dlib C++ Library - rand_kernel_1.h

    // Copyright (C) 2007  Davis E. King (davis@dlib.net)
    // License: Boost Software License   See LICENSE.txt for the full license.
    #ifndef DLIB_RAND_KERNEl_1_
    #define DLIB_RAND_KERNEl_1_

    #include <string>
    #include <complex>
    #include "../algs.h"
    #include "rand_kernel_abstract.h"
    #include "mersenne_twister.h"
    #include "../is_kind.h"
    #include <iostream>
    #include "../serialize.h"
    #include "../string.h"

    namespace dlib
    {

        class rand
        {

            /*!
                INITIAL VALUE
                    - seed == ""

                CONVENTION
                    - the random numbers come from the boost mersenne_twister code
                    - get_seed() == seed
            !*/

            public:

                // These typedefs are here for backwards compatibility with older versions of dlib.
                typedef rand kernel_1a;
                typedef rand float_1a;

                rand(
                )
                {
                    init();
                }

                rand (
                    time_t seed_value
                )
                {
                    init();
                    set_seed(cast_to_string(seed_value));
                }

                rand (
                    const std::string& seed_value
                )
                {
                    init();
                    set_seed(seed_value);
                }

                virtual ~rand(
                )
                {}

                void clear(
                )
                {
                    mt.seed();
                    seed.clear();

                    has_gaussian = false;
                    next_gaussian = 0;

                    // prime the generator a bit
                    for (int i = 0; i < 10000; ++i)
                        mt();
                }

                const std::string& get_seed (
                )
                {
                    return seed;
                }

                void set_seed (
                    const std::string& value
                )
                {
                    seed = value;

                    // make sure we do the seeding so that using a seed of "" gives the same
                    // state as calling this->clear()
                    if (value.size() != 0)
                    {
                        uint32 s = 0;
                        for (std::string::size_type i = 0; i < seed.size(); ++i)
                        {
                            s = (s*37) + static_cast<uint32>(seed[i]);
                        }
                        mt.seed(s);
                    }
                    else
                    {
                        mt.seed();
                    }

                    // prime the generator a bit
                    for (int i = 0; i < 10000; ++i)
                        mt();

                    has_gaussian = false;
                    next_gaussian = 0;
                }

                unsigned char get_random_8bit_number (
                )
                {
                    return static_cast<unsigned char>(mt());
                }

                uint16 get_random_16bit_number (
                )
                {
                    return static_cast<uint16>(mt());
                }

                inline uint32 get_random_32bit_number (
                )
                {
                    return mt();
                }

                inline uint64 get_random_64bit_number (
                )
                {
                    const uint64 a = get_random_32bit_number();
                    const uint64 b = get_random_32bit_number();
                    return (a<<32)|b;
                }

                double get_double_in_range (
                    double begin,
                    double end
                )
                {
                    DLIB_ASSERT(begin <= end);
                    return begin + get_random_double()*(end-begin);
                }

                long long get_integer_in_range(
                    long long begin,
                    long long end
                )
                {
                    DLIB_ASSERT(begin <= end);
                    if (begin == end)
                        return begin;

                    auto r = get_random_64bit_number();
                    const auto limit = std::numeric_limits<decltype(r)>::max();
                    const auto range = end-begin;
                    // Use rejection sampling to remove the biased sampling you would get with
                    // the naive get_random_64bit_number()%range sampling.
                    while(r >= (limit/range)*range)
                        r = get_random_64bit_number();

                    return begin + static_cast<long long>(r%range);
                }

                long long get_integer(
                    long long end
                )
                {
                    DLIB_ASSERT(end >= 0);

                    return get_integer_in_range(0,end);
                }

                double get_random_double (
                )
                {
                    uint32 temp;

                    temp = rand::get_random_32bit_number();
                    temp &= 0xFFFFFF;

                    double val = static_cast<double>(temp);

                    val *= 0x1000000;

                    temp = rand::get_random_32bit_number();
                    temp &= 0xFFFFFF;

                    val += temp;

                    val /= max_val;

                    if (val < 1.0)
                    {
                        return val;
                    }
                    else
                    {
                        // return a value slightly less than 1.0
                        return 1.0 - std::numeric_limits<double>::epsilon();
                    }
                }

                float get_random_float (
                )
                {
                    uint32 temp;

                    temp = rand::get_random_32bit_number();
                    temp &= 0xFFFFFF;

                    const float scale = 1.0/0x1000000;

                    const float val = static_cast<float>(temp)*scale;
                    if (val < 1.0f)
                    {
                        return val;
                    }
                    else
                    {
                        // return a value slightly less than 1.0
                        return 1.0f - std::numeric_limits<float>::epsilon();
                    }
                }

                std::complex<double> get_random_complex_gaussian (
                )
                {
                    double x1, x2, w;

                    const double rndmax = std::numeric_limits<dlib::uint32>::max();

