lemon/random.h
author Alpar Juttner <alpar@cs.elte.hu>
Thu, 08 Oct 2015 13:48:09 +0200
changeset 1379 db1d342a1087
parent 1343 20f95cd51aba
child 1380 04f57dad1b07
permissions -rw-r--r--
Platform independent Random generators (#602)
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/* -*- mode: C++; indent-tabs-mode: nil; -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library.
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 *
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 * Copyright (C) 2003-2009
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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/*
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 * This file contains the reimplemented version of the Mersenne Twister
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 * Generator of Matsumoto and Nishimura.
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 *
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 * See the appropriate copyright notice below.
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 *
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 * Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
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 * All rights reserved.
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 *
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 * Redistribution and use in source and binary forms, with or without
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 * modification, are permitted provided that the following conditions
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 * are met:
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 *
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 * 1. Redistributions of source code must retain the above copyright
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 *    notice, this list of conditions and the following disclaimer.
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 *
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 * 2. Redistributions in binary form must reproduce the above copyright
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 *    notice, this list of conditions and the following disclaimer in the
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 *    documentation and/or other materials provided with the distribution.
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 *
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 * 3. The names of its contributors may not be used to endorse or promote
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 *    products derived from this software without specific prior written
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 *    permission.
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 *
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 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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 * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
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 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE
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 * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
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 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
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 * SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
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 * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
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 * STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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 * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
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 * OF THE POSSIBILITY OF SUCH DAMAGE.
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 *
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 *
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 * Any feedback is very welcome.
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 * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
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 * email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
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 */
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#ifndef LEMON_RANDOM_H
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#define LEMON_RANDOM_H
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#include <lemon/config.h>
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#include <algorithm>
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#include <iterator>
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#include <vector>
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#include <limits>
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#include <fstream>
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#include <lemon/math.h>
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#include <lemon/dim2.h>
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#ifndef LEMON_WIN32
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#include <sys/time.h>
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#include <ctime>
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#include <sys/types.h>
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#include <unistd.h>
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#else
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#include <lemon/bits/windows.h>
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#endif
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///\ingroup misc
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///\file
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///\brief Mersenne Twister random number generator
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namespace lemon {
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  namespace _random_bits {
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    template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
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    struct RandomTraits {};
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    template <typename _Word>
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    struct RandomTraits<_Word, 32> {
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      typedef _Word Word;
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      static const int bits = 32;
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      static const int length = 624;
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      static const int shift = 397;
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      static const Word mul = 0x6c078965u;
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      static const Word arrayInit = 0x012BD6AAu;
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      static const Word arrayMul1 = 0x0019660Du;
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      static const Word arrayMul2 = 0x5D588B65u;
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      static const Word mask = 0x9908B0DFu;
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      static const Word loMask = (1u << 31) - 1;
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      static const Word hiMask = ~loMask;
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      static Word tempering(Word rnd) {
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        rnd ^= (rnd >> 11);
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        rnd ^= (rnd << 7) & 0x9D2C5680u;
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        rnd ^= (rnd << 15) & 0xEFC60000u;
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        rnd ^= (rnd >> 18);
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        return rnd;
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      }
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    };
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    template <typename _Word>
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    struct RandomTraits<_Word, 64> {
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      typedef _Word Word;
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      static const int bits = 64;
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      static const int length = 312;
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      static const int shift = 156;
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      static const Word mul = Word(0x5851F42Du) << 32 | Word(0x4C957F2Du);
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      static const Word arrayInit = Word(0x00000000u) << 32 |Word(0x012BD6AAu);
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      static const Word arrayMul1 = Word(0x369DEA0Fu) << 32 |Word(0x31A53F85u);
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      static const Word arrayMul2 = Word(0x27BB2EE6u) << 32 |Word(0x87B0B0FDu);
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      static const Word mask = Word(0xB5026F5Au) << 32 | Word(0xA96619E9u);
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      static const Word loMask = (Word(1u) << 31) - 1;
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      static const Word hiMask = ~loMask;
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      static Word tempering(Word rnd) {
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        rnd ^= (rnd >> 29) & (Word(0x55555555u) << 32 | Word(0x55555555u));
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        rnd ^= (rnd << 17) & (Word(0x71D67FFFu) << 32 | Word(0xEDA60000u));
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        rnd ^= (rnd << 37) & (Word(0xFFF7EEE0u) << 32 | Word(0x00000000u));
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        rnd ^= (rnd >> 43);
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        return rnd;
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      }
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    };
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    template <typename _Word>
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    class RandomCore {
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    public:
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      typedef _Word Word;
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    private:
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      static const int bits = RandomTraits<Word>::bits;
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      static const int length = RandomTraits<Word>::length;
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      static const int shift = RandomTraits<Word>::shift;
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    public:
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      void initState() {
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        static const Word seedArray[4] = {
