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MersenneTwister.h
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/*
A C-program for MT19937, with initialization improved 2002/1/26.
Coded by Takuji Nishimura and Makoto Matsumoto.
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.
This C++ porting is done by stlalv on November 12, 2010.
e-mail:stlalv @ nifty.com (remove space)
Original C code is found at http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html as mt19937ar.tgz
*/
#include <vector>
using namespace std;
class CMersenneTwister {
private:
const int m_iN ;
const int m_iM ;
const int m_ulMATRIX_A ;
const unsigned int m_ulUPPER_MASK;
const unsigned int m_ulLOWER_MASK;
vector<unsigned int> m_veculMT ;
int m_iMTI ;
public:
CMersenneTwister()
: m_iN (624)
, m_iM (397)
, m_ulMATRIX_A (0x9908b0dfUL) // constant vector a
, m_ulUPPER_MASK(0x80000000UL) // most significant w-r bits
, m_ulLOWER_MASK(0x7fffffffUL) // least significant r bits
{
m_veculMT.resize(m_iN);
m_iMTI = m_iN + 1; // mti==N+1 means mt[N] is not initialized
unsigned int aulInit[4] = { 0x123, 0x234, 0x345, 0x456 }; // use default seed
init_by_array(aulInit, sizeof aulInit / sizeof aulInit[0]);
}
// initializes mt[N] with a seed
void init_genrand(unsigned int ulSeed) {
m_veculMT[0] = ulSeed & 0xffffffffUL;
{for (m_iMTI = 1; m_iMTI < m_iN; m_iMTI++) {
m_veculMT[m_iMTI] = (1812433253UL * (m_veculMT[m_iMTI - 1] ^ (m_veculMT[m_iMTI - 1] >> 30)) + m_iMTI);
// See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier.
// In the previous versions, MSBs of the seed affect
// only MSBs of the array mt[].
// 2002/01/09 modified by Makoto Matsumoto
m_veculMT[m_iMTI] &= 0xffffffffUL; // for >32 bit machines
}}
}
// initialize by an array with array-length
// init_key is the array for initializing keys
// key_length is its length
void init_by_array(unsigned int aulInitKey[], int iKeyLength) {
init_genrand(19650218UL);
int iI = 1;
int iJ = 0;
{for (int k = m_iN > iKeyLength ? m_iN : iKeyLength; k; k--) {
m_veculMT[iI] = (m_veculMT[iI] ^ ((m_veculMT[iI - 1] ^ (m_veculMT[iI - 1] >> 30)) * 1664525UL))
+ aulInitKey[iJ] + iJ; /* non linear */
m_veculMT[iI] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
iI++; iJ++;
if (iI >= m_iN) { m_veculMT[0] = m_veculMT[m_iN - 1]; iI = 1; }
if (iJ >= iKeyLength) { iJ = 0; }
}}
{for (int k = m_iN - 1; k; k--) {
m_veculMT[iI] = (m_veculMT[iI] ^ ((m_veculMT[iI - 1] ^ (m_veculMT[iI - 1] >> 30)) * 1566083941UL)) - iI; // non linear
m_veculMT[iI] &= 0xffffffffUL; // for WORDSIZE > 32 machines
iI++;
if (iI >= m_iN) { m_veculMT[0] = m_veculMT[m_iN - 1]; iI = 1; }
}}
m_veculMT[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */
}
// generates a random number on [0,0xffffffff]-interval
unsigned int genrand_uint32() {
unsigned int aulMag01[2] = { 0x0UL, m_ulMATRIX_A };
// mag01[x] = x * MATRIX_A for x=0,1
if (m_iMTI >= m_iN) {
// generate N words at one time
if (m_iMTI == m_iN+1) {
/* if init_genrand() has not been called, */
init_genrand(5489UL); /* a default initial seed is used */
}
int iKK = 0;
{for (; iKK < m_iN - m_iM; iKK++) {
unsigned int ulY = (m_veculMT[iKK] & m_ulUPPER_MASK) | (m_veculMT[iKK + 1] & m_ulLOWER_MASK);
m_veculMT[iKK] = m_veculMT[iKK + m_iM] ^ (ulY >> 1) ^ aulMag01[ulY & 0x1UL];
}}
{for (; iKK < m_iN - 1; iKK++) {
unsigned int ulY = (m_veculMT[iKK] & m_ulUPPER_MASK) | (m_veculMT[iKK + 1] & m_ulLOWER_MASK);
m_veculMT[iKK] = m_veculMT[iKK + (m_iM - m_iN)] ^ (ulY >> 1) ^ aulMag01[ulY & 0x1UL];
}}
unsigned int ulY = (m_veculMT[m_iN - 1] & m_ulUPPER_MASK) | (m_veculMT[0] & m_ulLOWER_MASK);
m_veculMT[m_iN - 1] = m_veculMT[m_iM - 1] ^ (ulY >> 1) ^ aulMag01[ulY & 0x1UL];
m_iMTI = 0;
}
unsigned int ulY = m_veculMT[m_iMTI++];
// Tempering
ulY ^= (ulY >> 11) ;
ulY ^= (ulY << 7) & 0x9d2c5680UL;
ulY ^= (ulY << 15) & 0xefc60000UL;
ulY ^= (ulY >> 18) ;
return ulY;
}
// generates a random floating point number on [0,1]
double genrand_real1() {
return genrand_uint32() * (1.0 / 4294967295.0); // divided by 2^32-1
}
// generates a random floating point number on [0,1)
double genrand_real2() {
return genrand_uint32() * (1.0 / 4294967296.0); // divided by 2^32
}
// generates a random integer number from 0 to N-1
int genrand_N(int iN) {
return (int)(genrand_uint32() * (iN / 4294967296.0));
}
};