                    // Generate a pair of Gaussian random numbers using the Box-Muller transformation.
                    do
                    {
                        const double rnd1 = get_random_32bit_number()/rndmax;
                        const double rnd2 = get_random_32bit_number()/rndmax;

                        x1 = 2.0 * rnd1 - 1.0;
                        x2 = 2.0 * rnd2 - 1.0;
                        w = x1 * x1 + x2 * x2;
                    } while ( w >= 1.0 );

                    w = std::sqrt( (-2.0 * std::log( w ) ) / w );
                    return std::complex<double>(x1 * w, x2 * w);
                }

                double get_random_gaussian (
                )
                {
                    if (has_gaussian)
                    {
                        has_gaussian = false;
                        return next_gaussian;
                    }

                    std::complex<double> r = get_random_complex_gaussian();
                    next_gaussian = r.imag();
                    has_gaussian = true;
                    return r.real();
                }

                double get_random_exponential (
                    double lambda
                )
                {
                    DLIB_ASSERT(lambda > 0, "lambda must be greater than zero");
                    double u = 0.0;
                    while (u == 0.0)
                        u = get_random_double();
                    return -std::log( u ) / lambda;
                }

                double get_random_weibull (
                    double lambda,
                    double k,
                    double gamma
                )
                {
                    DLIB_ASSERT(k > 0, "k must be greater than zero");
                    DLIB_ASSERT(lambda > 0, "lambda must be greater than zero");
                    double u = 0.0;
                    while (u == 0.0)
                        u = get_random_double();
                    return gamma + lambda*std::pow(-std::log(u), 1.0 / k);
                }

                double get_random_beta (
                    double alpha,
                    double beta
                )
                {
                    DLIB_CASSERT(alpha > 0, "alpha must be greater than zero")
                    DLIB_CASSERT(beta > 0, "beta must be greater than zero");
                    auto u = std::pow(get_random_double(), 1 / alpha);
                    auto v = std::pow(get_random_double(), 1 / beta);
                    while ((u + v) > 1 || (u == 0 && v == 0))
                    {
                        u = std::pow(get_random_double(), 1 / alpha);
                        v = std::pow(get_random_double(), 1 / beta);
                    }
                    return u / (u + v);
                }

                void swap (
                    rand& item
                )
                {
                    exchange(mt,item.mt);
                    exchange(seed, item.seed);
                    exchange(has_gaussian, item.has_gaussian);
                    exchange(next_gaussian, item.next_gaussian);
                }

                friend void serialize(
                    const rand& item,
                    std::ostream& out
                );

                friend void deserialize(
                    rand& item,
                    std::istream& in
                );

            private:

                void init()
                {
                    // prime the generator a bit
                    for (int i = 0; i < 10000; ++i)
                        mt();

                    max_val =  0xFFFFFF;
                    max_val *= 0x1000000;
                    max_val += 0xFFFFFF;
                    max_val += 0.05;

                    has_gaussian = false;
                    next_gaussian = 0;
                }

                mt19937 mt;

                std::string seed;

                double max_val;
                bool has_gaussian;
                double next_gaussian;
        };

        inline void swap (
            rand& a,
            rand& b
        ) { a.swap(b); }

        template <>
        struct is_rand<rand>
        {
            static const bool value = true;
        };

        inline void serialize(
            const rand& item,
            std::ostream& out
        )
        {
            int version = 1;
            serialize(version, out);

            serialize(item.mt, out);
            serialize(item.seed, out);
            serialize(item.has_gaussian, out);
            serialize(item.next_gaussian, out);
        }

        inline void deserialize(
            rand& item,
            std::istream& in
        )
        {
            int version;
            deserialize(version, in);
            if (version != 1)
                throw serialization_error("Error deserializing object of type rand: unexpected version.");

            deserialize(item.mt, in);
            deserialize(item.seed, in);
            deserialize(item.has_gaussian, in);
            deserialize(item.next_gaussian, in);
        }
    }

    #endif // DLIB_RAND_KERNEl_1_