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alpar (Alpar Juttner)
alpar@cs.elte.hu
Poisson distribution added
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@@ -38,836 +38,859 @@
38 38
 *
39 39
 * 3. The names of its contributors may not be used to endorse or promote 
40 40
 *    products derived from this software without specific prior written 
41 41
 *    permission.
42 42
 *
43 43
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
44 44
 * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
45 45
 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
46 46
 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE
47 47
 * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
48 48
 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
49 49
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
50 50
 * SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
51 51
 * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
52 52
 * STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
53 53
 * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
54 54
 * OF THE POSSIBILITY OF SUCH DAMAGE.
55 55
 *
56 56
 *
57 57
 * Any feedback is very welcome.
58 58
 * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
59 59
 * email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
60 60
 */
61 61

	
62 62
#ifndef LEMON_RANDOM_H
63 63
#define LEMON_RANDOM_H
64 64

	
65 65
#include <algorithm>
66 66
#include <iterator>
67 67
#include <vector>
68 68

	
69 69
#include <ctime>
70 70

	
71 71
#include <lemon/math.h>
72 72
#include <lemon/dim2.h>
73 73

	
74 74
///\ingroup misc
75 75
///\file
76 76
///\brief Mersenne Twister random number generator
77 77

	
78 78
namespace lemon {
79 79

	
80 80
  namespace _random_bits {
81 81
    
82 82
    template <typename _Word, int _bits = std::numeric_limits<_Word>::digits>
83 83
    struct RandomTraits {};
84 84

	
85 85
    template <typename _Word>
86 86
    struct RandomTraits<_Word, 32> {
87 87

	
88 88
      typedef _Word Word;
89 89
      static const int bits = 32;
90 90

	
91 91
      static const int length = 624;
92 92
      static const int shift = 397;
93 93
      
94 94
      static const Word mul = 0x6c078965u;
95 95
      static const Word arrayInit = 0x012BD6AAu;
96 96
      static const Word arrayMul1 = 0x0019660Du;
97 97
      static const Word arrayMul2 = 0x5D588B65u;
98 98

	
99 99
      static const Word mask = 0x9908B0DFu;
100 100
      static const Word loMask = (1u << 31) - 1;
101 101
      static const Word hiMask = ~loMask;
102 102

	
103 103

	
104 104
      static Word tempering(Word rnd) {
105 105
        rnd ^= (rnd >> 11);
106 106
        rnd ^= (rnd << 7) & 0x9D2C5680u;
107 107
        rnd ^= (rnd << 15) & 0xEFC60000u;
108 108
        rnd ^= (rnd >> 18);
109 109
        return rnd;
110 110
      }
111 111

	
112 112
    };
113 113

	
114 114
    template <typename _Word>
115 115
    struct RandomTraits<_Word, 64> {
116 116

	
117 117
      typedef _Word Word;
118 118
      static const int bits = 64;
119 119

	
120 120
      static const int length = 312;
121 121
      static const int shift = 156;
122 122

	
123 123
      static const Word mul = Word(0x5851F42Du) << 32 | Word(0x4C957F2Du);
124 124
      static const Word arrayInit = Word(0x00000000u) << 32 |Word(0x012BD6AAu);
125 125
      static const Word arrayMul1 = Word(0x369DEA0Fu) << 32 |Word(0x31A53F85u);
126 126
      static const Word arrayMul2 = Word(0x27BB2EE6u) << 32 |Word(0x87B0B0FDu);
127 127

	
128 128
      static const Word mask = Word(0xB5026F5Au) << 32 | Word(0xA96619E9u);
129 129
      static const Word loMask = (Word(1u) << 31) - 1;
130 130
      static const Word hiMask = ~loMask;
131 131

