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/* -*- C++ -*-
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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) 2003-2008
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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 <algorithm>
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#include <iterator>
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#include <vector>
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#include <ctime>
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#include <cmath>
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#include <lemon/math.h>
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#include <lemon/dim2.h>
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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 = 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 = 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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register Word *curr = state + length - 1;
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register 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) {
|
281 |
282 |
return static_cast<Result>(result | (result >> 1));
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}
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};
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284 |
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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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288 |
bool last = rest <= std::numeric_limits<Word>::digits>
|
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289 |
struct IntConversion {
|
289 |
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static const int bits = std::numeric_limits<Word>::digits;
|
290 |
291 |
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static Result convert(RandomCore<Word>& rnd) {
|
292 |
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return static_cast<Result>(rnd() >> (bits - rest)) << shift;
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293 |
294 |
}
|
294 |
295 |
|
295 |
296 |
};
|
296 |
297 |
|
297 |
298 |
template <typename Result, typename Word, int rest, int shift>
|
298 |
299 |
struct IntConversion<Result, Word, rest, shift, false> {
|
299 |
300 |
static const int bits = std::numeric_limits<Word>::digits;
|
300 |
301 |
|
301 |
302 |
static Result convert(RandomCore<Word>& rnd) {
|
302 |
303 |
return (static_cast<Result>(rnd()) << shift) |
|
303 |
304 |
IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd);
|
304 |
305 |
}
|
305 |
306 |
};
|
306 |
307 |
|
307 |
308 |
|
308 |
309 |
template <typename Result, typename Word,
|
309 |
310 |
bool one_word = (std::numeric_limits<Word>::digits <
|
310 |
311 |
std::numeric_limits<Result>::digits) >
|
311 |
312 |
struct Mapping {
|
312 |
313 |
static Result map(RandomCore<Word>& rnd, const Result& bound) {
|
313 |
314 |
Word max = Word(bound - 1);
|
314 |
315 |
Result mask = Masker<Result>::mask(bound - 1);
|
315 |
316 |
Result num;
|
316 |
317 |
do {
|
317 |
318 |
num = IntConversion<Result, Word>::convert(rnd) & mask;
|
318 |
319 |
} while (num > max);
|
319 |
320 |
return num;
|
320 |
321 |
}
|
321 |
322 |
};
|
322 |
323 |
|
323 |
324 |
template <typename Result, typename Word>
|
324 |
325 |
struct Mapping<Result, Word, false> {
|
325 |
326 |
static Result map(RandomCore<Word>& rnd, const Result& bound) {
|
326 |
327 |
Word max = Word(bound - 1);
|
327 |
328 |
Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2>
|
328 |
329 |
::mask(max);
|
... |
... |
@@ -506,367 +507,367 @@
|
506 |
507 |
/// // int e = rnd.integer(1, 1 + 6); // 1..6
|
507 |
508 |
/// int b = rnd.uinteger<int>(); // 0 .. 2^31 - 1
|
508 |
509 |
/// int c = rnd.integer<int>(); // - 2^31 .. 2^31 - 1
|
509 |
510 |
/// bool g = rnd.boolean(); // P(g = true) = 0.5
|
510 |
511 |
/// bool h = rnd.boolean(0.8); // P(h = true) = 0.8
|
511 |
512 |
///\endcode
|
512 |
513 |
///
|
513 |
514 |
/// LEMON provides a global instance of the random number
|
514 |
515 |
/// generator which name is \ref lemon::rnd "rnd". Usually it is a
|
515 |
516 |
/// good programming convenience to use this global generator to get
|
516 |
517 |
/// random numbers.
|
517 |
518 |
class Random {
|
518 |
519 |
private:
|
519 |
520 |
|
520 |
521 |
// Architecture word
|
521 |
522 |
typedef unsigned long Word;
|
522 |
523 |
|
523 |
524 |
_random_bits::RandomCore<Word> core;
|
524 |
525 |
_random_bits::BoolProducer<Word> bool_producer;
|
525 |
526 |
|
526 |
527 |
|
527 |
528 |
public:
|
528 |
529 |
|
529 |
530 |
/// \brief Default constructor
|
530 |
531 |
///
|
531 |
532 |
/// Constructor with constant seeding.
