lagged_fibonacci.hpp

来自「support vector clustering for vc++」· HPP 代码 · 共 465 行 · 第 1/2 页

template<> \
struct fibonacci_validation<T, P, Q>  \
{                                     \
  BOOST_STATIC_CONSTANT(bool, is_specialized = true);     \
  static T value() { return V; }      \
  static T tolerance()                \
{ return (std::max)(E, static_cast<T>(5*std::numeric_limits<T>::epsilon())); } \
};
// (The extra static_cast<T> in the std::max call above is actually
// unnecessary except for HP aCC 1.30, which claims that
// numeric_limits<double>::epsilon() doesn't actually return a double.)

BOOST_RANDOM_FIBONACCI_VAL(double, 607, 273, 0.4293817707235914, 1e-14)
BOOST_RANDOM_FIBONACCI_VAL(double, 1279, 418, 0.9421630240437659, 1e-14)
BOOST_RANDOM_FIBONACCI_VAL(double, 2281, 1252, 0.1768114046909004, 1e-14)
BOOST_RANDOM_FIBONACCI_VAL(double, 3217, 576, 0.1956232694868209, 1e-14)
BOOST_RANDOM_FIBONACCI_VAL(double, 4423, 2098, 0.9499762202147172, 1e-14)
BOOST_RANDOM_FIBONACCI_VAL(double, 9689, 5502, 0.05737836943695162, 1e-14)
BOOST_RANDOM_FIBONACCI_VAL(double, 19937, 9842, 0.5076528587449834, 1e-14)
BOOST_RANDOM_FIBONACCI_VAL(double, 23209, 13470, 0.5414473810619185, 1e-14)
BOOST_RANDOM_FIBONACCI_VAL(double, 44497,21034, 0.254135073399297, 1e-14)

#undef BOOST_RANDOM_FIBONACCI_VAL

template<class RealType, int w, unsigned int p, unsigned int q>
class lagged_fibonacci_01
{
public:
  typedef RealType result_type;
  BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
  BOOST_STATIC_CONSTANT(int, word_size = w);
  BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
  BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);

  lagged_fibonacci_01() { init_modulus(); seed(); }
  explicit lagged_fibonacci_01(uint32_t value) { init_modulus(); seed(value); }
  template<class Generator>
  explicit lagged_fibonacci_01(Generator & gen) { init_modulus(); seed(gen); }
  template<class It> lagged_fibonacci_01(It& first, It last)
  { init_modulus(); seed(first, last); }
  // compiler-generated copy ctor and assignment operator are fine

private:
  void init_modulus()
  {
#ifndef BOOST_NO_STDC_NAMESPACE
    // allow for Koenig lookup
    using std::pow;
#endif
    _modulus = pow(RealType(2), word_size);
  }

public:
  void seed(uint32_t value = 331u)
  {
    minstd_rand0 intgen(value);
    seed(intgen);
  }

  // For GCC, moving this function out-of-line prevents inlining, which may
  // reduce overall object code size.  However, MSVC does not grok
  // out-of-line template member functions.
  template<class Generator>
  void seed(Generator & gen)
  {
    // use pass-by-reference, but wrap argument in pass_through_engine
    typedef detail::pass_through_engine<Generator&> ref_gen;
    uniform_01<ref_gen, RealType> gen01 =
      uniform_01<ref_gen, RealType>(ref_gen(gen));
    // I could have used std::generate_n, but it takes "gen" by value
    for(unsigned int j = 0; j < long_lag; ++j)
      x[j] = gen01();
    i = long_lag;
  }

  template<class It>
  void seed(It& first, It last)
  {
#ifndef BOOST_NO_STDC_NAMESPACE
    // allow for Koenig lookup
    using std::fmod;
    using std::pow;
#endif
    unsigned long mask = ~((~0u) << (w%32));   // now lowest w bits set
    RealType two32 = pow(RealType(2), 32);
    unsigned int j;
    for(j = 0; j < long_lag && first != last; ++j, ++first) {
      x[j] = RealType(0);
      for(int i = 0; i < w/32 && first != last; ++i, ++first)
        x[j] += *first / pow(two32,i+1);
      if(first != last && mask != 0)
        x[j] += fmod((*first & mask) / _modulus, RealType(1));
    }
    i = long_lag;
    if(first == last && j < long_lag)
      throw std::invalid_argument("lagged_fibonacci_01::seed");
  }

  result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
  result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }

  result_type operator()()
  {
    if(i >= long_lag)
      fill();
    return x[i++];
  }

  static bool validation(result_type x)
  {
    result_type v = fibonacci_validation<result_type, p, q>::value();
    result_type epsilon = fibonacci_validation<result_type, p, q>::tolerance();
    // std::abs is a source of trouble: sometimes, it's not overloaded
    // for double, plus the usual namespace std noncompliance -> avoid it
    // using std::abs;
    // return abs(x - v) < 5 * epsilon
    return x > v - epsilon && x < v + epsilon;
  }
  
