# HG changeset patch
# User Alpar Juttner <alpar@cs.elte.hu>
# Date 1198195623 0
# Node ID 99e499ca560bbac6de2f030a39e8f5809188e40f
# Parent 6ae00527c178b0aadf92d55802df1520c9f6d1a4
Port random.h & Co. from svn -r3422 + some cleanups
- gauss(double std_dev) has been remove for clarity
diff -r 6ae00527c178 -r 99e499ca560b lemon/Makefile.am
--- a/lemon/Makefile.am Thu Dec 20 23:46:50 2007 +0000
+++ b/lemon/Makefile.am Fri Dec 21 00:07:03 2007 +0000
@@ -7,13 +7,16 @@
lib_LTLIBRARIES += lemon/libemon.la
lemon_libemon_la_SOURCES = \
- lemon/base.cc
+ lemon/base.cc \
+ lemon/random.cc
+
lemon_libemon_la_CXXFLAGS = $(GLPK_CFLAGS) $(CPLEX_CFLAGS) $(SOPLEX_CXXFLAGS)
lemon_libemon_la_LDFLAGS = $(GLPK_LIBS) $(CPLEX_LIBS) $(SOPLEX_LIBS)
lemon_HEADERS += \
lemon/dim2.h \
+ lemon/random.h \
lemon/list_graph.h \
lemon/tolerance.h
diff -r 6ae00527c178 -r 99e499ca560b lemon/random.cc
--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/lemon/random.cc Fri Dec 21 00:07:03 2007 +0000
@@ -0,0 +1,29 @@
+/* -*- C++ -*-
+ *
+ * This file is a part of LEMON, a generic C++ optimization library
+ *
+ * Copyright (C) 2003-2007
+ * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
+ * (Egervary Research Group on Combinatorial Optimization, EGRES).
+ *
+ * Permission to use, modify and distribute this software is granted
+ * provided that this copyright notice appears in all copies. For
+ * precise terms see the accompanying LICENSE file.
+ *
+ * This software is provided "AS IS" with no warranty of any kind,
+ * express or implied, and with no claim as to its suitability for any
+ * purpose.
+ *
+ */
+
+///\file
+///\brief Instantiation of the Random class.
+
+#include <lemon/random.h>
+
+namespace lemon {
+ /// \brief Global random number generator instance
+ ///
+ /// A global mersenne twister random number generator instance
+ Random rnd;
+}
diff -r 6ae00527c178 -r 99e499ca560b lemon/random.h
--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/lemon/random.h Fri Dec 21 00:07:03 2007 +0000
@@ -0,0 +1,850 @@
+/* -*- C++ -*-
+ *
+ * This file is a part of LEMON, a generic C++ optimization library
+ *
+ * Copyright (C) 2003-2007
+ * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
+ * (Egervary Research Group on Combinatorial Optimization, EGRES).
+ *
+ * Permission to use, modify and distribute this software is granted
+ * provided that this copyright notice appears in all copies. For
+ * precise terms see the accompanying LICENSE file.
+ *
+ * This software is provided "AS IS" with no warranty of any kind,
+ * express or implied, and with no claim as to its suitability for any
+ * purpose.
+ *
+ */
+
+/*
+ * This file contains the reimplemented version of the Mersenne Twister
+ * Generator of Matsumoto and Nishimura.
+ *
+ * See the appropriate copyright notice below.
+ *
+ * Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright
+ * notice, this list of conditions and the following disclaimer.
+ *
+ * 2. Redistributions in binary form must reproduce the above copyright
+ * notice, this list of conditions and the following disclaimer in the
+ * documentation and/or other materials provided with the distribution.
+ *
+ * 3. The names of its contributors may not be used to endorse or promote
+ * products derived from this software without specific prior written
+ * permission.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
+ * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
+ * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
+ * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+ * SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
+ * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
+ * STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
+ * OF THE POSSIBILITY OF SUCH DAMAGE.
+ *
+ *
+ * Any feedback is very welcome.
+ * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
+ * email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
+ */
+
+#ifndef LEMON_RANDOM_H
+#define LEMON_RANDOM_H
+
+#include <algorithm>
+#include <iterator>
+#include <vector>
+
+#include <ctime>
+#include <cmath>
+
+#include <lemon/dim2.h>
+///\ingroup misc
+///\file
+///\brief Mersenne Twister random number generator
+///
+///\author Balazs Dezso
+
+namespace lemon {
+
+ namespace _random_bits {
+
+ template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
+ struct RandomTraits {};
+
+ template <typename _Word>
+ struct RandomTraits<_Word, 32> {
+
+ typedef _Word Word;
+ static const int bits = 32;
+
+ static const int length = 624;
+ static const int shift = 397;
+
+ static const Word mul = 0x6c078965u;
+ static const Word arrayInit = 0x012BD6AAu;
+ static const Word arrayMul1 = 0x0019660Du;
+ static const Word arrayMul2 = 0x5D588B65u;
+
+ static const Word mask = 0x9908B0DFu;
+ static const Word loMask = (1u << 31) - 1;
+ static const Word hiMask = ~loMask;
+
+
+ static Word tempering(Word rnd) {
+ rnd ^= (rnd >> 11);
+ rnd ^= (rnd << 7) & 0x9D2C5680u;
+ rnd ^= (rnd << 15) & 0xEFC60000u;
+ rnd ^= (rnd >> 18);
+ return rnd;
+ }
+
+ };
+
+ template <typename _Word>
+ struct RandomTraits<_Word, 64> {
+
+ typedef _Word Word;
+ static const int bits = 64;
+
+ static const int length = 312;
+ static const int shift = 156;
+
+ static const Word mul = Word(0x5851F42Du) << 32 | Word(0x4C957F2Du);
+ static const Word arrayInit = Word(0x00000000u) << 32 |Word(0x012BD6AAu);
+ static const Word arrayMul1 = Word(0x369DEA0Fu) << 32 |Word(0x31A53F85u);
+ static const Word arrayMul2 = Word(0x27BB2EE6u) << 32 |Word(0x87B0B0FDu);
+
+ static const Word mask = Word(0xB5026F5Au) << 32 | Word(0xA96619E9u);
+ static const Word loMask = (Word(1u) << 31) - 1;
+ static const Word hiMask = ~loMask;
+
+ static Word tempering(Word rnd) {
+ rnd ^= (rnd >> 29) & (Word(0x55555555u) << 32 | Word(0x55555555u));
+ rnd ^= (rnd << 17) & (Word(0x71D67FFFu) << 32 | Word(0xEDA60000u));
+ rnd ^= (rnd << 37) & (Word(0xFFF7EEE0u) << 32 | Word(0x00000000u));
+ rnd ^= (rnd >> 43);
+ return rnd;
+ }
+
+ };
+
+ template <typename _Word>
+ class RandomCore {
+ public:
+
+ typedef _Word Word;
+
+ private:
+
+ static const int bits = RandomTraits<Word>::bits;
+
+ static const int length = RandomTraits<Word>::length;
+ static const int shift = RandomTraits<Word>::shift;
+
+ public:
+
+ void initState() {
+ static const Word seedArray[4] = {
+ 0x12345u, 0x23456u, 0x34567u, 0x45678u
+ };
+
+ initState(seedArray, seedArray + 4);
+ }
+
+ void initState(Word seed) {
+
+ static const Word mul = RandomTraits<Word>::mul;
+
+ current = state;
+
+ Word *curr = state + length - 1;
+ curr[0] = seed; --curr;
+ for (int i = 1; i < length; ++i) {
+ curr[0] = (mul * ( curr[1] ^ (curr[1] >> (bits - 2)) ) + i);
+ --curr;
+ }
+ }
+
+ template <typename Iterator>
+ void initState(Iterator begin, Iterator end) {
+
+ static const Word init = RandomTraits<Word>::arrayInit;
+ static const Word mul1 = RandomTraits<Word>::arrayMul1;
+ static const Word mul2 = RandomTraits<Word>::arrayMul2;
+
+
+ Word *curr = state + length - 1; --curr;
+ Iterator it = begin; int cnt = 0;
+ int num;
+
+ initState(init);
+
+ num = length > end - begin ? length : end - begin;
+ while (num--) {
+ curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul1))
+ + *it + cnt;
+ ++it; ++cnt;
+ if (it == end) {
+ it = begin; cnt = 0;
+ }
+ if (curr == state) {
+ curr = state + length - 1; curr[0] = state[0];
+ }
+ --curr;
+ }
+
+ num = length - 1; cnt = length - (curr - state) - 1;
+ while (num--) {
+ curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2))
+ - cnt;
+ --curr; ++cnt;
+ if (curr == state) {
+ curr = state + length - 1; curr[0] = state[0]; --curr;
+ cnt = 1;
+ }
+ }
+