|
532 |
533 |
Random() { core.initState(); }
|
533 |
534 |
|
534 |
535 |
/// \brief Constructor with seed
|
535 |
536 |
///
|
536 |
537 |
/// Constructor with seed. The current number type will be converted
|
537 |
538 |
/// to the architecture word type.
|
538 |
539 |
template <typename Number>
|
539 |
540 |
Random(Number seed) {
|
540 |
541 |
_random_bits::Initializer<Number, Word>::init(core, seed);
|
541 |
542 |
}
|
542 |
543 |
|
543 |
544 |
/// \brief Constructor with array seeding
|
544 |
545 |
///
|
545 |
546 |
/// Constructor with array seeding. The given range should contain
|
546 |
547 |
/// any number type and the numbers will be converted to the
|
547 |
548 |
/// architecture word type.
|
548 |
549 |
template <typename Iterator>
|
549 |
550 |
Random(Iterator begin, Iterator end) {
|
550 |
551 |
typedef typename std::iterator_traits<Iterator>::value_type Number;
|
551 |
552 |
_random_bits::Initializer<Number, Word>::init(core, begin, end);
|
552 |
553 |
}
|
553 |
554 |
|
554 |
555 |
/// \brief Copy constructor
|
555 |
556 |
///
|
556 |
557 |
/// Copy constructor. The generated sequence will be identical to
|
557 |
558 |
/// the other sequence. It can be used to save the current state
|
558 |
559 |
/// of the generator and later use it to generate the same
|
559 |
560 |
/// sequence.
|
560 |
561 |
Random(const Random& other) {
|
561 |
562 |
core.copyState(other.core);
|
562 |
563 |
}
|
563 |
564 |
|
564 |
565 |
/// \brief Assign operator
|
565 |
566 |
///
|
566 |
567 |
/// Assign operator. The generated sequence will be identical to
|
567 |
568 |
/// the other sequence. It can be used to save the current state
|
568 |
569 |
/// of the generator and later use it to generate the same
|
569 |
570 |
/// sequence.
|
570 |
571 |
Random& operator=(const Random& other) {
|
571 |
572 |
if (&other != this) {
|
572 |
573 |
core.copyState(other.core);
|
573 |
574 |
}
|
574 |
575 |
return *this;
|
575 |
576 |
}
|
576 |
577 |
|
577 |
578 |
/// \brief Returns a random real number from the range [0, 1)
|
578 |
579 |
///
|
579 |
580 |
/// It returns a random real number from the range [0, 1). The
|
580 |
581 |
/// default Number type is \c double.
|
581 |
582 |
template <typename Number>
|
582 |
583 |
Number real() {
|
583 |
584 |
return _random_bits::RealConversion<Number, Word>::convert(core);
|
584 |
585 |
}
|
585 |
586 |
|
586 |
587 |
double real() {
|
587 |
588 |
return real<double>();
|
588 |
589 |
}
|
589 |
590 |
|
590 |
591 |
/// \brief Returns a random real number the range [0, b)
|
591 |
592 |
///
|
592 |
593 |
/// It returns a random real number from the range [0, b).
|
593 |
594 |
template <typename Number>
|
594 |
595 |
Number real(Number b) {
|
595 |
596 |
return real<Number>() * b;
|
596 |
597 |
}
|
597 |
598 |
|
598 |
599 |
/// \brief Returns a random real number from the range [a, b)
|
599 |
600 |
///
|
600 |
601 |
/// It returns a random real number from the range [a, b).
|
601 |
602 |
template <typename Number>
|
602 |
603 |
Number real(Number a, Number b) {
|
603 |
604 |
return real<Number>() * (b - a) + a;
|
604 |
605 |
}
|
605 |
606 |
|
606 |
607 |
/// \brief Returns a random real number from the range [0, 1)
|
607 |
608 |
///
|
608 |
609 |
/// It returns a random double from the range [0, 1).
|
609 |
610 |
double operator()() {
|
610 |
611 |
return real<double>();
|
611 |
612 |
}
|
612 |
613 |
|
613 |
614 |
/// \brief Returns a random real number from the range [0, b)
|
614 |
615 |
///
|
615 |
616 |
/// It returns a random real number from the range [0, b).