	
132 132
      static Word tempering(Word rnd) {
133 133
        rnd ^= (rnd >> 29) & (Word(0x55555555u) << 32 | Word(0x55555555u));
134 134
        rnd ^= (rnd << 17) & (Word(0x71D67FFFu) << 32 | Word(0xEDA60000u));
135 135
        rnd ^= (rnd << 37) & (Word(0xFFF7EEE0u) << 32 | Word(0x00000000u));
136 136
        rnd ^= (rnd >> 43);
137 137
        return rnd;
138 138
      }
139 139

	
140 140
    };
141 141

	
142 142
    template <typename _Word>
143 143
    class RandomCore {
144 144
    public:
145 145

	
146 146
      typedef _Word Word;
147 147

	
148 148
    private:
149 149

	
150 150
      static const int bits = RandomTraits<Word>::bits;
151 151

	
152 152
      static const int length = RandomTraits<Word>::length;
153 153
      static const int shift = RandomTraits<Word>::shift;
154 154

	
155 155
    public:
156 156

	
157 157
      void initState() {
158 158
        static const Word seedArray[4] = {
159 159
          0x12345u, 0x23456u, 0x34567u, 0x45678u
160 160
        };
161 161
    
162 162
        initState(seedArray, seedArray + 4);
163 163
      }
164 164

	
165 165
      void initState(Word seed) {
166 166

	
167 167
        static const Word mul = RandomTraits<Word>::mul;
168 168

	
169 169
        current = state; 
170 170

	
171 171
        Word *curr = state + length - 1;
172 172
        curr[0] = seed; --curr;
173 173
        for (int i = 1; i < length; ++i) {
174 174
          curr[0] = (mul * ( curr[1] ^ (curr[1] >> (bits - 2)) ) + i);
175 175
          --curr;
176 176
        }
177 177
      }
178 178

	
179 179
      template <typename Iterator>
180 180
      void initState(Iterator begin, Iterator end) {
181 181

	
182 182
        static const Word init = RandomTraits<Word>::arrayInit;
183 183
        static const Word mul1 = RandomTraits<Word>::arrayMul1;
184 184
        static const Word mul2 = RandomTraits<Word>::arrayMul2;
185 185

	
186 186

	
187 187
        Word *curr = state + length - 1; --curr;
188 188
        Iterator it = begin; int cnt = 0;
189 189
        int num;
190 190

	
191 191
        initState(init);
192 192

	
193 193
        num = length > end - begin ? length : end - begin;
194 194
        while (num--) {
195 195
          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul1)) 
196 196
            + *it + cnt;
197 197
          ++it; ++cnt;
198 198
          if (it == end) {
199 199
            it = begin; cnt = 0;
200 200
          }
201 201
          if (curr == state) {
202 202
            curr = state + length - 1; curr[0] = state[0];
203 203
          }
204 204
          --curr;
205 205
        }
206 206

	
207 207
        num = length - 1; cnt = length - (curr - state) - 1;
208 208
        while (num--) {
209 209
          curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2))
210 210
            - cnt;
211 211
          --curr; ++cnt;
212 212
          if (curr == state) {
213 213
            curr = state + length - 1; curr[0] = state[0]; --curr;
214 214
            cnt = 1;
215 215
          }
216 216
        }
217 217
        
218 218
        state[length - 1] = Word(1) << (bits - 1);
219 219
      }
220 220
      
221 221
      void copyState(const RandomCore& other) {
222 222
        std::copy(other.state, other.state + length, state);
223 223
        current = state + (other.current - other.state);
224 224
      }
225 225

	
226 226
      Word operator()() {
227 227
        if (current == state) fillState();
228 228
        --current;
229 229
        Word rnd = *current;
230 230
        return RandomTraits<Word>::tempering(rnd);
231 231
      }
232 232

	
233 233
    private:
234 234

	
235 235
  
236 236
      void fillState() {
237 237
        static const Word mask[2] = { 0x0ul, RandomTraits<Word>::mask };
238 238
        static const Word loMask = RandomTraits<Word>::loMask;
239 239
        static const Word hiMask = RandomTraits<Word>::hiMask;
240 240