+ state[length - 1] = Word(1) << (bits - 1);
+ }
+
+ void copyState(const RandomCore& other) {
+ std::copy(other.state, other.state + length, state);
+ current = state + (other.current - other.state);
+ }
+
+ Word operator()() {
+ if (current == state) fillState();
+ --current;
+ Word rnd = *current;
+ return RandomTraits<Word>::tempering(rnd);
+ }
+
+ private:
+
+
+ void fillState() {
+ static const Word mask[2] = { 0x0ul, RandomTraits<Word>::mask };
+ static const Word loMask = RandomTraits<Word>::loMask;
+ static const Word hiMask = RandomTraits<Word>::hiMask;
+
+ current = state + length;
+
+ register Word *curr = state + length - 1;
+ register long num;
+
+ num = length - shift;
+ while (num--) {
+ curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
+ curr[- shift] ^ mask[curr[-1] & 1ul];
+ --curr;
+ }
+ num = shift - 1;
+ while (num--) {
+ curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
+ curr[length - shift] ^ mask[curr[-1] & 1ul];
+ --curr;
+ }
+ curr[0] = (((curr[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
+ curr[length - shift] ^ mask[curr[length - 1] & 1ul];
+
+ }
+
+
+ Word *current;
+ Word state[length];
+
+ };
+
+
+ template <typename Result,
+ int shift = (std::numeric_limits<Result>::digits + 1) / 2>
+ struct Masker {
+ static Result mask(const Result& result) {
+ return Masker<Result, (shift + 1) / 2>::
+ mask(static_cast<Result>(result | (result >> shift)));
+ }
+ };
+
+ template <typename Result>
+ struct Masker<Result, 1> {
+ static Result mask(const Result& result) {
+ return static_cast<Result>(result | (result >> 1));
+ }
+ };
+
+ template <typename Result, typename Word,
+ int rest = std::numeric_limits<Result>::digits, int shift = 0,
+ bool last = rest <= std::numeric_limits<Word>::digits>
+ struct IntConversion {
+ static const int bits = std::numeric_limits<Word>::digits;
+
+ static Result convert(RandomCore<Word>& rnd) {
+ return static_cast<Result>(rnd() >> (bits - rest)) << shift;
+ }
+
+ };
+
+ template <typename Result, typename Word, int rest, int shift>
+ struct IntConversion<Result, Word, rest, shift, false> {
+ static const int bits = std::numeric_limits<Word>::digits;
+
+ static Result convert(RandomCore<Word>& rnd) {
+ return (static_cast<Result>(rnd()) << shift) |
+ IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
+ }
+ };
+
+
+ template <typename Result, typename Word,
+ bool one_word = (std::numeric_limits<Word>::digits <
+ std::numeric_limits<Result>::digits) >
+ struct Mapping {
+ static Result map(RandomCore<Word>& rnd, const Result& bound) {
+ Word max = Word(bound - 1);
+ Result mask = Masker<Result>::mask(bound - 1);
+ Result num;
+ do {
+ num = IntConversion<Result, Word>::convert(rnd) & mask;
+ } while (num > max);
+ return num;
+ }
+ };
+
+ template <typename Result, typename Word>
+ struct Mapping<Result, Word, false> {
+ static Result map(RandomCore<Word>& rnd, const Result& bound) {
+ Word max = Word(bound - 1);
+ Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
+ ::mask(max);
+ Word num;
+ do {
+ num = rnd() & mask;
+ } while (num > max);
+ return num;
+ }
+ };
+
+ template <typename Result, int exp, bool pos = (exp >= 0)>
+ struct ShiftMultiplier {
+ static const Result multiplier() {
+ Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
+ res *= res;
+ if ((exp & 1) == 1) res *= static_cast<Result>(2.0);
+ return res;
+ }
+ };
+
+ template <typename Result, int exp>
+ struct ShiftMultiplier<Result, exp, false> {
+ static const Result multiplier() {
+ Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
+ res *= res;
+ if ((exp & 1) == 1) res *= static_cast<Result>(0.5);
+ return res;
+ }
+ };
+
+ template <typename Result>
+ struct ShiftMultiplier<Result, 0, true> {
+ static const Result multiplier() {
+ return static_cast<Result>(1.0);
+ }
+ };
+
+ template <typename Result>