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          0x12345u, 0x23456u, 0x34567u, 0x45678u
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        };
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        initState(seedArray, seedArray + 4);
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      }
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      void initState(Word seed) {
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        static const Word mul = RandomTraits<Word>::mul;
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        current = state;
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        Word *curr = state + length - 1;
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        curr[0] = seed; --curr;
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        for (int i = 1; i < length; ++i) {
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          curr[0] = (mul * ( curr[1] ^ (curr[1] >> (bits - 2)) ) + i);
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          --curr;
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        }
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      }
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      template <typename Iterator>
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      void initState(Iterator begin, Iterator end) {
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        static const Word init = RandomTraits<Word>::arrayInit;
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        static const Word mul1 = RandomTraits<Word>::arrayMul1;
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        static const Word mul2 = RandomTraits<Word>::arrayMul2;
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        Word *curr = state + length - 1; --curr;
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        Iterator it = begin; int cnt = 0;
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        int num;
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        initState(init);
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        num = static_cast<int>(length > end - begin ? length : end - begin);
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        while (num--) {
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          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul1))
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            + *it + cnt;
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          ++it; ++cnt;
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          if (it == end) {
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            it = begin; cnt = 0;
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          }
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          if (curr == state) {
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            curr = state + length - 1; curr[0] = state[0];
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          }
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          --curr;
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        }
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        num = length - 1; cnt = static_cast<int>(length - (curr - state) - 1);
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        while (num--) {
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          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2))
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            - cnt;
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          --curr; ++cnt;
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          if (curr == state) {
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            curr = state + length - 1; curr[0] = state[0]; --curr;
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            cnt = 1;
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          }
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        }
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        state[length - 1] = Word(1) << (bits - 1);
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      }
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      void copyState(const RandomCore& other) {
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        std::copy(other.state, other.state + length, state);
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        current = state + (other.current - other.state);
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      }
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      Word operator()() {
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        if (current == state) fillState();
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        --current;
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        Word rnd = *current;
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        return RandomTraits<Word>::tempering(rnd);
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      }
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    private:
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      void fillState() {
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        static const Word mask[2] = { 0x0ul, RandomTraits<Word>::mask };
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        static const Word loMask = RandomTraits<Word>::loMask;
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        static const Word hiMask = RandomTraits<Word>::hiMask;
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        current = state + length;
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        Word *curr = state + length - 1;
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        long num;
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        num = length - shift;
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        while (num--) {
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          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
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            curr[- shift] ^ mask[curr[-1] & 1ul];
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          --curr;
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        }
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        num = shift - 1;
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        while (num--) {
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          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
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            curr[length - shift] ^ mask[curr[-1] & 1ul];
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          --curr;
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        }
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        state[0] = (((state[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
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          curr[length - shift] ^ mask[curr[length - 1] & 1ul];
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      }
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      Word *current;
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      Word state[length];
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    };
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    template <typename Result,
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              int shift = (std::numeric_limits<Result>::digits + 1) / 2>
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    struct Masker {
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      static Result mask(const Result& result) {
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        return Masker<Result, (shift + 1) / 2>::
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          mask(static_cast<Result>(result | (result >> shift)));
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      }
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    };
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    template <typename Result>
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    struct Masker<Result, 1> {
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      static Result mask(const Result& result) {
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        return static_cast<Result>(result | (result >> 1));
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      }
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    };
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    template <typename Result, typename Word,
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              int rest = std::numeric_limits<Result>::digits, int shift = 0,
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              bool last = (rest <= std::numeric_limits<Word>::digits)>
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    struct IntConversion {
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      static const int bits = std::numeric_limits<Word>::digits;
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      static Result convert(RandomCore<Word>& rnd) {
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        return static_cast<Result>(rnd() >> (bits - rest)) << shift;
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      }
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    };
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    template <typename Result, typename Word, int rest, int shift>
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    struct IntConversion<Result, Word, rest, shift, false> {
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      static const int bits = std::numeric_limits<Word>::digits;
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      static Result convert(RandomCore<Word>& rnd) {
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        return (static_cast<Result>(rnd()) << shift) |
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          IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
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      }
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    };
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    template <typename Result, typename Word,
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              bool one_word = (std::numeric_limits<Word>::digits <
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                               std::numeric_limits<Result>::digits) >
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    struct Mapping {
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      static Result map(RandomCore<Word>& rnd, const Result& bound) {
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        Word max = Word(bound - 1);
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        Result mask = Masker<Result>::mask(bound - 1);
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        Result num;
