| ... |
... |
@@ -45,52 +45,62 @@
|
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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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56 |
*
|
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* Any feedback is very welcome.
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58 |
* http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
|
| 59 |
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* email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
|
| 60 |
60 |
*/
|
| 61 |
61 |
|
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62 |
#ifndef LEMON_RANDOM_H
|
| 63 |
63 |
#define LEMON_RANDOM_H
|
| 64 |
64 |
|
| 65 |
65 |
#include <algorithm>
|
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66 |
#include <iterator>
|
| 67 |
67 |
#include <vector>
|
| 68 |
68 |
#include <limits>
|
|
69 |
#include <fstream>
|
| 69 |
70 |
|
| 70 |
71 |
#include <lemon/math.h>
|
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72 |
#include <lemon/dim2.h>
|
| 72 |
73 |
|
|
74 |
#ifndef WIN32
|
|
75 |
#include <sys/time.h>
|
|
76 |
#include <ctime>
|
|
77 |
#include <sys/types.h>
|
|
78 |
#include <unistd.h>
|
|
79 |
#else
|
|
80 |
#include <windows.h>
|
|
81 |
#endif
|
|
82 |
|
| 73 |
83 |
///\ingroup misc
|
| 74 |
84 |
///\file
|
| 75 |
85 |
///\brief Mersenne Twister random number generator
|
| 76 |
86 |
|
| 77 |
87 |
namespace lemon {
|
| 78 |
88 |
|
| 79 |
89 |
namespace _random_bits {
|
| 80 |
90 |
|
| 81 |
91 |
template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
|
| 82 |
92 |
struct RandomTraits {};
|
| 83 |
93 |
|
| 84 |
94 |
template <typename _Word>
|
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95 |
struct RandomTraits<_Word, 32> {
|
| 86 |
96 |
|
| 87 |
97 |
typedef _Word Word;
|
| 88 |
98 |
static const int bits = 32;
|
| 89 |
99 |
|
| 90 |
100 |
static const int length = 624;
|
| 91 |
101 |
static const int shift = 397;
|
| 92 |
102 |
|
| 93 |
103 |
static const Word mul = 0x6c078965u;
|
| 94 |
104 |
static const Word arrayInit = 0x012BD6AAu;
|
| 95 |
105 |
static const Word arrayMul1 = 0x0019660Du;
|
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106 |
static const Word arrayMul2 = 0x5D588B65u;
|
| ... |
... |
@@ -505,48 +515,56 @@
|
| 505 |
515 |
/// int e = rnd[6] + 1; // 1..6
|
| 506 |
516 |
/// // int e = rnd.integer(1, 1 + 6); // 1..6
|
| 507 |
517 |
/// int b = rnd.uinteger<int>(); // 0 .. 2^31 - 1
|
| 508 |
518 |
/// int c = rnd.integer<int>(); // - 2^31 .. 2^31 - 1
|
| 509 |
519 |
/// bool g = rnd.boolean(); // P(g = true) = 0.5
|
| 510 |
520 |
/// bool h = rnd.boolean(0.8); // P(h = true) = 0.8
|
| 511 |
521 |
///\endcode
|
| 512 |
522 |
///
|
| 513 |
523 |
/// LEMON provides a global instance of the random number
|
| 514 |
524 |
/// generator which name is \ref lemon::rnd "rnd". Usually it is a
|
| 515 |
525 |
/// good programming convenience to use this global generator to get
|
| 516 |
526 |
/// random numbers.
|
| 517 |
527 |
class Random {
|
| 518 |
528 |
private:
|
| 519 |
529 |
|
| 520 |
530 |
// Architecture word
|
| 521 |
531 |
typedef unsigned long Word;
|
| 522 |
532 |
|
| 523 |
533 |
_random_bits::RandomCore<Word> core;
|
| 524 |
534 |
_random_bits::BoolProducer<Word> bool_producer;
|
| 525 |
535 |
|
| 526 |
536 |
|
| 527 |
537 |
public:
|
| 528 |
538 |
|
|
539 |
///\name Initialization
|
|
540 |
///
|
|
541 |
/// @{
|
|
542 |
|
|
543 |
///\name Initialization
|
|
544 |
///
|
|
545 |
/// @{
|
|
546 |
|
| 529 |
547 |
/// \brief Default constructor
|
| 530 |
548 |
///
|
| 531 |
549 |
/// Constructor with constant seeding.