+ struct ShiftMultiplier<Result, -20, true> {
+ static const Result multiplier() {
+ return static_cast<Result>(1.0/1048576.0);
+ }
+ };
+
+ template <typename Result>
+ struct ShiftMultiplier<Result, -32, true> {
+ static const Result multiplier() {
+ return static_cast<Result>(1.0/424967296.0);
+ }
+ };
+
+ template <typename Result>
+ struct ShiftMultiplier<Result, -53, true> {
+ static const Result multiplier() {
+ return static_cast<Result>(1.0/9007199254740992.0);
+ }
+ };
+
+ template <typename Result>
+ struct ShiftMultiplier<Result, -64, true> {
+ static const Result multiplier() {
+ return static_cast<Result>(1.0/18446744073709551616.0);
+ }
+ };
+
+ template <typename Result, int exp>
+ struct Shifting {
+ static Result shift(const Result& result) {
+ return result * ShiftMultiplier<Result, exp>::multiplier();
+ }
+ };
+
+ template <typename Result, typename Word,
+ int rest = std::numeric_limits<Result>::digits, int shift = 0,
+ bool last = rest <= std::numeric_limits<Word>::digits>
+ struct RealConversion{
+ static const int bits = std::numeric_limits<Word>::digits;
+
+ static Result convert(RandomCore<Word>& rnd) {
+ return Shifting<Result, - shift - rest>::
+ shift(static_cast<Result>(rnd() >> (bits - rest)));
+ }
+ };
+
+ template <typename Result, typename Word, int rest, int shift>
+ struct RealConversion<Result, Word, rest, shift, false> {
+ static const int bits = std::numeric_limits<Word>::digits;
+
+ static Result convert(RandomCore<Word>& rnd) {
+ return Shifting<Result, - shift - bits>::
+ shift(static_cast<Result>(rnd())) +
+ RealConversion<Result, Word, rest-bits, shift + bits>::
+ convert(rnd);
+ }
+ };
+
+ template <typename Result, typename Word>
+ struct Initializer {
+
+ template <typename Iterator>
+ static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
+ std::vector<Word> ws;
+ for (Iterator it = begin; it != end; ++it) {
+ ws.push_back(Word(*it));
+ }
+ rnd.initState(ws.begin(), ws.end());
+ }
+
+ static void init(RandomCore<Word>& rnd, Result seed) {
+ rnd.initState(seed);
+ }
+ };
+
+ template <typename Word>
+ struct BoolConversion {
+ static bool convert(RandomCore<Word>& rnd) {
+ return (rnd() & 1) == 1;
+ }
+ };
+
+ template <typename Word>
+ struct BoolProducer {
+ Word buffer;
+ int num;
+
+ BoolProducer() : num(0) {}
+
+ bool convert(RandomCore<Word>& rnd) {
+ if (num == 0) {
+ buffer = rnd();
+ num = RandomTraits<Word>::bits;
+ }
+ bool r = (buffer & 1);
+ buffer >>= 1;
+ --num;
+ return r;
+ }
+ };
+
+ }
+
+ /// \ingroup misc
+ ///
+ /// \brief Mersenne Twister random number generator
+ ///
+ /// The Mersenne Twister is a twisted generalized feedback
+ /// shift-register generator of Matsumoto and Nishimura. The period
+ /// of this generator is \f$ 2^{19937} - 1 \f$ and it is
+ /// equi-distributed in 623 dimensions for 32-bit numbers. The time
+ /// performance of this generator is comparable to the commonly used
+ /// generators.
+ ///
+ /// This implementation is specialized for both 32-bit and 64-bit
+ /// architectures. The generators differ sligthly in the
+ /// initialization and generation phase so they produce two
+ /// completly different sequences.
+ ///
+ /// The generator gives back random numbers of serveral types. To
+ /// get a random number from a range of a floating point type you
+ /// can use one form of the \c operator() or the \c real() member
+ /// function. If you want to get random number from the {0, 1, ...,
+ /// n-1} integer range use the \c operator[] or the \c integer()
+ /// method. And to get random number from the whole range of an
+ /// integer type you can use the argumentless \c integer() or \c
+ /// uinteger() functions. After all you can get random bool with
+ /// equal chance of true and false or given probability of true
+ /// result with the \c boolean() member functions.
