vtkMersenneTwister.cxx

/*=========================================================================

  Program:   Visualization Toolkit
  Module:    vtkMersenneTwister.cxx

  Copyright (c) Ken Martin, Will Schroeder, Bill Lorensen
  All rights reserved.
  See Copyright.txt or http://www.kitware.com/Copyright.htm for details.

     This software is distributed WITHOUT ANY WARRANTY; without even
     the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
     PURPOSE.  See the above copyright notice for more information.
=========================================================================*/

/* Many thanks to M. Matsumoto, T. Nishimura and M. Saito for the       */
/* implementation of their algorithm, the Mersenne Twister, taken from  */
/* http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dc.html           */

/* Dynamic Creation (DC) of Mersenne Twister generators   */
/*                                                        */
/* Reference:                                             */
/* Makoto Matsumoto and Takuji Nishimura,                 */
/* "Dynamic Creation of Pseudorandom Number Generators",  */
/* Monte Carlo and Quasi-Monte Carlo Methods 1998,        */
/* Springer, 2000, pp 56--69.                             */

// NOLINTNEXTLINE(bugprone-suspicious-include)
#include "vtkMersenneTwister_Private.cxx"
#include "vtkMultiThreader.h"
#include "vtkNew.h"

#include <map>

namespace
{
class MersenneTwister
{
public:
  typedef std::map<uint32_t, mt_struct*> mt_parameter_map;
  typedef mt_parameter_map::value_type mt_parameter;
  typedef mt_parameter_map::iterator mt_parameter_it;

  ~MersenneTwister()
  {
    // Free the initialized MT states.
    for (mt_parameter_it it = this->Parameters.begin(); it != this->Parameters.end(); ++it)
    {
      free_mt_struct(it->second);
    }
  }

  void InitializeSequence(uint32_t key, uint32_t seed, int periodExp = 521)
  {
    mt_parameter_it it = this->Parameters.find(key);
    if (it != this->Parameters.end())
    {
      // If a sequence already exists with this id, free its contents...
      free_mt_struct(it->second);
    }
    else
    {
      //...otherwise, add a key/value pair for this sequence id
      mt_parameter parameter(key, static_cast<mt_struct*>(nullptr));
      it = this->Parameters.insert(parameter).first;
    }
    // Instantiate the sequence.
    it->second = get_mt_parameter_id_st(32, periodExp, key, seed);
    sgenrand_mt(seed, it->second);
  }

  uint32_t InitializeNewSequence(uint32_t seed, int periodExp = 521)
  {
    // Identify an id that has not yet been used...
    uint32_t key = static_cast<uint32_t>(this->Parameters.size());
    while (this->Parameters.find(key) != this->Parameters.end())
    {
      ++key;
    }

    //...and use it to instantiate a sequence.
    mt_parameter parameter(key, get_mt_parameter_id_st(32, periodExp, key, seed));
    sgenrand_mt(seed, parameter.second);
    // Here and throughout, we use insert() with a hint to mitigate the cost of
    // using a map to associate keys with MT states (the upshot is we get to use
    // whatever ids we want to grab MT states).
    this->Parameters.insert(
      (this->Parameters.begin() == this->Parameters.end() ? this->Parameters.begin()
                                                          : --this->Parameters.end()),
      parameter);

    return key;
  }

  uint32_t Random32(uint32_t sequenceId)
  {
    mt_parameter_it it = this->Parameters.find(sequenceId);
    if (it == this->Parameters.end())
    {
      mt_parameter parameter(sequenceId, get_mt_parameter_id_st(32, 521, sequenceId, 0));
      sgenrand_mt(0, parameter.second);
      it = this->Parameters.insert(--it, parameter);
    }
    return genrand_mt(it->second);
  }

  vtkTypeUInt64 Random64(uint32_t sequenceId)
  {
    vtkTypeUInt64 value = this->Random32(sequenceId);
    return (value << 32) + this->Random32(sequenceId);
  }

protected:
  mt_parameter_map Parameters;
};

const int NMersenneExponents = 15;
const int MersenneExponents[NMersenneExponents] = { 521, 607, 1279, 2203, 2281, 3217, 4253, 4423,
  9689, 9941, 11213, 19937, 21701, 23209, 44497 };
const int* MersenneExponentsEnd = MersenneExponents + NMersenneExponents;
}