|
| 532 |
550 |
Random() { core.initState(); }
|
| 533 |
551 |
|
| 534 |
552 |
/// \brief Constructor with seed
|
| 535 |
553 |
///
|
| 536 |
554 |
/// Constructor with seed. The current number type will be converted
|
| 537 |
555 |
/// to the architecture word type.
|
| 538 |
556 |
template <typename Number>
|
| 539 |
557 |
Random(Number seed) {
|
| 540 |
558 |
_random_bits::Initializer<Number, Word>::init(core, seed);
|
| 541 |
559 |
}
|
| 542 |
560 |
|
| 543 |
561 |
/// \brief Constructor with array seeding
|
| 544 |
562 |
///
|
| 545 |
563 |
/// Constructor with array seeding. The given range should contain
|
| 546 |
564 |
/// any number type and the numbers will be converted to the
|
| 547 |
565 |
/// architecture word type.
|
| 548 |
566 |
template <typename Iterator>
|
| 549 |
567 |
Random(Iterator begin, Iterator end) {
|
| 550 |
568 |
typedef typename std::iterator_traits<Iterator>::value_type Number;
|
| 551 |
569 |
_random_bits::Initializer<Number, Word>::init(core, begin, end);
|
| 552 |
570 |
}
|
| ... |
... |
@@ -573,77 +591,150 @@
|
| 573 |
591 |
}
|
| 574 |
592 |
return *this;
|
| 575 |
593 |
}
|
| 576 |
594 |
|
| 577 |
595 |
/// \brief Seeding random sequence
|
| 578 |
596 |
///
|
| 579 |
597 |
/// Seeding the random sequence. The current number type will be
|
| 580 |
598 |
/// converted to the architecture word type.
|
| 581 |
599 |
template <typename Number>
|
| 582 |
600 |
void seed(Number seed) {
|
| 583 |
601 |
_random_bits::Initializer<Number, Word>::init(core, seed);
|
| 584 |
602 |
}
|
| 585 |
603 |
|
| 586 |
604 |
/// \brief Seeding random sequence
|
| 587 |
605 |
///
|
| 588 |
606 |
/// Seeding the random sequence. The given range should contain
|
| 589 |
607 |
/// any number type and the numbers will be converted to the
|
| 590 |
608 |
/// architecture word type.
|
| 591 |
609 |
template <typename Iterator>
|
| 592 |
610 |
void seed(Iterator begin, Iterator end) {
|
| 593 |
611 |
typedef typename std::iterator_traits<Iterator>::value_type Number;
|
| 594 |
612 |
_random_bits::Initializer<Number, Word>::init(core, begin, end);
|
| 595 |
613 |
}
|
| 596 |
614 |
|
|
615 |
/// \brief Seeding from file or from process id and time
|
|
616 |
///
|
|
617 |
/// By default, this function calls the \c seedFromFile() member
|
|
618 |
/// function with the <tt>/dev/urandom</tt> file. If it does not success,
|
|
619 |
/// it uses the \c seedFromTime().
|
|
620 |
/// \return Currently always true.
|
|
621 |
bool seed() {
|
|
622 |
#ifndef WIN32
|
|
623 |
if (seedFromFile("/dev/urandom", 0)) return true;
|
|
624 |
#endif
|
|
625 |
if (seedFromTime()) return true;
|
|
626 |
return false;
|
|
627 |
}
|
|
628 |
|
|
629 |
/// \brief Seeding from file
|
|
630 |
///
|
|
631 |
/// Seeding the random sequence from file. The linux kernel has two
|
|
632 |
/// devices, <tt>/dev/random</tt> and <tt>/dev/urandom</tt> which
|
|
633 |
/// could give good seed values for pseudo random generators (The
|
|
634 |
/// difference between two devices is that the <tt>random</tt> may
|
|
635 |
/// block the reading operation while the kernel can give good
|
|
636 |
/// source of randomness, while the <tt>urandom</tt> does not
|
|
637 |
/// block the input, but it could give back bytes with worse
|
|
638 |
/// entropy).
|
|
639 |
/// \param file The source file
|
|
640 |
/// \param offset The offset, from the file read.
|
|
641 |
/// \return True when the seeding successes.
