| ... |
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@@ -422,452 +422,475 @@
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| 422 |
422 |
};
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| 423 |
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template <typename Result, typename Word>
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struct Initializer {
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| 426 |
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template <typename Iterator>
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static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
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std::vector<Word> ws;
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for (Iterator it = begin; it != end; ++it) {
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ws.push_back(Word(*it));
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}
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rnd.initState(ws.begin(), ws.end());
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}
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static void init(RandomCore<Word>& rnd, Result seed) {
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rnd.initState(seed);
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}
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};
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| 440 |
440 |
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template <typename Word>
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struct BoolConversion {
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static bool convert(RandomCore<Word>& rnd) {
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return (rnd() & 1) == 1;
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}
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446 |
};
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template <typename Word>
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struct BoolProducer {
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Word buffer;
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int num;
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| 452 |
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BoolProducer() : num(0) {}
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bool convert(RandomCore<Word>& rnd) {
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if (num == 0) {
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buffer = rnd();
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num = RandomTraits<Word>::bits;
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}
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460 |
bool r = (buffer & 1);
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461 |
buffer >>= 1;
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462 |
--num;
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return r;
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}
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};
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}
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/// \ingroup misc
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///
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/// \brief Mersenne Twister random number generator
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///
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/// The Mersenne Twister is a twisted generalized feedback
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/// shift-register generator of Matsumoto and Nishimura. The period
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/// of this generator is \f$ 2^{19937} - 1 \f$ and it is
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/// equi-distributed in 623 dimensions for 32-bit numbers. The time
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/// performance of this generator is comparable to the commonly used
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/// generators.
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///
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/// This implementation is specialized for both 32-bit and 64-bit
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/// architectures. The generators differ sligthly in the
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/// initialization and generation phase so they produce two
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/// completly different sequences.
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///
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/// The generator gives back random numbers of serveral types. To
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/// get a random number from a range of a floating point type you
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/// can use one form of the \c operator() or the \c real() member
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/// function. If you want to get random number from the {0, 1, ...,
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/// n-1} integer range use the \c operator[] or the \c integer()
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/// method. And to get random number from the whole range of an
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/// integer type you can use the argumentless \c integer() or \c
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/// uinteger() functions. After all you can get random bool with
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/// equal chance of true and false or given probability of true
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/// result with the \c boolean() member functions.
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///
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///\code
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/// // The commented code is identical to the other
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/// double a = rnd(); // [0.0, 1.0)
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/// // double a = rnd.real(); // [0.0, 1.0)
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/// double b = rnd(100.0); // [0.0, 100.0)
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/// // double b = rnd.real(100.0); // [0.0, 100.0)
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/// double c = rnd(1.0, 2.0); // [1.0, 2.0)
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/// // double c = rnd.real(1.0, 2.0); // [1.0, 2.0)
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/// int d = rnd[100000]; // 0..99999
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/// // int d = rnd.integer(100000); // 0..99999
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/// int e = rnd[6] + 1; // 1..6
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/// // int e = rnd.integer(1, 1 + 6); // 1..6
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/// int b = rnd.uinteger<int>(); // 0 .. 2^31 - 1
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/// int c = rnd.integer<int>(); // - 2^31 .. 2^31 - 1
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/// bool g = rnd.boolean(); // P(g = true) = 0.5
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/// bool h = rnd.boolean(0.8); // P(h = true) = 0.8
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///\endcode
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///
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/// LEMON provides a global instance of the random number
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/// generator which name is \ref lemon::rnd "rnd". Usually it is a
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/// good programming convenience to use this global generator to get
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/// random numbers.
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class Random {
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private:
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// Architecture word
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typedef unsigned long Word;
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_random_bits::RandomCore<Word> core;
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_random_bits::BoolProducer<Word> bool_producer;
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| 527 |
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public:
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/// \brief Default constructor
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///
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/// Constructor with constant seeding.
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Random() { core.initState(); }
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| 534 |
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/// \brief Constructor with seed
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///
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/// Constructor with seed. The current number type will be converted
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/// to the architecture word type.
