random.cpp

A Mersenne Twister Class

#include "stdafx.h"
#include "Random.h"

CRandomMT::CRandomMT() : left(-1)
{
	SeedMT(DEFAULT_SEED);
}

CRandomMT::CRandomMT(ULONG _seed) : left(-1), seedValue(_seed)
{
	SeedMT(seedValue);
}

void CRandomMT::SeedMT(ULONG seed)
 {
    //
    // We initialize state[0..(N-1)] via the generator
    //
    //   x_new = (69069 * x_old) mod 2^32
    //
    // from Line 15 of Table 1, p. 106, Sec. 3.3.4 of Knuth's
    // _The Art of Computer Programming_, Volume 2, 3rd ed.
    //
    // Notes (SJC): I do not know what the initial state requirements
    // of the Mersenne Twister are, but it seems this seeding generator
    // could be better.  It achieves the maximum period for its modulus
    // (2^30) iff x_initial is odd (p. 20-21, Sec. 3.2.1.2, Knuth); if
    // x_initial can be even, you have sequences like 0, 0, 0, ...;
    // 2^31, 2^31, 2^31, ...; 2^30, 2^30, 2^30, ...; 2^29, 2^29 + 2^31,
    // 2^29, 2^29 + 2^31, ..., etc. so I force seed to be odd below.
    //
    // Even if x_initial is odd, if x_initial is 1 mod 4 then
    //
    //   the          lowest bit of x is always 1,
    //   the  next-to-lowest bit of x is always 0,
    //   the 2nd-from-lowest bit of x alternates      ... 0 1 0 1 0 1 0 1 ... ,
    //   the 3rd-from-lowest bit of x 4-cycles        ... 0 1 1 0 0 1 1 0 ... ,
    //   the 4th-from-lowest bit of x has the 8-cycle ... 0 0 0 1 1 1 1 0 ... ,
    //    ...
    //
    // and if x_initial is 3 mod 4 then
    //
    //   the          lowest bit of x is always 1,
    //   the  next-to-lowest bit of x is always 1,
    //   the 2nd-from-lowest bit of x alternates      ... 0 1 0 1 0 1 0 1 ... ,
    //   the 3rd-from-lowest bit of x 4-cycles        ... 0 0 1 1 0 0 1 1 ... ,
    //   the 4th-from-lowest bit of x has the 8-cycle ... 0 0 1 1 1 1 0 0 ... ,
    //    ...
    //
    // The generator's potency (min. s>=0 with (69069-1)^s = 0 mod 2^32) is
    // 16, which seems to be alright by p. 25, Sec. 3.2.1.3 of Knuth.  It
    // also does well in the dimension 2..5 spectral tests, but it could be
    // better in dimension 6 (Line 15, Table 1, p. 106, Sec. 3.3.4, Knuth).
    //
    // Note that the random number user does not see the values generated
    // here directly since reloadMT() will always munge them first, so maybe
    // none of all of this matters.  In fact, the seed values made here could
    // even be extra-special desirable if the Mersenne Twister theory says
    // so-- that's why the only change I made is to restrict to odd seeds.
    //

    register ULONG x = (seed | 1U) & 0xFFFFFFFFU, *s = state;
    register int    j;

    for(left=0, *s++=x, j=N; --j;
        *s++ = (x*=69069U) & 0xFFFFFFFFU);
	seedValue = seed;	// Save the seed value used - DHL
 }


ULONG CRandomMT::ReloadMT(void)
 {
    register ULONG *p0=state, *p2=state+2, *pM=state+M, s0, s1;
    register int    j;

    if(left < -1)
        SeedMT(seedValue);	// Changed to make use of our seed value - DHL

    left=N-1, next=state+1;

    for(s0=state[0], s1=state[1], j=N-M+1; --j; s0=s1, s1=*p2++)
        *p0++ = *pM++ ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);

    for(pM=state, j=M; --j; s0=s1, s1=*p2++)
        *p0++ = *pM++ ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);

    s1=state[0], *p0 = *pM ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);
    s1 ^= (s1 >> 11);
    s1 ^= (s1 <<  7) & 0x9D2C5680U;
    s1 ^= (s1 << 15) & 0xEFC60000U;
    return(s1 ^ (s1 >> 18));
 }