lemon/random.h
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     1 /* -*- C++ -*-
       
     2  *
       
     3  * This file is a part of LEMON, a generic C++ optimization library
       
     4  *
       
     5  * Copyright (C) 2003-2007
       
     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 /*
       
    20  * This file contains the reimplemented version of the Mersenne Twister
       
    21  * Generator of Matsumoto and Nishimura.
       
    22  *
       
    23  * See the appropriate copyright notice below.
       
    24  * 
       
    25  * Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
       
    26  * All rights reserved.                          
       
    27  *
       
    28  * Redistribution and use in source and binary forms, with or without
       
    29  * modification, are permitted provided that the following conditions
       
    30  * are met:
       
    31  *
       
    32  * 1. Redistributions of source code must retain the above copyright
       
    33  *    notice, this list of conditions and the following disclaimer.
       
    34  *
       
    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.
       
    38  *
       
    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 
       
    41  *    permission.
       
    42  *
       
    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.
       
    55  *
       
    56  *
       
    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)
       
    60  */
       
    61 
       
    62 #ifndef LEMON_RANDOM_H
       
    63 #define LEMON_RANDOM_H
       
    64 
       
    65 #include <algorithm>
       
    66 #include <iterator>
       
    67 #include <vector>
       
    68 
       
    69 #include <ctime>
       
    70 #include <cmath>
       
    71 
       
    72 #include <lemon/dim2.h>
       
    73 ///\ingroup misc
       
    74 ///\file
       
    75 ///\brief Mersenne Twister random number generator
       
    76 ///
       
    77 ///\author Balazs Dezso
       
    78 
       
    79 namespace lemon {
       
    80 
       
    81   namespace _random_bits {
       
    82     
       
    83     template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
       
    84     struct RandomTraits {};
       
    85 
       
    86     template <typename _Word>
       
    87     struct RandomTraits<_Word, 32> {
       
    88 
       
    89       typedef _Word Word;
       
    90       static const int bits = 32;
       
    91 
       
    92       static const int length = 624;
       
    93       static const int shift = 397;
       
    94       
       
    95       static const Word mul = 0x6c078965u;
       
    96       static const Word arrayInit = 0x012BD6AAu;
       
    97       static const Word arrayMul1 = 0x0019660Du;
       
    98       static const Word arrayMul2 = 0x5D588B65u;
       
    99 
       
   100       static const Word mask = 0x9908B0DFu;
       
   101       static const Word loMask = (1u << 31) - 1;
       
   102       static const Word hiMask = ~loMask;
       
   103 
       
   104 
       
   105       static Word tempering(Word rnd) {
       
   106         rnd ^= (rnd >> 11);
       
   107         rnd ^= (rnd << 7) & 0x9D2C5680u;
       
   108         rnd ^= (rnd << 15) & 0xEFC60000u;
       
   109         rnd ^= (rnd >> 18);
       
   110         return rnd;
       
   111       }
       
   112 
       
   113     };
       
   114 
       
   115     template <typename _Word>
       
   116     struct RandomTraits<_Word, 64> {
       
   117 
       
   118       typedef _Word Word;
       
   119       static const int bits = 64;
       
   120 
       
   121       static const int length = 312;
       
   122       static const int shift = 156;
       
   123 
       
   124       static const Word mul = Word(0x5851F42Du) << 32 | Word(0x4C957F2Du);
       
   125       static const Word arrayInit = Word(0x00000000u) << 32 |Word(0x012BD6AAu);
       
   126       static const Word arrayMul1 = Word(0x369DEA0Fu) << 32 |Word(0x31A53F85u);
       
   127       static const Word arrayMul2 = Word(0x27BB2EE6u) << 32 |Word(0x87B0B0FDu);
       
   128 
       
   129       static const Word mask = Word(0xB5026F5Au) << 32 | Word(0xA96619E9u);
       
   130       static const Word loMask = (Word(1u) << 31) - 1;
       
   131       static const Word hiMask = ~loMask;
       