	
241 241
        current = state + length; 
242 242

	
243 243
        register Word *curr = state + length - 1;
244 244
        register long num;
245 245
      
246 246
        num = length - shift;
247 247
        while (num--) {
248 248
          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
249 249
            curr[- shift] ^ mask[curr[-1] & 1ul];
250 250
          --curr;
251 251
        }
252 252
        num = shift - 1;
253 253
        while (num--) {
254 254
          curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^
255 255
            curr[length - shift] ^ mask[curr[-1] & 1ul];
256 256
          --curr;
257 257
        }
258 258
        state[0] = (((state[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^
259 259
          curr[length - shift] ^ mask[curr[length - 1] & 1ul];
260 260

	
261 261
      }
262 262

	
263 263
  
264 264
      Word *current;
265 265
      Word state[length];
266 266
      
267 267
    };
268 268

	
269 269

	
270 270
    template <typename Result, 
271 271
              int shift = (std::numeric_limits<Result>::digits + 1) / 2>
272 272
    struct Masker {
273 273
      static Result mask(const Result& result) {
274 274
        return Masker<Result, (shift + 1) / 2>::
275 275
          mask(static_cast<Result>(result | (result >> shift)));
276 276
      }
277 277
    };
278 278
    
279 279
    template <typename Result>
280 280
    struct Masker<Result, 1> {
281 281
      static Result mask(const Result& result) {
282 282
        return static_cast<Result>(result | (result >> 1));
283 283
      }
284 284
    };
285 285

	
286 286
    template <typename Result, typename Word, 
287 287
              int rest = std::numeric_limits<Result>::digits, int shift = 0, 
288 288
              bool last = rest <= std::numeric_limits<Word>::digits>
289 289
    struct IntConversion {
290 290
      static const int bits = std::numeric_limits<Word>::digits;
291 291
    
292 292
      static Result convert(RandomCore<Word>& rnd) {
293 293
        return static_cast<Result>(rnd() >> (bits - rest)) << shift;
294 294
      }
295 295
      
296 296
    }; 
297 297

	
298 298
    template <typename Result, typename Word, int rest, int shift> 
299 299
    struct IntConversion<Result, Word, rest, shift, false> {
300 300
      static const int bits = std::numeric_limits<Word>::digits;
301 301

	
302 302
      static Result convert(RandomCore<Word>& rnd) {
303 303
        return (static_cast<Result>(rnd()) << shift) | 
304 304
          IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
305 305
      }
306 306
    };
307 307

	
308 308

	
309 309
    template <typename Result, typename Word,
310 310
              bool one_word = (std::numeric_limits<Word>::digits < 
311 311
			       std::numeric_limits<Result>::digits) >
312 312
    struct Mapping {
313 313
      static Result map(RandomCore<Word>& rnd, const Result& bound) {
314 314
        Word max = Word(bound - 1);
315 315
        Result mask = Masker<Result>::mask(bound - 1);
316 316
        Result num;
317 317
        do {
318 318
          num = IntConversion<Result, Word>::convert(rnd) & mask; 
319 319
        } while (num > max);
320 320
        return num;
321 321
      }
322 322
    };
323 323

	
324 324
    template <typename Result, typename Word>
325 325
    struct Mapping<Result, Word, false> {
326 326
      static Result map(RandomCore<Word>& rnd, const Result& bound) {
327 327
        Word max = Word(bound - 1);
328 328
        Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
329 329
          ::mask(max);
330 330
        Word num;
331 331
        do {
332 332
          num = rnd() & mask;
333 333
        } while (num > max);
334 334
        return num;
335 335
      }
336 336
    };
337 337

	
338 338
    template <typename Result, int exp, bool pos = (exp >= 0)>
339 339
    struct ShiftMultiplier {
340 340
      static const Result multiplier() {
341 341
        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
342 342
        res *= res;
343 343
        if ((exp & 1) == 1) res *= static_cast<Result>(2.0);
344 344
        return res; 
345 345
      }
346 346
    };
347 347

