lemon/random.h
author alpar
Thu, 12 Oct 2006 11:09:17 +0000
changeset 2238 8d623100ab13
parent 2229 4dbb6dd2dd4b
child 2242 16523135943d
permissions -rw-r--r--
Bugfix
     1 /* -*- C++ -*-
     2  *
     3  * This file is a part of LEMON, a generic C++ optimization library
     4  *
     5  * Copyright (C) 2003-2006
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
     8  *
     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.
    12  *
    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
    15  * purpose.
    16  *
    17  */
    18 
    19 #ifndef LEMON_RANDOM_H
    20 #define LEMON_RANDOM_H
    21 
    22 #include <algorithm>
    23 
    24 #include <ctime>
    25 #include <cmath>
    26 #include <cmath>
    27 
    28 ///\ingroup misc
    29 ///\file
    30 ///\brief Mersenne Twister random number generator
    31 ///
    32 ///\author Balazs Dezso
    33 
    34 namespace lemon {
    35 
    36 #if WORD_BIT == 32
    37 
    38   /// \ingroup misc
    39   ///
    40   /// \brief Mersenne Twister random number generator
    41   ///
    42   /// The Mersenne Twister is a twisted generalized feedback
    43   /// shift-register generator of Matsumoto and Nishimura. The period of
    44   /// this generator is \f$ 2^{19937} - 1 \f$ and it is equi-distributed in
    45   /// 623 dimensions. The time performance of this generator is comparable
    46   /// to the commonly used generators.
    47   ///
    48   /// \author Balazs Dezso
    49   class Random {
    50 
    51     static const int length = 624;
    52     static const int shift = 397;
    53 
    54   public:
    55 
    56     static const unsigned long min = 0ul;
    57     static const unsigned long max = ~0ul;
    58   
    59     /// \brief Constructor
    60     ///
    61     /// Constructor with time dependent seeding.
    62     Random() { initState(std::time(0)); }
    63 
    64     /// \brief Constructor
    65     ///
    66     /// Constructor
    67     Random(unsigned long seed) { initState(seed); }
    68 
    69     /// \brief Copy constructor
    70     ///
    71     /// Copy constructor. The generated sequence will be identical to
    72     /// the other sequence.
    73     Random(const Random& other) { 
    74       std::copy(other.state, other.state + length, state);
    75       current = state + (other.current - other.state);
    76     }
    77 
    78     /// \brief Assign operator
    79     ///
    80     /// Assign operator. The generated sequence will be identical to
    81     /// the other sequence.
    82     Random& operator=(const Random& other) {
    83       if (&other != this) {
    84         std::copy(other.state, other.state + length, state);
    85         current = state + (other.current - other.state);
    86       }
    87       return *this;
    88     }
    89 
    90     /// \brief Returns an unsigned random number
    91     ///
    92     /// It returns an unsigned integer random number from the range 
    93     /// \f$ \{0, 1, \dots, 2^{32} - 1\} \f$.
    94     unsigned long getUnsigned() {
    95       if (current == state) fillState();
    96       --current;
    97       unsigned long rnd = *current;
    98       rnd ^= (rnd >> 11);
    99       rnd ^= (rnd << 7) & 0x9D2C5680ul;
   100       rnd ^= (rnd << 15) & 0xEFC60000ul;
   101       rnd ^= (rnd >> 18);
   102       return rnd;
   103     }
   104 
   105     /// \brief Returns a random number
   106     ///
   107     /// It returns an integer random number from the range 
   108     /// \f$ \{-2^{31}, \dots, 2^{31} - 1\} \f$.
   109     long getInt() {
   110       return (long)getUnsigned();
   111     }
   112     
   113     /// \brief Returns an unsigned integer random number
   114     ///
   115     /// It returns an unsigned integer random number from the range 
   116     /// \f$ \{0, 1, \dots, 2^{31} - 1\} \f$.
   117     long getNatural() {
   118       return (long)(getUnsigned() >> 1);
   119     }
   120 
   121     /// \brief Returns a random bool
   122     ///
   123     /// It returns a random bool.
   124     bool getBool() {
   125       return (bool)(getUnsigned() & 1);
   126     }
   127 
   128     /// \brief Returns a real random number
   129     ///
   130     /// It returns a real random number from the range 
   131     /// \f$ [0, 1) \f$. The double will have 32 significant bits.
   132     double getReal() {
   133       return std::ldexp((double)getUnsigned(), -32);
   134     }
   135 
   136     /// \brief Returns a real random number
   137     ///
   138     /// It returns a real random number from the range 
   139     /// \f$ [0, 1) \f$. The double will have 53 significant bits,
   140     /// but it is slower than the \c getReal().
