| 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 |
/* |
| 20 | 20 |
* This file contains the reimplemented version of the Mersenne Twister |
| 21 | 21 |
* Generator of Matsumoto and Nishimura. |
| 22 | 22 |
* |
| 23 | 23 |
* See the appropriate copyright notice below. |
| 24 | 24 |
* |
| 25 | 25 |
* Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, |
| 26 | 26 |
* All rights reserved. |
| 27 | 27 |
* |
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* Redistribution and use in source and binary forms, with or without |
| 29 | 29 |
* modification, are permitted provided that the following conditions |
| 30 | 30 |
* are met: |
| 31 | 31 |
* |
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* 1. Redistributions of source code must retain the above copyright |
| 33 | 33 |
* notice, this list of conditions and the following disclaimer. |
| 34 | 34 |
* |
| 35 | 35 |
* 2. Redistributions in binary form must reproduce the above copyright |
| 36 | 36 |
* notice, this list of conditions and the following disclaimer in the |
| 37 | 37 |
* documentation and/or other materials provided with the distribution. |
| 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 |
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* 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, |
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* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES |
| 49 | 49 |
* (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. |
| 55 | 55 |
* |
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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 |
| 59 | 59 |
* email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space) |
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*/ |
| 61 | 61 |
|
| 62 | 62 |
#ifndef LEMON_RANDOM_H |
| 63 | 63 |
#define LEMON_RANDOM_H |
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|
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#include <algorithm> |
| 66 | 66 |
#include <iterator> |
| 67 | 67 |
#include <vector> |
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|
|
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#include <ctime> |
|
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#include <limits> |
|
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|
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#include <lemon/math.h> |
| 72 | 71 |
#include <lemon/dim2.h> |
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|
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///\ingroup misc |
| 75 | 74 |
///\file |
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///\brief Mersenne Twister random number generator |
| 77 | 76 |
|
| 78 | 77 |
namespace lemon {
|
| 79 | 78 |
|
| 80 | 79 |
namespace _random_bits {
|
| 81 | 80 |
|
| 82 | 81 |
template <typename _Word, int _bits = std::numeric_limits<_Word>::digits> |
| 83 | 82 |
struct RandomTraits {};
|
| 84 | 83 |
|
| 85 | 84 |
template <typename _Word> |
| 86 | 85 |
struct RandomTraits<_Word, 32> {
|
| 87 | 86 |
|
| 88 | 87 |
typedef _Word Word; |
| 89 | 88 |
static const int bits = 32; |
| 90 | 89 |
|
| 91 | 90 |
static const int length = 624; |
| 92 | 91 |
static const int shift = 397; |
| 93 | 92 |
|
| 94 | 93 |
static const Word mul = 0x6c078965u; |
| 95 | 94 |
static const Word arrayInit = 0x012BD6AAu; |
| 96 | 95 |
static const Word arrayMul1 = 0x0019660Du; |
| 97 | 96 |
static const Word arrayMul2 = 0x5D588B65u; |
| 98 | 97 |
|
| 99 | 98 |
static const Word mask = 0x9908B0DFu; |
| 100 | 99 |
static const Word loMask = (1u << 31) - 1; |
| 101 | 100 |
static const Word hiMask = ~loMask; |
| 102 | 101 |
|
| 103 | 102 |
|
| 104 | 103 |
static Word tempering(Word rnd) {
|
| 105 | 104 |
rnd ^= (rnd >> 11); |
| 106 | 105 |
rnd ^= (rnd << 7) & 0x9D2C5680u; |
| 107 | 106 |
rnd ^= (rnd << 15) & 0xEFC60000u; |
| 108 | 107 |
rnd ^= (rnd >> 18); |
| 109 | 108 |
return rnd; |
