lemon/random.h
changeset 2229 4dbb6dd2dd4b
child 2230 67af33b34394
     1.1 --- /dev/null	Thu Jan 01 00:00:00 1970 +0000
     1.2 +++ b/lemon/random.h	Mon Oct 02 16:11:00 2006 +0000
     1.3 @@ -0,0 +1,511 @@
     1.4 +/* -*- C++ -*-
     1.5 + *
     1.6 + * This file is a part of LEMON, a generic C++ optimization library
     1.7 + *
     1.8 + * Copyright (C) 2003-2006
     1.9 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
    1.10 + * (Egervary Research Group on Combinatorial Optimization, EGRES).
    1.11 + *
    1.12 + * Permission to use, modify and distribute this software is granted
    1.13 + * provided that this copyright notice appears in all copies. For
    1.14 + * precise terms see the accompanying LICENSE file.
    1.15 + *
    1.16 + * This software is provided "AS IS" with no warranty of any kind,
    1.17 + * express or implied, and with no claim as to its suitability for any
    1.18 + * purpose.
    1.19 + *
    1.20 + */
    1.21 +
    1.22 +#ifndef LEMON_RANDOM_H
    1.23 +#define LEMON_RANDOM_H
    1.24 +
    1.25 +#include <algorithm>
    1.26 +
    1.27 +#include <ctime>
    1.28 +#include <cmath>
    1.29 +#include <cmath>
    1.30 +
    1.31 +///\ingroup misc
    1.32 +///\file
    1.33 +///\brief Mersenne Twister random number generator
    1.34 +///
    1.35 +///\author Balazs Dezso
    1.36 +
    1.37 +namespace lemon {
    1.38 +
    1.39 +#if WORD_BIT == 32
    1.40 +
    1.41 +  /// \ingroup misc
    1.42 +  ///
    1.43 +  /// \brief Mersenne Twister random number generator
    1.44 +  ///
    1.45 +  /// The Mersenne Twister is a twisted generalized feedback
    1.46 +  /// shift-register generator of Matsumoto and Nishimura. The period of
    1.47 +  /// this generator is \f$ 2^{19937} - 1 \f$ and it is equi-distributed in
    1.48 +  /// 623 dimensions. The time performance of this generator is comparable
    1.49 +  /// to the commonly used generators.
    1.50 +  ///
    1.51 +  /// \author Balazs Dezso
    1.52 +  class Random {
    1.53 +
    1.54 +    static const int length = 624;
    1.55 +    static const int shift = 397;
    1.56 +
    1.57 +  public:
    1.58 +
    1.59 +    static const unsigned long min = 0ul;
    1.60 +    static const unsigned long max = ~0ul;
    1.61 +  
    1.62 +    /// \brief Constructor
    1.63 +    ///
    1.64 +    /// Constructor with time dependent seeding.
    1.65 +    Random() { initState(std::time(0)); }
    1.66 +
    1.67 +    /// \brief Constructor
    1.68 +    ///
    1.69 +    /// Constructor
    1.70 +    Random(unsigned long seed) { initState(seed); }
    1.71 +
    1.72 +    /// \brief Copy constructor
    1.73 +    ///
    1.74 +    /// Copy constructor. The generated sequence will be identical to
    1.75 +    /// the other sequence.
    1.76 +    Random(const Random& other) { 
    1.77 +      std::copy(other.state, other.state + length, state);
    1.78 +      current = state + (other.current - other.state);
    1.79 +    }
    1.80 +
    1.81 +    /// \brief Assign operator
    1.82 +    ///
    1.83 +    /// Assign operator. The generated sequence will be identical to
    1.84 +    /// the other sequence.