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template <typename Number>
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Random(Number seed) {
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541 |
_random_bits::Initializer<Number, Word>::init(core, seed);
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}
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/// \brief Constructor with array seeding
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///
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/// Constructor with array seeding. The given range should contain
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/// any number type and the numbers will be converted to the
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/// architecture word type.
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template <typename Iterator>
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Random(Iterator begin, Iterator end) {
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typedef typename std::iterator_traits<Iterator>::value_type Number;
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_random_bits::Initializer<Number, Word>::init(core, begin, end);
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}
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/// \brief Copy constructor
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///
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/// Copy constructor. The generated sequence will be identical to
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/// the other sequence. It can be used to save the current state
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/// of the generator and later use it to generate the same
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/// sequence.
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Random(const Random& other) {
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core.copyState(other.core);
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}
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/// \brief Assign operator
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566 |
///
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/// Assign operator. The generated sequence will be identical to
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/// the other sequence. It can be used to save the current state
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/// of the generator and later use it to generate the same
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/// sequence.
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Random& operator=(const Random& other) {
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if (&other != this) {
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core.copyState(other.core);
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}
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return *this;
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576 |
}
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577 |
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/// \brief Returns a random real number from the range [0, 1)
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579 |
///
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580 |
/// It returns a random real number from the range [0, 1). The
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/// default Number type is \c double.
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582 |
template <typename Number>
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Number real() {
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584 |
return _random_bits::RealConversion<Number, Word>::convert(core);
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}
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double real() {
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return real<double>();
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}
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590 |
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/// \brief Returns a random real number the range [0, b)
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///
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/// It returns a random real number from the range [0, b).
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template <typename Number>
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Number real(Number b) {
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return real<Number>() * b;
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}
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/// \brief Returns a random real number from the range [a, b)
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///
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/// It returns a random real number from the range [a, b).
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template <typename Number>
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Number real(Number a, Number b) {
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return real<Number>() * (b - a) + a;
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}
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| 606 |
606 |
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/// \brief Returns a random real number from the range [0, 1)
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///
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/// It returns a random double from the range [0, 1).
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double operator()() {
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return real<double>();
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}
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613 |
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614 |
/// \brief Returns a random real number from the range [0, b)
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///
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/// It returns a random real number from the range [0, b).
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template <typename Number>
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Number operator()(Number b) {
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return real<Number>() * b;
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}
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/// \brief Returns a random real number from the range [a, b)
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623 |
///
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/// It returns a random real number from the range [a, b).
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template <typename Number>
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Number operator()(Number a, Number b) {
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return real<Number>() * (b - a) + a;
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}
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629 |
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/// \brief Returns a random integer from a range
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631 |
///
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/// It returns a random integer from the range {0, 1, ..., b - 1}.
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template <typename Number>
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Number integer(Number b) {
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return _random_bits::Mapping<Number, Word>::map(core, b);
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}
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638 |
/// \brief Returns a random integer from a range
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///
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/// It returns a random integer from the range {a, a + 1, ..., b - 1}.
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template <typename Number>
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Number integer(Number a, Number b) {
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return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
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}
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645 |
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646 |
/// \brief Returns a random integer from a range
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///
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648 |
/// It returns a random integer from the range {0, 1, ..., b - 1}.
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649 |
template <typename Number>
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650 |
Number operator[](Number b) {
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651 |
return _random_bits::Mapping<Number, Word>::map(core, b);
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}
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| 653 |
653 |
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654 |
/// \brief Returns a random non-negative integer
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655 |
///
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| 656 |
656 |
/// It returns a random non-negative integer uniformly from the
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| 657 |
657 |
/// whole range of the current \c Number type. The default result
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| 658 |
658 |
/// type of this function is <tt>unsigned int</tt>.