	
348 348
    template <typename Result, int exp>
349 349
    struct ShiftMultiplier<Result, exp, false> {
350 350
      static const Result multiplier() {
351 351
        Result res = ShiftMultiplier<Result, exp / 2>::multiplier();
352 352
        res *= res;
353 353
        if ((exp & 1) == 1) res *= static_cast<Result>(0.5);
354 354
        return res; 
355 355
      }
356 356
    };
357 357

	
358 358
    template <typename Result>
359 359
    struct ShiftMultiplier<Result, 0, true> {
360 360
      static const Result multiplier() {
361 361
        return static_cast<Result>(1.0); 
362 362
      }
363 363
    };
364 364

	
365 365
    template <typename Result>
366 366
    struct ShiftMultiplier<Result, -20, true> {
367 367
      static const Result multiplier() {
368 368
        return static_cast<Result>(1.0/1048576.0); 
369 369
      }
370 370
    };
371 371
    
372 372
    template <typename Result>
373 373
    struct ShiftMultiplier<Result, -32, true> {
374 374
      static const Result multiplier() {
375 375
        return static_cast<Result>(1.0/424967296.0); 
376 376
      }
377 377
    };
378 378

	
379 379
    template <typename Result>
380 380
    struct ShiftMultiplier<Result, -53, true> {
381 381
      static const Result multiplier() {
382 382
        return static_cast<Result>(1.0/9007199254740992.0); 
383 383
      }
384 384
    };
385 385

	
386 386
    template <typename Result>
387 387
    struct ShiftMultiplier<Result, -64, true> {
388 388
      static const Result multiplier() {
389 389
        return static_cast<Result>(1.0/18446744073709551616.0); 
390 390
      }
391 391
    };
392 392

	
393 393
    template <typename Result, int exp>
394 394
    struct Shifting {
395 395
      static Result shift(const Result& result) {
396 396
        return result * ShiftMultiplier<Result, exp>::multiplier();
397 397
      }
398 398
    };
399 399

	
400 400
    template <typename Result, typename Word,
401 401
              int rest = std::numeric_limits<Result>::digits, int shift = 0, 
402 402
              bool last = rest <= std::numeric_limits<Word>::digits>
403 403
    struct RealConversion{ 
404 404
      static const int bits = std::numeric_limits<Word>::digits;
405 405

	
406 406
      static Result convert(RandomCore<Word>& rnd) {
407 407
        return Shifting<Result, - shift - rest>::
408 408
          shift(static_cast<Result>(rnd() >> (bits - rest)));
409 409
      }
410 410
    };
411 411

	
412 412
    template <typename Result, typename Word, int rest, int shift>
413 413
    struct RealConversion<Result, Word, rest, shift, false> { 
414 414
      static const int bits = std::numeric_limits<Word>::digits;
415 415

	
416 416
      static Result convert(RandomCore<Word>& rnd) {
417 417
        return Shifting<Result, - shift - bits>::
418 418
          shift(static_cast<Result>(rnd())) +
419 419
          RealConversion<Result, Word, rest-bits, shift + bits>::
420 420
          convert(rnd);
421 421
      }
422 422
    };
423 423

	
424 424
    template <typename Result, typename Word>
425 425
    struct Initializer {
426 426

	
427 427
      template <typename Iterator>
428 428
      static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
429 429
        std::vector<Word> ws;
430 430
        for (Iterator it = begin; it != end; ++it) {
431 431
          ws.push_back(Word(*it));
432 432
        }
433 433
        rnd.initState(ws.begin(), ws.end());
434 434
      }
435 435

	
436 436
      static void init(RandomCore<Word>& rnd, Result seed) {
437 437
        rnd.initState(seed);
438 438
      }
439 439
    };
440 440