    1.85 +    Random& operator=(const Random& other) {
    1.86 +      if (&other != this) {
    1.87 +        std::copy(other.state, other.state + length, state);
    1.88 +        current = state + (other.current - other.state);
    1.89 +      }
    1.90 +      return *this;
    1.91 +    }
    1.92 +
    1.93 +    /// \brief Returns an unsigned random number
    1.94 +    ///
    1.95 +    /// It returns an unsigned integer random number from the range 
    1.96 +    /// \f$ \{0, 1, \dots, 2^{32} - 1\} \f$.
    1.97 +    unsigned long getUnsigned() {
    1.98 +      if (current == state) fillState();
    1.99 +      --current;
   1.100 +      unsigned long rnd = *current;
   1.101 +      rnd ^= (rnd >> 11);
   1.102 +      rnd ^= (rnd << 7) & 0x9D2C5680ul;
   1.103 +      rnd ^= (rnd << 15) & 0xEFC60000ul;
   1.104 +      rnd ^= (rnd >> 18);
   1.105 +      return rnd;
   1.106 +    }
   1.107 +
   1.108 +    /// \brief Returns a random number
   1.109 +    ///
   1.110 +    /// It returns an integer random number from the range 
   1.111 +    /// \f$ \{-2^{31}, \dots, 2^{31} - 1\} \f$.
   1.112 +    long getInt() {
   1.113 +      return (long)getUnsigned();
   1.114 +    }
   1.115 +    
   1.116 +    /// \brief Returns an unsigned integer random number
   1.117 +    ///
   1.118 +    /// It returns an unsigned integer random number from the range 
   1.119 +    /// \f$ \{0, 1, \dots, 2^{31} - 1\} \f$.
   1.120 +    long getNatural() {
   1.121 +      return (long)(getUnsigned() >> 1);
   1.122 +    }
   1.123 +
   1.124 +    /// \brief Returns a random bool
   1.125 +    ///
   1.126 +    /// It returns a random bool.
   1.127 +    bool getBool() {
   1.128 +      return (bool)(getUnsigned() & 1);
   1.129 +    }
   1.130 +
   1.131 +    /// \brief Returns a real random number
   1.132 +    ///
   1.133 +    /// It returns a real random number from the range 
   1.134 +    /// \f$ [0, 1) \f$. The double will have 32 significant bits.
   1.135 +    double getReal() {
   1.136 +      return std::ldexp((double)getUnsigned(), -32);
   1.137 +    }
   1.138 +
   1.139 +    /// \brief Returns a real random number
   1.140 +    ///
   1.141 +    /// It returns a real random number from the range 
   1.142 +    /// \f$ [0, 1) \f$. The double will have 53 significant bits,
   1.143 +    /// but it is slower than the \c getReal().
   1.144 +    double getPrecReal() {
   1.145 +      return std::ldexp((double)(getUnsigned() >> 5), -27) + 
   1.146 +        std::ldexp((double)(getUnsigned() >> 6), -53);
   1.147 +    }
   1.148 +
   1.149 +    /// \brief Returns an unsigned random number from a given range
   1.150 +    ///
   1.151 +    /// It returns an unsigned integer random number from the range 
   1.152 +    /// \f$ \{0, 1, \dots, n - 1\} \f$.
   1.153 +    unsigned long getUnsigned(unsigned long n) {
   1.154 +      unsigned long mask = n - 1, rnd;
   1.155 +      mask |= mask >> 1;
   1.156 +      mask |= mask >> 2;
   1.157 +      mask |= mask >> 4;
   1.158 +      mask |= mask >> 8;
   1.159 +      mask |= mask >> 16;
   1.160 +      do rnd = getUnsigned() & mask; while (rnd >= n);
   1.161 +      return rnd;
   1.162 +    }
   1.163 +
   1.164 +    /// \brief Returns a random number from a given range
   1.165 +    ///
   1.166 +    /// It returns an unsigned integer random number from the range 
   1.167 +    /// \f$ \{0, 1, \dots, n - 1\} \f$.
