3 * This file is a part of LEMON, a generic C++ optimization library
5 * Copyright (C) 2003-2008
6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 * (Egervary Research Group on Combinatorial Optimization, EGRES).
9 * Permission to use, modify and distribute this software is granted
10 * provided that this copyright notice appears in all copies. For
11 * precise terms see the accompanying LICENSE file.
13 * This software is provided "AS IS" with no warranty of any kind,
14 * express or implied, and with no claim as to its suitability for any
20 * This file contains the reimplemented version of the Mersenne Twister
21 * Generator of Matsumoto and Nishimura.
23 * See the appropriate copyright notice below.
25 * Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
26 * All rights reserved.
28 * Redistribution and use in source and binary forms, with or without
29 * modification, are permitted provided that the following conditions
32 * 1. Redistributions of source code must retain the above copyright
33 * notice, this list of conditions and the following disclaimer.
35 * 2. Redistributions in binary form must reproduce the above copyright
36 * notice, this list of conditions and the following disclaimer in the
37 * documentation and/or other materials provided with the distribution.
39 * 3. The names of its contributors may not be used to endorse or promote
40 * products derived from this software without specific prior written
43 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
44 * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
45 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
46 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
47 * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
48 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
49 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
50 * SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
51 * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
52 * STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
53 * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
54 * OF THE POSSIBILITY OF SUCH DAMAGE.
57 * Any feedback is very welcome.
58 * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
59 * email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
62 #ifndef LEMON_RANDOM_H
63 #define LEMON_RANDOM_H
71 #include <lemon/math.h>
72 #include <lemon/dim2.h>
76 ///\brief Mersenne Twister random number generator
80 namespace _random_bits {
82 template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
83 struct RandomTraits {};
85 template <typename _Word>
86 struct RandomTraits<_Word, 32> {
89 static const int bits = 32;
91 static const int length = 624;
92 static const int shift = 397;
94 static const Word mul = 0x6c078965u;
95 static const Word arrayInit = 0x012BD6AAu;
96 static const Word arrayMul1 = 0x0019660Du;
97 static const Word arrayMul2 = 0x5D588B65u;
99 static const Word mask = 0x9908B0DFu;
100 static const Word loMask = (1u << 31) - 1;
101 static const Word hiMask = ~loMask;
104 static Word tempering(Word rnd) {
106 rnd ^= (rnd << 7) & 0x9D2C5680u;
107 rnd ^= (rnd << 15) & 0xEFC60000u;
114 template <typename _Word>
115 struct RandomTraits<_Word, 64> {
118 static const int bits = 64;
120 static const int length = 312;
121 static const int shift = 156;
123 static const Word mul = Word(0x5851F42Du) << 32 | Word(0x4C957F2Du);
124 static const Word arrayInit = Word(0x00000000u) << 32 |Word(0x012BD6AAu);
125 static const Word arrayMul1 = Word(0x369DEA0Fu) << 32 |Word(0x31A53F85u);
126 static const Word arrayMul2 = Word(0x27BB2EE6u) << 32 |Word(0x87B0B0FDu);
128 static const Word mask = Word(0xB5026F5Au) << 32 | Word(0xA96619E9u);
129 static const Word loMask = (Word(1u) << 31) - 1;
130 static const Word hiMask = ~loMask;
132 static Word tempering(Word rnd) {
133 rnd ^= (rnd >> 29) & (Word(0x55555555u) << 32 | Word(0x55555555u));
134 rnd ^= (rnd << 17) & (Word(0x71D67FFFu) << 32 | Word(0xEDA60000u));
135 rnd ^= (rnd << 37) & (Word(0xFFF7EEE0u) << 32 | Word(0x00000000u));
142 template <typename _Word>
150 static const int bits = RandomTraits<Word>::bits;
152 static const int length = RandomTraits<Word>::length;
153 static const int shift = RandomTraits<Word>::shift;
158 static const Word seedArray[4] = {
159 0x12345u, 0x23456u, 0x34567u, 0x45678u
162 initState(seedArray, seedArray + 4);
165 void initState(Word seed) {
167 static const Word mul = RandomTraits<Word>::mul;
171 Word *curr = state + length - 1;