|
616 |
617 |
template <typename Number>
|
617 |
618 |
Number operator()(Number b) {
|
618 |
619 |
return real<Number>() * b;
|
619 |
620 |
}
|
620 |
621 |
|
621 |
622 |
/// \brief Returns a random real number from the range [a, b)
|
622 |
623 |
///
|
623 |
624 |
/// It returns a random real number from the range [a, b).
|
624 |
625 |
template <typename Number>
|
625 |
626 |
Number operator()(Number a, Number b) {
|
626 |
627 |
return real<Number>() * (b - a) + a;
|
627 |
628 |
}
|
628 |
629 |
|
629 |
630 |
/// \brief Returns a random integer from a range
|
630 |
631 |
///
|
631 |
632 |
/// It returns a random integer from the range {0, 1, ..., b - 1}.
|
632 |
633 |
template <typename Number>
|
633 |
634 |
Number integer(Number b) {
|
634 |
635 |
return _random_bits::Mapping<Number, Word>::map(core, b);
|
635 |
636 |
}
|
636 |
637 |
|
637 |
638 |
/// \brief Returns a random integer from a range
|
638 |
639 |
///
|
639 |
640 |
/// It returns a random integer from the range {a, a + 1, ..., b - 1}.
|
640 |
641 |
template <typename Number>
|
641 |
642 |
Number integer(Number a, Number b) {
|
642 |
643 |
return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;
|
643 |
644 |
}
|
644 |
645 |
|
645 |
646 |
/// \brief Returns a random integer from a range
|
646 |
647 |
///
|
647 |
648 |
/// It returns a random integer from the range {0, 1, ..., b - 1}.
|
648 |
649 |
template <typename Number>
|
649 |
650 |
Number operator[](Number b) {
|
650 |
651 |
return _random_bits::Mapping<Number, Word>::map(core, b);
|
651 |
652 |
}
|
652 |
653 |
|
653 |
654 |
/// \brief Returns a random non-negative integer
|
654 |
655 |
///
|
655 |
656 |
/// It returns a random non-negative integer uniformly from the
|
656 |
657 |
/// whole range of the current \c Number type. The default result
|
657 |
658 |
/// type of this function is <tt>unsigned int</tt>.
|
658 |
659 |
template <typename Number>
|
659 |
660 |
Number uinteger() {
|
660 |
661 |
return _random_bits::IntConversion<Number, Word>::convert(core);
|
661 |
662 |
}
|
662 |
663 |
|
663 |
664 |
unsigned int uinteger() {
|
664 |
665 |
return uinteger<unsigned int>();
|
665 |
666 |
}
|
666 |
667 |
|
667 |
668 |
/// \brief Returns a random integer
|
668 |
669 |
///
|
669 |
670 |
/// It returns a random integer uniformly from the whole range of
|
670 |
671 |
/// the current \c Number type. The default result type of this
|
671 |
672 |
/// function is \c int.
|
672 |
673 |
template <typename Number>
|
673 |
674 |
Number integer() {
|
674 |
675 |
static const int nb = std::numeric_limits<Number>::digits +
|
675 |
676 |
(std::numeric_limits<Number>::is_signed ? 1 : 0);
|
676 |
677 |
return _random_bits::IntConversion<Number, Word, nb>::convert(core);
|
677 |
678 |
}
|
678 |
679 |
|
679 |
680 |
int integer() {
|
680 |
681 |
return integer<int>();
|
681 |
682 |
}
|
682 |
683 |
|
683 |
684 |
/// \brief Returns a random bool
|
684 |
685 |
///
|
685 |
686 |
/// It returns a random bool. The generator holds a buffer for
|
686 |
687 |
/// random bits. Every time when it become empty the generator makes
|
687 |
688 |
/// a new random word and fill the buffer up.
|
688 |
689 |
bool boolean() {
|
689 |
690 |
return bool_producer.convert(core);
|
690 |
691 |
}
|
691 |
692 |
|
692 |
693 |
///\name Non-uniform distributions
|
693 |
694 |
///
|
694 |
695 |
|
695 |
696 |
///@{
|
696 |
697 |
|
697 |
698 |
/// \brief Returns a random bool
|
698 |
699 |
///
|
699 |
700 |
/// It returns a random bool with given probability of true result.