   132 
       
   133       static Word tempering(Word rnd) {
       
   134         rnd ^= (rnd >> 29) & (Word(0x55555555u) << 32 | Word(0x55555555u));
       
   135         rnd ^= (rnd << 17) & (Word(0x71D67FFFu) << 32 | Word(0xEDA60000u));
       
   136         rnd ^= (rnd << 37) & (Word(0xFFF7EEE0u) << 32 | Word(0x00000000u));
       
   137         rnd ^= (rnd >> 43);
       
   138         return rnd;
       
   139       }
       
   140 
       
   141     };
       
   142 
       
   143     template <typename _Word>
       
   144     class RandomCore {
       
   145     public:
       
   146 
       
   147       typedef _Word Word;
       
   148 
       
   149     private:
       
   150 
       
   151       static const int bits = RandomTraits<Word>::bits;
       
   152 
       
   153       static const int length = RandomTraits<Word>::length;
       
   154       static const int shift = RandomTraits<Word>::shift;
       
   155 
       
   156     public:
       
   157 
       
   158       void initState() {
       
   159         static const Word seedArray[4] = {
       
   160           0x12345u, 0x23456u, 0x34567u, 0x45678u
       
   161         };
       
   162     
       
   163         initState(seedArray, seedArray + 4);
       
   164       }
       
   165 
       
   166       void initState(Word seed) {
       
   167 
       
   168         static const Word mul = RandomTraits<Word>::mul;
       
   169 
       
   170         current = state; 
       
   171 
       
   172         Word *curr = state + length - 1;
       
   173         curr[0] = seed; --curr;
       
   174         for (int i = 1; i < length; ++i) {
       
   175           curr[0] = (mul * ( curr[1] ^ (curr[1] >> (bits - 2)) ) + i);
       
   176           --curr;
       
   177         }
       
   178       }
       
   179 
       
   180       template <typename Iterator>
       
   181       void initState(Iterator begin, Iterator end) {
       
   182 
       
   183         static const Word init = RandomTraits<Word>::arrayInit;
       
   184         static const Word mul1 = RandomTraits<Word>::arrayMul1;
       
   185         static const Word mul2 = RandomTraits<Word>::arrayMul2;
       
   186 
       
   187 
       
   188         Word *curr = state + length - 1; --curr;
       
   189         Iterator it = begin; int cnt = 0;
       
   190         int num;
       
   191 
       
   192         initState(init);
       
   193 
       
   194         num = length > end - begin ? length : end - begin;
       
   195         while (num--) {
       
   196           curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul1)) 
       
   197             + *it + cnt;
       
   198           ++it; ++cnt;
       
   199           if (it == end) {
       
   200             it = begin; cnt = 0;
       
   201           }
       
   202           if (curr == state) {
       
   203             curr = state + length - 1; curr[0] = state[0];
       
   204           }
       
   205           --curr;
       
   206         }
       
   207 
       
   208         num = length - 1; cnt = length - (curr - state) - 1;
       
   209         while (num--) {
       
   210           curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2))
       
   211             - cnt;
       
   212           --curr; ++cnt;
       
   213           if (curr == state) {
       
   214             curr = state + length - 1; curr[0] = state[0]; --curr;
       
   215             cnt = 1;
       
   216           }
       
   217         }
       
   218         
       
   219         state[length - 1] = Word(1) << (bits - 1);
       
   220       }
       
   221       
       
   222       void copyState(const RandomCore& other) {
       
   223         std::copy(other.state, other.state + length, state);
       
   224         current = state + (other.current - other.state);
       
   225       }
       
   226 
       
   227       Word operator()() {
       
   228         if (current == state) fillState();
       
   229         --current;
       
   230         Word rnd = *current;
       
   231         return RandomTraits<Word>::tempering(rnd);
       
   232       }
       
   233 
       
   234     private:
       
   235 
       
   236   
       
   237       void fillState() {
       
   238         static const Word mask[2] = { 0x0ul, RandomTraits<Word>::mask };
       
   239         static const Word loMask = RandomTraits<Word>::loMask;
       