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        do {
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          num = IntConversion<Result, Word>::convert(rnd) & mask;
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        } while (num > max);
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        return num;
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      }
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    };
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    template <typename Result, typename Word>
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    struct Mapping<Result, Word, false> {
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      static Result map(RandomCore<Word>& rnd, const Result& bound) {
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        Word max = Word(bound - 1);
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        Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
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          ::mask(max);
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        Word num;
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        do {
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          num = rnd() & mask;
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        } while (num > max);
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        return num;
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      }
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    };
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    template <typename Result, int exp>
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    struct ShiftMultiplier {
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      static const Result multiplier() {
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        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
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        res *= res;
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        if ((exp & 1) == 1) res *= static_cast<Result>(0.5);
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        return res;
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, 0> {
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      static const Result multiplier() {
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        return static_cast<Result>(1.0);
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, 20> {
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      static const Result multiplier() {
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        return static_cast<Result>(1.0/1048576.0);
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, 32> {
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      static const Result multiplier() {
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        return static_cast<Result>(1.0/4294967296.0);
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, 53> {
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      static const Result multiplier() {
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        return static_cast<Result>(1.0/9007199254740992.0);
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      }
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    };
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    template <typename Result>
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    struct ShiftMultiplier<Result, 64> {
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      static const Result multiplier() {
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        return static_cast<Result>(1.0/18446744073709551616.0);
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      }
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    };
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    template <typename Result, int exp>
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    struct Shifting {
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      static Result shift(const Result& result) {
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        return result * ShiftMultiplier<Result, exp>::multiplier();
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      }
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    };
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    template <typename Result, typename Word,
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              int rest = std::numeric_limits<Result>::digits, int shift = 0,
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              bool last = rest <= std::numeric_limits<Word>::digits>
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    struct RealConversion{
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      static const int bits = std::numeric_limits<Word>::digits;
alpar@10
   406
alpar@10
   407
      static Result convert(RandomCore<Word>& rnd) {
kpeter@517
   408
        return Shifting<Result, shift + rest>::
alpar@10
   409
          shift(static_cast<Result>(rnd() >> (bits - rest)));
alpar@10
   410
      }
alpar@10
   411
    };
alpar@10
   412
alpar@10
   413
    template <typename Result, typename Word, int rest, int shift>
alpar@209
   414
    struct RealConversion<Result, Word, rest, shift, false> {
alpar@10
   415
      static const int bits = std::numeric_limits<Word>::digits;
alpar@10
   416
alpar@10
   417
      static Result convert(RandomCore<Word>& rnd) {
kpeter@517
   418
        return Shifting<Result, shift + bits>::
alpar@10
   419
          shift(static_cast<Result>(rnd())) +
alpar@10
   420
          RealConversion<Result, Word, rest-bits, shift + bits>::
alpar@10
   421
          convert(rnd);
alpar@10
   422
      }
alpar@10
   423
    };
alpar@10
   424
alpar@10
   425
    template <typename Result, typename Word>
alpar@10
   426
    struct Initializer {
alpar@10
   427
alpar@10
   428
      template <typename Iterator>
alpar@10
   429
      static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
alpar@10
   430
        std::vector<Word> ws;
alpar@10
   431
        for (Iterator it = begin; it != end; ++it) {
alpar@10
   432
          ws.push_back(Word(*it));
alpar@10
   433
        }
alpar@10
   434
        rnd.initState(ws.begin(), ws.end());
alpar@10
   435
      }
alpar@10
   436
alpar@10
   437
      static void init(RandomCore<Word>& rnd, Result seed) {
alpar@10
   438
        rnd.initState(seed);
alpar@10
   439
      }
alpar@10
   440
    };
alpar@10
   441
alpar@10
   442
    template <typename Word>
alpar@10
   443
    struct BoolConversion {
alpar@10
   444
      static bool convert(RandomCore<Word>& rnd) {
alpar@10
   445
        return (rnd() & 1) == 1;
alpar@10
   446
      }
alpar@10
   447
    };
alpar@10
   448
alpar@10
   449
    template <typename Word>
alpar@10
   450
    struct BoolProducer {
alpar@10
   451
      Word buffer;
alpar@10
   452
      int num;
alpar@209
   453
alpar@10
   454
      BoolProducer() : num(0) {}
alpar@10
   455
alpar@10
   456
      bool convert(RandomCore<Word>& rnd) {
alpar@10
   457
        if (num == 0) {
alpar@10
   458
          buffer = rnd();
alpar@10
   459
          num = RandomTraits<Word>::bits;
alpar@10
   460
        }
alpar@10
   461
        bool r = (buffer & 1);
alpar@10
   462
        buffer >>= 1;
alpar@10
   463
        --num;
alpar@10
   464
        return r;
alpar@10
   465
      }
alpar@10
   466
    };
alpar@10
   467
alpar@1379
   468
    /// \ingroup misc
alpar@1379
   469
    ///
alpar@1379
   470
    /// \brief Mersenne Twister random number generator
alpar@1379
   471
    ///
alpar@1379
   472
    /// The Mersenne Twister is a twisted generalized feedback
alpar@1379
   473
    /// shift-register generator of Matsumoto and Nishimura. The period
alpar@1379
   474
    /// of this generator is \f$ 2^{19937} - 1 \f$ and it is
alpar@1379
   475
    /// equi-distributed in 623 dimensions for 32-bit numbers. The time
alpar@1379
   476
    /// performance of this generator is comparable to the commonly used
alpar@1379
   477
    /// generators.
alpar@1379
   478
    ///
alpar@1379
   479
    /// This is a template version implementation both 32-bit and
alpar@1379
   480
    /// 64-bit architecture optimized versions. The generators differ
alpar@1379
   481
    /// sligthly in the initialization and generation phase so they
alpar@1379
   482
    /// produce two completly different sequences.
alpar@1379
   483
    ///
alpar@1379
   484
    /// \alert Do not use this class directly, but instead one of \ref
alpar@1379
   485
    /// Random, \ref Random32 or \ref Random64.
alpar@1379
   486
    ///
alpar@1379
   487
    /// The generator gives back random numbers of serveral types. To
alpar@1379
   488
    /// get a random number from a range of a floating point type you
alpar@1379
   489
    /// can use one form of the \c operator() or the \c real() member
alpar@1379
   490
    /// function. If you want to get random number from the {0, 1, ...,
alpar@1379
   491
    /// n-1} integer range use the \c operator[] or the \c integer()
alpar@1379
   492
    /// method. And to get random number from the whole range of an
alpar@1379
   493
    /// integer type you can use the argumentless \c integer() or \c
alpar@1379
   494
    /// uinteger() functions. After all you can get random bool with
alpar@1379
   495
    /// equal chance of true and false or given probability of true
alpar@1379
   496
    /// result with the \c boolean() member functions.
alpar@1379
   497
    ///
alpar@1379
   498
    ///\code
alpar@1379
   499
    /// // The commented code is identical to the other
alpar@1379
   500
    /// double a = rnd();                     // [0.0, 1.0)
alpar@1379
   501
    /// // double a = rnd.real();             // [0.0, 1.0)
alpar@1379
   502
    /// double b = rnd(100.0);                // [0.0, 100.0)
alpar@1379
   503
    /// // double b = rnd.real(100.0);        // [0.0, 100.0)
alpar@1379
   504
    /// double c = rnd(1.0, 2.0);             // [1.0, 2.0)
alpar@1379
   505
    /// // double c = rnd.real(1.0, 2.0);     // [1.0, 2.0)
alpar@1379
   506
    /// int d = rnd[100000];                  // 0..99999
alpar@1379
   507
    /// // int d = rnd.integer(100000);       // 0..99999
alpar@1379
   508
    /// int e = rnd[6] + 1;                   // 1..6
alpar@1379
   509
    /// // int e = rnd.integer(1, 1 + 6);     // 1..6
alpar@1379
   510
    /// int b = rnd.uinteger<int>();          // 0 .. 2^31 - 1
alpar@1379
   511
    /// int c = rnd.integer<int>();           // - 2^31 .. 2^31 - 1
alpar@1379
   512
    /// bool g = rnd.boolean();               // P(g = true) = 0.5
alpar@1379
   513
    /// bool h = rnd.boolean(0.8);            // P(h = true) = 0.8
alpar@1379
   514
    ///\endcode
alpar@1379
   515
    ///
alpar@1379
   516
    /// LEMON provides a global instance of the random number
alpar@1379
   517
    /// generator which name is \ref lemon::rnd "rnd". Usually it is a
alpar@1379
   518
    /// good programming convenience to use this global generator to get
alpar@1379
   519
    /// random numbers.