	
441 441
    template <typename Word>
442 442
    struct BoolConversion {
443 443
      static bool convert(RandomCore<Word>& rnd) {
444 444
        return (rnd() & 1) == 1;
445 445
      }
446 446
    };
447 447

	
448 448
    template <typename Word>
449 449
    struct BoolProducer {
450 450
      Word buffer;
451 451
      int num;
452 452
      
453 453
      BoolProducer() : num(0) {}
454 454

	
455 455
      bool convert(RandomCore<Word>& rnd) {
456 456
        if (num == 0) {
457 457
          buffer = rnd();
458 458
          num = RandomTraits<Word>::bits;
459 459
        }
460 460
        bool r = (buffer & 1);
461 461
        buffer >>= 1;
462 462
        --num;
463 463
        return r;
464 464
      }
465 465
    };
466 466

	
467 467
  }
468 468

	
469 469
  /// \ingroup misc
470 470
  ///
471 471
  /// \brief Mersenne Twister random number generator
472 472
  ///
473 473
  /// The Mersenne Twister is a twisted generalized feedback
474 474
  /// shift-register generator of Matsumoto and Nishimura. The period
475 475
  /// of this generator is \f$ 2^{19937} - 1 \f$ and it is
476 476
  /// equi-distributed in 623 dimensions for 32-bit numbers. The time
477 477
  /// performance of this generator is comparable to the commonly used
478 478
  /// generators.
479 479
  ///
480 480
  /// This implementation is specialized for both 32-bit and 64-bit
481 481
  /// architectures. The generators differ sligthly in the
482 482
  /// initialization and generation phase so they produce two
483 483
  /// completly different sequences.
484 484
  ///
485 485
  /// The generator gives back random numbers of serveral types. To
486 486
  /// get a random number from a range of a floating point type you
487 487
  /// can use one form of the \c operator() or the \c real() member
488 488
  /// function. If you want to get random number from the {0, 1, ...,
489 489
  /// n-1} integer range use the \c operator[] or the \c integer()
490 490
  /// method. And to get random number from the whole range of an
491 491
  /// integer type you can use the argumentless \c integer() or \c
492 492
  /// uinteger() functions. After all you can get random bool with
493 493
  /// equal chance of true and false or given probability of true
494 494
  /// result with the \c boolean() member functions.
495 495
  ///
496 496
  ///\code
497 497
  /// // The commented code is identical to the other
498 498
  /// double a = rnd();                     // [0.0, 1.0)
499 499
  /// // double a = rnd.real();             // [0.0, 1.0)
500 500
  /// double b = rnd(100.0);                // [0.0, 100.0)
501 501
  /// // double b = rnd.real(100.0);        // [0.0, 100.0)
502 502
  /// double c = rnd(1.0, 2.0);             // [1.0, 2.0)
503 503
  /// // double c = rnd.real(1.0, 2.0);     // [1.0, 2.0)
504 504
  /// int d = rnd[100000];                  // 0..99999
505 505
  /// // int d = rnd.integer(100000);       // 0..99999
506 506
  /// int e = rnd[6] + 1;                   // 1..6
507 507
  /// // int e = rnd.integer(1, 1 + 6);     // 1..6
508 508
  /// int b = rnd.uinteger<int>();          // 0 .. 2^31 - 1
509 509
  /// int c = rnd.integer<int>();           // - 2^31 .. 2^31 - 1
510 510
  /// bool g = rnd.boolean();               // P(g = true) = 0.5
511 511
  /// bool h = rnd.boolean(0.8);            // P(h = true) = 0.8
512 512
  ///\endcode
513 513
  ///
514 514
  /// LEMON provides a global instance of the random number
515 515
  /// generator which name is \ref lemon::rnd "rnd". Usually it is a
516 516
  /// good programming convenience to use this global generator to get
517 517
  /// random numbers.
518 518
  class Random {
519 519
  private:
520 520