   240         static const Word hiMask = RandomTraits<Word>::hiMask;
       
   241 
       
   242         current = state + length; 
       
   243 
       
   244         register Word *curr = state + length - 1;
       
   245         register long num;
       
   246       
       
   247         num = length - shift;
       
   248         while (num--) {
       
   249           curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
       
   250             curr[- shift] ^ mask[curr[-1] & 1ul];
       
   251           --curr;
       
   252         }
       
   253         num = shift - 1;
       
   254         while (num--) {
       
   255           curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
       
   256             curr[length - shift] ^ mask[curr[-1] & 1ul];
       
   257           --curr;
       
   258         }
       
   259         curr[0] = (((curr[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
       
   260           curr[length - shift] ^ mask[curr[length - 1] & 1ul];
       
   261 
       
   262       }
       
   263 
       
   264   
       
   265       Word *current;
       
   266       Word state[length];
       
   267       
       
   268     };
       
   269 
       
   270 
       
   271     template <typename Result, 
       
   272               int shift = (std::numeric_limits<Result>::digits + 1) / 2>
       
   273     struct Masker {
       
   274       static Result mask(const Result& result) {
       
   275         return Masker<Result, (shift + 1) / 2>::
       
   276           mask(static_cast<Result>(result | (result >> shift)));
       
   277       }
       
   278     };
       
   279     
       
   280     template <typename Result>
       
   281     struct Masker<Result, 1> {
       
   282       static Result mask(const Result& result) {
       
   283         return static_cast<Result>(result | (result >> 1));
       
   284       }
       
   285     };
       
   286 
       
   287     template <typename Result, typename Word, 
       
   288               int rest = std::numeric_limits<Result>::digits, int shift = 0, 
       
   289               bool last = rest <= std::numeric_limits<Word>::digits>
       
   290     struct IntConversion {
       
   291       static const int bits = std::numeric_limits<Word>::digits;
       
   292     
       
   293       static Result convert(RandomCore<Word>& rnd) {
       
   294         return static_cast<Result>(rnd() >> (bits - rest)) << shift;
       
   295       }
       
   296       
       
   297     }; 
       
   298 
       
   299     template <typename Result, typename Word, int rest, int shift> 
       
   300     struct IntConversion<Result, Word, rest, shift, false> {
       
   301       static const int bits = std::numeric_limits<Word>::digits;
       
   302 
       
   303       static Result convert(RandomCore<Word>& rnd) {
       
   304         return (static_cast<Result>(rnd()) << shift) | 
       
   305           IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
       
   306       }
       
   307     };
       
   308 
       
   309 
       
   310     template <typename Result, typename Word,
       
   311               bool one_word = (std::numeric_limits<Word>::digits < 
       
   312 			       std::numeric_limits<Result>::digits) >
       
   313     struct Mapping {
       
   314       static Result map(RandomCore<Word>& rnd, const Result& bound) {
       
   315         Word max = Word(bound - 1);
       
   316         Result mask = Masker<Result>::mask(bound - 1);
       
   317         Result num;
       
   318         do {
       
   319           num = IntConversion<Result, Word>::convert(rnd) & mask; 
       
   320         } while (num > max);
       
   321         return num;
       
   322       }
       
   323     };
       
   324 
       
   325     template <typename Result, typename Word>
       
   326     struct Mapping<Result, Word, false> {
       
   327       static Result map(RandomCore<Word>& rnd, const Result& bound) {
       
   328         Word max = Word(bound - 1);
       
   329         Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
       
   330           ::mask(max);
       
   331         Word num;
       
   332         do {
       
   333           num = rnd() & mask;
       
   334         } while (num > max);
       
   335         return num;
       
   336       }
       
   337     };
       
   338 
       
   339     template <typename Result, int exp, bool pos = (exp >= 0)>
       
   340     struct ShiftMultiplier {
       
   341       static const Result multiplier() {
       
   342         Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
       
   343         res *= res;
       
   344         if ((exp & 1) == 1) res *= static_cast<Result>(2.0);
       