| 110 | 109 |
} |
| 111 | 110 |
|
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}; |
| 113 | 112 |
|
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template <typename _Word> |
| 115 | 114 |
struct RandomTraits<_Word, 64> {
|
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|
| 117 | 116 |
typedef _Word Word; |
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static const int bits = 64; |
| 119 | 118 |
|
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static const int length = 312; |
| 121 | 120 |
static const int shift = 156; |
| 122 | 121 |
|
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static const Word mul = Word(0x5851F42Du) << 32 | Word(0x4C957F2Du); |
| 124 | 123 |
static const Word arrayInit = Word(0x00000000u) << 32 |Word(0x012BD6AAu); |
| 125 | 124 |
static const Word arrayMul1 = Word(0x369DEA0Fu) << 32 |Word(0x31A53F85u); |
| 126 | 125 |
static const Word arrayMul2 = Word(0x27BB2EE6u) << 32 |Word(0x87B0B0FDu); |
| 127 | 126 |
|
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static const Word mask = Word(0xB5026F5Au) << 32 | Word(0xA96619E9u); |
| 129 | 128 |
static const Word loMask = (Word(1u) << 31) - 1; |
| 130 | 129 |
static const Word hiMask = ~loMask; |
| 131 | 130 |
|
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static Word tempering(Word rnd) {
|
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rnd ^= (rnd >> 29) & (Word(0x55555555u) << 32 | Word(0x55555555u)); |
| 134 | 133 |
rnd ^= (rnd << 17) & (Word(0x71D67FFFu) << 32 | Word(0xEDA60000u)); |
| 135 | 134 |
rnd ^= (rnd << 37) & (Word(0xFFF7EEE0u) << 32 | Word(0x00000000u)); |
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rnd ^= (rnd >> 43); |
| 137 | 136 |
return rnd; |
| 138 | 137 |
} |
| 139 | 138 |
|
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}; |
| 141 | 140 |
|
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template <typename _Word> |
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class RandomCore {
|
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public: |
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|
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typedef _Word Word; |
| 147 | 146 |
|
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private: |
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|
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static const int bits = RandomTraits<Word>::bits; |
| 151 | 150 |
|
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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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|
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public: |
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|
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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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|
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initState(seedArray, seedArray + 4); |
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} |
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|
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void initState(Word seed) {
|
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|
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static const Word mul = RandomTraits<Word>::mul; |
| 168 | 167 |
|
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current = state; |
| 170 | 169 |
|
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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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} |
| 177 | 176 |
} |
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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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|
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static const Word init = RandomTraits<Word>::arrayInit; |