	
521 521
    // Architecture word
522 522
    typedef unsigned long Word;
523 523
    
524 524
    _random_bits::RandomCore<Word> core;
525 525
    _random_bits::BoolProducer<Word> bool_producer;
526 526
    
527 527

	
528 528
  public:
529 529

	
530 530
    /// \brief Default constructor
531 531
    ///
532 532
    /// Constructor with constant seeding.
533 533
    Random() { core.initState(); }
534 534

	
535 535
    /// \brief Constructor with seed
536 536
    ///
537 537
    /// Constructor with seed. The current number type will be converted
538 538
    /// to the architecture word type.
539 539
    template <typename Number>
540 540
    Random(Number seed) { 
541 541
      _random_bits::Initializer<Number, Word>::init(core, seed);
542 542
    }
543 543

	
544 544
    /// \brief Constructor with array seeding
545 545
    ///
546 546
    /// Constructor with array seeding. The given range should contain
547 547
    /// any number type and the numbers will be converted to the
548 548
    /// architecture word type.
549 549
    template <typename Iterator>
550 550
    Random(Iterator begin, Iterator end) { 
551 551
      typedef typename std::iterator_traits<Iterator>::value_type Number;
552 552
      _random_bits::Initializer<Number, Word>::init(core, begin, end);
553 553
    }
554 554

	
555 555
    /// \brief Copy constructor
556 556
    ///
557 557
    /// Copy constructor. The generated sequence will be identical to
558 558
    /// the other sequence. It can be used to save the current state
559 559
    /// of the generator and later use it to generate the same
560 560
    /// sequence.
561 561
    Random(const Random& other) {
562 562
      core.copyState(other.core);
563 563
    }
564 564

	
565 565
    /// \brief Assign operator
566 566
    ///
567 567
    /// Assign operator. The generated sequence will be identical to
568 568
    /// the other sequence. It can be used to save the current state
569 569
    /// of the generator and later use it to generate the same
570 570
    /// sequence.
571 571
    Random& operator=(const Random& other) {
572 572
      if (&other != this) {
573 573
        core.copyState(other.core);
574 574
      }
575 575
      return *this;
576 576
    }
577 577

	
578 578
    /// \brief Returns a random real number from the range [0, 1)
579 579
    ///
580 580
    /// It returns a random real number from the range [0, 1). The
581 581
    /// default Number type is \c double.
582 582
    template <typename Number>
583 583
    Number real() {
584 584
      return _random_bits::RealConversion<Number, Word>::convert(core);
585 585
    }
586 586

	
587 587
    double real() {
588 588
      return real<double>();
589 589
    }
590 590

	
591 591
    /// \brief Returns a random real number the range [0, b)
592 592
    ///
593 593
    /// It returns a random real number from the range [0, b).
594 594
    template <typename Number>
595 595
    Number real(Number b) { 
596 596
      return real<Number>() * b; 
597 597
    }
598 598

	
599 599
    /// \brief Returns a random real number from the range [a, b)
600 600
    ///
601 601
    /// It returns a random real number from the range [a, b).
602 602
    template <typename Number>
603 603
    Number real(Number a, Number b) { 
604 604
      return real<Number>() * (b - a) + a; 
605 605
    }
606 606

	
607 607
    /// \brief Returns a random real number from the range [0, 1)
608 608
    ///
609 609
    /// It returns a random double from the range [0, 1).
610 610
    double operator()() {
611 611
      return real<double>();
612 612
    }
613 613

	
614 614
    /// \brief Returns a random real number from the range [0, b)
615 615
    ///
616 616
    /// It returns a random real number from the range [0, b).
617 617
    template <typename Number>
618 618
    Number operator()(Number b) { 
619 619
      return real<Number>() * b; 
620 620
    }
621 621

	
622 622
    /// \brief Returns a random real number from the range [a, b)
623 623
    ///
624 624
    /// It returns a random real number from the range [a, b).
625 625
    template <typename Number>
626 626
    Number operator()(Number a, Number b) { 
627 627
      return real<Number>() * (b - a) + a; 
628 628
    }
629 629