   345         return res; 
       
   346       }
       
   347     };
       
   348 
       
   349     template <typename Result, int exp>
       
   350     struct ShiftMultiplier<Result, exp, false> {
       
   351       static const Result multiplier() {
       
   352         Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
       
   353         res *= res;
       
   354         if ((exp & 1) == 1) res *= static_cast<Result>(0.5);
       
   355         return res; 
       
   356       }
       
   357     };
       
   358 
       
   359     template <typename Result>
       
   360     struct ShiftMultiplier<Result, 0, true> {
       
   361       static const Result multiplier() {
       
   362         return static_cast<Result>(1.0); 
       
   363       }
       
   364     };
       
   365 
       
   366     template <typename Result>
       
   367     struct ShiftMultiplier<Result, -20, true> {
       
   368       static const Result multiplier() {
       
   369         return static_cast<Result>(1.0/1048576.0); 
       
   370       }
       
   371     };
       
   372     
       
   373     template <typename Result>
       
   374     struct ShiftMultiplier<Result, -32, true> {
       
   375       static const Result multiplier() {
       
   376         return static_cast<Result>(1.0/424967296.0); 
       
   377       }
       
   378     };
       
   379 
       
   380     template <typename Result>
       
   381     struct ShiftMultiplier<Result, -53, true> {
       
   382       static const Result multiplier() {
       
   383         return static_cast<Result>(1.0/9007199254740992.0); 
       
   384       }
       
   385     };
       
   386 
       
   387     template <typename Result>
       
   388     struct ShiftMultiplier<Result, -64, true> {
       
   389       static const Result multiplier() {
       
   390         return static_cast<Result>(1.0/18446744073709551616.0); 
       
   391       }
       
   392     };
       
   393 
       
   394     template <typename Result, int exp>
       
   395     struct Shifting {
       
   396       static Result shift(const Result& result) {
       
   397         return result * ShiftMultiplier<Result, exp>::multiplier();
       
   398       }
       
   399     };
       
   400 
       
   401     template <typename Result, typename Word,
       
   402               int rest = std::numeric_limits<Result>::digits, int shift = 0, 
       
   403               bool last = rest <= std::numeric_limits<Word>::digits>
       
   404     struct RealConversion{ 
       
   405       static const int bits = std::numeric_limits<Word>::digits;
       
   406 
       
   407       static Result convert(RandomCore<Word>& rnd) {
       
   408         return Shifting<Result, - shift - rest>::
       
   409           shift(static_cast<Result>(rnd() >> (bits - rest)));
       
   410       }
       
   411     };
       
   412 
       
   413     template <typename Result, typename Word, int rest, int shift>
       
   414     struct RealConversion<Result, Word, rest, shift, false> { 
       
   415       static const int bits = std::numeric_limits<Word>::digits;
       
   416 
       
   417       static Result convert(RandomCore<Word>& rnd) {
       
   418         return Shifting<Result, - shift - bits>::
       
   419           shift(static_cast<Result>(rnd())) +
       
   420           RealConversion<Result, Word, rest-bits, shift + bits>::
       
   421           convert(rnd);
       
   422       }
       
   423     };
       
   424 
       
   425     template <typename Result, typename Word>
       
   426     struct Initializer {
       
   427 
       
   428       template <typename Iterator>
       
   429       static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
       
   430         std::vector<Word> ws;
       
   431         for (Iterator it = begin; it != end; ++it) {
       
   432           ws.push_back(Word(*it));
       
   433         }
       
   434         rnd.initState(ws.begin(), ws.end());
       
   435       }
       
   436 
       
   437       static void init(RandomCore<Word>& rnd, Result seed) {
       
   438         rnd.initState(seed);
       
   439       }
       
   440     };
       
   441 
       
   442     template <typename Word>
       
   443     struct BoolConversion {
       
   444       static bool convert(RandomCore<Word>& rnd) {
       
   445         return (rnd() & 1) == 1;
       
   446       }
       
   447     };
       
