dlib C++ Library - mersenne_twister.h

    /* boost random/mersenne_twister.hpp header file
     *
     * Copyright Jens Maurer 2000-2001
     * Distributed under the Boost Software License, Version 1.0. (See
     * accompanying file LICENSE_1_0.txt or copy at
     * http://www.boost.org/LICENSE_1_0.txt)
     *
     * See http://www.boost.org for most recent version including documentation.
     *
     * $Id: mersenne_twister.hpp,v 1.20 2005/07/21 22:04:31 jmaurer Exp $
     *
     * Revision history
     *  2001-02-18  moved to individual header files
    */

    #ifndef DLIB_BOOST_RANDOM_MERSENNE_TWISTER_HPP
    #define DLIB_BOOST_RANDOM_MERSENNE_TWISTER_HPP

    #include <iostream>
    #include <algorithm>     // std::copy
    #include <stdexcept>
    #include "../uintn.h"
    #include "../serialize.h"

    namespace dlib
    {
        namespace random_helpers
        {

        // ------------------------------------------------------------------------------------

            // http://www.math.keio.ac.jp/matumoto/emt.html
            template<
                class UIntType,
                int w,
                int n,
                int m,
                int r,
                UIntType a,
                int u,
                int s,
                UIntType b,
                int t,
                UIntType c,
                int l,
                UIntType val
                >
            class mersenne_twister
            {
            public:
                typedef UIntType result_type;
                const static int word_size = w;
                const static int state_size = n;
                const static int shift_size = m;
                const static int mask_bits = r;
                const static UIntType parameter_a = a;
                const static int output_u = u;
                const static int output_s = s;
                const static UIntType output_b = b;
                const static int output_t = t;
                const static UIntType output_c = c;
                const static int output_l = l;

                const static bool has_fixed_range = false;

                mersenne_twister() { seed(); }

                explicit mersenne_twister(UIntType value) { seed(value); }

                void seed () { seed(UIntType(5489)); }

                // compiler-generated copy ctor and assignment operator are fine

                void seed(UIntType value)
                {
                    // New seeding algorithm from
                    // http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html
                    // In the previous versions, MSBs of the seed affected only MSBs of the
                    // state x[].
                    const UIntType mask = ~0u;
                    x[0] = value & mask;
                    for (i = 1; i < n; i++) {
                        // See Knuth "The Art of Computer Programming" Vol. 2, 3rd ed., page 106
                        x[i] = (1812433253UL * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask;
                    }
                }

                result_type min() const { return 0; }
                result_type max() const
                {
                    // avoid "left shift count >= with of type" warning
                    result_type res = 0;
                    for(int i = 0; i < w; ++i)
                        res |= (1u << i);
                    return res;
                }

                result_type operator()();

                friend void serialize(
                    const mersenne_twister& item,
                    std::ostream& out
                )
                {
                    dlib::serialize(item.x, out);
                    dlib::serialize(item.i, out);
                }

                friend void deserialize(
                    mersenne_twister& item,
                    std::istream& in
                )
                {
                    dlib::deserialize(item.x, in);
                    dlib::deserialize(item.i, in);
                }

            private:

                void twist(int block);

                // state representation: next output is o(x(i))
                //   x[0]  ... x[k] x[k+1] ... x[n-1]     x[n]     ... x[2*n-1]   represents
                //  x(i-k) ... x(i) x(i+1) ... x(i-k+n-1) x(i-k-n) ... x[i(i-k-1)]
                // The goal is to always have x(i-n) ... x(i-1) available for
                // operator== and save/restore.

                UIntType x[2*n];
                int i;
            };

        // ------------------------------------------------------------------------------------

            template<
                class UIntType, int w, int n, int m, int r, UIntType a, int u,
                int s, UIntType b, int t, UIntType c, int l, UIntType val
                >
            void mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::twist(
                int block
            )
            {
                const UIntType upper_mask = (~0u) << r;
                const UIntType lower_mask = ~upper_mask;

                if(block == 0) {
                    for(int j = n; j < 2*n; j++) {
                        UIntType y = (x[j-n] & upper_mask) | (x[j-(n-1)] & lower_mask);
                        x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0);
                    }
                } else if (block == 1) {
                    // split loop to avoid costly modulo operations
                    {  // extra scope for MSVC brokenness w.r.t. for scope
                        for(int j = 0; j < n-m; j++) {
                            UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask);
                            x[j] = x[j+n+m] ^ (y >> 1) ^ (y&1 ? a : 0);
                        }
                    }

                    for(int j = n-m; j < n-1; j++) {
                        UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask);
                        x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0);
                    }
                    // last iteration
                    UIntType y = (x[2*n-1] & upper_mask) | (x[0] & lower_mask);
                    x[n-1] = x[m-1] ^ (y >> 1) ^ (y&1 ? a : 0);
                    i = 0;
                }
            }

        // ------------------------------------------------------------------------------------

            template<
                class UIntType, int w, int n, int m, int r, UIntType a, int u,
                int s, UIntType b, int t, UIntType c, int l, UIntType val
                >
            inline typename mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::result_type
            mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::operator()(
            )
            {
                if(i == n)
                    twist(0);
                else if(i >= 2*n)
                    twist(1);
                // Step 4
                UIntType z = x[i];
                ++i;
                z ^= (z >> u);
                z ^= ((z << s) & b);
                z ^= ((z << t) & c);
                z ^= (z >> l);
                return z;
            }

        // ------------------------------------------------------------------------------------

        } // namespace random

        typedef random_helpers::mersenne_twister<uint32,32,351,175,19,0xccab8ee7,11,
        7,0x31b6ab00,15,0xffe50000,17, 0xa37d3c92> mt11213b;

        // validation by experiment from mt19937.c
        typedef random_helpers::mersenne_twister<uint32,32,624,397,31,0x9908b0df,11,
        7,0x9d2c5680,15,0xefc60000,18, 3346425566U> mt19937;

    } // namespace dlib

    #endif // DLIB_BOOST_RANDOM_MERSENNE_TWISTER_HPP