alpar@1379
   520
    ///
alpar@1379
   521
    /// \sa \ref Random, \ref Random32 or \ref Random64.
alpar@1379
   522
    ///
alpar@1379
   523
    template<class Word>
alpar@1379
   524
    class Random {
alpar@1379
   525
    private:
alpar@1379
   526
alpar@1379
   527
      _random_bits::RandomCore<Word> core;
alpar@1379
   528
      _random_bits::BoolProducer<Word> bool_producer;
alpar@1379
   529
alpar@1379
   530
alpar@1379
   531
    public:
alpar@1379
   532
alpar@1379
   533
      ///\name Initialization
alpar@1379
   534
      ///
alpar@1379
   535
      /// @{
alpar@1379
   536
alpar@1379
   537
      /// \brief Default constructor
alpar@1379
   538
      ///
alpar@1379
   539
      /// Constructor with constant seeding.
alpar@1379
   540
      Random() { core.initState(); }
alpar@1379
   541
alpar@1379
   542
      /// \brief Constructor with seed
alpar@1379
   543
      ///
alpar@1379
   544
      /// Constructor with seed. The current number type will be converted
alpar@1379
   545
      /// to the architecture word type.
alpar@1379
   546
      template <typename Number>
alpar@1379
   547
      Random(Number seed) {
alpar@1379
   548
        _random_bits::Initializer<Number, Word>::init(core, seed);
alpar@1379
   549
      }
alpar@1379
   550
alpar@1379
   551
      /// \brief Constructor with array seeding
alpar@1379
   552
      ///
alpar@1379
   553
      /// Constructor with array seeding. The given range should contain
alpar@1379
   554
      /// any number type and the numbers will be converted to the
alpar@1379
   555
      /// architecture word type.
alpar@1379
   556
      template <typename Iterator>
alpar@1379
   557
      Random(Iterator begin, Iterator end) {
alpar@1379
   558
        typedef typename std::iterator_traits<Iterator>::value_type Number;
alpar@1379
   559
        _random_bits::Initializer<Number, Word>::init(core, begin, end);
alpar@1379
   560
      }
alpar@1379
   561
alpar@1379
   562
      /// \brief Copy constructor
alpar@1379
   563
      ///
alpar@1379
   564
      /// Copy constructor. The generated sequence will be identical to
alpar@1379
   565
      /// the other sequence. It can be used to save the current state
alpar@1379
   566
      /// of the generator and later use it to generate the same
alpar@1379
   567
      /// sequence.
alpar@1379
   568
      Random(const Random& other) {
alpar@1379
   569
        core.copyState(other.core);
alpar@1379
   570
      }
alpar@1379
   571
alpar@1379
   572
      /// \brief Assign operator
alpar@1379
   573
      ///
alpar@1379
   574
      /// Assign operator. The generated sequence will be identical to
alpar@1379
   575
      /// the other sequence. It can be used to save the current state
alpar@1379
   576
      /// of the generator and later use it to generate the same
alpar@1379
   577
      /// sequence.
alpar@1379
   578
      Random& operator=(const Random& other) {
alpar@1379
   579
        if (&other != this) {
alpar@1379
   580
          core.copyState(other.core);
alpar@1379
   581
        }
alpar@1379
   582
        return *this;
alpar@1379
   583
      }
alpar@1379
   584
alpar@1379
   585
      /// \brief Seeding random sequence
alpar@1379
   586
      ///
alpar@1379
   587
      /// Seeding the random sequence. The current number type will be
alpar@1379
   588
      /// converted to the architecture word type.
alpar@1379
   589
      template <typename Number>
alpar@1379
   590
      void seed(Number seed) {
alpar@1379
   591
        _random_bits::Initializer<Number, Word>::init(core, seed);
alpar@1379
   592
      }
alpar@1379
   593
alpar@1379
   594
      /// \brief Seeding random sequence
alpar@1379
   595
      ///
alpar@1379
   596
      /// Seeding the random sequence. The given range should contain
alpar@1379
   597
      /// any number type and the numbers will be converted to the
alpar@1379
   598
      /// architecture word type.
alpar@1379
   599
      template <typename Iterator>
alpar@1379
   600
      void seed(Iterator begin, Iterator end) {
alpar@1379
   601
        typedef typename std::iterator_traits<Iterator>::value_type Number;
alpar@1379
   602
        _random_bits::Initializer<Number, Word>::init(core, begin, end);
alpar@1379
   603
      }
alpar@1379
   604
alpar@1379
   605
      /// \brief Seeding from file or from process id and time
alpar@1379
   606
      ///
alpar@1379
   607
      /// By default, this function calls the \c seedFromFile() member
alpar@1379
   608
      /// function with the <tt>/dev/urandom</tt> file. If it does not success,
alpar@1379
   609
      /// it uses the \c seedFromTime().
alpar@1379
   610
      /// \return Currently always \c true.
alpar@1379
   611
      bool seed() {
alpar@1379
   612
#ifndef LEMON_WIN32
alpar@1379
   613
        if (seedFromFile("/dev/urandom", 0)) return true;
alpar@1379
   614
#endif
alpar@1379
   615
        if (seedFromTime()) return true;
alpar@1379
   616
        return false;
alpar@1379
   617
      }
alpar@1379
   618
alpar@1379
   619
      /// \brief Seeding from file
alpar@1379
   620
      ///
alpar@1379
   621
      /// Seeding the random sequence from file. The linux kernel has two
alpar@1379
   622
      /// devices, <tt>/dev/random</tt> and <tt>/dev/urandom</tt> which
alpar@1379
   623
      /// could give good seed values for pseudo random generators (The
alpar@1379
   624
      /// difference between two devices is that the <tt>random</tt> may
alpar@1379
   625
      /// block the reading operation while the kernel can give good
alpar@1379
   626
      /// source of randomness, while the <tt>urandom</tt> does not
alpar@1379
   627
      /// block the input, but it could give back bytes with worse
alpar@1379
   628
      /// entropy).