   1.168 +    long getInt(long n) {
   1.169 +      long mask = n - 1, rnd;
   1.170 +      mask |= mask >> 1;
   1.171 +      mask |= mask >> 2;
   1.172 +      mask |= mask >> 4;
   1.173 +      mask |= mask >> 8;
   1.174 +      mask |= mask >> 16;
   1.175 +      do rnd = getUnsigned() & mask; while (rnd >= n);
   1.176 +      return rnd;
   1.177 +    }
   1.178 +
   1.179 +  private:
   1.180 +
   1.181 +    void initState(unsigned long seed) {
   1.182 +      static const unsigned long mul = 0x6c078965ul;
   1.183 +
   1.184 +      current = state; 
   1.185 +
   1.186 +      unsigned long *curr = state + length - 1;
   1.187 +      curr[0] = seed; --curr;
   1.188 +      for (int i = 1; i < length; ++i) {
   1.189 +        curr[0] = (mul * ( curr[1] ^ (curr[1] >> 30) ) + i);
   1.190 +        --curr;
   1.191 +      }
   1.192 +    }
   1.193 +  
   1.194 +    void fillState() {
   1.195 +      static const unsigned long mask[2] = { 0x0ul, 0x9908B0DFul };
   1.196 +      static const unsigned long loMask = (1ul << 31) - 1;
   1.197 +      static const unsigned long hiMask = ~loMask;
   1.198 +
   1.199 +      current = state + length; 
   1.200 +
   1.201 +      register unsigned long *curr = state + length - 1;
   1.202 +      register long num;
   1.203 +      
   1.204 +      num = length - shift;
   1.205 +      while (num--) {
   1.206 +        curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
   1.207 +          curr[- shift] ^ mask[curr[-1] & 1ul];
   1.208 +        --curr;
   1.209 +      }
   1.210 +      num = shift - 1;
   1.211 +      while (num--) {
   1.212 +        curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
   1.213 +          curr[length - shift] ^ mask[curr[-1] & 1ul];
   1.214 +        --curr;
   1.215 +      }
   1.216 +      curr[0] = (((curr[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
   1.217 +        curr[length - shift] ^ mask[curr[length - 1] & 1ul];
   1.218 +
   1.219 +    }
   1.220 +  
   1.221 +    unsigned long *current;
   1.222 +    unsigned long state[length];
   1.223 +    
   1.224 +  };
   1.225 +
   1.226 +#elif WORD_BIT == 64
   1.227 +
   1.228 +  /// \brief Mersenne Twister random number generator
   1.229 +  ///
   1.230 +  /// The Mersenne Twister is a twisted generalized feedback
   1.231 +  /// shift-register generator of Matsumoto and Nishimura. The period of
   1.232 +  /// this generator is \f$ 2^{19937} - 1 \f$ and it is equi-distributed in
   1.233 +  /// 311 dimensions. The time performance of this generator is comparable
   1.234 +  /// to the commonly used generators.
   1.235 +  class Random {
   1.236 +
   1.237 +    static const int length = 312;
   1.238 +    static const int shift = 156;
   1.239 +
   1.240 +  public:
   1.241 +
   1.242 +    static const unsigned long min = 0ul;
   1.243 +    static const unsigned long max = ~0ul;
   1.244 +  
   1.245 +    /// \brief Constructor
   1.246 +    ///
   1.247 +    /// Constructor with time dependent seeding.
   1.248 +    Random() { initState(std::time(0)); }
   1.249 +
   1.250 +    /// \brief Constructor
   1.251 +    ///
   1.252 +    /// Constructor
   1.253 +    Random(unsigned long seed) { initState(seed); }
   1.254 +
   1.255 +    /// \brief Copy constructor
   1.256 +    ///
   1.257 +    /// Copy constructor. The generated sequence will be identical to
   1.258 +    /// the other sequence.
   1.259 +    Random(const Random& other) { 
   1.260 +      std::copy(other.state, other.state + length, state);
   1.261 +      current = state + (other.current - other.state);
   1.262 +    }
   1.263 +
   1.264 +    /// \brief Assign operator
   1.265 +    ///
   1.266 +    /// Assign operator. The generated sequence will be identical to
   1.267 +    /// the other sequence.
