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mt19937ar.cpp
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mt19937ar.cpp
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/*
A C-program for MT19937, with initialization improved 2002/2/10.
Coded by Takuji Nishimura and Makoto Matsumoto.
This is a faster version by taking Shawn Cokus's optimization,
Matthe Bellew's simplification, Isaku Wada's real version.
Before using, initialize the state by using init_genrand(seed)
or init_by_array(init_key, key_length).
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.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
*/
#include "mt19937ar.h"
/* Period parameters */
#define N 624
#define M 397
#undef MATRIX_A
#define MATRIX_A 0x9908b0dfUL /* constant vector a */
#define UMASK 0x80000000UL /* most significant w-r bits */
#define LMASK 0x7fffffffUL /* least significant r bits */
#define MIXBITS(u,v) ( ((u) & UMASK) | ((v) & LMASK) )
#define TWIST(u,v) ((MIXBITS(u,v) >> 1) ^ ((v)&1UL ? MATRIX_A : 0UL))
/*static unsigned long state[N]; //the array for the state vector
static int left = 1;
static int initf = 0;
static unsigned long *next; */
/* initializes state[N] with a seed */
void init_genrand(MersenneTwister &rs,unsigned long s)
{
int j;
rs.state[0]= s & 0xffffffffUL;
for (j=1; j<N; j++) {
rs.state[j] = (1812433253UL * (rs.state[j-1] ^ (rs.state[j-1] >> 30)) + j);
/* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
/* In the previous versions, MSBs of the seed affect */
/* only MSBs of the array rs.state[]. */
/* 2002/01/09 modified by Makoto Matsumoto */
rs.state[j] &= 0xffffffffUL; /* for >32 bit machines */
}
rs.left = 1; /*rs.initf = 1;*/
}
/* initialize by an array with array-length */
/* init_key is the array for initializing keys */
/* key_length is its length */
/* slight change for C++, 2004/2/26 */
void init_by_array(MersenneTwister &rs,const unsigned long init_key[], const int key_length)
{
int i, j, k;
init_genrand(rs,19650218UL);
i=1; j=0;
k = (N>key_length ? N : key_length);
for (; k; k--) {
rs.state[i] = (rs.state[i] ^ ((rs.state[i-1] ^ (rs.state[i-1] >> 30)) * 1664525UL))
+ init_key[j] + j; /* non linear */
rs.state[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
i++; j++;
if (i>=N) { rs.state[0] = rs.state[N-1]; i=1; }
if (j>=key_length) j=0;
}
for (k=N-1; k; k--) {
rs.state[i] = (rs.state[i] ^ ((rs.state[i-1] ^ (rs.state[i-1] >> 30)) * 1566083941UL))
- i; /* non linear */
rs.state[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
i++;
if (i>=N) { rs.state[0] = rs.state[N-1]; i=1; }
}
rs.state[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */
rs.left = 1; /*rs.initf = 1;*/
}
static void next_state(MersenneTwister &rs)
{
unsigned long *p=rs.state;
int j;
/* if init_genrand() has not been called, */
/* a default initial seed is used */
//if (rs.initf==0) init_genrand(rs,5489UL);
rs.left = N;
rs.next = rs.state;
for (j=N-M+1; --j; p++)
*p = p[M] ^ TWIST(p[0], p[1]);
for (j=M; --j; p++)
*p = p[M-N] ^ TWIST(p[0], p[1]);
*p = p[M-N] ^ TWIST(p[0], rs.state[0]);
}
/* generates a random number on [0,0xffffffff]-interval */
unsigned long genrand_int32(MersenneTwister &rs)
{
unsigned long y;
if (--rs.left == 0) next_state(rs);
y = *rs.next++;
/* Tempering */
y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680UL;
y ^= (y << 15) & 0xefc60000UL;
y ^= (y >> 18);
return y;
}
/* generates a random number on [0,0x7fffffff]-interval */
long genrand_int31(MersenneTwister &rs)
{
unsigned long y;
if (--rs.left == 0) next_state(rs);
y = *rs.next++;
/* Tempering */
y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680UL;
y ^= (y << 15) & 0xefc60000UL;
y ^= (y >> 18);
return (long)(y>>1);
}
/* generates a random number on [0,1]-real-interval */
double genrand_real1(MersenneTwister &rs)
{
unsigned long y;
if (--rs.left == 0) next_state(rs);
y = *rs.next++;
/* Tempering */
y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680UL;
y ^= (y << 15) & 0xefc60000UL;
y ^= (y >> 18);
return (double)y * (1.0/4294967295.0);
/* divided by 2^32-1 */
}