172 curr[0] = seed; --curr;
173 for (int i = 1; i < length; ++i) {
174 curr[0] = (mul * ( curr[1] ^ (curr[1] >> (bits - 2)) ) + i);
179 template <typename Iterator>
180 void initState(Iterator begin, Iterator end) {
182 static const Word init = RandomTraits<Word>::arrayInit;
183 static const Word mul1 = RandomTraits<Word>::arrayMul1;
184 static const Word mul2 = RandomTraits<Word>::arrayMul2;
187 Word *curr = state + length - 1; --curr;
188 Iterator it = begin; int cnt = 0;
193 num = length > end - begin ? length : end - begin;
195 curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul1))
202 curr = state + length - 1; curr[0] = state[0];
207 num = length - 1; cnt = length - (curr - state) - 1;
209 curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2))
213 curr = state + length - 1; curr[0] = state[0]; --curr;
218 state[length - 1] = Word(1) << (bits - 1);
221 void copyState(const RandomCore& other) {
222 std::copy(other.state, other.state + length, state);
223 current = state + (other.current - other.state);
227 if (current == state) fillState();
230 return RandomTraits<Word>::tempering(rnd);
237 static const Word mask[2] = { 0x0ul, RandomTraits<Word>::mask };
238 static const Word loMask = RandomTraits<Word>::loMask;
239 static const Word hiMask = RandomTraits<Word>::hiMask;
241 current = state + length;
243 register Word *curr = state + length - 1;
246 num = length - shift;
248 curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
249 curr[- shift] ^ mask[curr[-1] & 1ul];
254 curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
255 curr[length - shift] ^ mask[curr[-1] & 1ul];
258 state[0] = (((state[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
259 curr[length - shift] ^ mask[curr[length - 1] & 1ul];
270 template <typename Result,
271 int shift = (std::numeric_limits<Result>::digits + 1) / 2>
273 static Result mask(const Result& result) {
274 return Masker<Result, (shift + 1) / 2>::
275 mask(static_cast<Result>(result | (result >> shift)));
279 template <typename Result>
280 struct Masker<Result, 1> {
281 static Result mask(const Result& result) {
282 return static_cast<Result>(result | (result >> 1));
286 template <typename Result, typename Word,
287 int rest = std::numeric_limits<Result>::digits, int shift = 0,
288 bool last = rest <= std::numeric_limits<Word>::digits>
289 struct IntConversion {
290 static const int bits = std::numeric_limits<Word>::digits;
292 static Result convert(RandomCore<Word>& rnd) {
293 return static_cast<Result>(rnd() >> (bits - rest)) << shift;
298 template <typename Result, typename Word, int rest, int shift>
299 struct IntConversion<Result, Word, rest, shift, false> {
300 static const int bits = std::numeric_limits<Word>::digits;
302 static Result convert(RandomCore<Word>& rnd) {
303 return (static_cast<Result>(rnd()) << shift) |
304 IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
309 template <typename Result, typename Word,
310 bool one_word = (std::numeric_limits<Word>::digits <
311 std::numeric_limits<Result>::digits) >
313 static Result map(RandomCore<Word>& rnd, const Result& bound) {
314 Word max = Word(bound - 1);
315 Result mask = Masker<Result>::mask(bound - 1);
318 num = IntConversion<Result, Word>::convert(rnd) & mask;
324 template <typename Result, typename Word>
325 struct Mapping<Result, Word, false> {
326 static Result map(RandomCore<Word>& rnd, const Result& bound) {
327 Word max = Word(bound - 1);
328 Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
338 template <typename Result, int exp, bool pos = (exp >= 0)>
339 struct ShiftMultiplier {
340 static const Result multiplier() {
341 Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
343 if ((exp & 1) == 1) res *= static_cast<Result>(2.0);
348 template <typename Result, int exp>
349 struct ShiftMultiplier<Result, exp, false> {
350 static const Result multiplier() {
351 Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
353 if ((exp & 1) == 1) res *= static_cast<Result>(0.5);
358 template <typename Result>
359 struct ShiftMultiplier<Result, 0, true> {
360 static const Result multiplier() {
361 return static_cast<Result>(1.0);
365 template <typename Result>
366 struct ShiftMultiplier<Result, -20, true> {
367 static const Result multiplier() {
368 return static_cast<Result>(1.0/1048576.0);
372 template <typename Result>
373 struct ShiftMultiplier<Result, -32, true> {
374 static const Result multiplier() {
375 return static_cast<Result>(1.0/424967296.0);