   1.268 +    Random& operator=(const Random& other) {
   1.269 +      if (&other != this) {
   1.270 +        std::copy(other.state, other.state + length, state);
   1.271 +        current = state + (other.current - other.state);
   1.272 +      }
   1.273 +      return *this;
   1.274 +    }
   1.275 +
   1.276 +    /// \brief Returns an unsigned random number
   1.277 +    ///
   1.278 +    /// It returns an unsigned integer random number from the range 
   1.279 +    /// \f$ \{0, 1, \dots, 2^{64} - 1\} \f$.
   1.280 +    unsigned long getUnsigned() {
   1.281 +      if (current == state) fillState();
   1.282 +      --current;
   1.283 +      unsigned long rnd = *current;
   1.284 +      rnd ^= (rnd >> 29) & 0x5555555555555555ul;
   1.285 +      rnd ^= (rnd << 17) & 0x71D67FFFEDA60000ul;
   1.286 +      rnd ^= (rnd << 37) & 0xFFF7EEE000000000ul;
   1.287 +      rnd ^= (rnd >> 43);
   1.288 +      return rnd;
   1.289 +    }
   1.290 +
   1.291 +    /// \brief Returns a random number
   1.292 +    ///
   1.293 +    /// It returns an integer random number from the range 
   1.294 +    /// \f$ \{-2^{63}, \dots, 2^{63} - 1\} \f$.
   1.295 +    long getInt() {
   1.296 +      return (long)getUnsigned();
   1.297 +    }
   1.298 +    
   1.299 +    /// \brief Returns an unsigned integer random number
   1.300 +    ///
   1.301 +    /// It returns an unsigned integer random number from the range 
   1.302 +    /// \f$ \{0, 1, \dots, 2^{63} - 1\} \f$.
   1.303 +    long getNatural() {
   1.304 +      return (long)(getUnsigned() >> 1);
   1.305 +    }
   1.306 +
   1.307 +    /// \brief Returns a random bool
   1.308 +    ///
   1.309 +    /// It returns a random bool.
   1.310 +    bool getBool() {
   1.311 +      return (bool)(getUnsigned() & 1);
   1.312 +    }
   1.313 +
   1.314 +    /// \brief Returns a real random number
   1.315 +    ///
   1.316 +    /// It returns a real random number from the range 
   1.317 +    /// \f$ [0, 1) \f$.
   1.318 +    double getReal() {
   1.319 +      return std::ldexp((double)(getUnsigned() >> 11), -53);
   1.320 +    }
   1.321 +
   1.322 +    /// \brief Returns a real random number
   1.323 +    ///
   1.324 +    /// It returns a real random number from the range 
   1.325 +    /// \f$ [0, 1) \f$. This function is identical to the \c getReal().
   1.326 +    double getPrecReal() {
   1.327 +      return getReal();
   1.328 +    }
   1.329 +
   1.330 +    /// \brief Returns an unsigned random number from a given range
   1.331 +    ///
   1.332 +    /// It returns an unsigned integer random number from the range 
   1.333 +    /// \f$ \{0, 1, \dots, n - 1\} \f$.
   1.334 +    unsigned long getUnsigned(unsigned long n) {
   1.335 +      unsigned long mask = n - 1, rnd;
   1.336 +      mask |= mask >> 1;
   1.337 +      mask |= mask >> 2;
   1.338 +      mask |= mask >> 4;
   1.339 +      mask |= mask >> 8;
   1.340 +      mask |= mask >> 16;
   1.341 +      mask |= mask >> 32;
   1.342 +      do rnd = getUnsigned() & mask; while (rnd >= n);
   1.343 +      return rnd;
   1.344 +    }
   1.345 +
   1.346 +    /// \brief Returns a random number from a given range
   1.347 +    ///
   1.348 +    /// It returns an unsigned integer random number from the range 
   1.349 +    /// \f$ \{0, 1, \dots, n - 1\} \f$.