alpar@1379
   629
      /// \param file The source file
alpar@1379
   630
      /// \param offset The offset, from the file read.
alpar@1379
   631
      /// \return \c true when the seeding successes.
alpar@1379
   632
#ifndef LEMON_WIN32
alpar@1379
   633
      bool seedFromFile(const std::string& file = "/dev/urandom", int offset = 0)
alpar@1379
   634
#else
alpar@1379
   635
        bool seedFromFile(const std::string& file = "", int offset = 0)
alpar@1379
   636
#endif
alpar@1379
   637
      {
alpar@1379
   638
        std::ifstream rs(file.c_str());
alpar@1379
   639
        const int size = 4;
alpar@1379
   640
        Word buf[size];
alpar@1379
   641
        if (offset != 0 && !rs.seekg(offset)) return false;
alpar@1379
   642
        if (!rs.read(reinterpret_cast<char*>(buf), sizeof(buf))) return false;
alpar@1379
   643
        seed(buf, buf + size);
alpar@1379
   644
        return true;
alpar@1379
   645
      }
alpar@1379
   646
alpar@1379
   647
      /// \brief Seding from process id and time
alpar@1379
   648
      ///
alpar@1379
   649
      /// Seding from process id and time. This function uses the
alpar@1379
   650
      /// current process id and the current time for initialize the
alpar@1379
   651
      /// random sequence.
alpar@1379
   652
      /// \return Currently always \c true.
alpar@1379
   653
      bool seedFromTime() {
alpar@1379
   654
#ifndef LEMON_WIN32
alpar@1379
   655
        timeval tv;
alpar@1379
   656
        gettimeofday(&tv, 0);
alpar@1379
   657
        seed(getpid() + tv.tv_sec + tv.tv_usec);
alpar@1379
   658
#else
alpar@1379
   659
        seed(bits::getWinRndSeed());
alpar@1379
   660
#endif
alpar@1379
   661
        return true;
alpar@1379
   662
      }
alpar@1379
   663
alpar@1379
   664
      /// @}
alpar@1379
   665
alpar@1379
   666
      ///\name Uniform Distributions
alpar@1379
   667
      ///
alpar@1379
   668
      /// @{
alpar@1379
   669
alpar@1379
   670
      /// \brief Returns a random real number from the range [0, 1)
alpar@1379
   671
      ///
alpar@1379
   672
      /// It returns a random real number from the range [0, 1). The
alpar@1379
   673
      /// default Number type is \c double.
alpar@1379
   674
      template <typename Number>
alpar@1379
   675
      Number real() {
alpar@1379
   676
        return _random_bits::RealConversion<Number, Word>::convert(core);
alpar@1379
   677
      }
alpar@1379
   678
alpar@1379
   679
      double real() {
alpar@1379
   680
        return real<double>();
alpar@1379
   681
      }
alpar@1379
   682
alpar@1379
   683
      /// \brief Returns a random real number from the range [0, 1)
alpar@1379
   684
      ///
alpar@1379
   685
      /// It returns a random double from the range [0, 1).
alpar@1379
   686
      double operator()() {
alpar@1379
   687
        return real<double>();
alpar@1379
   688
      }
alpar@1379
   689
alpar@1379
   690
      /// \brief Returns a random real number from the range [0, b)
alpar@1379
   691
      ///
alpar@1379
   692
      /// It returns a random real number from the range [0, b).
alpar@1379
   693
      double operator()(double b) {
alpar@1379
   694
        return real<double>() * b;
alpar@1379
   695
      }
alpar@1379
   696
alpar@1379
   697
      /// \brief Returns a random real number from the range [a, b)
alpar@1379
   698
      ///
alpar@1379
   699
      /// It returns a random real number from the range [a, b).
alpar@1379
   700
      double operator()(double a, double b) {
alpar@1379
   701
        return real<double>() * (b - a) + a;
alpar@1379
   702
      }
alpar@1379
   703
alpar@1379
   704
      /// \brief Returns a random integer from a range
alpar@1379
   705
      ///
alpar@1379
   706
      /// It returns a random integer from the range {0, 1, ..., b - 1}.
alpar@1379
   707
      template <typename Number>
alpar@1379
   708
      Number integer(Number b) {
alpar@1379
   709
        return _random_bits::Mapping<Number, Word>::map(core, b);
alpar@1379
   710
      }
alpar@1379
   711
alpar@1379
   712
      /// \brief Returns a random integer from a range
alpar@1379
   713
      ///
alpar@1379
   714
      /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
alpar@1379
   715
      template <typename Number>
alpar@1379
   716
      Number integer(Number a, Number b) {
alpar@1379
   717
        return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
alpar@1379
   718
      }
alpar@1379
   719
alpar@1379
   720
      /// \brief Returns a random integer from a range
alpar@1379
   721
      ///
alpar@1379
   722
      /// It returns a random integer from the range {0, 1, ..., b - 1}.
alpar@1379
   723
      template <typename Number>
alpar@1379
   724
      Number operator[](Number b) {
alpar@1379
   725
        return _random_bits::Mapping<Number, Word>::map(core, b);
alpar@1379
   726
      }
alpar@1379
   727
alpar@1379
   728
      /// \brief Returns a random non-negative integer
alpar@1379
   729
      ///
alpar@1379
   730
      /// It returns a random non-negative integer uniformly from the
alpar@1379
   731
      /// whole range of the current \c Number type. The default result
alpar@1379
   732
      /// type of this function is <tt>unsigned int</tt>.