+ ///
+ ///\code
+ /// // The commented code is identical to the other
+ /// double a = rnd(); // [0.0, 1.0)
+ /// // double a = rnd.real(); // [0.0, 1.0)
+ /// double b = rnd(100.0); // [0.0, 100.0)
+ /// // double b = rnd.real(100.0); // [0.0, 100.0)
+ /// double c = rnd(1.0, 2.0); // [1.0, 2.0)
+ /// // double c = rnd.real(1.0, 2.0); // [1.0, 2.0)
+ /// int d = rnd[100000]; // 0..99999
+ /// // int d = rnd.integer(100000); // 0..99999
+ /// int e = rnd[6] + 1; // 1..6
+ /// // int e = rnd.integer(1, 1 + 6); // 1..6
+ /// int b = rnd.uinteger<int>(); // 0 .. 2^31 - 1
+ /// int c = rnd.integer<int>(); // - 2^31 .. 2^31 - 1
+ /// bool g = rnd.boolean(); // P(g = true) = 0.5
+ /// bool h = rnd.boolean(0.8); // P(h = true) = 0.8
+ ///\endcode
+ ///
+ /// The lemon provides a global instance of the random number
+ /// generator which name is \ref lemon::rnd "rnd". Usually it is a
+ /// good programming convenience to use this global generator to get
+ /// random numbers.
+ ///
+ /// \author Balazs Dezso
+ class Random {
+ private:
+
+ // architecture word
+ typedef unsigned long Word;
+
+ _random_bits::RandomCore<Word> core;
+ _random_bits::BoolProducer<Word> bool_producer;
+
+
+ public:
+
+ /// \brief Constructor
+ ///
+ /// Constructor with constant seeding.
+ Random() { core.initState(); }
+
+ /// \brief Constructor
+ ///
+ /// Constructor with seed. The current number type will be converted
+ /// to the architecture word type.
+ template <typename Number>
+ Random(Number seed) {
+ _random_bits::Initializer<Number, Word>::init(core, seed);
+ }
+
+ /// \brief Constructor
+ ///
+ /// Constructor with array seeding. The given range should contain
+ /// any number type and the numbers will be converted to the
+ /// architecture word type.
+ template <typename Iterator>
+ Random(Iterator begin, Iterator end) {
+ typedef typename std::iterator_traits<Iterator>::value_type Number;
+ _random_bits::Initializer<Number, Word>::init(core, begin, end);
+ }
+
+ /// \brief Copy constructor
+ ///
+ /// Copy constructor. The generated sequence will be identical to
+ /// the other sequence. It can be used to save the current state
+ /// of the generator and later use it to generate the same
+ /// sequence.
+ Random(const Random& other) {
+ core.copyState(other.core);
+ }
+
+ /// \brief Assign operator
+ ///
+ /// Assign operator. The generated sequence will be identical to
+ /// the other sequence. It can be used to save the current state
+ /// of the generator and later use it to generate the same
+ /// sequence.
+ Random& operator=(const Random& other) {
+ if (&other != this) {
+ core.copyState(other.core);
+ }
+ return *this;
+ }
+
+ /// \brief Returns a random real number from the range [0, 1)
+ ///
+ /// It returns a random real number from the range [0, 1). The
+ /// default Number type is double.
+ template <typename Number>
+ Number real() {
+ return _random_bits::RealConversion<Number, Word>::convert(core);
+ }
+
+ double real() {
+ return real<double>();
+ }
+
+ /// \brief Returns a random real number the range [0, b)
+ ///
+ /// It returns a random real number from the range [0, b).
+ template <typename Number>
+ Number real(Number b) {
+ return real<Number>() * b;
+ }
+
+ /// \brief Returns a random real number from the range [a, b)
+ ///
+ /// It returns a random real number from the range [a, b).
+ template <typename Number>
+ Number real(Number a, Number b) {
+ return real<Number>() * (b - a) + a;
+ }
+
+ /// \brief Returns a random real number from the range [0, 1)
+ ///
+ /// It returns a random double from the range [0, 1).
+ double operator()() {
+ return real<double>();
+ }
+
+ /// \brief Returns a random real number from the range [0, b)
+ ///
+ /// It returns a random real number from the range [0, b).
+ template <typename Number>
+ Number operator()(Number b) {
+ return real<Number>() * b;
+ }
+
+ /// \brief Returns a random real number from the range [a, b)
+ ///
+ /// It returns a random real number from the range [a, b).