   141     double getPrecReal() {
   142       return std::ldexp((double)(getUnsigned() >> 5), -27) + 
   143         std::ldexp((double)(getUnsigned() >> 6), -53);
   144     }
   145 
   146     /// \brief Returns an unsigned random number from a given range
   147     ///
   148     /// It returns an unsigned integer random number from the range 
   149     /// \f$ \{0, 1, \dots, n - 1\} \f$.
   150     unsigned long getUnsigned(unsigned long n) {
   151       unsigned long mask = n - 1, rnd;
   152       mask |= mask >> 1;
   153       mask |= mask >> 2;
   154       mask |= mask >> 4;
   155       mask |= mask >> 8;
   156       mask |= mask >> 16;
   157       do rnd = getUnsigned() & mask; while (rnd >= n);
   158       return rnd;
   159     }
   160 
   161     /// \brief Returns a random number from a given range
   162     ///
   163     /// It returns an unsigned integer random number from the range 
   164     /// \f$ \{0, 1, \dots, n - 1\} \f$.
   165     long getInt(long n) {
   166       long mask = n - 1, rnd;
   167       mask |= mask >> 1;
   168       mask |= mask >> 2;
   169       mask |= mask >> 4;
   170       mask |= mask >> 8;
   171       mask |= mask >> 16;
   172       do rnd = getUnsigned() & mask; while (rnd >= n);
   173       return rnd;
   174     }
   175 
   176   private:
   177 
   178     void initState(unsigned long seed) {
   179       static const unsigned long mul = 0x6c078965ul;
   180 
   181       current = state; 
   182 
   183       unsigned long *curr = state + length - 1;
   184       curr[0] = seed; --curr;
   185       for (int i = 1; i < length; ++i) {
   186         curr[0] = (mul * ( curr[1] ^ (curr[1] >> 30) ) + i);
   187         --curr;
   188       }
   189     }
   190   
   191     void fillState() {
   192       static const unsigned long mask[2] = { 0x0ul, 0x9908B0DFul };
   193       static const unsigned long loMask = (1ul << 31) - 1;
   194       static const unsigned long hiMask = ~loMask;
   195 
   196       current = state + length; 
   197 
   198       register unsigned long *curr = state + length - 1;
   199       register long num;
   200       
   201       num = length - shift;
   202       while (num--) {
   203         curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
   204           curr[- shift] ^ mask[curr[-1] & 1ul];
   205         --curr;
   206       }
   207       num = shift - 1;
   208       while (num--) {
   209         curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
   210           curr[length - shift] ^ mask[curr[-1] & 1ul];
   211         --curr;
   212       }
   213       curr[0] = (((curr[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
   214         curr[length - shift] ^ mask[curr[length - 1] & 1ul];
   215 
   216     }
   217   
   218     unsigned long *current;
   219     unsigned long state[length];
   220     
   221   };
   222 
   223 #elif WORD_BIT == 64
   224 
   225   /// \ingroup misc
   226   ///
   227   /// \brief Mersenne Twister random number generator
   228   ///
   229   /// The Mersenne Twister is a twisted generalized feedback
   230   /// shift-register generator of Matsumoto and Nishimura. The period of
   231   /// this generator is \f$ 2^{19937} - 1 \f$ and it is equi-distributed in
   232   /// 311 dimensions. The time performance of this generator is comparable
   233   /// to the commonly used generators.
   234   class Random {
   235 
   236     static const int length = 312;
   237     static const int shift = 156;
   238 
   239   public:
   240 
   241     static const unsigned long min = 0ul;
   242     static const unsigned long max = ~0ul;
   243   
   244     /// \brief Constructor
   245     ///
   246     /// Constructor with time dependent seeding.
   247     Random() { initState(std::time(0)); }
   248 
   249     /// \brief Constructor
   250     ///
   251     /// Constructor
   252     Random(unsigned long seed) { initState(seed); }
   253 
   254     /// \brief Copy constructor
   255     ///
   256     /// Copy constructor. The generated sequence will be identical to
   257     /// the other sequence.
   258     Random(const Random& other) { 
   259       std::copy(other.state, other.state + length, state);
   260       current = state + (other.current - other.state);
   261     }
   262 
   263     /// \brief Assign operator
   264     ///
   265     /// Assign operator. The generated sequence will be identical to
   266     /// the other sequence.