/* generates a random number on [0,1)-real-interval */
double genrand_real2(MersenneTwister &rs)
{
unsigned long y;
if (--rs.left == 0) next_state(rs);
y = *rs.next++;
/* Tempering */
y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680UL;
y ^= (y << 15) & 0xefc60000UL;
y ^= (y >> 18);
return (double)y * (1.0/4294967296.0);
/* divided by 2^32 */
}
/* generates a random number on (0,1)-real-interval */
double genrand_real3(MersenneTwister &rs)
{
unsigned long y;
if (--rs.left == 0) next_state(rs);
y = *rs.next++;
/* Tempering */
y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680UL;
y ^= (y << 15) & 0xefc60000UL;
y ^= (y >> 18);
return ((double)y + 0.5) * (1.0/4294967296.0);
/* divided by 2^32 */
}
/* generates a random number on [0,1) with 53-bit resolution*/
double genrand_res53(MersenneTwister &rs)
{
unsigned long a=genrand_int32(rs)>>5, b=genrand_int32(rs)>>6;
return(a*67108864.0+b)*(1.0/9007199254740992.0);
}
/* These real versions are due to Isaku Wada, 2002/01/09 added */
#define NN 312
#define MM 156
#undef MATRIX_A
#define MATRIX_A ULL_DEF(0xB5026F5AA96619E9)
#define UM ULL_DEF(0xFFFFFFFF80000000) /* Most significant 33 bits */
#define LM ULL_DEF(0x7FFFFFFF) /* Least significant 31 bits */
/* The array for the state vector //
static std::uint64_t mt[NN];
static int mti=NN+1;
*/
/* initializes mt[NN] with a seed */
void init_genrand64(MersenneTwister64& rs,std::uint64_t seed)
{
rs.mt[0] = seed;
for (rs.mti=1; rs.mti<NN; rs.mti++)
rs.mt[rs.mti] = (ULL_DEF(6364136223846793005) * (rs.mt[rs.mti-1] ^ (rs.mt[rs.mti-1] >> 62)) + rs.mti);
}
/* initialize by an array with array-length */
/* init_key is the array for initializing keys */
/* key_length is its length */
void init_by_array64(MersenneTwister64& rs,const std::uint64_t init_key[],
std::uint64_t key_length)
{
std::uint64_t i, j, k;
init_genrand64(rs,ULL_DEF(19650218));
i=1; j=0;
k = (NN>key_length ? NN : key_length);
for (; k; k--) {
rs.mt[i] = (rs.mt[i] ^ ((rs.mt[i-1] ^ (rs.mt[i-1] >> 62)) * ULL_DEF(3935559000370003845)))
+ init_key[j] + j; /* non linear */
i++; j++;
if (i>=NN) { rs.mt[0] = rs.mt[NN-1]; i=1; }
if (j>=key_length) j=0;
}
for (k=NN-1; k; k--) {
rs.mt[i] = (rs.mt[i] ^ ((rs.mt[i-1] ^ (rs.mt[i-1] >> 62)) * ULL_DEF(2862933555777941757)))
- i; /* non linear */
i++;
if (i>=NN) { rs.mt[0] = rs.mt[NN-1]; i=1; }
}
rs.mt[0] = ULL_DEF(1) << 63; /* MSB is 1; assuring non-zero initial array */
}
/* generates a random number on [0, 2^64-1]-interval */
std::uint64_t genrand64_int64(MersenneTwister64& rs)
{
int i=0;
std::uint64_t x;
static std::uint64_t mag01[2]={ULL_DEF(0), MATRIX_A};
if (rs.mti >= NN) { /* generate NN words at one time */
for (i=0;i<NN-MM;i++) {
x = (rs.mt[i]&UM)|(rs.mt[i+1]&LM);
rs.mt[i] = rs.mt[i+MM] ^ (x>>1) ^ mag01[(int)(x&ULL_DEF(1))];
}
for (;i<NN-1;i++) {
x = (rs.mt[i]&UM)|(rs.mt[i+1]&LM);
rs.mt[i] = rs.mt[i+(MM-NN)] ^ (x>>1) ^ mag01[(int)(x&ULL_DEF(1))];
}
x = (rs.mt[NN-1]&UM)|(rs.mt[0]&LM);
rs.mt[NN-1] = rs.mt[MM-1] ^ (x>>1) ^ mag01[(int)(x&ULL_DEF(1))];
rs.mti = 0;
}
x = rs.mt[rs.mti++];
x ^= (x >> 29) & ULL_DEF(0x5555555555555555);
x ^= (x << 17) & ULL_DEF(0x71D67FFFEDA60000);
x ^= (x << 37) & ULL_DEF(0xFFF7EEE000000000);
x ^= (x >> 43);
return x;
}
/* generates a random number on [0, 2^63-1]-interval */
std::int64_t genrand64_int63(MersenneTwister64& rs)
{
return (std::int64_t)(genrand64_int64(rs) >> 1);
}
#ifdef INT64_IS_NOT_STD
#define AVOID_C2520_ERROR(p) (std::int64_t)(p)
#else
#define AVOID_C2520_ERROR(p) (p)
#endif //INT64_IS_NOT_STD
/* generates a random number on [0,1]-real-interval */
double genrand64_real1(MersenneTwister64& rs)
{
return AVOID_C2520_ERROR(genrand64_int64(rs) >> 11) * (1.0/9007199254740991.0);
}
/* generates a random number on [0,1)-real-interval */
double genrand64_real2(MersenneTwister64& rs)
{
return AVOID_C2520_ERROR(genrand64_int64(rs) >> 11) * (1.0/9007199254740992.0);
}
/* generates a random number on (0,1)-real-interval */
double genrand64_real3(MersenneTwister64& rs)
{
return (AVOID_C2520_ERROR(genrand64_int64(rs) >> 12) + 0.5) * (1.0/4503599627370496.0);
}