alpar@1379
   733
      template <typename Number>
alpar@1379
   734
      Number uinteger() {
alpar@1379
   735
        return _random_bits::IntConversion<Number, Word>::convert(core);
alpar@1379
   736
      }
alpar@1379
   737
alpar@1379
   738
      unsigned int uinteger() {
alpar@1379
   739
        return uinteger<unsigned int>();
alpar@1379
   740
      }
alpar@1379
   741
alpar@1379
   742
      /// \brief Returns a random integer
alpar@1379
   743
      ///
alpar@1379
   744
      /// It returns a random integer uniformly from the whole range of
alpar@1379
   745
      /// the current \c Number type. The default result type of this
alpar@1379
   746
      /// function is \c int.
alpar@1379
   747
      template <typename Number>
alpar@1379
   748
      Number integer() {
alpar@1379
   749
        static const int nb = std::numeric_limits<Number>::digits +
alpar@1379
   750
          (std::numeric_limits<Number>::is_signed ? 1 : 0);
alpar@1379
   751
        return _random_bits::IntConversion<Number, Word, nb>::convert(core);
alpar@1379
   752
      }
alpar@1379
   753
alpar@1379
   754
      int integer() {
alpar@1379
   755
        return integer<int>();
alpar@1379
   756
      }
alpar@1379
   757
alpar@1379
   758
      /// \brief Returns a random bool
alpar@1379
   759
      ///
alpar@1379
   760
      /// It returns a random bool. The generator holds a buffer for
alpar@1379
   761
      /// random bits. Every time when it become empty the generator makes
alpar@1379
   762
      /// a new random word and fill the buffer up.
alpar@1379
   763
      bool boolean() {
alpar@1379
   764
        return bool_producer.convert(core);
alpar@1379
   765
      }
alpar@1379
   766
alpar@1379
   767
      /// @}
alpar@1379
   768
alpar@1379
   769
      ///\name Non-uniform Distributions
alpar@1379
   770
      ///
alpar@1379
   771
      ///@{
alpar@1379
   772
alpar@1379
   773
      /// \brief Returns a random bool with given probability of true result.
alpar@1379
   774
      ///
alpar@1379
   775
      /// It returns a random bool with given probability of true result.
alpar@1379
   776
      bool boolean(double p) {
alpar@1379
   777
        return operator()() < p;
alpar@1379
   778
      }
alpar@1379
   779
alpar@1379
   780
      /// Standard normal (Gauss) distribution
alpar@1379
   781
alpar@1379
   782
      /// Standard normal (Gauss) distribution.
alpar@1379
   783
      /// \note The Cartesian form of the Box-Muller
alpar@1379
   784
      /// transformation is used to generate a random normal distribution.
alpar@1379
   785
      double gauss()
alpar@1379
   786
      {
alpar@1379
   787
        double V1,V2,S;
alpar@1379
   788
        do {
alpar@1379
   789
          V1=2*real<double>()-1;
alpar@1379
   790
          V2=2*real<double>()-1;
alpar@1379
   791
          S=V1*V1+V2*V2;
alpar@1379
   792
        } while(S>=1);
alpar@1379
   793
        return std::sqrt(-2*std::log(S)/S)*V1;
alpar@1379
   794
      }
alpar@1379
   795
      /// Normal (Gauss) distribution with given mean and standard deviation
alpar@1379
   796
alpar@1379
   797
      /// Normal (Gauss) distribution with given mean and standard deviation.
alpar@1379
   798
      /// \sa gauss()
alpar@1379
   799
      double gauss(double mean,double std_dev)
alpar@1379
   800
      {
alpar@1379
   801
        return gauss()*std_dev+mean;
alpar@1379
   802
      }
alpar@1379
   803
alpar@1379
   804
      /// Lognormal distribution
alpar@1379
   805
alpar@1379
   806
      /// Lognormal distribution. The parameters are the mean and the standard
alpar@1379
   807
      /// deviation of <tt>exp(X)</tt>.
alpar@1379
   808
      ///
alpar@1379
   809
      double lognormal(double n_mean,double n_std_dev)
alpar@1379
   810
      {
alpar@1379
   811
        return std::exp(gauss(n_mean,n_std_dev));
alpar@1379
   812
      }
alpar@1379
   813
      /// Lognormal distribution
alpar@1379
   814
alpar@1379
   815
      /// Lognormal distribution. The parameter is an <tt>std::pair</tt> of
alpar@1379
   816
      /// the mean and the standard deviation of <tt>exp(X)</tt>.
alpar@1379
   817
      ///
alpar@1379
   818
      double lognormal(const std::pair<double,double> &params)
alpar@1379
   819
      {
alpar@1379
   820
        return std::exp(gauss(params.first,params.second));
alpar@1379
   821
      }
alpar@1379
   822
      /// Compute the lognormal parameters from mean and standard deviation
alpar@1379
   823
alpar@1379
   824
      /// This function computes the lognormal parameters from mean and
alpar@1379
   825
      /// standard deviation. The return value can direcly be passed to
alpar@1379
   826
      /// lognormal().
alpar@1379
   827
      std::pair<double,double> lognormalParamsFromMD(double mean,
alpar@1379
   828
                                                     double std_dev)
alpar@1379
   829
      {
alpar@1379
   830
        double fr=std_dev/mean;
alpar@1379
   831
        fr*=fr;
alpar@1379
   832
        double lg=std::log(1+fr);
alpar@1379
   833
        return std::pair<double,double>(std::log(mean)-lg/2.0,std::sqrt(lg));
alpar@1379
   834
      }
alpar@1379
   835
      /// Lognormal distribution with given mean and standard deviation
alpar@1379
   836
alpar@1379
   837
      /// Lognormal distribution with given mean and standard deviation.
