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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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|
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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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102 |
|
102 |
103 |
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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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110 |
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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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118 |
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static const int length = 312;
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static const int shift = 156;
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121 |
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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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126 |
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127 |
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static const Word mask = Word(0xB5026F5Au) << 32 | Word(0xA96619E9u);
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128 |
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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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130 |
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131 |
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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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136 |
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return rnd;
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137 |
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}
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138 |
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139 |
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};
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140 |
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141 |
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template <typename _Word>
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class RandomCore {
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public:
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144 |
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145 |
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typedef _Word Word;
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146 |
147 |
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147 |
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private:
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148 |
149 |
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149 |
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static const int bits = RandomTraits<Word>::bits;
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150 |
151 |
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151 |
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static const int length = RandomTraits<Word>::length;
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152 |
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static const int shift = RandomTraits<Word>::shift;
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153 |
154 |
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154 |
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public:
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155 |
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156 |
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void initState() {
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157 |
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static const Word seedArray[4] = {
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0x12345u, 0x23456u, 0x34567u, 0x45678u
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159 |
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};
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160 |
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initState(seedArray, seedArray + 4);
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162 |
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}
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163 |
164 |
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164 |
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void initState(Word seed) {
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165 |
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166 |
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static const Word mul = RandomTraits<Word>::mul;
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167 |
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current = state;
|
... |
... |
@@ -666,193 +667,193 @@
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/// \brief Returns a random integer
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///
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/// It returns a random integer uniformly from the whole range of
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/// the current \c Number type. The default result type of this
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671 |
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/// function is \c int.
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672 |
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template <typename Number>
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673 |
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Number integer() {
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674 |
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static const int nb = std::numeric_limits<Number>::digits +
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(std::numeric_limits<Number>::is_signed ? 1 : 0);
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return _random_bits::IntConversion<Number, Word, nb>::convert(core);
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677 |
678 |
}
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678 |
679 |
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679 |
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int integer() {
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680 |
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return integer<int>();
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681 |
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}
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682 |
683 |
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683 |
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/// \brief Returns a random bool
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684 |
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///
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685 |
686 |
/// It returns a random bool. The generator holds a buffer for
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686 |
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/// random bits. Every time when it become empty the generator makes
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687 |
688 |
/// a new random word and fill the buffer up.
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688 |
689 |
bool boolean() {
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689 |
690 |
return bool_producer.convert(core);
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690 |
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}
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691 |
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692 |
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///\name Non-uniform distributions
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///
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694 |
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///@{
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696 |
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697 |
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/// \brief Returns a random bool
|
698 |
699 |
///
|
699 |
700 |
/// It returns a random bool with given probability of true result.
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700 |
701 |
bool boolean(double p) {
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701 |
702 |
return operator()() < p;
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702 |
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}
|
703 |
704 |
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704 |
705 |
/// Standard Gauss distribution
|
705 |
706 |
|
706 |
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/// Standard Gauss distribution.
|
707 |
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/// \note The Cartesian form of the Box-Muller
|
708 |
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/// 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;
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719 |
720 |
}
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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;
|