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659 |
template <typename Number>
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660 |
Number uinteger() {
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661 |
return _random_bits::IntConversion<Number, Word>::convert(core);
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662 |
}
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| 663 |
663 |
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| 664 |
664 |
unsigned int uinteger() {
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| 665 |
665 |
return uinteger<unsigned int>();
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666 |
}
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| 667 |
667 |
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| 668 |
668 |
/// \brief Returns a random integer
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| 669 |
669 |
///
|
| 670 |
670 |
/// It returns a random integer uniformly from the whole range of
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| 671 |
671 |
/// the current \c Number type. The default result type of this
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| 672 |
672 |
/// function is \c int.
|
| 673 |
673 |
template <typename Number>
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| 674 |
674 |
Number integer() {
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| 675 |
675 |
static const int nb = std::numeric_limits<Number>::digits +
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| 676 |
676 |
(std::numeric_limits<Number>::is_signed ? 1 : 0);
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| 677 |
677 |
return _random_bits::IntConversion<Number, Word, nb>::convert(core);
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| 678 |
678 |
}
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| 679 |
679 |
|
| 680 |
680 |
int integer() {
|
| 681 |
681 |
return integer<int>();
|
| 682 |
682 |
}
|
| 683 |
683 |
|
| 684 |
684 |
/// \brief Returns a random bool
|
| 685 |
685 |
///
|
| 686 |
686 |
/// It returns a random bool. The generator holds a buffer for
|
| 687 |
687 |
/// random bits. Every time when it become empty the generator makes
|
| 688 |
688 |
/// a new random word and fill the buffer up.
|
| 689 |
689 |
bool boolean() {
|
| 690 |
690 |
return bool_producer.convert(core);
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| 691 |
691 |
}
|
| 692 |
692 |
|
| 693 |
693 |
///\name Non-uniform distributions
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| 694 |
694 |
///
|
| 695 |
695 |
|
| 696 |
696 |
///@{
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| 697 |
697 |
|
| 698 |
698 |
/// \brief Returns a random bool
|
| 699 |
699 |
///
|
| 700 |
700 |
/// It returns a random bool with given probability of true result.
|
| 701 |
701 |
bool boolean(double p) {
|
| 702 |
702 |
return operator()() < p;
|
| 703 |
703 |
}
|
| 704 |
704 |
|
| 705 |
705 |
/// Standard Gauss distribution
|
| 706 |
706 |
|
| 707 |
707 |
/// Standard Gauss distribution.
|
| 708 |
708 |
/// \note The Cartesian form of the Box-Muller
|
| 709 |
709 |
/// transformation is used to generate a random normal distribution.
|
| 710 |
710 |
/// \todo Consider using the "ziggurat" method instead.
|
| 711 |
711 |
double gauss()
|
| 712 |
712 |
{
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| 713 |
713 |
double V1,V2,S;
|
| 714 |
714 |
do {
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| 715 |
715 |
V1=2*real<double>()-1;
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| 716 |
716 |
V2=2*real<double>()-1;
|
| 717 |
717 |
S=V1*V1+V2*V2;
|
| 718 |
718 |
} while(S>=1);
|
| 719 |
719 |
return std::sqrt(-2*std::log(S)/S)*V1;
|
| 720 |
720 |
}
|
| 721 |
721 |
/// Gauss distribution with given mean and standard deviation
|
| 722 |
722 |
|
| 723 |
723 |
/// Gauss distribution with given mean and standard deviation.
|
| 724 |
724 |
/// \sa gauss()
|
| 725 |
725 |
double gauss(double mean,double std_dev)
|
| 726 |
726 |
{
|
| 727 |
727 |
return gauss()*std_dev+mean;
|
| 728 |
728 |
}
|
| 729 |
729 |
|
| 730 |
730 |
/// Exponential distribution with given mean
|
| 731 |
731 |
|
| 732 |
732 |
/// This function generates an exponential distribution random number
|
| 733 |
733 |
/// with mean <tt>1/lambda</tt>.
|
| 734 |
734 |
///
|
| 735 |
735 |
double exponential(double lambda=1.0)
|
| 736 |
736 |
{
|
| 737 |
737 |
return -std::log(1.0-real<double>())/lambda;
|
| 738 |
738 |
}
|
| 739 |
739 |
|
| 740 |
740 |
/// Gamma distribution with given integer shape
|
| 741 |
741 |
|
| 742 |
742 |
/// This function generates a gamma distribution random number.