   267     Random& operator=(const Random& other) {
   268       if (&other != this) {
   269         std::copy(other.state, other.state + length, state);
   270         current = state + (other.current - other.state);
   271       }
   272       return *this;
   273     }
   274 
   275     /// \brief Returns an unsigned random number
   276     ///
   277     /// It returns an unsigned integer random number from the range 
   278     /// \f$ \{0, 1, \dots, 2^{64} - 1\} \f$.
   279     unsigned long getUnsigned() {
   280       if (current == state) fillState();
   281       --current;
   282       unsigned long rnd = *current;
   283       rnd ^= (rnd >> 29) & 0x5555555555555555ul;
   284       rnd ^= (rnd << 17) & 0x71D67FFFEDA60000ul;
   285       rnd ^= (rnd << 37) & 0xFFF7EEE000000000ul;
   286       rnd ^= (rnd >> 43);
   287       return rnd;
   288     }
   289 
   290     /// \brief Returns a random number
   291     ///
   292     /// It returns an integer random number from the range 
   293     /// \f$ \{-2^{63}, \dots, 2^{63} - 1\} \f$.
   294     long getInt() {
   295       return (long)getUnsigned();
   296     }
   297     
   298     /// \brief Returns an unsigned integer random number
   299     ///
   300     /// It returns an unsigned integer random number from the range 
   301     /// \f$ \{0, 1, \dots, 2^{63} - 1\} \f$.
   302     long getNatural() {
   303       return (long)(getUnsigned() >> 1);
   304     }
   305 
   306     /// \brief Returns a random bool
   307     ///
   308     /// It returns a random bool.
   309     bool getBool() {
   310       return (bool)(getUnsigned() & 1);
   311     }
   312 
   313     /// \brief Returns a real random number
   314     ///
   315     /// It returns a real random number from the range 
   316     /// \f$ [0, 1) \f$.
   317     double getReal() {
   318       return std::ldexp((double)(getUnsigned() >> 11), -53);
   319     }
   320 
   321     /// \brief Returns a real random number
   322     ///
   323     /// It returns a real random number from the range 
   324     /// \f$ [0, 1) \f$. This function is identical to the \c getReal().
   325     double getPrecReal() {
   326       return getReal();
   327     }
   328 
   329     /// \brief Returns an unsigned random number from a given range
   330     ///
   331     /// It returns an unsigned integer random number from the range 
   332     /// \f$ \{0, 1, \dots, n - 1\} \f$.
   333     unsigned long getUnsigned(unsigned long n) {
   334       unsigned long mask = n - 1, rnd;
   335       mask |= mask >> 1;
   336       mask |= mask >> 2;
   337       mask |= mask >> 4;
   338       mask |= mask >> 8;
   339       mask |= mask >> 16;
   340       mask |= mask >> 32;
   341       do rnd = getUnsigned() & mask; while (rnd >= n);
   342       return rnd;
   343     }
   344 
   345     /// \brief Returns a random number from a given range
   346     ///
   347     /// It returns an unsigned integer random number from the range 
   348     /// \f$ \{0, 1, \dots, n - 1\} \f$.
   349     long getInt(long n) {
   350       long mask = n - 1, rnd;
   351       mask |= mask >> 1;
   352       mask |= mask >> 2;
   353       mask |= mask >> 4;
   354       mask |= mask >> 8;
   355       mask |= mask >> 16;
   356       mask |= mask >> 32;
   357       do rnd = getUnsigned() & mask; while (rnd >= n);
   358       return rnd;
   359     }
   360 
   361   private:
   362 
   363     void initState(unsigned long seed) {
   364 
   365       static const unsigned long mul = 0x5851F42D4C957F2Dul;
   366 
   367       current = state; 
   368 
   369       unsigned long *curr = state + length - 1;
   370       curr[0] = seed; --curr;
   371       for (int i = 1; i < length; ++i) {
   372         curr[0] = (mul * ( curr[1] ^ (curr[1] >> 62) ) + i);
   373         --curr;
   374       }
   375     }
   376   
   377     void fillState() {
   378       static const unsigned long mask[2] = { 0x0ul, 0xB5026F5AA96619E9ul };
   379       static const unsigned long loMask = (1ul << 31) - 1;
   380       static const unsigned long hiMask = ~loMask;
   381 
   382       current = state + length; 
   383 
   384       register unsigned long *curr = state + length - 1;
   385       register int num;
   386       
   387       num = length - shift;
   388       while (num--) {
   389         curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
   390           curr[- shift] ^ mask[curr[-1] & 1ul];
   391         --curr;
   392       }
   393       num = shift - 1;
   394       while (num--) {
   395         curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
   396           curr[length - shift] ^ mask[curr[-1] & 1ul];
   397         --curr;
   398       }
   399       curr[0] = (((curr[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
   400         curr[length - shift] ^ mask[curr[length - 1] & 1ul];
   401 
   402     }
   403   
   404     unsigned long *current;
   405     unsigned long state[length];
   406     
   407   };
   408 
   409 #else
   410 
   411   /// \ingroup misc
   412   ///
   413   /// \brief Mersenne Twister random number generator
   414   ///
   415   /// The Mersenne Twister is a twisted generalized feedback
   416   /// shift-register generator of Matsumoto and Nishimura. There is
   417   /// two different implementation in the Lemon library, one for
   418   /// 32-bit processors and one for 64-bit processors. The period of
   419   /// the generated sequence is \f$ 2^{19937} - 1 \f$, the generated
   420   /// sequence of 32-bit random numbers is equi-distributed in 623
   421   /// dimensions. The time performance of this generator is comparable
   422   /// to the commonly used generators.