| 183 | 182 |
static const Word mul1 = RandomTraits<Word>::arrayMul1; |
| 184 | 183 |
static const Word mul2 = RandomTraits<Word>::arrayMul2; |
| 185 | 184 |
|
| 186 | 185 |
|
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Word *curr = state + length - 1; --curr; |
| 188 | 187 |
Iterator it = begin; int cnt = 0; |
| 189 | 188 |
int num; |
| 190 | 189 |
|
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initState(init); |
| 192 | 191 |
|
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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)) |
| 196 | 195 |
+ *it + cnt; |
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++it; ++cnt; |
| 198 | 197 |
if (it == end) {
|
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it = begin; cnt = 0; |
| 200 | 199 |
} |
| 201 | 200 |
if (curr == state) {
|
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curr = state + length - 1; curr[0] = state[0]; |
| 203 | 202 |
} |
| 204 | 203 |
--curr; |
| 205 | 204 |
} |
| 206 | 205 |
|
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num = length - 1; cnt = length - (curr - state) - 1; |
| 208 | 207 |
while (num--) {
|
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curr[0] = (curr[0] ^ ((curr[1] ^ (curr[1] >> (bits - 2))) * mul2)) |
| 210 | 209 |
- cnt; |
| 211 | 210 |
--curr; ++cnt; |
| 212 | 211 |
if (curr == state) {
|
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curr = state + length - 1; curr[0] = state[0]; --curr; |
| 214 | 213 |
cnt = 1; |
| 215 | 214 |
} |
| 216 | 215 |
} |
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|
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state[length - 1] = Word(1) << (bits - 1); |
| 219 | 218 |
} |
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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); |
| 223 | 222 |
current = state + (other.current - other.state); |
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} |
| 225 | 224 |
|
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Word operator()() {
|
| 227 | 226 |
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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} |
| 232 | 231 |
|
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private: |
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|
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|
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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; |
| 240 | 239 |
|
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current = state + length; |
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|
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register Word *curr = state + length - 1; |
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register long num; |
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|
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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) ^ |
| 249 | 248 |
curr[- shift] ^ mask[curr[-1] & 1ul]; |
| 250 | 249 |
--curr; |
| 251 | 250 |
} |
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num = shift - 1; |
| 253 | 252 |
while (num--) {
|
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curr[0] = (((curr[0] & hiMask) | (curr[-1] & loMask)) >> 1) ^ |
| 255 | 254 |
curr[length - shift] ^ mask[curr[-1] & 1ul]; |
| 256 | 255 |
--curr; |
| 257 | 256 |
} |
| 258 | 257 |
state[0] = (((state[0] & hiMask) | (curr[length - 1] & loMask)) >> 1) ^ |
| 259 | 258 |
curr[length - shift] ^ mask[curr[length - 1] & 1ul]; |
| 260 | 259 |
|
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} |
| 262 | 261 |
|
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|
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Word *current; |
| 265 | 264 |
Word state[length]; |
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|
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}; |