   448 
       
   449     template <typename Word>
       
   450     struct BoolProducer {
       
   451       Word buffer;
       
   452       int num;
       
   453       
       
   454       BoolProducer() : num(0) {}
       
   455 
       
   456       bool convert(RandomCore<Word>& rnd) {
       
   457         if (num == 0) {
       
   458           buffer = rnd();
       
   459           num = RandomTraits<Word>::bits;
       
   460         }
       
   461         bool r = (buffer & 1);
       
   462         buffer >>= 1;
       
   463         --num;
       
   464         return r;
       
   465       }
       
   466     };
       
   467 
       
   468   }
       
   469 
       
   470   /// \ingroup misc
       
   471   ///
       
   472   /// \brief Mersenne Twister random number generator
       
   473   ///
       
   474   /// The Mersenne Twister is a twisted generalized feedback
       
   475   /// shift-register generator of Matsumoto and Nishimura. The period
       
   476   /// of this generator is \f$ 2^{19937} - 1 \f$ and it is
       
   477   /// equi-distributed in 623 dimensions for 32-bit numbers. The time
       
   478   /// performance of this generator is comparable to the commonly used
       
   479   /// generators.
       
   480   ///
       
   481   /// This implementation is specialized for both 32-bit and 64-bit
       
   482   /// architectures. The generators differ sligthly in the
       
   483   /// initialization and generation phase so they produce two
       
   484   /// completly different sequences.
       
   485   ///
       
   486   /// The generator gives back random numbers of serveral types. To
       
   487   /// get a random number from a range of a floating point type you
       
   488   /// can use one form of the \c operator() or the \c real() member
       
   489   /// function. If you want to get random number from the {0, 1, ...,
       
   490   /// n-1} integer range use the \c operator[] or the \c integer()
       
   491   /// method. And to get random number from the whole range of an
       
   492   /// integer type you can use the argumentless \c integer() or \c
       
   493   /// uinteger() functions. After all you can get random bool with
       
   494   /// equal chance of true and false or given probability of true
       
   495   /// result with the \c boolean() member functions.
       
   496   ///
       
   497   ///\code
       
   498   /// // The commented code is identical to the other
       
   499   /// double a = rnd();                     // [0.0, 1.0)
       
   500   /// // double a = rnd.real();             // [0.0, 1.0)
       
   501   /// double b = rnd(100.0);                // [0.0, 100.0)
       
   502   /// // double b = rnd.real(100.0);        // [0.0, 100.0)
       
   503   /// double c = rnd(1.0, 2.0);             // [1.0, 2.0)
       
   504   /// // double c = rnd.real(1.0, 2.0);     // [1.0, 2.0)
       
   505   /// int d = rnd[100000];                  // 0..99999
       
   506   /// // int d = rnd.integer(100000);       // 0..99999
       
   507   /// int e = rnd[6] + 1;                   // 1..6
       
   508   /// // int e = rnd.integer(1, 1 + 6);     // 1..6
       
   509   /// int b = rnd.uinteger<int>();          // 0 .. 2^31 - 1
       
   510   /// int c = rnd.integer<int>();           // - 2^31 .. 2^31 - 1
       
   511   /// bool g = rnd.boolean();               // P(g = true) = 0.5
       
   512   /// bool h = rnd.boolean(0.8);            // P(h = true) = 0.8
       
   513   ///\endcode
       
   514   ///
       
   515   /// The lemon provides a global instance of the random number
       
   516   /// generator which name is \ref lemon::rnd "rnd". Usually it is a
       
   517   /// good programming convenience to use this global generator to get
       
   518   /// random numbers.
       
   519   ///
       
   520   /// \author Balazs Dezso
       
   521   class Random {
       
   522   private:
       
   523 
       
   524     // architecture word
       
   525     typedef unsigned long Word;
       
   526     
       
   527     _random_bits::RandomCore<Word> core;
       
   528     _random_bits::BoolProducer<Word> bool_producer;
       
   529     
       
   530 
       
   531   public:
       
   532 
       
   533     /// \brief Constructor
       
   534     ///
       
   535     /// Constructor with constant seeding.
       
