// MersenneTwister.h // Mersenne Twister random number generator -- a C++ class MTRand // Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus // Richard J. Wagner v0.7 12 July 2001 rjwagner@writeme.com // The Mersenne Twister is an algorithm for generating random numbers. It // was designed with consideration of the flaws in various other generators. // The period, 2^19937-1, and the order of equidistribution, 623 dimensions, // are far greater. The generator is also fast; it avoids multiplication and // division, and it benefits from caches and pipelines. For more information // see the inventors' web page at http://www.math.keio.ac.jp/~matumoto/emt.html // 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. // Copyright (C) 2001 Richard J. Wagner // // This library is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 2.1 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 // Lesser General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License along with this library; if not, write to the Free Software // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA // The original code included the following notice: // // Copyright (C) 1997, 1999 Makoto Matsumoto and Takuji Nishimura. // When you use this, send an email to: matumoto@math.keio.ac.jp // with an appropriate reference to your work. // // It would be nice to CC: rjwagner@writeme.com and Cokus@math.washington.edu // when you write. #ifndef MERSENNETWISTER_H #define MERSENNETWISTER_H // Not thread safe (unless auto-initialization is avoided and each thread has // its own MTRand object) #include #include #include class MTRand { // Data public: typedef unsigned long uint32; // unsigned integer type, at least 32 bits enum { N = 624 }; // length of state vector enum { SAVE = N + 1 }; // length of array for save() protected: enum { M = 397 }; // period parameter enum { MAGIC = 0x9908b0dfU }; // magic constant uint32 state[N]; // internal state uint32 *pNext; // next value to get from state int left; // number of values left before reload needed //Methods public: MTRand( const uint32& oneSeed ); // initialize with a simple uint32 MTRand( uint32 *const bigSeed ); // initialize with an array of N uint32's MTRand(); // auto-initialize with /dev/urandom or time() and clock() // Access to 32-bit random numbers // Do NOT use for CRYPTOGRAPHY without securely hashing several returned // values together, otherwise the generator state can be learned after // reading 624 consecutive values. double rand(); // real number in [0,1] double rand( const double& n ); // real number in [0,n] double randExc(); // real number in [0,1) double randExc( const double& n ); // real number in [0,n) double randDblExc(); // real number in (0,1) double randDblExc( const double& n ); // real number in (0,n) uint32 randInt(); // integer in [0,2^32-1] uint32 randInt( const uint32& n ); // integer in [0,n] for n < 2^32 double operator()() { return rand(); } // same as rand() // Re-seeding functions with same behavior as initializers void seed( uint32 oneSeed ); void seed( uint32 *const bigSeed ); void seed(); // Saving and loading generator state void save( uint32* saveArray ) const; // to array of size SAVE void load( uint32 *const loadArray ); // from such array friend std::ostream& operator<<( std::ostream& os, const MTRand& mtrand ); friend std::istream& operator>>( std::istream& is, MTRand& mtrand ); protected: void reload(); uint32 hiBit( const uint32& u ) const { return u & 0x80000000U; } uint32 loBit( const uint32& u ) const { return u & 0x00000001U; } uint32 loBits( const uint32& u ) const { return u & 0x7fffffffU; } uint32 mixBits( const uint32& u, const uint32& v ) const { return hiBit(u) | loBits(v); } uint32 twist( const uint32& m, const uint32& s0, const uint32& s1 ) const { return m ^ (mixBits(s0,s1)>>1) ^ (loBit(s1) ? MAGIC : 0U); } static uint32 hash( time_t t, clock_t c ); }; inline MTRand::MTRand( const uint32& oneSeed ) { seed(oneSeed); } inline MTRand::MTRand( uint32 *const bigSeed ) { seed(bigSeed); } inline MTRand::MTRand() { seed(); } inline double MTRand::rand() { return double(randInt()) * 2.3283064370807974e-10; } inline double MTRand::rand( const double& n ) { return rand() * n; } inline double MTRand::randExc() { return double(randInt()) * 2.3283064365386963e-10; } inline double MTRand::randExc( const double& n ) { return randExc() * n; } inline double MTRand::randDblExc() { return double( 1.0 + randInt() ) * 2.3283064359965952e-10; } inline double MTRand::randDblExc( const double& n ) { return randDblExc() * n; } inline MTRand::uint32 MTRand::randInt() { if( left == 0 ) reload(); --left; register uint32 s1; s1 = *pNext++; s1 ^= (s1 >> 11); s1 ^= (s1 << 7) & 0x9d2c5680U; s1 ^= (s1 << 15) & 0xefc60000U; return ( s1 ^ (s1 >> 18) ); } inline MTRand::uint32 MTRand::randInt( const uint32& n ) { // Find which bits are used in n uint32 used = ~0; for( uint32 m = n; m; used <<= 1, m >>= 1 ) {} used = ~used; // Draw numbers until one is found in [0,n] uint32 i; do i = randInt() & used; // toss unused bits to shorten search while( i > n ); return i; } inline void MTRand::seed( uint32 oneSeed ) { // Seed the generator with a simple uint32 register uint32 *s; register int i; for( i = N, s = state; i--; *s = oneSeed & 0xffff0000, *s++ |= ( (oneSeed *= 69069U)++ & 0xffff0000 ) >> 16, (oneSeed *= 69069U)++ ) {} // hard to read, but fast reload(); } inline void MTRand::seed( uint32 *const bigSeed ) { // Seed the generator with an array of 624 uint32's // There are 2^19937-1 possible initial states. This function allows // any one of those to be chosen by providing 19937 bits. The lower // 31 bits of the first element, bigSeed[0], are discarded. Any bits // above the lower 32 in each element are also discarded. Theoretically, // the rest of the array can contain any values except all zeroes. // Just call seed() if you want to get array from /dev/urandom register uint32 *s = state, *b = bigSeed; register int i = N; for( ; i--; *s++ = *b++ & 0xffffffff ) {} reload(); } inline void MTRand::seed() { // Seed the generator with an array from /dev/urandom if available // Otherwise use a hash of time() and clock() values // First try getting an array from /dev/urandom FILE* urandom = fopen( "/dev/urandom", "rb" ); if( urandom ) { register uint32 *s = state; register int i = N; register bool success = true; while( success && i-- ) { success = fread( s, sizeof(uint32), 1, urandom ); *s++ &= 0xffffffff; // filter in case uint32 > 32 bits } fclose(urandom); if( success ) { // There is a 1 in 2^19937 chance that a working urandom gave // 19937 consecutive zeroes and will make the generator fail // Ignore that case and continue with initialization reload(); return; } } // Was not successful, so use time() and clock() instead seed( hash( time(NULL), clock() ) ); } inline void MTRand::reload() { // Generate N new values in state // Made clearer and faster by Matthew Bellew (matthew.bellew@home.com) register uint32 *p = state; register int i; for( i = N - M; i--; ++p ) *p = twist( p[M], p[0], p[1] ); for( i = M; --i; ++p ) *p = twist( p[M-N], p[0], p[1] ); *p = twist( p[M-N], p[0], state[0] ); left = N, pNext = state; } inline MTRand::uint32 MTRand::hash( time_t t, clock_t c ) { // Get a uint32 from t and c // Better than uint32(x) in case x is floating point in [0,1] // Based on code by Lawrence Kirby (fred@genesis.demon.co.uk) static uint32 differ = 0; // guarantee time-based seeds will change uint32 h1 = 0; unsigned char *p = (unsigned char *) &t; for( size_t i = 0; i < sizeof(t); ++i ) { h1 *= UCHAR_MAX + 2U; h1 += p[i]; } uint32 h2 = 0; p = (unsigned char *) &c; for( size_t j = 0; j < sizeof(c); ++j ) { h2 *= UCHAR_MAX + 2U; h2 += p[j]; } return ( h1 + differ++ ) ^ h2; } inline void MTRand::save( uint32* saveArray ) const { register uint32 *sa = saveArray; register const uint32 *s = state; register int i = N; for( ; i--; *sa++ = *s++ ) {} *sa = left; } inline void MTRand::load( uint32 *const loadArray ) { register uint32 *s = state; register uint32 *la = loadArray; register int i = N; for( ; i--; *s++ = *la++ ) {} left = *la; pNext = &state[N-left]; } inline std::ostream& operator<<( std::ostream& os, const MTRand& mtrand ) { register const MTRand::uint32 *s = mtrand.state; register int i = mtrand.N; for( ; i--; os << *s++ << "\t" ) {} return os << mtrand.left; } inline std::istream& operator>>( std::istream& is, MTRand& mtrand ) { register MTRand::uint32 *s = mtrand.state; register int i = mtrand.N; for( ; i--; is >> *s++ ) {} is >> mtrand.left; mtrand.pNext = &mtrand.state[mtrand.N-mtrand.left]; return is; } #endif //MERSENNETWISTER_H // Change log: // // v0.1 - First release on 15 May 2000 // - Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus // - Translated from C to C++ // - Made completely ANSI compliant // - Designed convenient interface for initialization, seeding, and // obtaining numbers in default or user-defined ranges // - Added automatic seeding from /dev/urandom or time() and clock() // - Provided functions for saving and loading generator state // // v0.2 - Fixed bug which reloaded generator one step too late // // v0.3 - Switched to clearer, faster reload() code from Matthew Bellew // // v0.4 - Removed trailing newline in saved generator format to be consistent // with output format of built-in types // // v0.5 - Improved portability by replacing static const int's with enum's and // clarifying return values in seed(); suggested by Eric Heimburg // - Removed MAXINT constant; use 0xffffffff instead // // v0.6 - Eliminated seed overflow when uint32 is larger than 32 bits // - Changed integer [0,n] generator to give better uniformity // // v0.7 - Fixed operator precedence ambiguity in reload() // - Added access for real numbers in (0,1) and (0,n)