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|
| 269 | 268 |
|
| 270 | 269 |
template <typename Result, |
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int shift = (std::numeric_limits<Result>::digits + 1) / 2> |
| 272 | 271 |
struct Masker {
|
| 273 | 272 |
static Result mask(const Result& result) {
|
| 274 | 273 |
return Masker<Result, (shift + 1) / 2>:: |
| 275 | 274 |
mask(static_cast<Result>(result | (result >> shift))); |
| 276 | 275 |
} |
| 277 | 276 |
}; |
| 278 | 277 |
|
| 279 | 278 |
template <typename Result> |
| 280 | 279 |
struct Masker<Result, 1> {
|
| 281 | 280 |
static Result mask(const Result& result) {
|
| 282 | 281 |
return static_cast<Result>(result | (result >> 1)); |
| 283 | 282 |
} |
| 284 | 283 |
}; |
| 285 | 284 |
|
| 286 | 285 |
template <typename Result, typename Word, |
| 287 | 286 |
int rest = std::numeric_limits<Result>::digits, int shift = 0, |
| 288 | 287 |
bool last = rest <= std::numeric_limits<Word>::digits> |
| 289 | 288 |
struct IntConversion {
|
| 290 | 289 |
static const int bits = std::numeric_limits<Word>::digits; |
| 291 | 290 |
|
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static Result convert(RandomCore<Word>& rnd) {
|
| 293 | 292 |
return static_cast<Result>(rnd() >> (bits - rest)) << shift; |
| 294 | 293 |
} |
| 295 | 294 |
|
| 296 | 295 |
}; |
| 297 | 296 |
|
| 298 | 297 |
template <typename Result, typename Word, int rest, int shift> |
| 299 | 298 |
struct IntConversion<Result, Word, rest, shift, false> {
|
| 300 | 299 |
static const int bits = std::numeric_limits<Word>::digits; |
| 301 | 300 |
|
| 302 | 301 |
static Result convert(RandomCore<Word>& rnd) {
|
| 303 | 302 |
return (static_cast<Result>(rnd()) << shift) | |
| 304 | 303 |
IntConversion<Result, Word, rest - bits, shift + bits>::convert(rnd); |
| 305 | 304 |
} |
| 306 | 305 |
}; |
| 307 | 306 |
|
| 308 | 307 |
|
| 309 | 308 |
template <typename Result, typename Word, |
| 310 | 309 |
bool one_word = (std::numeric_limits<Word>::digits < |
| 311 | 310 |
std::numeric_limits<Result>::digits) > |
| 312 | 311 |
struct Mapping {
|
| 313 | 312 |
static Result map(RandomCore<Word>& rnd, const Result& bound) {
|
| 314 | 313 |
Word max = Word(bound - 1); |
| 315 | 314 |
Result mask = Masker<Result>::mask(bound - 1); |
| 316 | 315 |
Result num; |
| 317 | 316 |
do {
|
| 318 | 317 |
num = IntConversion<Result, Word>::convert(rnd) & mask; |
| 319 | 318 |
} while (num > max); |
| 320 | 319 |
return num; |
| 321 | 320 |
} |
| 322 | 321 |
}; |
| 323 | 322 |
|
| 324 | 323 |
template <typename Result, typename Word> |
| 325 | 324 |
struct Mapping<Result, Word, false> {
|
| 326 | 325 |
static Result map(RandomCore<Word>& rnd, const Result& bound) {
|
| 327 | 326 |
Word max = Word(bound - 1); |
| 328 | 327 |
Word mask = Masker<Word, (std::numeric_limits<Result>::digits + 1) / 2> |
| 329 | 328 |
::mask(max); |
| 330 | 329 |
Word num; |
| 331 | 330 |
do {
|
| 332 | 331 |
num = rnd() & mask; |
| 333 | 332 |
} while (num > max); |
| 334 | 333 |
return num; |
| 335 | 334 |
} |
| 336 | 335 |
}; |
| 337 | 336 |
|
| 338 | 337 |
template <typename Result, int exp, bool pos = (exp >= 0)> |
| 339 | 338 |
struct ShiftMultiplier {
|
| 340 | 339 |
static const Result multiplier() {
|
| 341 | 340 |
Result res = ShiftMultiplier<Result, exp / 2>::multiplier(); |
| 342 | 341 |
res *= res; |
| 343 | 342 |
if ((exp & 1) == 1) res *= static_cast<Result>(2.0); |
| 344 | 343 |
return res; |
| 345 | 344 |
} |
| 346 | 345 |
}; |
| 347 | 346 |
|
| 348 | 347 |
template <typename Result, int exp> |
| 349 | 348 |
struct ShiftMultiplier<Result, exp, false> {
|
| 350 | 349 |
static const Result multiplier() {
|
| 351 | 350 |
Result res = ShiftMultiplier<Result, exp / 2>::multiplier(); |
| 352 | 351 |
res *= res; |
| 353 | 352 |
if ((exp & 1) == 1) res *= static_cast<Result>(0.5); |
| 354 | 353 |
return res; |
| 355 | 354 |
} |
| 356 | 355 |
}; |
| 357 | 356 |
|
| 358 | 357 |
template <typename Result> |
| 359 | 358 |
struct ShiftMultiplier<Result, 0, true> {
|
| 360 | 359 |
static const Result multiplier() {
|
| 361 | 360 |
return static_cast<Result>(1.0); |
| 362 | 361 |
} |
| 363 | 362 |
}; |
| 364 | 363 |
|
| 365 | 364 |
template <typename Result> |
| 366 | 365 |
struct ShiftMultiplier<Result, -20, true> {
|
| 367 | 366 |
static const Result multiplier() {
|
| 368 | 367 |
return static_cast<Result>(1.0/1048576.0); |
| 369 | 368 |
} |
| 370 | 369 |
}; |
| 371 | 370 |
|
| 372 | 371 |
template <typename Result> |
| 373 | 372 |
struct ShiftMultiplier<Result, -32, true> {
|
| 374 | 373 |
static const Result multiplier() {
|
| 375 | 374 |
return static_cast<Result>(1.0/424967296.0); |
| 376 | 375 |
} |
| 377 | 376 |
}; |
| 378 | 377 |
|
| 379 | 378 |
template <typename Result> |
| 380 | 379 |
struct ShiftMultiplier<Result, -53, true> {
|
| 381 | 380 |
static const Result multiplier() {
|
| 382 | 381 |
return static_cast<Result>(1.0/9007199254740992.0); |
| 383 | 382 |
} |
| 384 | 383 |
}; |
| 385 | 384 |
|
| 386 | 385 |
template <typename Result> |
| 387 | 386 |
struct ShiftMultiplier<Result, -64, true> {
|
| 388 | 387 |
static const Result multiplier() {
|
| 389 | 388 |
return static_cast<Result>(1.0/18446744073709551616.0); |
| 390 | 389 |
} |
| 391 | 390 |
}; |
| 392 | 391 |
|
| 393 | 392 |
template <typename Result, int exp> |
| 394 | 393 |
struct Shifting {
|
| 395 | 394 |
static Result shift(const Result& result) {
|
| 396 | 395 |
return result * ShiftMultiplier<Result, exp>::multiplier(); |
| 397 | 396 |
} |
| 398 | 397 |
}; |
| 399 | 398 |
|
| 400 | 399 |
template <typename Result, typename Word, |
| 401 | 400 |
int rest = std::numeric_limits<Result>::digits, int shift = 0, |
| 402 | 401 |
bool last = rest <= std::numeric_limits<Word>::digits> |
| 403 | 402 |
struct RealConversion{
|
| 404 | 403 |
static const int bits = std::numeric_limits<Word>::digits; |
| 405 | 404 |
|
| 406 | 405 |
static Result convert(RandomCore<Word>& rnd) {
|
| 407 | 406 |
return Shifting<Result, - shift - rest>:: |
| 408 | 407 |
shift(static_cast<Result>(rnd() >> (bits - rest))); |
| 409 | 408 |
} |
| 410 | 409 |
}; |
| 411 | 410 |
|
| 412 | 411 |
template <typename Result, typename Word, int rest, int shift> |
| 413 | 412 |
struct RealConversion<Result, Word, rest, shift, false> {
|
| 414 | 413 |
static const int bits = std::numeric_limits<Word>::digits; |
| 415 | 414 |
|
| 416 | 415 |
static Result convert(RandomCore<Word>& rnd) {
|
| 417 | 416 |
return Shifting<Result, - shift - bits>:: |
| 418 | 417 |
shift(static_cast<Result>(rnd())) + |
| 419 | 418 |
RealConversion<Result, Word, rest-bits, shift + bits>:: |
| 420 | 419 |
convert(rnd); |
| 421 | 420 |
} |
| 422 | 421 |
}; |
| 423 | 422 |
|
| 424 | 423 |
template <typename Result, typename Word> |
| 425 | 424 |
struct Initializer {
|
| 426 | 425 |
|
| 427 | 426 |
template <typename Iterator> |
| 428 | 427 |
static void init(RandomCore<Word>& rnd, Iterator begin, Iterator end) {
|
| 429 | 428 |
std::vector<Word> ws; |
| 430 | 429 |
for (Iterator it = begin; it != end; ++it) {
|
| 431 | 430 |
ws.push_back(Word(*it)); |
| 432 | 431 |
} |
| 433 | 432 |
rnd.initState(ws.begin(), ws.end()); |
| 434 | 433 |
} |
| 435 | 434 |
|
| 436 | 435 |
static void init(RandomCore<Word>& rnd, Result seed) {
|
| 437 | 436 |
rnd.initState(seed); |
| 438 | 437 |
} |
| 439 | 438 |
}; |
| 440 | 439 |
|
| 441 | 440 |
template <typename Word> |
| 442 | 441 |
struct BoolConversion {
|
| 443 | 442 |
static bool convert(RandomCore<Word>& rnd) {
|
| 444 | 443 |
return (rnd() & 1) == 1; |
| 445 | 444 |
} |
| 446 | 445 |
}; |
| 447 | 446 |
|
| 448 | 447 |
template <typename Word> |
| 449 | 448 |
struct BoolProducer {
|
| 450 | 449 |
Word buffer; |
| 451 | 450 |
int num; |
| 452 | 451 |
|
| 453 | 452 |
BoolProducer() : num(0) {}
|
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