   536     Random() { core.initState(); }
       
   537 
       
   538     /// \brief Constructor
       
   539     ///
       
   540     /// Constructor with seed. The current number type will be converted
       
   541     /// to the architecture word type.
       
   542     template <typename Number>
       
   543     Random(Number seed) { 
       
   544       _random_bits::Initializer<Number, Word>::init(core, seed);
       
   545     }
       
   546 
       
   547     /// \brief Constructor
       
   548     ///
       
   549     /// Constructor with array seeding. The given range should contain
       
   550     /// any number type and the numbers will be converted to the
       
   551     /// architecture word type.
       
   552     template <typename Iterator>
       
   553     Random(Iterator begin, Iterator end) { 
       
   554       typedef typename std::iterator_traits<Iterator>::value_type Number;
       
   555       _random_bits::Initializer<Number, Word>::init(core, begin, end);
       
   556     }
       
   557 
       
   558     /// \brief Copy constructor
       
   559     ///
       
   560     /// Copy constructor. The generated sequence will be identical to
       
   561     /// the other sequence. It can be used to save the current state
       
   562     /// of the generator and later use it to generate the same
       
   563     /// sequence.
       
   564     Random(const Random& other) {
       
   565       core.copyState(other.core);
       
   566     }
       
   567 
       
   568     /// \brief Assign operator
       
   569     ///
       
   570     /// Assign operator. The generated sequence will be identical to
       
   571     /// the other sequence. It can be used to save the current state
       
   572     /// of the generator and later use it to generate the same
       
   573     /// sequence.
       
   574     Random& operator=(const Random& other) {
       
   575       if (&other != this) {
       
   576         core.copyState(other.core);
       
   577       }
       
   578       return *this;
       
   579     }
       
   580 
       
   581     /// \brief Returns a random real number from the range [0, 1)
       
   582     ///
       
   583     /// It returns a random real number from the range [0, 1). The
       
   584     /// default Number type is double.
       
   585     template <typename Number>
       
   586     Number real() {
       
   587       return _random_bits::RealConversion<Number, Word>::convert(core);
       
   588     }
       
   589 
       
   590     double real() {
       
   591       return real<double>();
       
   592     }
       
   593 
       
   594     /// \brief Returns a random real number the range [0, b)
       
   595     ///
       
   596     /// It returns a random real number from the range [0, b).
       
   597     template <typename Number>
       
   598     Number real(Number b) { 
       
   599       return real<Number>() * b; 
       
   600     }
       
   601 
       
   602     /// \brief Returns a random real number from the range [a, b)
       
   603     ///
       
   604     /// It returns a random real number from the range [a, b).
       
   605     template <typename Number>
       
   606     Number real(Number a, Number b) { 
       
   607       return real<Number>() * (b - a) + a; 
       
   608     }
       
   609 
       
   610     /// \brief Returns a random real number from the range [0, 1)
       
   611     ///
       
   612     /// It returns a random double from the range [0, 1).
       
   613     double operator()() {
       
   614       return real<double>();
       
   615     }
       
   616 
       
   617     /// \brief Returns a random real number from the range [0, b)
       
   618     ///
       
   619     /// It returns a random real number from the range [0, b).
       
   620     template <typename Number>
       
   621     Number operator()(Number b) { 
       
   622       return real<Number>() * b; 
       
   623     }
       
   624 
       
   625     /// \brief Returns a random real number from the range [a, b)
       
   626     ///
       
   627     /// It returns a random real number from the range [a, b).
       
   628     template <typename Number>
       
   629     Number operator()(Number a, Number b) { 
       
   630       return real<Number>() * (b - a) + a; 
       
   631     }
       
   632 
       
   633     /// \brief Returns a random integer from a range
       
   634     ///
       
   635     /// It returns a random integer from the range {0, 1, ..., b - 1}.
       
