mt.h

A C++ class library for scientific computing

/*
 * $Id: mt.h,v 1.6 2005/10/13 20:08:53 julianc Exp $
 *
 * A C-program for MT19937: Integer version (1998/4/6)            
 *  genrand() generates one pseudorandom unsigned integer (32bit) 
 * which is uniformly distributed among 0 to 2^32-1  for each    
 * call. sgenrand(seed) set initial values to the working area   
 * of 624 words. Before genrand(), sgenrand(seed) must be        
 * called once. (seed is any 32-bit integer except for 0).
 *   Coded by Takuji Nishimura, considering the suggestions by    
 * Topher Cooper and Marc Rieffel in July-Aug. 1997.             
 *
 * This library is free software; you can redistribute it and/or 
 * modify it under the terms of the GNU Library General Public   
 * License as published by the Free Software Foundation; either    
 * version 2 of the License, or (at your option) any later         
 * version.                                                        
 * This library is distributed in the hope that it will be useful, 
 * but WITHOUT ANY WARRANTY; without even the implied warranty of  
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.            
 * See the GNU Library General Public License for more details.    
 * You should have received a copy of the GNU Library General      
 * Public License along with this library; if not, write to the    
 * Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA    
 * 02111-1307  USA                                                 
 *
 * Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura.       
 * When you use this, send an email to: [e-mail]   
 * with an appropriate reference to your work.                     
 *
 * REFERENCE                                                       
 * M. Matsumoto and T. Nishimura,                                  
 * "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform
 * Pseudo-Random Number Generator",                                
 * ACM Transactions on Modeling and Computer Simulation,           
 * Vol. 8, No. 1, January 1998, pp 3--30.                          
 *
 * See 
 *     http://www.math.keio.ac.jp/~matumoto/emt.html
 * and
 *     http://www.acm.org/pubs/citations/journals/tomacs/1998-8-1/p3-matsumoto/
 *
 */

#ifndef BZ_RAND_MT
#define BZ_RAND_MT

#include <blitz/blitz.h>

#include <vector>
#include <string>
#include <sstream> 
#include <iostream>
#include <iterator>

#ifndef UINT_MAX
  #include <limits.h>
#endif

BZ_NAMESPACE(ranlib)

class MersenneTwister
{
public:

#if UINT_MAX < 4294967295U
  typedef unsigned long twist_int;  // must be at least 32 bits
#else
  typedef unsigned int twist_int;
#endif

private:

#if defined(BZ_HAVE_NAMESPACES) && defined(BZ_HAVE_STD)
  typedef std::vector<twist_int> State;
#else
  typedef vector<twist_int> State;
#endif

  typedef State::iterator Iter;

  struct BitMixer {
    enum { K = 0x9908b0df };
    BitMixer() : s0(0) {}
    inline twist_int low_mask (twist_int s1) const {
      return (s1&1u) ? K : 0u;
    }
    inline twist_int high_mask (twist_int s1) const {
      return ((s0&0x80000000)|(s1&0x7fffffff))>>1;
    }
    inline twist_int operator() (twist_int s1) {
      twist_int r = high_mask(s1) ^ low_mask(s1);
      s0 = s1;
      return r;
    }
    twist_int s0;
  };

enum { N = 624, PF = 397, reference_seed = 4357 }; 
 
  void initialize()
  {
    S.resize(N);
    I = S.end();
  }
 
public: 
  MersenneTwister()
  {
    initialize();
    seed();

    // There is a problem: static initialization + templates do not
    // mix very well in C++.  If you have a static member
    // of a class template, there is no guarantee on its order iin
    // static initialization.  This MersenneTwister class is used
    // elsewhere as a static member of a template class, and it is
    // possible (in fact, I've done so) to create a static initializer
    // that will invoke the seed() method of this object before its
    // ctor has been called (result: crash). 
    // ANSI C++ is stranger than fiction.
    // Currently the documentation forbids using RNGs from
    // static initializers.  There doesn't seem to be a good
    // fix.
  }

  MersenneTwister(twist_int initial_seed)
  {
    initialize();
    seed(initial_seed);
  }

  void seed (twist_int seed = reference_seed)
  {
    // seed cannot equal 0
    if (seed == 0)
      seed = reference_seed;

    enum { Knuth_A = 69069 }; 
    twist_int x = seed & 0xFFFFFFFF;
    Iter s = S.begin();
    twist_int mask = (seed == reference_seed) ? 0 : 0xFFFFFFFF;
    for (int j = 0; j < N; ++j) {
      // adding j here avoids the risk of all zeros 
      // we suppress this term in "compatibility" mode  
      *s++ = (x + (mask & j)) & 0xFFFFFFFF; 
      x *= Knuth_A;
    }

    reload();
  }

  void reload (void)
  {
    // This check is required because it is possible to call random()
    // before the constructor.  See the note above about static
    // initialization.

    Iter p0 = S.begin();
    Iter pM = p0 + PF;
    BitMixer twist;
    twist (S[0]); // prime the pump
    for (Iter pf_end = S.begin()+(N-PF); p0 != pf_end; ++p0, ++pM)
      *p0 = *pM ^ twist (p0[1]);
    pM = S.begin();
    for (Iter s_end = S.begin()+(N-1); p0 != s_end; ++p0, ++pM)
      *p0 = *pM ^ twist (p0[1]);
    *p0 = *pM ^ twist (S[0]);

    I = S.begin();
  }

  inline twist_int random (void)
  {
    if (I >= S.end()) reload();
    twist_int y = *I++;
    y ^= (y >> 11);
    y ^= (y <<  7) & 0x9D2C5680;
    y ^= (y << 15) & 0xEFC60000;
    y ^= (y >> 18);
    return y;
  }

  // functions for getting/setting state
  class mt_state {
    friend class MersenneTwister;
  private:
    State S;
    int I;
  public: 
    mt_state() { }
    mt_state(State s, int i) : S(s), I(i) { }
    mt_state(const std::string& s) {
      std::istringstream is(s);
      is >> I;
      S = State(std::istream_iterator<twist_int>(is),
		std::istream_iterator<twist_int>());
      assert(!S.empty());
    }
    operator bool() const { return !S.empty(); }
    std::string str() const {
      if (S.empty())
	return std::string();
      std::ostringstream os;
      os << I << " ";
      std::copy(S.begin(), S.end(),
		std::ostream_iterator<twist_int>(os," "));
      return os.str();
    }
  };
  
  typedef mt_state T_state;
  T_state getState() const { return T_state(S, I-S.begin()); }
  std::string getStateString() const {
    T_state tmp(S, I-S.begin());
    return tmp.str();
  }
  void setState(const T_state& s) {
    if (!s) {
      std::cerr << "Error: state is empty" << std::endl;
      return;
    } 
    S = s.S;
    I = S.begin() + s.I;
  }
  void setState(const std::string& s) {
    T_state tmp(s);
    setState(tmp);
  }
  
private:
  State   S;
  Iter    I;
};


BZ_NAMESPACE_END

#endif // BZ_RAND_MT