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re-styled and improved uniform random number generator

This commit is contained in:
Massimiliano Corsini 2008-11-27 11:27:54 +00:00
parent 7b64489526
commit 50a436594e
1 changed files with 238 additions and 42 deletions
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vcg/math/random_generator.h
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@ -21,13 +21,6 @@
* * * *
****************************************************************************/ ****************************************************************************/
// RandomGenerator is derived from a STL extension of sgi:
// it is based on the Subtractive Ring method.
// See section 3.6 of Knuth for an implementation of the subtractive method in FORTRAN.
// Section 3.2.2 of Knuth analyzes this class of algorithms.
// (D. E. Knuth, The Art of Computer Programming. Volume 2: Seminumerical Algorithms, second edition. Addison-Wesley, 1981.) .
// Note: this code assumes that int is 32 bits.
#ifndef __VCG_RandomGenerator #ifndef __VCG_RandomGenerator
#define __VCG_RandomGenerator #define __VCG_RandomGenerator
@ -35,44 +28,247 @@
namespace vcg { namespace vcg {
namespace math { namespace math {
class RandomGenerator : public std::unary_function<unsigned int, unsigned int> { /**
private: * RandomGenerator includes two Random Number Generation algortihms.
unsigned int _M_table[55]; *
size_t _M_index1; * The first one is derived from a STL extension of sgi:
size_t _M_index2; * it is based on the Subtractive Ring method.
public: * Note: this code assumes that int is 32 bits.
unsigned int operator()(unsigned int __limit) { *
_M_index1 = (_M_index1 + 1) % 55; * The second one is an improved Marsenne-Twister algorithm (MT19937)
_M_index2 = (_M_index2 + 1) % 55; * Coded by Takuji Nishimura and Makoto Matsumoto (see copyright note below)
_M_table[_M_index1] = _M_table[_M_index1] - _M_table[_M_index2]; * and successively modified to be a C++ class by Daniel Dunbar.
return _M_table[_M_index1] % __limit; *
} * References for Subtractive Ring:
*
* D. E. Knuth, The Art of Computer Programming. Volume 2: Seminumerical Algorithms, 2nd Edition. Addison-Wesley, 1981.
* (section 3.6 of Knuth for an implementation of the subtractive method in FORTRAN)
* (section 3.2.2 of Knuth analyzes this class of algorithms)
*
* References for improved Marsenne-Twister:
*
* http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
*
*/
class RandomGenerator :
{
void _M_initialize(unsigned int __seed) // definitions (used by the improved Marsenne-Twister algorithm)
{ private:
unsigned int __k = 1;
_M_table[54] = __seed; static const long N = 624;
size_t __i; static const long M = 397;
for (__i = 0; __i < 54; __i++) { static const unsigned long MATRIX_A = 0x9908b0dfUL; // constant vector a
size_t __ii = (21 * (__i + 1) % 55) - 1; static const unsigned long UPPER_MASK = 0x80000000UL; // most significant w-r bits
_M_table[__ii] = __k; static const unsigned long LOWER_MASK = 0x7fffffffUL; // least significant r bits
__k = __seed - __k;
__seed = _M_table[__ii]; // private data member
} private:
for (int __loop = 0; __loop < 4; __loop++) {
for (__i = 0; __i < 55; __i++) // Subtractive Ring RNG status variables
_M_table[__i] = _M_table[__i] - _M_table[(1 + __i + 30) % 55]; unsigned int _M_table[55];
} size_t _M_index1;
_M_index1 = 0; size_t _M_index2;
_M_index2 = 31;
} // Improved Marsenne-Twister RNG status variables
unsigned long mt[N]; // the array for the state vector
RandomGenerator(unsigned int __seed) { _M_initialize(__seed); } int mti;
RandomGenerator() { _M_initialize(161803398u); }
// public methods
public:
/// Initialize Subtractive Ring RNG with a given seed.