   423   class Random {
   424   public:
   425 
   426     static const unsigned long min = 0ul;
   427     static const unsigned long max = ~0ul;
   428   
   429     /// \brief Constructor
   430     ///
   431     /// Constructor with time dependent seeding.
   432     Random() {}
   433 
   434     /// \brief Constructor
   435     ///
   436     /// Constructor
   437     Random(unsigned long seed) {}
   438 
   439     /// \brief Copy constructor
   440     ///
   441     /// Copy constructor. The generated sequence will be identical to
   442     /// the other sequence.
   443     Random(const Random& other) {}
   444 
   445     /// \brief Assign operator
   446     ///
   447     /// Assign operator. The generated sequence will be identical to
   448     /// the other sequence.
   449     Random& operator=(const Random& other) { return *this; }
   450 
   451     /// \brief Returns an unsigned random number
   452     ///
   453     /// It returns an unsigned integer random number from the range 
   454     /// \f$ \{0, 1, \dots, 2^{64} - 1\} \f$ for 64-bit processors and from
   455     /// \f$ \{0, 1, \dots, 2^{32} - 1\} \f$ for 32-bit processors.
   456     unsigned long getUnsigned() { return 0ul; }
   457 
   458     /// \brief Returns a random number
   459     ///
   460     /// It returns an integer random number from the range 
   461     /// \f$ \{-2^{63}, \dots, 2^{63} - 1\} \f$ for 64-bit processors and from
   462     /// \f$ \{-2^{31}, \dots, 2^{31} - 1\} \f$ for 32-bit processors.
   463     long getInt() { return 0l; }
   464     
   465     /// \brief Returns an unsigned integer random number
   466     ///
   467     /// It returns an unsigned integer random number from the range 
   468     /// \f$ \{0, 1, \dots, 2^{63} - 1\} \f$ for 64-bit processors and
   469     /// from \f$ \{0, 1, \dots, 2^{31} - 1\} \f$ for 32-bit processors.
   470     long getNatural() { return 0l; }
   471 
   472     /// \brief Returns a random bool
   473     ///
   474     /// It returns a random bool.
   475     bool getBool() { return false; }
   476 
   477     /// \brief Returns a real random number
   478     ///
   479     /// It returns a real random number from the range 
   480     /// \f$ [0, 1) \f$. For 32-bit processors the generated random
   481     /// number will just have 32 significant bits.
   482     double getReal() { return 0.0; }
   483 
   484     /// \brief Returns a real random number
   485     ///
   486     /// It returns a real random number from the range 
   487     /// \f$ [0, 1) \f$. This function returns random numbers with 53
   488     /// significant bits for 32-bit processors. For 64-bit processors
   489     /// it is identical to the \c getReal().
   490     double getPrecReal() { return 0.0; }
   491 
   492     /// \brief Returns an unsigned random number from a given range
   493     ///
   494     /// It returns an unsigned integer random number from the range 
   495     /// \f$ \{0, 1, \dots, n - 1\} \f$.
   496     unsigned long getUnsigned(unsigned long n) { return 0; }
   497 
   498     /// \brief Returns a random number from a given range
   499     ///
   500     /// It returns an unsigned integer random number from the range 
   501     /// \f$ \{0, 1, \dots, n - 1\} \f$.
   502     long getInt(long n) { return 0; }
   503 
   504   };
   505 
   506 #endif
   507 
   508   /// \brief Global random number generator instance
   509   ///
   510   /// A global mersenne twister random number generator instance
   511   extern Random rnd;
   512 
   513 }
   514 
   515 #endif