alpar@1379
   838
      ///
alpar@1379
   839
      double lognormalMD(double mean,double std_dev)
alpar@1379
   840
      {
alpar@1379
   841
        return lognormal(lognormalParamsFromMD(mean,std_dev));
alpar@1379
   842
      }
alpar@1379
   843
alpar@1379
   844
      /// Exponential distribution with given mean
alpar@1379
   845
alpar@1379
   846
      /// This function generates an exponential distribution random number
alpar@1379
   847
      /// with mean <tt>1/lambda</tt>.
alpar@1379
   848
      ///
alpar@1379
   849
      double exponential(double lambda=1.0)
alpar@1379
   850
      {
alpar@1379
   851
        return -std::log(1.0-real<double>())/lambda;
alpar@1379
   852
      }
alpar@1379
   853
alpar@1379
   854
      /// Gamma distribution with given integer shape
alpar@1379
   855
alpar@1379
   856
      /// This function generates a gamma distribution random number.
alpar@1379
   857
      ///
alpar@1379
   858
      ///\param k shape parameter (<tt>k>0</tt> integer)
alpar@1379
   859
      double gamma(int k)
alpar@1379
   860
      {
alpar@1379
   861
        double s = 0;
alpar@1379
   862
        for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
alpar@1379
   863
        return s;
alpar@1379
   864
      }
alpar@1379
   865
alpar@1379
   866
      /// Gamma distribution with given shape and scale parameter
alpar@1379
   867
alpar@1379
   868
      /// This function generates a gamma distribution random number.
alpar@1379
   869
      ///
alpar@1379
   870
      ///\param k shape parameter (<tt>k>0</tt>)
alpar@1379
   871
      ///\param theta scale parameter
alpar@1379
   872
      ///
alpar@1379
   873
      double gamma(double k,double theta=1.0)
alpar@1379
   874
      {
alpar@1379
   875
        double xi,nu;
alpar@1379
   876
        const double delta = k-std::floor(k);
alpar@1379
   877
        const double v0=E/(E-delta);
alpar@1379
   878
        do {
alpar@1379
   879
          double V0=1.0-real<double>();
alpar@1379
   880
          double V1=1.0-real<double>();
alpar@1379
   881
          double V2=1.0-real<double>();
alpar@1379
   882
          if(V2<=v0)
alpar@1379
   883
            {
alpar@1379
   884
              xi=std::pow(V1,1.0/delta);
alpar@1379
   885
              nu=V0*std::pow(xi,delta-1.0);
alpar@1379
   886
            }
alpar@1379
   887
          else
alpar@1379
   888
            {
alpar@1379
   889
              xi=1.0-std::log(V1);
alpar@1379
   890
              nu=V0*std::exp(-xi);
alpar@1379
   891
            }
alpar@1379
   892
        } while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
alpar@1379
   893
        return theta*(xi+gamma(int(std::floor(k))));
alpar@1379
   894
      }
alpar@1379
   895
alpar@1379
   896
      /// Weibull distribution
alpar@1379
   897
alpar@1379
   898
      /// This function generates a Weibull distribution random number.
alpar@1379
   899
      ///
alpar@1379
   900
      ///\param k shape parameter (<tt>k>0</tt>)
alpar@1379
   901
      ///\param lambda scale parameter (<tt>lambda>0</tt>)
alpar@1379
   902
      ///
alpar@1379
   903
      double weibull(double k,double lambda)
alpar@1379
   904
      {
alpar@1379
   905
        return lambda*pow(-std::log(1.0-real<double>()),1.0/k);
alpar@1379
   906
      }
alpar@1379
   907
alpar@1379
   908
      /// Pareto distribution
alpar@1379
   909
alpar@1379
   910
      /// This function generates a Pareto distribution random number.
alpar@1379
   911
      ///
alpar@1379
   912
      ///\param k shape parameter (<tt>k>0</tt>)
alpar@1379
   913
      ///\param x_min location parameter (<tt>x_min>0</tt>)
alpar@1379
   914
      ///
alpar@1379
   915
      double pareto(double k,double x_min)
alpar@1379
   916
      {
alpar@1379
   917
        return exponential(gamma(k,1.0/x_min))+x_min;
alpar@1379
   918
      }
alpar@1379
   919
alpar@1379
   920
      /// Poisson distribution
alpar@1379
   921
alpar@1379
   922
      /// This function generates a Poisson distribution random number with
alpar@1379
   923
      /// parameter \c lambda.
alpar@1379
   924
      ///
alpar@1379
   925
      /// The probability mass function of this distribusion is
alpar@1379
   926
      /// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
alpar@1379
   927
      /// \note The algorithm is taken from the book of Donald E. Knuth titled
alpar@1379
   928
      /// ''Seminumerical Algorithms'' (1969). Its running time is linear in the
alpar@1379
   929
      /// return value.
alpar@1379
   930
alpar@1379
   931
      int poisson(double lambda)
alpar@1379
   932
      {
alpar@1379
   933
        const double l = std::exp(-lambda);
alpar@1379
   934
        int k=0;
alpar@1379
   935
        double p = 1.0;
alpar@1379
   936
        do {
alpar@1379
   937
          k++;
alpar@1379
   938
          p*=real<double>();
alpar@1379
   939
        } while (p>=l);
alpar@1379
   940
        return k-1;
alpar@1379
   941
      }
alpar@1379
   942
alpar@1379
   943
      ///@}
alpar@1379
   944
alpar@1379
   945
      ///\name Two Dimensional Distributions
alpar@1379
   946
      ///
alpar@1379
   947
      ///@{
alpar@1379
   948
alpar@1379
   949
      /// Uniform distribution on the full unit circle
alpar@1379
   950
alpar@1379
   951
      /// Uniform distribution on the full unit circle.
