 
    }
  | 
| 
alpar@209
 | 
   950  | 
  | 
| 
alpar@10
 | 
   951  | 
    ///@}
  | 
| 
alpar@209
 | 
   952  | 
  | 
| 
alpar@10
 | 
   953  | 
    ///\name Two dimensional distributions
  | 
| 
alpar@10
 | 
   954  | 
    ///
  | 
| 
alpar@10
 | 
   955  | 
    ///@{
 | 
| 
alpar@209
 | 
   956  | 
  | 
| 
kpeter@23
 | 
   957  | 
    /// Uniform distribution on the full unit circle
  | 
| 
kpeter@16
 | 
   958  | 
  | 
| 
kpeter@16
 | 
   959  | 
    /// Uniform distribution on the full unit circle.
  | 
| 
kpeter@16
 | 
   960  | 
    ///
  | 
| 
alpar@209
 | 
   961  | 
    dim2::Point<double> disc()
  | 
| 
alpar@10
 | 
   962  | 
    {
 | 
| 
alpar@10
 | 
   963  | 
      double V1,V2;
  | 
| 
alpar@10
 | 
   964  | 
      do {
 | 
| 
alpar@209
 | 
   965  | 
        V1=2*real<double>()-1;
  | 
| 
alpar@209
 | 
   966  | 
        V2=2*real<double>()-1;
  | 
| 
alpar@209
 | 
   967  | 
  | 
| 
alpar@10
 | 
   968  | 
      } while(V1*V1+V2*V2>=1);
  | 
| 
alpar@10
 | 
   969  | 
      return dim2::Point<double>(V1,V2);
  | 
| 
alpar@10
 | 
   970  | 
    }
  | 
| 
kpeter@340
 | 
   971  | 
    /// A kind of two dimensional normal (Gauss) distribution
  | 
| 
alpar@10
 | 
   972  | 
  | 
| 
alpar@10
 | 
   973  | 
    /// This function provides a turning symmetric two-dimensional distribution.
  | 
| 
alpar@10
 | 
   974  | 
    /// Both coordinates are of standard normal distribution, but they are not
  | 
| 
alpar@10
 | 
   975  | 
    /// independent.
  | 
| 
alpar@10
 | 
   976  | 
    ///
  | 
| 
alpar@10
 | 
   977  | 
    /// \note The coordinates are the two random variables provided by
  | 
| 
alpar@10
 | 
   978  | 
    /// the Box-Muller method.
  | 
| 
alpar@10
 | 
   979  | 
    dim2::Point<double> gauss2()
  | 
| 
alpar@10
 | 
   980  | 
    {
 | 
| 
alpar@10
 | 
   981  | 
      double V1,V2,S;
  | 
| 
alpar@10
 | 
   982  | 
      do {
 | 
| 
alpar@209
 | 
   983  | 
        V1=2*real<double>()-1;
  | 
| 
alpar@209
 | 
   984  | 
        V2=2*real<double>()-1;
  | 
| 
alpar@209
 | 
   985  | 
        S=V1*V1+V2*V2;
  | 
| 
alpar@10
 | 
   986  | 
      } while(S>=1);
  | 
| 
alpar@10
 | 
   987  | 
      double W=std::sqrt(-2*std::log(S)/S);
  | 
| 
alpar@10
 | 
   988  | 
      return dim2::Point<double>(W*V1,W*V2);
  | 
| 
alpar@10
 | 
   989  | 
    }
  | 
| 
alpar@10
 | 
   990  | 
    /// A kind of two dimensional exponential distribution
  | 
| 
alpar@10
 | 
   991  | 
  | 
| 
alpar@10
 | 
   992  | 
    /// This function provides a turning symmetric two-dimensional distribution.
  | 
| 
alpar@10
 | 
   993  | 
    /// The x-coordinate is of conditionally exponential distribution
  | 
| 
alpar@209
 | 
   994  | 
    /// with the condition that x is positive and y=0. If x is negative and
  | 
| 
alpar@10
 | 
   995  | 
    /// y=0 then, -x is of exponential distribution. The same is true for the
  | 
| 
alpar@10
 | 
   996  | 
    /// y-coordinate.
  | 
| 
alpar@209
 | 
   997  | 
    dim2::Point<double> exponential2()
  | 
| 
alpar@10
 | 
   998  | 
    {
 | 
| 
alpar@10
 | 
   999  | 
      double V1,V2,S;
  | 
| 
alpar@10
 | 
  1000  | 
      do {
 | 
| 
alpar@209
 | 
  1001  | 
        V1=2*real<double>()-1;
  | 
| 
alpar@209
 | 
  1002  | 
        V2=2*real<double>()-1;
  | 
| 
alpar@209
 | 
  1003  | 
        S=V1*V1+V2*V2;
  | 
| 
alpar@10
 | 
  1004  | 
      } while(S>=1);
  | 
| 
alpar@10
 | 
  1005  | 
      double W=-std::log(S)/S;
  | 
| 
alpar@10
 | 
  1006  | 
      return dim2::Point<double>(W*V1,W*V2);
  | 
| 
alpar@10
 | 
  1007  | 
    }
  | 
| 
alpar@10
 | 
  1008  | 
  | 
| 
alpar@209
 | 
  1009  | 
    ///@}
  | 
| 
alpar@10
 | 
  1010  | 
  };
  | 
| 
alpar@10
 | 
  1011  | 
  | 
| 
alpar@10
 | 
  1012  | 
  | 
| 
alpar@10
 | 
  1013  | 
  extern Random rnd;
  | 
| 
alpar@10
 | 
  1014  | 
  | 
| 
alpar@10
 | 
  1015  | 
}
  | 
| 
alpar@10
 | 
  1016  | 
  | 
| 
alpar@10
 | 
  1017  | 
#endif
  |