379 template <typename Result>
380 struct ShiftMultiplier<Result, -53, true> {
381 static const Result multiplier() {
382 return static_cast<Result>(1.0/9007199254740992.0);
386 template <typename Result>
387 struct ShiftMultiplier<Result, -64, true> {
388 static const Result multiplier() {
389 return static_cast<Result>(1.0/18446744073709551616.0);
393 template <typename Result, int exp>
395 static Result shift(const Result& result) {
396 return result * ShiftMultiplier<Result, exp>::multiplier();
400 template <typename Result, typename Word,
401 int rest = std::numeric_limits<Result>::digits, int shift = 0,
402 bool last = rest <= std::numeric_limits<Word>::digits>
403 struct RealConversion{
404 static const int bits = std::numeric_limits<Word>::digits;
406 static Result convert(RandomCore<Word>& rnd) {
407 return Shifting<Result, - shift - rest>::
408 shift(static_cast<Result>(rnd() >> (bits - rest)));
412 template <typename Result, typename Word, int rest, int shift>
413 struct RealConversion<Result, Word, rest, shift, false> {
414 static const int bits = std::numeric_limits<Word>::digits;
416 static Result convert(RandomCore<Word>& rnd) {
417 return Shifting<Result, - shift - bits>::
418 shift(static_cast<Result>(rnd())) +
419 RealConversion<Result, Word, rest-bits, shift + bits>::
424 template <typename Result, typename Word>
427 template <typename Iterator>
428 static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
429 std::vector<Word> ws;
430 for (Iterator it = begin; it != end; ++it) {
431 ws.push_back(Word(*it));
433 rnd.initState(ws.begin(), ws.end());
436 static void init(RandomCore<Word>& rnd, Result seed) {
441 template <typename Word>
442 struct BoolConversion {
443 static bool convert(RandomCore<Word>& rnd) {
444 return (rnd() & 1) == 1;
448 template <typename Word>
449 struct BoolProducer {
453 BoolProducer() : num(0) {}
455 bool convert(RandomCore<Word>& rnd) {
458 num = RandomTraits<Word>::bits;
460 bool r = (buffer & 1);
471 /// \brief Mersenne Twister random number generator
473 /// The Mersenne Twister is a twisted generalized feedback
474 /// shift-register generator of Matsumoto and Nishimura. The period
475 /// of this generator is \f$ 2^{19937} - 1 \f$ and it is
476 /// equi-distributed in 623 dimensions for 32-bit numbers. The time
477 /// performance of this generator is comparable to the commonly used
480 /// This implementation is specialized for both 32-bit and 64-bit
481 /// architectures. The generators differ sligthly in the
482 /// initialization and generation phase so they produce two
483 /// completly different sequences.
485 /// The generator gives back random numbers of serveral types. To
486 /// get a random number from a range of a floating point type you
487 /// can use one form of the \c operator() or the \c real() member
488 /// function. If you want to get random number from the {0, 1, ...,
489 /// n-1} integer range use the \c operator[] or the \c integer()
490 /// method. And to get random number from the whole range of an
491 /// integer type you can use the argumentless \c integer() or \c
492 /// uinteger() functions. After all you can get random bool with
493 /// equal chance of true and false or given probability of true
494 /// result with the \c boolean() member functions.
497 /// // The commented code is identical to the other
498 /// double a = rnd(); // [0.0, 1.0)
499 /// // double a = rnd.real(); // [0.0, 1.0)
500 /// double b = rnd(100.0); // [0.0, 100.0)
501 /// // double b = rnd.real(100.0); // [0.0, 100.0)
502 /// double c = rnd(1.0, 2.0); // [1.0, 2.0)
503 /// // double c = rnd.real(1.0, 2.0); // [1.0, 2.0)
504 /// int d = rnd[100000]; // 0..99999
505 /// // int d = rnd.integer(100000); // 0..99999
506 /// int e = rnd[6] + 1; // 1..6
507 /// // int e = rnd.integer(1, 1 + 6); // 1..6
508 /// int b = rnd.uinteger<int>(); // 0 .. 2^31 - 1
509 /// int c = rnd.integer<int>(); // - 2^31 .. 2^31 - 1
510 /// bool g = rnd.boolean(); // P(g = true) = 0.5
511 /// bool h = rnd.boolean(0.8); // P(h = true) = 0.8
514 /// LEMON provides a global instance of the random number
515 /// generator which name is \ref lemon::rnd "rnd". Usually it is a
516 /// good programming convenience to use this global generator to get
522 typedef unsigned long Word;
524 _random_bits::RandomCore<Word> core;
525 _random_bits::BoolProducer<Word> bool_producer;
530 /// \brief Default constructor
532 /// Constructor with constant seeding.