|
700 |
701 |
bool boolean(double p) {
|
701 |
702 |
return operator()() < p;
|
702 |
703 |
}
|
703 |
704 |
|
704 |
705 |
/// Standard Gauss distribution
|
705 |
706 |
|
706 |
707 |
/// Standard Gauss distribution.
|
707 |
708 |
/// \note The Cartesian form of the Box-Muller
|
708 |
709 |
/// transformation is used to generate a random normal distribution.
|
709 |
710 |
/// \todo Consider using the "ziggurat" method instead.
|
710 |
711 |
double gauss()
|
711 |
712 |
{
|
712 |
713 |
double V1,V2,S;
|
713 |
714 |
do {
|
714 |
715 |
V1=2*real<double>()-1;
|
715 |
716 |
V2=2*real<double>()-1;
|
716 |
717 |
S=V1*V1+V2*V2;
|
717 |
718 |
} while(S>=1);
|
718 |
719 |
return std::sqrt(-2*std::log(S)/S)*V1;
|
719 |
720 |
}
|
720 |
721 |
/// Gauss distribution with given mean and standard deviation
|
721 |
722 |
|
722 |
723 |
/// Gauss distribution with given mean and standard deviation.
|
723 |
724 |
/// \sa gauss()
|
724 |
725 |
double gauss(double mean,double std_dev)
|
725 |
726 |
{
|
726 |
727 |
return gauss()*std_dev+mean;
|
727 |
728 |
}
|
728 |
729 |
|
729 |
730 |
/// Exponential distribution with given mean
|
730 |
731 |
|
731 |
732 |
/// This function generates an exponential distribution random number
|
732 |
733 |
/// with mean <tt>1/lambda</tt>.
|
733 |
734 |
///
|
734 |
735 |
double exponential(double lambda=1.0)
|
735 |
736 |
{
|
736 |
737 |
return -std::log(1.0-real<double>())/lambda;
|
737 |
738 |
}
|
738 |
739 |
|
739 |
740 |
/// Gamma distribution with given integer shape
|
740 |
741 |
|
741 |
742 |
/// This function generates a gamma distribution random number.
|
742 |
743 |
///
|
743 |
744 |
///\param k shape parameter (<tt>k>0</tt> integer)
|
744 |
745 |
double gamma(int k)
|
745 |
746 |
{
|
746 |
747 |
double s = 0;
|
747 |
748 |
for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
|
748 |
749 |
return s;
|
749 |
750 |
}
|
750 |
751 |
|
751 |
752 |
/// Gamma distribution with given shape and scale parameter
|
752 |
753 |
|
753 |
754 |
/// This function generates a gamma distribution random number.
|
754 |
755 |
///
|
755 |
756 |
///\param k shape parameter (<tt>k>0</tt>)
|
756 |
757 |
///\param theta scale parameter
|
757 |
758 |
///
|
758 |
759 |
double gamma(double k,double theta=1.0)
|
759 |
760 |
{
|
760 |
761 |
double xi,nu;
|
761 |
762 |
const double delta = k-std::floor(k);
|
762 |
|
const double v0=M_E/(M_E-delta);
|
|
763 |
const double v0=E/(E-delta);
|
763 |
764 |
do {
|
764 |
765 |
double V0=1.0-real<double>();
|
765 |
766 |
double V1=1.0-real<double>();
|
766 |
767 |
double V2=1.0-real<double>();
|
767 |
768 |
if(V2<=v0)
|
768 |
769 |
{
|
769 |
770 |
xi=std::pow(V1,1.0/delta);
|
770 |
771 |
nu=V0*std::pow(xi,delta-1.0);
|
771 |
772 |
}
|
772 |
773 |
else
|
773 |
774 |
{
|
774 |
775 |
xi=1.0-std::log(V1);
|
775 |
776 |
nu=V0*std::exp(-xi);
|
776 |
777 |
}
|
777 |
778 |
} while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
|
778 |
779 |
return theta*(xi-gamma(int(std::floor(k))));
|
779 |
780 |
}
|
780 |
781 |
|
781 |
782 |
/// Weibull distribution
|
782 |
783 |
|
783 |
784 |
/// This function generates a Weibull distribution random number.