   636     template <typename Number>
       
   637     Number integer(Number b) {
       
   638       return _random_bits::Mapping<Number, Word>::map(core, b);
       
   639     }
       
   640 
       
   641     /// \brief Returns a random integer from a range
       
   642     ///
       
   643     /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
       
   644     template <typename Number>
       
   645     Number integer(Number a, Number b) {
       
   646       return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
       
   647     }
       
   648 
       
   649     /// \brief Returns a random integer from a range
       
   650     ///
       
   651     /// It returns a random integer from the range {0, 1, ..., b - 1}.
       
   652     template <typename Number>
       
   653     Number operator[](Number b) {
       
   654       return _random_bits::Mapping<Number, Word>::map(core, b);
       
   655     }
       
   656 
       
   657     /// \brief Returns a random non-negative integer
       
   658     ///
       
   659     /// It returns a random non-negative integer uniformly from the
       
   660     /// whole range of the current \c Number type.  The default result
       
   661     /// type of this function is unsigned int.
       
   662     template <typename Number>
       
   663     Number uinteger() {
       
   664       return _random_bits::IntConversion<Number, Word>::convert(core);
       
   665     }
       
   666 
       
   667     unsigned int uinteger() {
       
   668       return uinteger<unsigned int>();
       
   669     }
       
   670 
       
   671     /// \brief Returns a random integer
       
   672     ///
       
   673     /// It returns a random integer uniformly from the whole range of
       
   674     /// the current \c Number type. The default result type of this
       
   675     /// function is int.
       
   676     template <typename Number>
       
   677     Number integer() {
       
   678       static const int nb = std::numeric_limits<Number>::digits + 
       
   679         (std::numeric_limits<Number>::is_signed ? 1 : 0);
       
   680       return _random_bits::IntConversion<Number, Word, nb>::convert(core);
       
   681     }
       
   682 
       
   683     int integer() {
       
   684       return integer<int>();
       
   685     }
       
   686     
       
   687     /// \brief Returns a random bool
       
   688     ///
       
   689     /// It returns a random bool. The generator holds a buffer for
       
   690     /// random bits. Every time when it become empty the generator makes
       
   691     /// a new random word and fill the buffer up.
       
   692     bool boolean() {
       
   693       return bool_producer.convert(core);
       
   694     }
       
   695 
       
   696     ///\name Nonuniform distributions
       
   697     ///
       
   698     
       
   699     ///@{
       
   700     
       
   701     /// \brief Returns a random bool
       
   702     ///
       
   703     /// It returns a random bool with given probability of true result
       
   704     bool boolean(double p) {
       
   705       return operator()() < p;
       
   706     }
       
   707 
       
   708     /// Standard Gauss distribution
       
   709 
       
   710     /// Standard Gauss distribution.
       
   711     /// \note The Cartesian form of the Box-Muller
       
   712     /// transformation is used to generate a random normal distribution.
       
   713     /// \todo Consider using the "ziggurat" method instead.
       
   714     double gauss() 
       
   715     {
       
   716       double V1,V2,S;
       
   717       do {
       
   718 	V1=2*real<double>()-1;
       
   719 	V2=2*real<double>()-1;
       
   720 	S=V1*V1+V2*V2;
       
   721       } while(S>=1);
       
   722       return std::sqrt(-2*std::log(S)/S)*V1;
       
   723     }
       
   724     /// Gauss distribution with given mean and standard deviation
       
   725 
       
   726     /// \sa gauss()
       
   727     ///
       
   728     double gauss(double mean,double std_dev)
       
   729     {
       
   730       return gauss()*std_dev+mean;
       
   731     }
       
   732 
       
   733     /// Exponential distribution with given mean
       
   734 
       
   735     /// This function generates an exponential distribution random number
       
   736     /// with mean <tt>1/lambda</tt>.
       
   737     ///
       
   738     double exponential(double lambda=1.0)
       
   739     {
       
   740       return -std::log(real<double>())/lambda;
       
   741     }
       
   742 
       
   743     /// Gamma distribution with given integer shape
       
   744 
       
   745     /// This function generates a gamma distribution random number.
       