#ifndef BOOST_NO_OPERATORS_IN_NAMESPACE

#ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS
  template<class CharT, class Traits>
  friend std::basic_ostream<CharT,Traits>&
  operator<<(std::basic_ostream<CharT,Traits>& os, const lagged_fibonacci_01&f)
  {
#ifndef BOOST_NO_STDC_NAMESPACE
    // allow for Koenig lookup
    using std::pow;
#endif
    os << f.i << " ";
    std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left); 
    for(unsigned int i = 0; i < f.long_lag; ++i)
      os << f.x[i] * f._modulus << " ";
    os.flags(oldflags);
    return os;
  }

  template<class CharT, class Traits>
  friend std::basic_istream<CharT, Traits>&
  operator>>(std::basic_istream<CharT, Traits>& is, lagged_fibonacci_01& f)
    {
# ifdef BOOST_RANDOM_EXTRACT_LF
        return detail::extract_lagged_fibonacci_01(is, f, f.i, f.x, f._modulus);
# else
        is >> f.i >> std::ws;
        for(unsigned int i = 0; i < f.long_lag; ++i) {
            typename lagged_fibonacci_01::result_type value;
            is >> value >> std::ws;
            f.x[i] = value / f._modulus;
        }
        return is;
# endif 
    }
#endif

  friend bool operator==(const lagged_fibonacci_01& x,
                         const lagged_fibonacci_01& y)
  { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
  friend bool operator!=(const lagged_fibonacci_01& x,
                         const lagged_fibonacci_01& y)
  { return !(x == y); }
#else
  // Use a member function; Streamable concept not supported.
  bool operator==(const lagged_fibonacci_01& rhs) const
  { return i == rhs.i && std::equal(x, x+long_lag, rhs.x); }
  bool operator!=(const lagged_fibonacci_01& rhs) const
  { return !(*this == rhs); }
#endif

private:
  void fill();
  unsigned int i;
  RealType x[long_lag];
  RealType _modulus;
};

#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
//  A definition is required even for integral static constants
template<class RealType, int w, unsigned int p, unsigned int q>
const bool lagged_fibonacci_01<RealType, w, p, q>::has_fixed_range;
template<class RealType, int w, unsigned int p, unsigned int q>
const unsigned int lagged_fibonacci_01<RealType, w, p, q>::long_lag;
template<class RealType, int w, unsigned int p, unsigned int q>
const unsigned int lagged_fibonacci_01<RealType, w, p, q>::short_lag;
template<class RealType, int w, unsigned int p, unsigned int q>
const int lagged_fibonacci_01<RealType,w,p,q>::word_size;

#endif

template<class RealType, int w, unsigned int p, unsigned int q>
void lagged_fibonacci_01<RealType, w, p, q>::fill()
{
  // two loops to avoid costly modulo operations
  {  // extra scope for MSVC brokenness w.r.t. for scope
  for(unsigned int j = 0; j < short_lag; ++j) {
    RealType t = x[j] + x[j+(long_lag-short_lag)];
    if(t >= RealType(1))
      t -= RealType(1);
    x[j] = t;
  }
  }
  for(unsigned int j = short_lag; j < long_lag; ++j) {
    RealType t = x[j] + x[j-short_lag];
    if(t >= RealType(1))
      t -= RealType(1);
    x[j] = t;
  }
  i = 0;
}

} // namespace random

typedef random::lagged_fibonacci_01<double, 48, 607, 273> lagged_fibonacci607;
typedef random::lagged_fibonacci_01<double, 48, 1279, 418> lagged_fibonacci1279;
typedef random::lagged_fibonacci_01<double, 48, 2281, 1252> lagged_fibonacci2281;
typedef random::lagged_fibonacci_01<double, 48, 3217, 576> lagged_fibonacci3217;
typedef random::lagged_fibonacci_01<double, 48, 4423, 2098> lagged_fibonacci4423;
typedef random::lagged_fibonacci_01<double, 48, 9689, 5502> lagged_fibonacci9689;
typedef random::lagged_fibonacci_01<double, 48, 19937, 9842> lagged_fibonacci19937;
typedef random::lagged_fibonacci_01<double, 48, 23209, 13470> lagged_fibonacci23209;
typedef random::lagged_fibonacci_01<double, 48, 44497, 21034> lagged_fibonacci44497;


// It is possible to partially specialize uniform_01<> on lagged_fibonacci_01<>
// to help the compiler generate efficient code.  For GCC, this seems useless,
// because GCC optimizes (x-0)/(1-0) to (x-0).  This is good enough for now.

} // namespace boost

#endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP