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Add a mersenne twister random number generator, and use it to reduce …
…contention on rand(), which uses global state
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// mtrand.cpp, see include file mtrand.h for information | ||
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#include "mtrand.h" | ||
// non-inline function definitions and static member definitions cannot | ||
// reside in header file because of the risk of multiple declarations | ||
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void MTRand_int32::gen_state() { // generate new state vector | ||
for (int i = 0; i < (n - m); ++i) | ||
state[i] = state[i + m] ^ twiddle(state[i], state[i + 1]); | ||
for (int i = n - m; i < (n - 1); ++i) | ||
state[i] = state[i + m - n] ^ twiddle(state[i], state[i + 1]); | ||
state[n - 1] = state[m - 1] ^ twiddle(state[n - 1], state[0]); | ||
p = 0; // reset position | ||
} | ||
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void MTRand_int32::seed(unsigned long s) { // init by 32 bit seed | ||
state[0] = s & 0xFFFFFFFFUL; // for > 32 bit machines | ||
for (int i = 1; i < n; ++i) { | ||
state[i] = 1812433253UL * (state[i - 1] ^ (state[i - 1] >> 30)) + i; | ||
// see Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier | ||
// in the previous versions, MSBs of the seed affect only MSBs of the array state | ||
// 2002/01/09 modified by Makoto Matsumoto | ||
state[i] &= 0xFFFFFFFFUL; // for > 32 bit machines | ||
} | ||
p = n; // force gen_state() to be called for next random number | ||
} | ||
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void MTRand_int32::seed(const unsigned long* array, int size) { // init by array | ||
seed(19650218UL); | ||
int i = 1, j = 0; | ||
for (int k = ((n > size) ? n : size); k; --k) { | ||
state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1664525UL)) | ||
+ array[j] + j; // non linear | ||
state[i] &= 0xFFFFFFFFUL; // for > 32 bit machines | ||
++j; j %= size; | ||
if ((++i) == n) { state[0] = state[n - 1]; i = 1; } | ||
} | ||
for (int k = n - 1; k; --k) { | ||
state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1566083941UL)) - i; | ||
state[i] &= 0xFFFFFFFFUL; // for > 32 bit machines | ||
if ((++i) == n) { state[0] = state[n - 1]; i = 1; } | ||
} | ||
state[0] = 0x80000000UL; // MSB is 1; assuring non-zero initial array | ||
p = n; // force gen_state() to be called for next random number | ||
} |
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// mtrand.h | ||
// C++ include file for MT19937, with initialization improved 2002/1/26. | ||
// Coded by Takuji Nishimura and Makoto Matsumoto. | ||
// Ported to C++ by Jasper Bedaux 2003/1/1 (see http://www.bedaux.net/mtrand/). | ||
// The generators returning floating point numbers are based on | ||
// a version by Isaku Wada, 2002/01/09 | ||
// | ||
// Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, | ||
// All rights reserved. | ||
// | ||
// Redistribution and use in source and binary forms, with or without | ||
// modification, are permitted provided that the following conditions | ||
// are met: | ||
// | ||
// 1. Redistributions of source code must retain the above copyright | ||
// notice, this list of conditions and the following disclaimer. | ||
// | ||
// 2. Redistributions in binary form must reproduce the above copyright | ||
// notice, this list of conditions and the following disclaimer in the | ||
// documentation and/or other materials provided with the distribution. | ||
// | ||
// 3. The names of its contributors may not be used to endorse or promote | ||
// products derived from this software without specific prior written | ||
// permission. | ||
// | ||
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS | ||
// "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT | ||
// LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR | ||
// A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR | ||
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, | ||
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, | ||
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR | ||
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF | ||
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING | ||
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS | ||
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. | ||
// | ||
// Any feedback is very welcome. | ||
// http://www.math.keio.ac.jp/matumoto/emt.html | ||
// email: matumoto@math.keio.ac.jp | ||
// | ||
// Feedback about the C++ port should be sent to Jasper Bedaux, | ||
// see http://www.bedaux.net/mtrand/ for e-mail address and info. | ||
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#ifndef MTRAND_H | ||
#define MTRAND_H | ||
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class MTRand_int32 { // Mersenne Twister random number generator | ||
public: | ||
// default constructor: uses default seed only if this is the first instance | ||
MTRand_int32() { seed(5489UL); } | ||
// constructor with 32 bit int as seed | ||
MTRand_int32(unsigned long s) { seed(s); } | ||