+ template <typename Number>
+ Number operator()(Number a, Number b) {
+ return real<Number>() * (b - a) + a;
+ }
+
+ /// \brief Returns a random integer from a range
+ ///
+ /// It returns a random integer from the range {0, 1, ..., b - 1}.
+ template <typename Number>
+ Number integer(Number b) {
+ return _random_bits::Mapping<Number, Word>::map(core, b);
+ }
+
+ /// \brief Returns a random integer from a range
+ ///
+ /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
+ template <typename Number>
+ Number integer(Number a, Number b) {
+ return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
+ }
+
+ /// \brief Returns a random integer from a range
+ ///
+ /// It returns a random integer from the range {0, 1, ..., b - 1}.
+ template <typename Number>
+ Number operator[](Number b) {
+ return _random_bits::Mapping<Number, Word>::map(core, b);
+ }
+
+ /// \brief Returns a random non-negative integer
+ ///
+ /// It returns a random non-negative integer uniformly from the
+ /// whole range of the current \c Number type. The default result
+ /// type of this function is unsigned int.
+ template <typename Number>
+ Number uinteger() {
+ return _random_bits::IntConversion<Number, Word>::convert(core);
+ }
+
+ unsigned int uinteger() {
+ return uinteger<unsigned int>();
+ }
+
+ /// \brief Returns a random integer
+ ///
+ /// It returns a random integer uniformly from the whole range of
+ /// the current \c Number type. The default result type of this
+ /// function is int.
+ template <typename Number>
+ Number integer() {
+ static const int nb = std::numeric_limits<Number>::digits +
+ (std::numeric_limits<Number>::is_signed ? 1 : 0);
+ return _random_bits::IntConversion<Number, Word, nb>::convert(core);
+ }
+
+ int integer() {
+ return integer<int>();
+ }
+
+ /// \brief Returns a random bool
+ ///
+ /// It returns a random bool. The generator holds a buffer for
+ /// random bits. Every time when it become empty the generator makes
+ /// a new random word and fill the buffer up.
+ bool boolean() {
+ return bool_producer.convert(core);
+ }
+
+ ///\name Nonuniform distributions
+ ///
+
+ ///@{
+
+ /// \brief Returns a random bool
+ ///
+ /// It returns a random bool with given probability of true result
+ bool boolean(double p) {
+ return operator()() < p;
+ }
+
+ /// Standard Gauss distribution
+
+ /// Standard Gauss distribution.
+ /// \note The Cartesian form of the Box-Muller
+ /// transformation is used to generate a random normal distribution.
+ /// \todo Consider using the "ziggurat" method instead.
+ double gauss()
+ {
+ double V1,V2,S;
+ do {
+ V1=2*real<double>()-1;
+ V2=2*real<double>()-1;
+ S=V1*V1+V2*V2;
+ } while(S>=1);
+ return std::sqrt(-2*std::log(S)/S)*V1;
+ }
+ /// Gauss distribution with given mean and standard deviation
+
+ /// \sa gauss()
+ ///
+ double gauss(double mean,double std_dev)
+ {
+ return gauss()*std_dev+mean;
+ }
+
+ /// Exponential distribution with given mean
+
+ /// This function generates an exponential distribution random number
+ /// with mean <tt>1/lambda</tt>.
+ ///
+ double exponential(double lambda=1.0)
+ {
+ return -std::log(real<double>())/lambda;
+ }
+
+ /// Gamma distribution with given integer shape
+
+ /// This function generates a gamma distribution random number.
+ ///
+ ///\param k shape parameter (<tt>k>0</tt> integer)
+ double gamma(int k)
+ {
+ double s = 0;
+ for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
+ return s;
+ }
+
+ /// Gamma distribution with given shape and scale parameter
+
+ /// This function generates a gamma distribution random number.
+ ///
+ ///\param k shape parameter (<tt>k>0</tt>)
+ ///\param theta scale parameter
+ ///
+ double gamma(double k,double theta=1.0)
+ {
+ double xi,nu;
+ const double delta = k-std::floor(k);
+ const double v0=M_E/(M_E-delta);
+ do {
+ double V0=1.0-real<double>();
+ double V1=1.0-real<double>();
+ double V2=1.0-real<double>();
+ if(V2<=v0)
+ {
+ xi=std::pow(V1,1.0/delta);
+ nu=V0*std::pow(xi,delta-1.0);
+ }
+ else
+ {
+ xi=1.0-std::log(V1);
+ nu=V0*std::exp(-xi);
+ }
+ } while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
+ return theta*(xi-gamma(int(std::floor(k))));
+ }
+
+
+ ///@}
+
+ ///\name Two dimensional distributions
+ ///
+
+ ///@{
+
+ /// Uniform distribution on the full unit circle.