533 Random() { core.initState(); }
535 /// \brief Constructor with seed
537 /// Constructor with seed. The current number type will be converted
538 /// to the architecture word type.
539 template <typename Number>
540 Random(Number seed) {
541 _random_bits::Initializer<Number, Word>::init(core, seed);
544 /// \brief Constructor with array seeding
546 /// Constructor with array seeding. The given range should contain
547 /// any number type and the numbers will be converted to the
548 /// architecture word type.
549 template <typename Iterator>
550 Random(Iterator begin, Iterator end) {
551 typedef typename std::iterator_traits<Iterator>::value_type Number;
552 _random_bits::Initializer<Number, Word>::init(core, begin, end);
555 /// \brief Copy constructor
557 /// Copy constructor. The generated sequence will be identical to
558 /// the other sequence. It can be used to save the current state
559 /// of the generator and later use it to generate the same
561 Random(const Random& other) {
562 core.copyState(other.core);
565 /// \brief Assign operator
567 /// Assign operator. The generated sequence will be identical to
568 /// the other sequence. It can be used to save the current state
569 /// of the generator and later use it to generate the same
571 Random& operator=(const Random& other) {
572 if (&other != this) {
573 core.copyState(other.core);
578 /// \brief Returns a random real number from the range [0, 1)
580 /// It returns a random real number from the range [0, 1). The
581 /// default Number type is \c double.
582 template <typename Number>
584 return _random_bits::RealConversion<Number, Word>::convert(core);
588 return real<double>();
591 /// \brief Returns a random real number the range [0, b)
593 /// It returns a random real number from the range [0, b).
594 template <typename Number>
595 Number real(Number b) {
596 return real<Number>() * b;
599 /// \brief Returns a random real number from the range [a, b)
601 /// It returns a random real number from the range [a, b).
602 template <typename Number>
603 Number real(Number a, Number b) {
604 return real<Number>() * (b - a) + a;
607 /// \brief Returns a random real number from the range [0, 1)
609 /// It returns a random double from the range [0, 1).
610 double operator()() {
611 return real<double>();
614 /// \brief Returns a random real number from the range [0, b)
616 /// It returns a random real number from the range [0, b).
617 template <typename Number>
618 Number operator()(Number b) {
619 return real<Number>() * b;
622 /// \brief Returns a random real number from the range [a, b)
624 /// It returns a random real number from the range [a, b).
625 template <typename Number>
626 Number operator()(Number a, Number b) {
627 return real<Number>() * (b - a) + a;
630 /// \brief Returns a random integer from a range
632 /// It returns a random integer from the range {0, 1, ..., b - 1}.
633 template <typename Number>
634 Number integer(Number b) {
635 return _random_bits::Mapping<Number, Word>::map(core, b);
638 /// \brief Returns a random integer from a range
640 /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
641 template <typename Number>
642 Number integer(Number a, Number b) {
643 return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
646 /// \brief Returns a random integer from a range
648 /// It returns a random integer from the range {0, 1, ..., b - 1}.
649 template <typename Number>
650 Number operator[](Number b) {
651 return _random_bits::Mapping<Number, Word>::map(core, b);
654 /// \brief Returns a random non-negative integer
656 /// It returns a random non-negative integer uniformly from the
657 /// whole range of the current \c Number type. The default result
658 /// type of this function is <tt>unsigned int</tt>.
659 template <typename Number>
661 return _random_bits::IntConversion<Number, Word>::convert(core);
664 unsigned int uinteger() {
665 return uinteger<unsigned int>();
668 /// \brief Returns a random integer
670 /// It returns a random integer uniformly from the whole range of
671 /// the current \c Number type. The default result type of this
672 /// function is \c int.
673 template <typename Number>
675 static const int nb = std::numeric_limits<Number>::digits +
676 (std::numeric_limits<Number>::is_signed ? 1 : 0);
677 return _random_bits::IntConversion<Number, Word, nb>::convert(core);
681 return integer<int>();
684 /// \brief Returns a random bool
686 /// It returns a random bool. The generator holds a buffer for
687 /// random bits. Every time when it become empty the generator makes
688 /// a new random word and fill the buffer up.