alpar@1379
   952
      ///
alpar@1379
   953
      dim2::Point<double> disc()
alpar@1379
   954
      {
alpar@1379
   955
        double V1,V2;
alpar@1379
   956
        do {
alpar@1379
   957
          V1=2*real<double>()-1;
alpar@1379
   958
          V2=2*real<double>()-1;
alpar@1379
   959
alpar@1379
   960
        } while(V1*V1+V2*V2>=1);
alpar@1379
   961
        return dim2::Point<double>(V1,V2);
alpar@1379
   962
      }
alpar@1379
   963
      /// A kind of two dimensional normal (Gauss) distribution
alpar@1379
   964
alpar@1379
   965
      /// This function provides a turning symmetric two-dimensional distribution.
alpar@1379
   966
      /// Both coordinates are of standard normal distribution, but they are not
alpar@1379
   967
      /// independent.
alpar@1379
   968
      ///
alpar@1379
   969
      /// \note The coordinates are the two random variables provided by
alpar@1379
   970
      /// the Box-Muller method.
alpar@1379
   971
      dim2::Point<double> gauss2()
alpar@1379
   972
      {
alpar@1379
   973
        double V1,V2,S;
alpar@1379
   974
        do {
alpar@1379
   975
          V1=2*real<double>()-1;
alpar@1379
   976
          V2=2*real<double>()-1;
alpar@1379
   977
          S=V1*V1+V2*V2;
alpar@1379
   978
        } while(S>=1);
alpar@1379
   979
        double W=std::sqrt(-2*std::log(S)/S);
alpar@1379
   980
        return dim2::Point<double>(W*V1,W*V2);
alpar@1379
   981
      }
alpar@1379
   982
      /// A kind of two dimensional exponential distribution
alpar@1379
   983
alpar@1379
   984
      /// This function provides a turning symmetric two-dimensional distribution.
alpar@1379
   985
      /// The x-coordinate is of conditionally exponential distribution
alpar@1379
   986
      /// with the condition that x is positive and y=0. If x is negative and
alpar@1379
   987
      /// y=0 then, -x is of exponential distribution. The same is true for the
alpar@1379
   988
      /// y-coordinate.
alpar@1379
   989
      dim2::Point<double> exponential2()
alpar@1379
   990
      {
alpar@1379
   991
        double V1,V2,S;
alpar@1379
   992
        do {
alpar@1379
   993
          V1=2*real<double>()-1;
alpar@1379
   994
          V2=2*real<double>()-1;
alpar@1379
   995
          S=V1*V1+V2*V2;
alpar@1379
   996
        } while(S>=1);
alpar@1379
   997
        double W=-std::log(S)/S;
alpar@1379
   998
        return dim2::Point<double>(W*V1,W*V2);
alpar@1379
   999
      }
alpar@1379
  1000
alpar@1379
  1001
      ///@}
alpar@1379
  1002
    };
alpar@1379
  1003
alpar@1379
  1004
alpar@1379
  1005
  };
alpar@10
  1006
alpar@10
  1007
  /// \ingroup misc
alpar@10
  1008
  ///
alpar@10
  1009
  /// \brief Mersenne Twister random number generator
alpar@10
  1010
  ///
alpar@1379
  1011
  /// This class implements either the 32 bit or the 64 bit version of
alpar@1379
  1012
  /// the Mersenne Twister random number generator algorithm
alpar@1379
  1013
  /// depending the the system architecture.
alpar@1379
  1014
  /// 
alpar@1379
  1015
  /// For the API description, see its base class \ref
alpar@1379
  1016
  /// _random_bits::Random
alpar@10
  1017
  ///
alpar@1379
  1018
  /// \sa \ref _random_bits::Random
alpar@1379
  1019
  typedef _random_bits::Random<unsigned long> Random;
alpar@1379
  1020
  /// \ingroup misc
alpar@10
  1021
  ///
alpar@1379
  1022
  /// \brief Mersenne Twister random number generator (32 bit version)
alpar@10
  1023
  ///
alpar@1379
  1024
  /// This class implements the 32 bit version of the Mersenne Twister
alpar@1379
  1025
  /// random number generator algorithm. It is recommended to be used
alpar@1379
  1026
  /// when someone wants to make sure that the \e same pseudo random
alpar@1379
  1027
  /// sequence will be generated on every platfrom.
alpar@10
  1028
  ///
alpar@1379
  1029
  /// For the API description, see its base class \ref
alpar@1379
  1030
  /// _random_bits::Random
alpar@1379
  1031
  ///
alpar@1379
  1032
  /// \sa \ref _random_bits::Random
alpar@10
  1033
alpar@1379
  1034
  typedef _random_bits::Random<unsigned int> Random32;
alpar@1379
  1035
  /// \ingroup misc
alpar@1379
  1036
  ///
alpar@1379
  1037
  /// \brief Mersenne Twister random number generator (64 bit version)
alpar@1379
  1038
  ///
alpar@1379
  1039
  /// This class implements the 64 bit version of the Mersenne Twister
alpar@1379
  1040
  /// random number generator algorithm. (Even though it will run
alpar@1379
  1041
  /// on 32 bit architectures, too.) It is recommended to ber used when
alpar@1379
  1042
  /// someone wants to make sure that the \e same pseudo random sequence
alpar@1379
  1043
  /// will be generated on every platfrom.
alpar@1379
  1044
  ///
alpar@1379
  1045
  /// For the API description, see its base class \ref
alpar@1379
  1046
  /// _random_bits::Random
alpar@1379
  1047
  ///
alpar@1379
  1048
  /// \sa \ref _random_bits::Random
alpar@1379
  1049
  typedef _random_bits::Random<unsigned long long> Random64;
alpar@10
  1050
alpar@10
  1051
alpar@10
  1052
  extern Random rnd;
alpar@10
  1053
alpar@1379
  1054
  
alpar@10
  1055
}
alpar@10
  1056
alpar@10
  1057
#endif