|
| 743 |
743 |
///
|
| 744 |
744 |
///\param k shape parameter (<tt>k>0</tt> integer)
|
| 745 |
745 |
double gamma(int k)
|
| 746 |
746 |
{
|
| 747 |
747 |
double s = 0;
|
| 748 |
748 |
for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
|
| 749 |
749 |
return s;
|
| 750 |
750 |
}
|
| 751 |
751 |
|
| 752 |
752 |
/// Gamma distribution with given shape and scale parameter
|
| 753 |
753 |
|
| 754 |
754 |
/// This function generates a gamma distribution random number.
|
| 755 |
755 |
///
|
| 756 |
756 |
///\param k shape parameter (<tt>k>0</tt>)
|
| 757 |
757 |
///\param theta scale parameter
|
| 758 |
758 |
///
|
| 759 |
759 |
double gamma(double k,double theta=1.0)
|
| 760 |
760 |
{
|
| 761 |
761 |
double xi,nu;
|
| 762 |
762 |
const double delta = k-std::floor(k);
|
| 763 |
763 |
const double v0=E/(E-delta);
|
| 764 |
764 |
do {
|
| 765 |
765 |
double V0=1.0-real<double>();
|
| 766 |
766 |
double V1=1.0-real<double>();
|
| 767 |
767 |
double V2=1.0-real<double>();
|
| 768 |
768 |
if(V2<=v0)
|
| 769 |
769 |
{
|
| 770 |
770 |
xi=std::pow(V1,1.0/delta);
|
| 771 |
771 |
nu=V0*std::pow(xi,delta-1.0);
|
| 772 |
772 |
}
|
| 773 |
773 |
else
|
| 774 |
774 |
{
|
| 775 |
775 |
xi=1.0-std::log(V1);
|
| 776 |
776 |
nu=V0*std::exp(-xi);
|
| 777 |
777 |
}
|
| 778 |
778 |
} while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
|
| 779 |
779 |
return theta*(xi-gamma(int(std::floor(k))));
|
| 780 |
780 |
}
|
| 781 |
781 |
|
| 782 |
782 |
/// Weibull distribution
|
| 783 |
783 |
|
| 784 |
784 |
/// This function generates a Weibull distribution random number.
|
| 785 |
785 |
///
|
| 786 |
786 |
///\param k shape parameter (<tt>k>0</tt>)
|
| 787 |
787 |
///\param lambda scale parameter (<tt>lambda>0</tt>)
|
| 788 |
788 |
///
|
| 789 |
789 |
double weibull(double k,double lambda)
|
| 790 |
790 |
{
|
| 791 |
791 |
return lambda*pow(-std::log(1.0-real<double>()),1.0/k);
|
| 792 |
792 |
}
|
| 793 |
793 |
|
| 794 |
794 |
/// Pareto distribution
|
| 795 |
795 |
|
| 796 |
796 |
/// This function generates a Pareto distribution random number.
|
| 797 |
797 |
///
|
| 798 |
798 |
///\param k shape parameter (<tt>k>0</tt>)
|
| 799 |
799 |
///\param x_min location parameter (<tt>x_min>0</tt>)
|
| 800 |
800 |
///
|
| 801 |
801 |
double pareto(double k,double x_min)
|
| 802 |
802 |
{
|
| 803 |
803 |
return exponential(gamma(k,1.0/x_min));
|
| 804 |
804 |
}
|
| 805 |
805 |
|
|
806 |
/// Poisson distribution
|
|
807 |
|
|
808 |
/// This function generates a Poisson distribution random number with
|
|
809 |
/// parameter \c lambda.
|
|
810 |
///
|
|
811 |
/// The probability mass function of this distribusion is
|
|
812 |
/// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
|
|
813 |
/// \note The algorithm is taken from the book of Donald E. Knuth titled
|
|
814 |
/// ''Seminumerical Algorithms'' (1969). Its running time is linear in the
|
|
815 |
/// return value.