#include <algorithm>

#include "vtkMersenneTwister.h"
#include "vtkObjectFactory.h"

class vtkMersenneTwisterInternals : public MersenneTwister
{
public:
  typedef std::map<uint32_t, double> ValueMap;
  typedef ValueMap::iterator ValueIt;
  typedef ValueMap::value_type Value;

  ValueMap Values;
};

vtkStandardNewMacro(vtkMersenneTwister);

//------------------------------------------------------------------------------
vtkMersenneTwister::vtkMersenneTwister()
{
  this->Internal = new vtkMersenneTwisterInternals();
}

//------------------------------------------------------------------------------
vtkMersenneTwister::~vtkMersenneTwister()
{
  delete this->Internal;
}

//------------------------------------------------------------------------------
void vtkMersenneTwister::InitializeSequence(
  vtkMersenneTwister::SequenceId id, vtkTypeUInt32 seed, int periodExp)
{
  if (std::find(MersenneExponents, MersenneExponentsEnd, periodExp) == MersenneExponentsEnd)
  {
    periodExp = MersenneExponents[periodExp % 15];
  }

  if (this->Internal->Values.insert(vtkMersenneTwisterInternals::Value(id, 0.)).second == false)
  {
    vtkWarningMacro(<< "Initializing process " << id << " which is already "
                    << "initialized. This may break sequence encapsulation.");
  }
  this->Internal->InitializeSequence(id, seed, periodExp);

  // Start the sequence since the initial value =0.0.
  this->Next(id);
}

//------------------------------------------------------------------------------
vtkMersenneTwister::SequenceId vtkMersenneTwister::InitializeNewSequence(
  vtkTypeUInt32 seed, int periodExp)
{
  if (std::find(MersenneExponents, MersenneExponentsEnd, periodExp) == MersenneExponentsEnd)
  {
    periodExp = MersenneExponents[periodExp % 15];
  }

  SequenceId id = this->Internal->InitializeNewSequence(seed, periodExp);
  this->Internal->Values.insert((this->Internal->Values.begin() == this->Internal->Values.end()
                                    ? this->Internal->Values.begin()
                                    : --this->Internal->Values.end()),
    vtkMersenneTwisterInternals::Value(id, 0.));

  // Start the sequence since the initial value =0.0.
  this->Next(id);

  return id;
}

//------------------------------------------------------------------------------
double vtkMersenneTwister::GetValue(vtkMersenneTwister::SequenceId id)
{
  vtkMersenneTwisterInternals::ValueIt it = this->Internal->Values.find(id);
  if (it == this->Internal->Values.end())
  {
    this->Next(id);
  }

  return this->Internal->Values.find(id)->second;
}

//------------------------------------------------------------------------------
void vtkMersenneTwister::Next(vtkMersenneTwister::SequenceId id)
{
  static const double norm = 1. / static_cast<double>(std::numeric_limits<vtkTypeUInt64>::max());

  vtkMersenneTwisterInternals::ValueIt it = this->Internal->Values.find(id);
  if (it == this->Internal->Values.end())
  {
    vtkWarningMacro(<< "Using an ininitialized vtkMersenneTwister process. "
                    << "Initializing process " << id << " with default values.");
    vtkMersenneTwisterInternals::Value value(id, 0.);
    it =
      this->Internal->Values.insert((this->Internal->Values.begin() == this->Internal->Values.end()
                                        ? this->Internal->Values.begin()
                                        : --this->Internal->Values.end()),
        value);
    this->Internal->InitializeSequence(id, 0);
  }
  it->second = this->Internal->Random64(id) * norm;
}

//------------------------------------------------------------------------------
void vtkMersenneTwister::PrintSelf(ostream& os, vtkIndent indent)
{
  this->Superclass::PrintSelf(os, indent);
}