   1.350 +    long getInt(long n) {
   1.351 +      long mask = n - 1, rnd;
   1.352 +      mask |= mask >> 1;
   1.353 +      mask |= mask >> 2;
   1.354 +      mask |= mask >> 4;
   1.355 +      mask |= mask >> 8;
   1.356 +      mask |= mask >> 16;
   1.357 +      mask |= mask >> 32;
   1.358 +      do rnd = getUnsigned() & mask; while (rnd >= n);
   1.359 +      return rnd;
   1.360 +    }
   1.361 +
   1.362 +  private:
   1.363 +
   1.364 +    void initState(unsigned long seed) {
   1.365 +
   1.366 +      static const unsigned long mul = 0x5851F42D4C957F2Dul;
   1.367 +
   1.368 +      current = state; 
   1.369 +
   1.370 +      unsigned long *curr = state + length - 1;
   1.371 +      curr[0] = seed; --curr;
   1.372 +      for (int i = 1; i < length; ++i) {
   1.373 +        curr[0] = (mul * ( curr[1] ^ (curr[1] >> 62) ) + i);
   1.374 +        --curr;
   1.375 +      }
   1.376 +    }
   1.377 +  
   1.378 +    void fillState() {
   1.379 +      static const unsigned long mask[2] = { 0x0ul, 0xB5026F5AA96619E9ul };
   1.380 +      static const unsigned long loMask = (1ul << 31) - 1;
   1.381 +      static const unsigned long hiMask = ~loMask;
   1.382 +
   1.383 +      current = state + length; 
   1.384 +
   1.385 +      register unsigned long *curr = state + length - 1;
   1.386 +      register int num;
   1.387 +      
   1.388 +      num = length - shift;
   1.389 +      while (num--) {
   1.390 +        curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
   1.391 +          curr[- shift] ^ mask[curr[-1] & 1ul];
   1.392 +        --curr;
   1.393 +      }
   1.394 +      num = shift - 1;
   1.395 +      while (num--) {
   1.396 +        curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
   1.397 +          curr[length - shift] ^ mask[curr[-1] & 1ul];
   1.398 +        --curr;
   1.399 +      }
   1.400 +      curr[0] = (((curr[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
   1.401 +        curr[length - shift] ^ mask[curr[length - 1] & 1ul];
   1.402 +
   1.403 +    }
   1.404 +  
   1.405 +    unsigned long *current;
   1.406 +    unsigned long state[length];
   1.407 +    
   1.408 +  };
   1.409 +
   1.410 +#else
   1.411 +
   1.412 +  /// \brief Mersenne Twister random number generator
   1.413 +  ///
   1.414 +  /// The Mersenne Twister is a twisted generalized feedback
   1.415 +  /// shift-register generator of Matsumoto and Nishimura. There is
   1.416 +  /// two different implementation in the Lemon library, one for
   1.417 +  /// 32-bit processors and one for 64-bit processors. The period of
   1.418 +  /// the generated sequence is \f$ 2^{19937} - 1 \f$, the generated
   1.419 +  /// sequence of 32-bit random numbers is equi-distributed in 623
   1.420 +  /// dimensions. The time performance of this generator is comparable
   1.421 +  /// to the commonly used generators.
   1.422 +  class Random {
   1.423 +  public:
   1.424 +
   1.425 +    static const unsigned long min = 0ul;
   1.426 +    static const unsigned long max = ~0ul;
   1.427 +  
   1.428 +    /// \brief Constructor
   1.429 +    ///
   1.430 +    /// Constructor with time dependent seeding.