|
|
816 |
|
|
817 |
int poisson(double lambda)
|
|
818 |
{
|
|
819 |
const double l = std::exp(-lambda);
|
|
820 |
int k=0;
|
|
821 |
double p = 1.0;
|
|
822 |
do {
|
|
823 |
k++;
|
|
824 |
p*=real<double>();
|
|
825 |
} while (p>=l);
|
|
826 |
return k-1;
|
|
827 |
}
|
|
828 |
|
| 806 |
829 |
///@}
|
| 807 |
830 |
|
| 808 |
831 |
///\name Two dimensional distributions
|
| 809 |
832 |
///
|
| 810 |
833 |
|
| 811 |
834 |
///@{
|
| 812 |
835 |
|
| 813 |
836 |
/// Uniform distribution on the full unit circle
|
| 814 |
837 |
|
| 815 |
838 |
/// Uniform distribution on the full unit circle.
|
| 816 |
839 |
///
|
| 817 |
840 |
dim2::Point<double> disc()
|
| 818 |
841 |
{
|
| 819 |
842 |
double V1,V2;
|
| 820 |
843 |
do {
|
| 821 |
844 |
V1=2*real<double>()-1;
|
| 822 |
845 |
V2=2*real<double>()-1;
|
| 823 |
846 |
|
| 824 |
847 |
} while(V1*V1+V2*V2>=1);
|
| 825 |
848 |
return dim2::Point<double>(V1,V2);
|
| 826 |
849 |
}
|
| 827 |
850 |
/// A kind of two dimensional Gauss distribution
|
| 828 |
851 |
|
| 829 |
852 |
/// This function provides a turning symmetric two-dimensional distribution.
|
| 830 |
853 |
/// Both coordinates are of standard normal distribution, but they are not
|
| 831 |
854 |
/// independent.
|
| 832 |
855 |
///
|
| 833 |
856 |
/// \note The coordinates are the two random variables provided by
|
| 834 |
857 |
/// the Box-Muller method.
|
| 835 |
858 |
dim2::Point<double> gauss2()
|
| 836 |
859 |
{
|
| 837 |
860 |
double V1,V2,S;
|
| 838 |
861 |
do {
|
| 839 |
862 |
V1=2*real<double>()-1;
|
| 840 |
863 |
V2=2*real<double>()-1;
|
| 841 |
864 |
S=V1*V1+V2*V2;
|
| 842 |
865 |
} while(S>=1);
|
| 843 |
866 |
double W=std::sqrt(-2*std::log(S)/S);
|
| 844 |
867 |
return dim2::Point<double>(W*V1,W*V2);
|
| 845 |
868 |
}
|
| 846 |
869 |
/// A kind of two dimensional exponential distribution
|
| 847 |
870 |
|
| 848 |
871 |
/// This function provides a turning symmetric two-dimensional distribution.
|
| 849 |
872 |
/// The x-coordinate is of conditionally exponential distribution
|
| 850 |
873 |
/// with the condition that x is positive and y=0. If x is negative and
|
| 851 |
874 |
/// y=0 then, -x is of exponential distribution. The same is true for the
|
| 852 |
875 |
/// y-coordinate.
|
| 853 |
876 |
dim2::Point<double> exponential2()
|
| 854 |
877 |
{
|
| 855 |
878 |
double V1,V2,S;
|
| 856 |
879 |
do {
|
| 857 |
880 |
V1=2*real<double>()-1;
|
| 858 |
881 |
V2=2*real<double>()-1;
|
| 859 |
882 |
S=V1*V1+V2*V2;
|
| 860 |
883 |
} while(S>=1);
|
| 861 |
884 |
double W=-std::log(S)/S;
|
| 862 |
885 |
return dim2::Point<double>(W*V1,W*V2);
|
| 863 |
886 |
}
|
| 864 |
887 |
|
| 865 |
888 |
///@}
|
| 866 |
889 |
};
|
| 867 |
890 |
|
| 868 |
891 |
|
| 869 |
892 |
extern Random rnd;
|
| 870 |
893 |
|
| 871 |
894 |
}
|
| 872 |
895 |
|
| 873 |
896 |
#endif
|