690 return bool_producer.convert(core);
693 ///\name Non-uniform distributions
698 /// \brief Returns a random bool
700 /// It returns a random bool with given probability of true result.
701 bool boolean(double p) {
702 return operator()() < p;
705 /// Standard Gauss distribution
707 /// Standard Gauss distribution.
708 /// \note The Cartesian form of the Box-Muller
709 /// transformation is used to generate a random normal distribution.
710 /// \todo Consider using the "ziggurat" method instead.
715 V1=2*real<double>()-1;
716 V2=2*real<double>()-1;
719 return std::sqrt(-2*std::log(S)/S)*V1;
721 /// Gauss distribution with given mean and standard deviation
723 /// Gauss distribution with given mean and standard deviation.
725 double gauss(double mean,double std_dev)
727 return gauss()*std_dev+mean;
730 /// Exponential distribution with given mean
732 /// This function generates an exponential distribution random number
733 /// with mean <tt>1/lambda</tt>.
735 double exponential(double lambda=1.0)
737 return -std::log(1.0-real<double>())/lambda;
740 /// Gamma distribution with given integer shape
742 /// This function generates a gamma distribution random number.
744 ///\param k shape parameter (<tt>k>0</tt> integer)
748 for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
752 /// Gamma distribution with given shape and scale parameter
754 /// This function generates a gamma distribution random number.
756 ///\param k shape parameter (<tt>k>0</tt>)
757 ///\param theta scale parameter
759 double gamma(double k,double theta=1.0)
762 const double delta = k-std::floor(k);
763 const double v0=E/(E-delta);
765 double V0=1.0-real<double>();
766 double V1=1.0-real<double>();
767 double V2=1.0-real<double>();
770 xi=std::pow(V1,1.0/delta);
771 nu=V0*std::pow(xi,delta-1.0);
778 } while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
779 return theta*(xi-gamma(int(std::floor(k))));
782 /// Weibull distribution
784 /// This function generates a Weibull distribution random number.
786 ///\param k shape parameter (<tt>k>0</tt>)
787 ///\param lambda scale parameter (<tt>lambda>0</tt>)
789 double weibull(double k,double lambda)
791 return lambda*pow(-std::log(1.0-real<double>()),1.0/k);
794 /// Pareto distribution
796 /// This function generates a Pareto distribution random number.
798 ///\param k shape parameter (<tt>k>0</tt>)
799 ///\param x_min location parameter (<tt>x_min>0</tt>)
801 double pareto(double k,double x_min)
803 return exponential(gamma(k,1.0/x_min));
806 /// Poisson distribution
808 /// This function generates a Poisson distribution random number with
809 /// parameter \c lambda.
811 /// The probability mass function of this distribusion is
812 /// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
813 /// \note The algorithm is taken from the book of Donald E. Knuth titled
814 /// ''Seminumerical Algorithms'' (1969). Its running time is linear in the
817 int poisson(double lambda)
819 const double l = std::exp(-lambda);
831 ///\name Two dimensional distributions
836 /// Uniform distribution on the full unit circle
838 /// Uniform distribution on the full unit circle.
840 dim2::Point<double> disc()
844 V1=2*real<double>()-1;
845 V2=2*real<double>()-1;
847 } while(V1*V1+V2*V2>=1);
848 return dim2::Point<double>(V1,V2);
850 /// A kind of two dimensional Gauss distribution
852 /// This function provides a turning symmetric two-dimensional distribution.
853 /// Both coordinates are of standard normal distribution, but they are not
856 /// \note The coordinates are the two random variables provided by
857 /// the Box-Muller method.
858 dim2::Point<double> gauss2()
862 V1=2*real<double>()-1;
863 V2=2*real<double>()-1;
866 double W=std::sqrt(-2*std::log(S)/S);
867 return dim2::Point<double>(W*V1,W*V2);
869 /// A kind of two dimensional exponential distribution
871 /// This function provides a turning symmetric two-dimensional distribution.
872 /// The x-coordinate is of conditionally exponential distribution
873 /// with the condition that x is positive and y=0. If x is negative and
874 /// y=0 then, -x is of exponential distribution. The same is true for the
876 dim2::Point<double> exponential2()
880 V1=2*real<double>()-1;
881 V2=2*real<double>()-1;
884 double W=-std::log(S)/S;
885 return dim2::Point<double>(W*V1,W*V2);