   746     /// 
       
   747     ///\param k shape parameter (<tt>k>0</tt> integer)
       
   748     double gamma(int k) 
       
   749     {
       
   750       double s = 0;
       
   751       for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
       
   752       return s;
       
   753     }
       
   754     
       
   755     /// Gamma distribution with given shape and scale parameter
       
   756 
       
   757     /// This function generates a gamma distribution random number.
       
   758     /// 
       
   759     ///\param k shape parameter (<tt>k>0</tt>)
       
   760     ///\param theta scale parameter
       
   761     ///
       
   762     double gamma(double k,double theta=1.0)
       
   763     {
       
   764       double xi,nu;
       
   765       const double delta = k-std::floor(k);
       
   766       const double v0=M_E/(M_E-delta);
       
   767       do {
       
   768 	double V0=1.0-real<double>();
       
   769 	double V1=1.0-real<double>();
       
   770 	double V2=1.0-real<double>();
       
   771 	if(V2<=v0) 
       
   772 	  {
       
   773 	    xi=std::pow(V1,1.0/delta);
       
   774 	    nu=V0*std::pow(xi,delta-1.0);
       
   775 	  }
       
   776 	else 
       
   777 	  {
       
   778 	    xi=1.0-std::log(V1);
       
   779 	    nu=V0*std::exp(-xi);
       
   780 	  }
       
   781       } while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
       
   782       return theta*(xi-gamma(int(std::floor(k))));
       
   783     }
       
   784     
       
   785       
       
   786     ///@}
       
   787     
       
   788     ///\name Two dimensional distributions
       
   789     ///
       
   790 
       
   791     ///@{
       
   792     
       
   793     /// Uniform distribution on the full unit circle.
       
   794     dim2::Point<double> disc() 
       
   795     {
       
   796       double V1,V2;
       
   797       do {
       
   798 	V1=2*real<double>()-1;
       
   799 	V2=2*real<double>()-1;
       
   800 	
       
   801       } while(V1*V1+V2*V2>=1);
       
   802       return dim2::Point<double>(V1,V2);
       
   803     }
       
   804     /// A kind of two dimensional Gauss distribution
       
   805 
       
   806     /// This function provides a turning symmetric two-dimensional distribution.
       
   807     /// Both coordinates are of standard normal distribution, but they are not
       
   808     /// independent.
       
   809     ///
       
   810     /// \note The coordinates are the two random variables provided by
       
   811     /// the Box-Muller method.
       
   812     dim2::Point<double> gauss2()
       
   813     {
       
   814       double V1,V2,S;
       
   815       do {
       
   816 	V1=2*real<double>()-1;
       
   817 	V2=2*real<double>()-1;
       
   818 	S=V1*V1+V2*V2;
       
   819       } while(S>=1);
       
   820       double W=std::sqrt(-2*std::log(S)/S);
       
   821       return dim2::Point<double>(W*V1,W*V2);
       
   822     }
       
   823     /// A kind of two dimensional exponential distribution
       
   824 
       
   825     /// This function provides a turning symmetric two-dimensional distribution.
       
   826     /// The x-coordinate is of conditionally exponential distribution
       
   827     /// with the condition that x is positive and y=0. If x is negative and 
       
   828     /// y=0 then, -x is of exponential distribution. The same is true for the
       
   829     /// y-coordinate.
       
   830     dim2::Point<double> exponential2() 
       
   831     {
       
   832       double V1,V2,S;
       
   833       do {
       
   834 	V1=2*real<double>()-1;
       
   835 	V2=2*real<double>()-1;
       
   836 	S=V1*V1+V2*V2;
       
   837       } while(S>=1);
       
   838       double W=-std::log(S)/S;
       
   839       return dim2::Point<double>(W*V1,W*V2);
       
   840     }
       
   841 
       
   842     ///@}    
       
   843   };
       
   844 
       
   845 
       
   846   extern Random rnd;
       
   847 
       
   848 }
       
   849 
       
   850 #endif