// constructor with array of size 32 bit ints as seed | ||
MTRand_int32(const unsigned long* array, int size) { seed(array, size); } | ||
// the two seed functions | ||
void seed(unsigned long); // seed with 32 bit integer | ||
void seed(const unsigned long*, int size); // seed with array | ||
// overload operator() to make this a generator (functor) | ||
unsigned long operator()() { return rand_int32(); } | ||
// 2007-02-11: made the destructor virtual; thanks "double more" for pointing this out | ||
virtual ~MTRand_int32() {} // destructor | ||
protected: // used by derived classes, otherwise not accessible; use the ()-operator | ||
unsigned long rand_int32(); // generate 32 bit random integer | ||
private: | ||
static const int n = 624, m = 397; // compile time constants | ||
// the variables below are static (no duplicates can exist) | ||
unsigned long state[n]; // state vector array | ||
int p; // position in state array | ||
// private functions used to generate the pseudo random numbers | ||
unsigned long twiddle(unsigned long, unsigned long); // used by gen_state() | ||
void gen_state(); // generate new state | ||
// make copy constructor and assignment operator unavailable, they don't make sense | ||
MTRand_int32(const MTRand_int32&); // copy constructor not defined | ||
void operator=(const MTRand_int32&); // assignment operator not defined | ||
}; | ||
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// inline for speed, must therefore reside in header file | ||
inline unsigned long MTRand_int32::twiddle(unsigned long u, unsigned long v) { | ||
return (((u & 0x80000000UL) | (v & 0x7FFFFFFFUL)) >> 1) | ||
^ ((v & 1UL) ? 0x9908B0DFUL : 0x0UL); | ||
} | ||
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inline unsigned long MTRand_int32::rand_int32() { // generate 32 bit random int | ||
if (p == n) gen_state(); // new state vector needed | ||
// gen_state() is split off to be non-inline, because it is only called once | ||
// in every 624 calls and otherwise irand() would become too big to get inlined | ||
unsigned long x = state[p++]; | ||
x ^= (x >> 11); | ||
x ^= (x << 7) & 0x9D2C5680UL; | ||
x ^= (x << 15) & 0xEFC60000UL; | ||
return x ^ (x >> 18); | ||
} | ||
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// generates double floating point numbers in the half-open interval [0, 1) | ||
class MTRand : public MTRand_int32 { | ||
public: | ||
MTRand() : MTRand_int32() {} | ||
MTRand(unsigned long seed) : MTRand_int32(seed) {} | ||
MTRand(const unsigned long* seed, int size) : MTRand_int32(seed, size) {} | ||
~MTRand() {} | ||
double operator()() { | ||
return static_cast<double>(rand_int32()) * (1. / 4294967296.); } // divided by 2^32 | ||
private: | ||
MTRand(const MTRand&); // copy constructor not defined | ||
void operator=(const MTRand&); // assignment operator not defined | ||
}; | ||
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// generates double floating point numbers in the closed interval [0, 1] | ||
class MTRand_closed : public MTRand_int32 { | ||
public: | ||
MTRand_closed() : MTRand_int32() {} | ||
MTRand_closed(unsigned long seed) : MTRand_int32(seed) {} | ||
MTRand_closed(const unsigned long* seed, int size) : MTRand_int32(seed, size) {} | ||
~MTRand_closed() {} | ||
double operator()() { | ||
return static_cast<double>(rand_int32()) * (1. / 4294967295.); } // divided by 2^32 - 1 | ||
private: | ||
MTRand_closed(const MTRand_closed&); // copy constructor not defined | ||
void operator=(const MTRand_closed&); // assignment operator not defined | ||
}; | ||
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// generates double floating point numbers in the open interval (0, 1) | ||
class MTRand_open : public MTRand_int32 { | ||
public: | ||
MTRand_open() : MTRand_int32() {} | ||
MTRand_open(unsigned long seed) : MTRand_int32(seed) {} | ||
MTRand_open(const unsigned long* seed, int size) : MTRand_int32(seed, size) {} | ||
~MTRand_open() {} | ||
double operator()() { | ||
return (static_cast<double>(rand_int32()) + .5) * (1. / 4294967296.); } // divided by 2^32 | ||
private: | ||
MTRand_open(const MTRand_open&); // copy constructor not defined | ||
void operator=(const MTRand_open&); // assignment operator not defined | ||
}; | ||
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// generates 53 bit resolution doubles in the half-open interval [0, 1) | ||
class MTRand53 : public MTRand_int32 { | ||
public: | ||
MTRand53() : MTRand_int32() {} | ||
MTRand53(unsigned long seed) : MTRand_int32(seed) {} | ||
MTRand53(const unsigned long* seed, int size) : MTRand_int32(seed, size) {} | ||
~MTRand53() {} | ||
double operator()() { | ||
return (static_cast<double>(rand_int32() >> 5) * 67108864. + | ||
static_cast<double>(rand_int32() >> 6)) * (1. / 9007199254740992.); } | ||
private: | ||
MTRand53(const MTRand53&); // copy constructor not defined | ||
void operator=(const MTRand53&); // assignment operator not defined | ||
}; | ||
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#endif // MTRAND_H |
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