|
|
642 |
#ifndef WIN32
|
|
643 |
bool seedFromFile(const std::string& file = "/dev/urandom", int offset = 0)
|
|
644 |
#else
|
|
645 |
bool seedFromFile(const std::string& file = "", int offset = 0)
|
|
646 |
#endif
|
|
647 |
{
|
|
648 |
std::ifstream rs(file.c_str());
|
|
649 |
const int size = 4;
|
|
650 |
Word buf[size];
|
|
651 |
if (offset != 0 && !rs.seekg(offset)) return false;
|
|
652 |
if (!rs.read(reinterpret_cast<char*>(buf), sizeof(buf))) return false;
|
|
653 |
seed(buf, buf + size);
|
|
654 |
return true;
|
|
655 |
}
|
|
656 |
|
|
657 |
/// \brief Seding from process id and time
|
|
658 |
///
|
|
659 |
/// Seding from process id and time. This function uses the
|
|
660 |
/// current process id and the current time for initialize the
|
|
661 |
/// random sequence.
|
|
662 |
/// \return Currently always true.
|
|
663 |
bool seedFromTime() {
|
|
664 |
#ifndef WIN32
|
|
665 |
timeval tv;
|
|
666 |
gettimeofday(&tv, 0);
|
|
667 |
seed(getpid() + tv.tv_sec + tv.tv_usec);
|
|
668 |
#else
|
|
669 |
FILETIME time;
|
|
670 |
GetSystemTimeAsFileTime(&time);
|
|
671 |
seed(GetCurrentProcessId() + time.dwHighDateTime + time.dwLowDateTime);
|
|
672 |
#endif
|
|
673 |
return true;
|
|
674 |
}
|
|
675 |
|
|
676 |
/// @}
|
|
677 |
|
|
678 |
///\name Uniform distributions
|
|
679 |
///
|
|
680 |
/// @{
|
|
681 |
|
| 597 |
682 |
/// \brief Returns a random real number from the range [0, 1)
|
| 598 |
683 |
///
|
| 599 |
684 |
/// It returns a random real number from the range [0, 1). The
|
| 600 |
685 |
/// default Number type is \c double.
|
| 601 |
686 |
template <typename Number>
|
| 602 |
687 |
Number real() {
|
| 603 |
688 |
return _random_bits::RealConversion<Number, Word>::convert(core);
|
| 604 |
689 |
}
|
| 605 |
690 |
|
| 606 |
691 |
double real() {
|
| 607 |
692 |
return real<double>();
|
| 608 |
693 |
}
|
| 609 |
694 |
|
| 610 |
695 |
/// \brief Returns a random real number the range [0, b)
|
| 611 |
696 |
///
|
| 612 |
697 |
/// It returns a random real number from the range [0, b).
|
| 613 |
698 |
template <typename Number>
|
| 614 |
699 |
Number real(Number b) {
|
| 615 |
700 |
return real<Number>() * b;
|
| 616 |
701 |
}
|
| 617 |
702 |
|
| 618 |
703 |
/// \brief Returns a random real number from the range [a, b)
|
| 619 |
704 |
///
|
| 620 |
705 |
/// It returns a random real number from the range [a, b).
|
| 621 |
706 |
template <typename Number>
|
| 622 |
707 |
Number real(Number a, Number b) {
|
| 623 |
708 |
return real<Number>() * (b - a) + a;
|
| 624 |
709 |
}
|
| 625 |
710 |
|
|
711 |
/// @}
|
|
712 |
|
|
713 |
///\name Uniform distributions
|
|
714 |
///
|
|
715 |
/// @{
|
|
716 |
|
| 626 |
717 |
/// \brief Returns a random real number from the range [0, 1)
|
| 627 |
718 |
///
|
| 628 |
719 |
/// It returns a random double from the range [0, 1).
|
| 629 |
720 |
double operator()() {
|
| 630 |
721 |
return real<double>();
|
| 631 |
722 |
}
|
| 632 |
723 |
|
| 633 |
724 |
/// \brief Returns a random real number from the range [0, b)
|
| 634 |
725 |
///
|
| 635 |
726 |
/// It returns a random real number from the range [0, b).
|
| 636 |
727 |
template <typename Number>
|
| 637 |
728 |
Number operator()(Number b) {
|
| 638 |
729 |
return real<Number>() * b;
|
| 639 |
730 |
}
|
| 640 |
731 |
|
| 641 |
732 |
/// \brief Returns a random real number from the range [a, b)
|
| 642 |
733 |
///
|
| 643 |
734 |
/// It returns a random real number from the range [a, b).
|
| 644 |
735 |
template <typename Number>
|
| 645 |
736 |
Number operator()(Number a, Number b) {
|
| 646 |
737 |
return real<Number>() * (b - a) + a;
|
| 647 |
738 |
}
|
| 648 |
739 |
|
| 649 |
740 |
/// \brief Returns a random integer from a range
|
| ... |
... |
@@ -659,77 +750,81 @@
|
| 659 |
750 |
/// It returns a random integer from the range {a, a + 1, ..., b - 1}.
|
| 660 |
751 |
template <typename Number>
|
| 661 |
752 |
Number integer(Number a, Number b) {
|
| 662 |
753 |
return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
|
| 663 |
754 |
}
|
| 664 |
755 |
|
| 665 |
756 |
/// \brief Returns a random integer from a range
|
| 666 |
757 |
///
|
| 667 |
758 |
/// It returns a random integer from the range {0, 1, ..., b - 1}.
|
| 668 |
759 |
template <typename Number>
|
| 669 |
760 |
Number operator[](Number b) {
|
| 670 |
761 |
return _random_bits::Mapping<Number, Word>::map(core, b);
|
| 671 |
762 |
}
|
| 672 |
763 |
|
| 673 |
764 |
/// \brief Returns a random non-negative integer
|
| 674 |
765 |
///
|
| 675 |
766 |
/// It returns a random non-negative integer uniformly from the
|
| 676 |
767 |
/// whole range of the current \c Number type. The default result
|
| 677 |
768 |
/// type of this function is <tt>unsigned int</tt>.
|
| 678 |
769 |
template <typename Number>
|
| 679 |
770 |
Number uinteger() {
|
| 680 |
771 |
return _random_bits::IntConversion<Number, Word>::convert(core);
|
| 681 |
772 |
}
|
| 682 |
773 |
|
|
774 |
/// @}
|
|
775 |
|
| 683 |
776 |
unsigned int uinteger() {
|
| 684 |
777 |
return uinteger<unsigned int>();
|
| 685 |
778 |
}
|
| 686 |
779 |
|
| 687 |
780 |
/// \brief Returns a random integer
|
| 688 |
781 |
///
|
| 689 |
782 |
/// It returns a random integer uniformly from the whole range of
|
| 690 |
783 |
/// the current \c Number type. The default result type of this
|
| 691 |
784 |
/// function is \c int.
|
| 692 |
785 |
template <typename Number>
|
| 693 |
786 |
Number integer() {
|
| 694 |
787 |
static const int nb = std::numeric_limits<Number>::digits +
|
| 695 |
788 |
(std::numeric_limits<Number>::is_signed ? 1 : 0);
|
| 696 |
789 |
return _random_bits::IntConversion<Number, Word, nb>::convert(core);
|
| 697 |
790 |
}
|
| 698 |
791 |
|
| 699 |
792 |
int integer() {
|
| 700 |
793 |
return integer<int>();
|
| 701 |
794 |
}
|
| 702 |
795 |
|
| 703 |
796 |
/// \brief Returns a random bool
|
| 704 |
797 |
///
|
| 705 |
798 |
/// It returns a random bool. The generator holds a buffer for
|
| 706 |
799 |
/// random bits. Every time when it become empty the generator makes
|
| 707 |
800 |
/// a new random word and fill the buffer up.
|
| 708 |
801 |
bool boolean() {
|
| 709 |
802 |
return bool_producer.convert(core);
|
| 710 |
803 |
}
|
| 711 |
804 |
|
|
805 |
/// @}
|
|
806 |
|
| 712 |
807 |
///\name Non-uniform distributions
|
| 713 |
808 |
///
|
| 714 |
809 |
|
| 715 |
810 |
///@{
|
| 716 |
811 |
|
| 717 |
812 |
/// \brief Returns a random bool
|
| 718 |
813 |
///
|
| 719 |
814 |
/// It returns a random bool with given probability of true result.
|
| 720 |
815 |
bool boolean(double p) {
|
| 721 |
816 |
return operator()() < p;
|
| 722 |
817 |
}
|
| 723 |
818 |
|
| 724 |
819 |
/// Standard Gauss distribution
|
| 725 |
820 |
|
| 726 |
821 |
/// Standard Gauss distribution.
|
| 727 |
822 |
/// \note The Cartesian form of the Box-Muller
|
| 728 |
823 |
/// transformation is used to generate a random normal distribution.
|
| 729 |
824 |
/// \todo Consider using the "ziggurat" method instead.
|
| 730 |
825 |
double gauss()
|
| 731 |
826 |
{
|
| 732 |
827 |
double V1,V2,S;
|
| 733 |
828 |
do {
|
| 734 |
829 |
V1=2*real<double>()-1;
|
| 735 |
830 |
V2=2*real<double>()-1;
|