+ dim2::Point<double> disc()
+ {
+ double V1,V2;
+ do {
+ V1=2*real<double>()-1;
+ V2=2*real<double>()-1;
+
+ } while(V1*V1+V2*V2>=1);
+ return dim2::Point<double>(V1,V2);
+ }
+ /// A kind of two dimensional Gauss distribution
+
+ /// This function provides a turning symmetric two-dimensional distribution.
+ /// Both coordinates are of standard normal distribution, but they are not
+ /// independent.
+ ///
+ /// \note The coordinates are the two random variables provided by
+ /// the Box-Muller method.
+ dim2::Point<double> gauss2()
+ {
+ double V1,V2,S;
+ do {
+ V1=2*real<double>()-1;
+ V2=2*real<double>()-1;
+ S=V1*V1+V2*V2;
+ } while(S>=1);
+ double W=std::sqrt(-2*std::log(S)/S);
+ return dim2::Point<double>(W*V1,W*V2);
+ }
+ /// A kind of two dimensional exponential distribution
+
+ /// This function provides a turning symmetric two-dimensional distribution.
+ /// The x-coordinate is of conditionally exponential distribution
+ /// with the condition that x is positive and y=0. If x is negative and
+ /// y=0 then, -x is of exponential distribution. The same is true for the
+ /// y-coordinate.
+ dim2::Point<double> exponential2()
+ {
+ double V1,V2,S;
+ do {
+ V1=2*real<double>()-1;
+ V2=2*real<double>()-1;
+ S=V1*V1+V2*V2;
+ } while(S>=1);
+ double W=-std::log(S)/S;
+ return dim2::Point<double>(W*V1,W*V2);
+ }
+
+ ///@}
+ };
+
+
+ extern Random rnd;
+
+}
+
+#endif
diff -r 6ae00527c178 -r 99e499ca560b test/Makefile.am
--- a/test/Makefile.am Thu Dec 20 23:46:50 2007 +0000
+++ b/test/Makefile.am Fri Dec 21 00:07:03 2007 +0000
@@ -3,15 +3,17 @@
noinst_HEADERS += \
test/test_tools.h
-
+
check_PROGRAMS += \
test/dim_test \
+ test/random_test \
test/test_tools_fail \
test/test_tools_pass
-
+
TESTS += $(check_PROGRAMS)
XFAIL_TESTS += test/test_tools_fail$(EXEEXT)
test_dim_test_SOURCES = test/dim_test.cc
+test_random_test_SOURCES = test/random_test.cc
test_test_tools_fail_SOURCES = test/test_tools_fail.cc
test_test_tools_pass_SOURCES = test/test_tools_pass.cc
diff -r 6ae00527c178 -r 99e499ca560b test/random_test.cc
--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/test/random_test.cc Fri Dec 21 00:07:03 2007 +0000
@@ -0,0 +1,36 @@
+/* -*- C++ -*-
+ *
+ * This file is a part of LEMON, a generic C++ optimization library
+ *
+ * Copyright (C) 2003-2007
+ * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
+ * (Egervary Research Group on Combinatorial Optimization, EGRES).
+ *
+ * Permission to use, modify and distribute this software is granted
+ * provided that this copyright notice appears in all copies. For
+ * precise terms see the accompanying LICENSE file.
+ *
+ * This software is provided "AS IS" with no warranty of any kind,
+ * express or implied, and with no claim as to its suitability for any
+ * purpose.
+ *
+ */
+
+#include <lemon/random.h>
+#include "test_tools.h"
+
+///\file \brief Test cases for random.h
+///
+///\todo To be extended
+///
+
+int main()
+{
+ double a=lemon::rnd();
+ check(a<1.0&&a>0.0,"This should be in [0,1)");
+ a=lemon::rnd.gauss();
+ a=lemon::rnd.gamma(3.45,0);
+ a=lemon::rnd.gamma(4);
+ //Does gamma work with integer k?
+ a=lemon::rnd.gamma(4.0,0);
+}