   1.431 +    Random() {}
   1.432 +
   1.433 +    /// \brief Constructor
   1.434 +    ///
   1.435 +    /// Constructor
   1.436 +    Random(unsigned long seed) {}
   1.437 +
   1.438 +    /// \brief Copy constructor
   1.439 +    ///
   1.440 +    /// Copy constructor. The generated sequence will be identical to
   1.441 +    /// the other sequence.
   1.442 +    Random(const Random& other) {}
   1.443 +
   1.444 +    /// \brief Assign operator
   1.445 +    ///
   1.446 +    /// Assign operator. The generated sequence will be identical to
   1.447 +    /// the other sequence.
   1.448 +    Random& operator=(const Random& other) { return *this; }
   1.449 +
   1.450 +    /// \brief Returns an unsigned random number
   1.451 +    ///
   1.452 +    /// It returns an unsigned integer random number from the range 
   1.453 +    /// \f$ \{0, 1, \dots, 2^{64} - 1\} \f$ for 64-bit processors and from
   1.454 +    /// \f$ \{0, 1, \dots, 2^{32} - 1\} \f$ for 32-bit processors.
   1.455 +    unsigned long getUnsigned() { return 0ul; }
   1.456 +
   1.457 +    /// \brief Returns a random number
   1.458 +    ///
   1.459 +    /// It returns an integer random number from the range 
   1.460 +    /// \f$ \{-2^{63}, \dots, 2^{63} - 1\} \f$ for 64-bit processors and from
   1.461 +    /// \f$ \{-2^{31}, \dots, 2^{31} - 1\} \f$ for 32-bit processors.
   1.462 +    long getInt() { return 0l; }
   1.463 +    
   1.464 +    /// \brief Returns an unsigned integer random number
   1.465 +    ///
   1.466 +    /// It returns an unsigned integer random number from the range 
   1.467 +    /// \f$ \{0, 1, \dots, 2^{63} - 1\} \f$ for 64-bit processors and
   1.468 +    /// from \f$ \{0, 1, \dots, 2^{31} - 1\} \f$ for 32-bit processors.
   1.469 +    long getNatural() { return 0l; }
   1.470 +
   1.471 +    /// \brief Returns a random bool
   1.472 +    ///
   1.473 +    /// It returns a random bool.
   1.474 +    bool getBool() { return false; }
   1.475 +
   1.476 +    /// \brief Returns a real random number
   1.477 +    ///
   1.478 +    /// It returns a real random number from the range 
   1.479 +    /// \f$ [0, 1) \f$. For 32-bit processors the generated random
   1.480 +    /// number will just have 32 significant bits.
   1.481 +    double getReal() { return 0.0; }
   1.482 +
   1.483 +    /// \brief Returns a real random number
   1.484 +    ///
   1.485 +    /// It returns a real random number from the range 
   1.486 +    /// \f$ [0, 1) \f$. This function returns random numbers with 53
   1.487 +    /// significant bits for 32-bit processors. For 64-bit processors
   1.488 +    /// it is identical to the \c getReal().
   1.489 +    double getPrecReal() { return 0.0; }
   1.490 +
   1.491 +    /// \brief Returns an unsigned random number from a given range
   1.492 +    ///
   1.493 +    /// It returns an unsigned integer random number from the range 
   1.494 +    /// \f$ \{0, 1, \dots, n - 1\} \f$.
   1.495 +    unsigned long getUnsigned(unsigned long n) { return 0; }
   1.496 +
   1.497 +    /// \brief Returns a random number from a given range
   1.498 +    ///
   1.499 +    /// It returns an unsigned integer random number from the range 
   1.500 +    /// \f$ \{0, 1, \dots, n - 1\} \f$.
   1.501 +    long getInt(long n) { return 0; }
   1.502 +
   1.503 +  };
   1.504 +
   1.505 +#endif
   1.506 +
   1.507 +  /// \brief Global random number generator instance
   1.508 +  ///
   1.509 +  /// A global mersenne twister random number generator instance
   1.510 +  extern Random rnd;
   1.511 +
   1.512 +}
   1.513 +
   1.514 +#endif