void initializeSubtractiveRing(unsigned int __seed = 161803398u)
{
unsigned int __k = 1;
_M_table[54] = __seed;
size_t __i;
for (__i = 0; __i < 54; __i++)
{
size_t __ii = (21 * (__i + 1) % 55) - 1;
_M_table[__ii] = __k;
__k = __seed - __k;
__seed = _M_table[__ii];
}
for (int __loop = 0; __loop < 4; __loop++)
{
for (__i = 0; __i < 55; __i++)
_M_table[__i] = _M_table[__i] - _M_table[(1 + __i + 30) % 55];
}
_M_index1 = 0;
_M_index2 = 31;
}
/// Return a random number in the given range (__limit) using the Subtractive Ring method.
unsigned int generateWithSubtractiveRing(unsigned int __limit)
{
_M_index1 = (_M_index1 + 1) % 55;
_M_index2 = (_M_index2 + 1) % 55;
_M_table[_M_index1] = _M_table[_M_index1] - _M_table[_M_index2];
return _M_table[_M_index1] % __limit;
}
/// Initialize Improved Marsenne Twister RNG with the given seed.
void initializeImprovedMarsenneTwister(unsigned long seed = 5489UL)
{
mt[0]= seed & 0xffffffffUL;
for (mti=1; mti<N; mti++)
{
mt[mti] = (1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti);
/* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
/* In the previous versions, MSBs of the seed affect */
/* only MSBs of the array mt[]. */
/* 2002/01/09 modified by Makoto Matsumoto */
mt[mti] &= 0xffffffffUL;
/* for >32 bit machines */
}
}
/**
* Initialize by an array with array-length.
*
* init_key is the array for initializing keys
* key_length is its length
*/
void initializeImprovedMarsenneTwister(unsigned long init_key[], int key_length)
{
int i, j, k;
seed(19650218UL);
i=1; j=0;
k = (N>key_length ? N : key_length);
for (; k; k--)
{
mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL)) + init_key[j] + j; /* non linear */
mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
i++; j++;
if (i>=N)
{
mt[0] = mt[N-1];
i=1;
}
if (j>=key_length) j=0;
}
for (k=N-1; k; k--)
{
mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL)) - i; /* non linear */
mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
i++;
if (i>=N)
{
mt[0] = mt[N-1];
i=1;
}
}
mt[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */
}
/// Return a random number in the [0,0xffffffff] interval using the improved Marsenne Twister algorithm.
unsigned long generateWithImprovedMarsenneTwister()
{
unsigned long y;
static unsigned long mag01[2]={0x0UL, MATRIX_A};
/* mag01[x] = x * MATRIX_A for x=0,1 */
if (mti >= N) // generate N words at one time
{
int kk;
for (kk=0;kk<N-M;kk++)
{
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL];
}
for (;kk<N-1;kk++)
{
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1UL];
}
y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL];
mti = 0;
}
y = mt[mti++];
/* Tempering */
y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680UL;
y ^= (y << 15) & 0xefc60000UL;
y ^= (y >> 18);
return y;
}
/// Generates a random number in the [0,1] real interval using the improved Marsenne-Twister.
double generateDoubleLRwithImprovedMT()
{
return generateWithImprovedMarsenneTwister()*(1.0/4294967295.0);
}
/// Generates a random number in the [0,1) real interval using the improved Marsenne-Twister.
double generateDoubleLwithImprovedMT()
{
return generateWithImprovedMarsenneTwister()*(1.0/4294967296.0);
}
/// Generates a random number in the (0,1) real interval using the improved Marsenne-Twister.
double generateDoubleWithImprovedMT()
{
return (((double)generateWithImprovedMarsenneTwister()) + 0.5)*(1.0/4294967296.0);
}
// construction
public:
// ctor
RandomGenerator(){}
}; };
} // end namespace math
} // end namespace math
} // end namespace vcg } // end namespace vcg
#endif
/*
Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions
are met:
1. Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
3. The names of its contributors may not be used to endorse or promote
products derived from this software without specific prior written
permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
#endif /* __VCG_RandomGenerator */