	
630 630
    /// \brief Returns a random integer from a range
631 631
    ///
632 632
    /// It returns a random integer from the range {0, 1, ..., b - 1}.
633 633
    template <typename Number>
634 634
    Number integer(Number b) {
635 635
      return _random_bits::Mapping<Number, Word>::map(core, b);
636 636
    }
637 637

	
638 638
    /// \brief Returns a random integer from a range
639 639
    ///
640 640
    /// It returns a random integer from the range {a, a + 1, ..., b - 1}.
641 641
    template <typename Number>
642 642
    Number integer(Number a, Number b) {
643 643
      return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
644 644
    }
645 645

	
646 646
    /// \brief Returns a random integer from a range
647 647
    ///
648 648
    /// It returns a random integer from the range {0, 1, ..., b - 1}.
649 649
    template <typename Number>
650 650
    Number operator[](Number b) {
651 651
      return _random_bits::Mapping<Number, Word>::map(core, b);
652 652
    }
653 653

	
654 654
    /// \brief Returns a random non-negative integer
655 655
    ///
656 656
    /// It returns a random non-negative integer uniformly from the
657 657
    /// whole range of the current \c Number type. The default result
658 658
    /// type of this function is <tt>unsigned int</tt>.
659 659
    template <typename Number>
660 660
    Number uinteger() {
661 661
      return _random_bits::IntConversion<Number, Word>::convert(core);
662 662
    }
663 663

	
664 664
    unsigned int uinteger() {
665 665
      return uinteger<unsigned int>();
666 666
    }
667 667

	
668 668
    /// \brief Returns a random integer
669 669
    ///
670 670
    /// It returns a random integer uniformly from the whole range of
671 671
    /// the current \c Number type. The default result type of this
672 672
    /// function is \c int.
673 673
    template <typename Number>
674 674
    Number integer() {
675 675
      static const int nb = std::numeric_limits<Number>::digits + 
676 676
        (std::numeric_limits<Number>::is_signed ? 1 : 0);
677 677
      return _random_bits::IntConversion<Number, Word, nb>::convert(core);
678 678
    }
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);
691 691
    }
692 692

	
693 693
    ///\name Non-uniform distributions
694 694
    ///
695 695
    
696 696
    ///@{
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
    {
713 713
      double V1,V2,S;
714 714
      do {
715 715
	V1=2*real<double>()-1;
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
Ignore white space 1536 line context
1 1
/* -*- C++ -*-
2 2
 *
3 3
 * This file is a part of LEMON, a generic C++ optimization library
4 4
 *
5 5
 * Copyright (C) 2003-2008
6 6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
8 8
 *
9 9
 * Permission to use, modify and distribute this software is granted
10 10
 * provided that this copyright notice appears in all copies. For
11 11
 * precise terms see the accompanying LICENSE file.
12 12
 *
13 13
 * This software is provided "AS IS" with no warranty of any kind,
14 14
 * express or implied, and with no claim as to its suitability for any
15 15
 * purpose.
16 16
 *
17 17
 */
18 18

	
19 19
#include <lemon/random.h>
20 20
#include "test_tools.h"
21 21

	
22 22
///\file \brief Test cases for random.h
23 23
///
24 24
///\todo To be extended
25 25
///
26 26

	
27 27
int main()
28 28
{
29 29
  double a=lemon::rnd();
30 30
  check(a<1.0&&a>0.0,"This should be in [0,1)");
31 31
  a=lemon::rnd.gauss();
32 32
  a=lemon::rnd.gamma(3.45,0);
33 33
  a=lemon::rnd.gamma(4);
34 34
  //Does gamma work with integer k?
35 35
  a=lemon::rnd.gamma(4.0,0);
36
  a=lemon::rnd.poisson(.5);
36 37
}
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