|
784 |
785 |
///
|
785 |
786 |
///\param k shape parameter (<tt>k>0</tt>)
|
786 |
787 |
///\param lambda scale parameter (<tt>lambda>0</tt>)
|
787 |
788 |
///
|
788 |
789 |
double weibull(double k,double lambda)
|
789 |
790 |
{
|
790 |
791 |
return lambda*pow(-std::log(1.0-real<double>()),1.0/k);
|
791 |
792 |
}
|
792 |
793 |
|
793 |
794 |
/// Pareto distribution
|
794 |
795 |
|
795 |
796 |
/// This function generates a Pareto distribution random number.
|
796 |
797 |
///
|
797 |
798 |
///\param k shape parameter (<tt>k>0</tt>)
|
798 |
799 |
///\param x_min location parameter (<tt>x_min>0</tt>)
|
799 |
800 |
///
|
800 |
801 |
double pareto(double k,double x_min)
|
801 |
802 |
{
|
802 |
803 |
return exponential(gamma(k,1.0/x_min));
|
803 |
804 |
}
|
804 |
805 |
|
805 |
806 |
///@}
|
806 |
807 |
|
807 |
808 |
///\name Two dimensional distributions
|
808 |
809 |
///
|
809 |
810 |
|
810 |
811 |
///@{
|
811 |
812 |
|
812 |
813 |
/// Uniform distribution on the full unit circle
|
813 |
814 |
|
814 |
815 |
/// Uniform distribution on the full unit circle.
|
815 |
816 |
///
|
816 |
817 |
dim2::Point<double> disc()
|
817 |
818 |
{
|
818 |
819 |
double V1,V2;
|
819 |
820 |
do {
|
820 |
821 |
V1=2*real<double>()-1;
|
821 |
822 |
V2=2*real<double>()-1;
|
822 |
823 |
|
823 |
824 |
} while(V1*V1+V2*V2>=1);
|
824 |
825 |
return dim2::Point<double>(V1,V2);
|
825 |
826 |
}
|
826 |
827 |
/// A kind of two dimensional Gauss distribution
|
827 |
828 |
|
828 |
829 |
/// This function provides a turning symmetric two-dimensional distribution.
|
829 |
830 |
/// Both coordinates are of standard normal distribution, but they are not
|
830 |
831 |
/// independent.
|
831 |
832 |
///
|
832 |
833 |
/// \note The coordinates are the two random variables provided by
|
833 |
834 |
/// the Box-Muller method.
|
834 |
835 |
dim2::Point<double> gauss2()
|
835 |
836 |
{
|
836 |
837 |
double V1,V2,S;
|
837 |
838 |
do {
|
838 |
839 |
V1=2*real<double>()-1;
|
839 |
840 |
V2=2*real<double>()-1;
|
840 |
841 |
S=V1*V1+V2*V2;
|
841 |
842 |
} while(S>=1);
|
842 |
843 |
double W=std::sqrt(-2*std::log(S)/S);
|
843 |
844 |
return dim2::Point<double>(W*V1,W*V2);
|
844 |
845 |
}
|
845 |
846 |
/// A kind of two dimensional exponential distribution
|
846 |
847 |
|
847 |
848 |
/// This function provides a turning symmetric two-dimensional distribution.
|
848 |
849 |
/// The x-coordinate is of conditionally exponential distribution
|
849 |
850 |
/// with the condition that x is positive and y=0. If x is negative and
|
850 |
851 |
/// y=0 then, -x is of exponential distribution. The same is true for the
|
851 |
852 |
/// y-coordinate.
|
852 |
853 |
dim2::Point<double> exponential2()
|
853 |
854 |
{
|
854 |
855 |
double V1,V2,S;
|
855 |
856 |
do {
|
856 |
857 |
V1=2*real<double>()-1;
|
857 |
858 |
V2=2*real<double>()-1;
|
858 |
859 |
S=V1*V1+V2*V2;
|
859 |
860 |
} while(S>=1);
|
860 |
861 |
double W=-std::log(S)/S;
|
861 |
862 |
return dim2::Point<double>(W*V1,W*V2);
|
862 |
863 |
}
|
863 |
864 |
|
864 |
865 |
///@}
|
865 |
866 |
};
|
866 |
867 |
|
867 |
868 |
|
868 |
869 |
extern Random rnd;
|
869 |
870 |
|
870 |
871 |
}
|
871 |
872 |
|
872 |
873 |
#endif
|