refactoring

This commit is contained in:
Massimiliano Corsini 2008-11-27 16:39:05 +00:00
parent 46b3024de6
commit b73fba8706
1 changed files with 334 additions and 272 deletions

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@ -28,38 +28,45 @@ namespace vcg {
namespace math { namespace math {
/** /**
* RandomGenerator includes two Random Number Generation algortihms. * Common interface for random generation (with uniform distribution).
*
* The first one is derived from a STL extension of sgi:
* it is based on the Subtractive Ring method.
* Note: this code assumes that int is 32 bits.
*
* The second one is an improved Marsenne-Twister algorithm (MT19937)
* Coded by Takuji Nishimura and Makoto Matsumoto (see copyright note below)
* and successively modified to be a C++ class by Daniel Dunbar.
*
* 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
* *
* Two RNGs are available: Subtractive Ring and an improved Marsenne-Twister.
*/ */
class RandomGenerator class RandomGenerator
{ {
// definitions (used by the improved Marsenne-Twister algorithm) // construction
private: public:
static const long N = 624; RandomGenerator(){}
static const long M = 397;
static const unsigned long MATRIX_A = 0x9908b0dfUL; // constant vector a // public methods
static const unsigned long UPPER_MASK = 0x80000000UL; // most significant w-r bits public:
static const unsigned long LOWER_MASK = 0x7fffffffUL; // least significant r bits
/// (Re-)initialize with a given seed.
virtual void initialize(unsigned int seed)=0;
/// Return a random number in the given range (note that not all the RNG can handle a given limit).
virtual unsigned int generate(unsigned int limit)=0;
/// Return a random number in the [0,1) real interval.
virtual double generate01()=0;
};
/**
* Uniform RNG derived from a STL extension of sgi.
*
* It is based on the Subtractive Ring method.
* This implementation assumes that int is 32 bits.
*
* References
*
* 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)
*/
class SubtractiveRingRNG : public RandomGenerator
{
// private data member // private data member
private: private:
@ -69,32 +76,31 @@ private:
size_t _M_index1; size_t _M_index1;
size_t _M_index2; size_t _M_index2;
// Improved Marsenne-Twister RNG status variables
unsigned long mt[N]; // the array for the state vector
int mti;
// construction // construction
public: public:
// ctor // ctor
RandomGenerator(){} SubtractiveRingRNG()
{
initialize(161803398u);
}
// public methods // public methods
public: public:
/// Initialize Subtractive Ring RNG with a given seed. /// (Re-)initialize with a given seed.
void initializeSubtractiveRing(unsigned int __seed = 161803398u) void initialize(unsigned int seed)
{ {
unsigned int __k = 1; unsigned int __k = 1;
_M_table[54] = __seed; _M_table[54] = seed;
size_t __i; size_t __i;
for (__i = 0; __i < 54; __i++) for (__i = 0; __i < 54; __i++)
{ {
size_t __ii = (21 * (__i + 1) % 55) - 1; size_t __ii = (21 * (__i + 1) % 55) - 1;
_M_table[__ii] = __k; _M_table[__ii] = __k;
__k = __seed - __k; __k = seed - __k;
__seed = _M_table[__ii]; seed = _M_table[__ii];
} }
for (int __loop = 0; __loop < 4; __loop++) for (int __loop = 0; __loop < 4; __loop++)
{ {
@ -105,27 +111,79 @@ public:
_M_index2 = 31; _M_index2 = 31;
} }
/// Return a random number in the given range (__limit) using the Subtractive Ring method. /// Return a random number in the given range (limit) using the Subtractive Ring method.
unsigned int generateWithSubtractiveRing(unsigned int __limit) unsigned int generate(unsigned int limit)
{ {
_M_index1 = (_M_index1 + 1) % 55; _M_index1 = (_M_index1 + 1) % 55;
_M_index2 = (_M_index2 + 1) % 55; _M_index2 = (_M_index2 + 1) % 55;
_M_table[_M_index1] = _M_table[_M_index1] - _M_table[_M_index2]; _M_table[_M_index1] = _M_table[_M_index1] - _M_table[_M_index2];
return _M_table[_M_index1] % __limit; return _M_table[_M_index1] % limit;
} }
/// Initialize Improved Marsenne Twister RNG with the given seed. /// Return a random number in the [0,1) real interval using the Subtractive Ring method.
void initializeImprovedMarsenneTwister(unsigned long seed = 5489UL) double generate01()
{ {
mt[0]= seed & 0xffffffffUL; unsigned int lmt = 0xffffffffu;
unsigned int number = generate(lmt);
return static_cast<double>(number) / static_cast<double>(lmt);
}
};
/**
* The second one is an improved Marsenne-Twister algorithm (MT19937)
* Coded by Takuji Nishimura and Makoto Matsumoto (see copyright note below)
* and successively modified to be a C++ class by Daniel Dunbar.
*
*
* References for improved Marsenne-Twister:
*
* http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
*
*/
class MarsenneTwisterRNG : public RandomGenerator
{
// definitions
private:
static const int N = 624;
static const int M = 397;
static const unsigned int MATRIX_A = 0x9908b0dfu; // constant vector a
static const unsigned int UPPER_MASK = 0x80000000u; // most significant w-r bits
static const unsigned int LOWER_MASK = 0x7fffffffu; // least significant r bits
// private data member
private:
// Improved Marsenne-Twister RNG status variables
unsigned int mt[N]; // the array for the state vector
int mti;
// construction
public:
// ctor
MarsenneTwisterRNG()
{
initialize(5489u);
}
// public methods
public:
/// (Re-)initialize with the given seed.
void initialize(unsigned int seed)
{
mt[0]= seed & 0xffffffffu;
for (mti=1; mti<N; mti++) for (mti=1; mti<N; mti++)
{ {
mt[mti] = (1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti); mt[mti] = (1812433253u * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti);
/* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */ /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
/* In the previous versions, MSBs of the seed affect */ /* In the previous versions, MSBs of the seed affect */
/* only MSBs of the array mt[]. */ /* only MSBs of the array mt[]. */
/* 2002/01/09 modified by Makoto Matsumoto */ /* 2002/01/09 modified by Makoto Matsumoto */
mt[mti] &= 0xffffffffUL; mt[mti] &= 0xffffffffu;
/* for >32 bit machines */ /* for >32 bit machines */
} }
} }
@ -136,16 +194,16 @@ public:
* init_key is the array for initializing keys * init_key is the array for initializing keys
* key_length is its length * key_length is its length
*/ */
void initializeImprovedMarsenneTwister(unsigned long init_key[], int key_length) void initializeByArray(unsigned int init_key[], int key_length)
{ {
int i, j, k; int i, j, k;
initializeImprovedMarsenneTwister(19650218UL); initialize(19650218u);
i=1; j=0; i=1; j=0;
k = (N>key_length ? N : key_length); k = (N>key_length ? N : key_length);
for (; k; k--) for (; k; k--)
{ {
mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL)) + init_key[j] + j; /* non linear */ mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525u)) + init_key[j] + j; /* non linear */
mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */ mt[i] &= 0xffffffffu; /* for WORDSIZE > 32 machines */
i++; j++; i++; j++;
if (i>=N) if (i>=N)
@ -159,8 +217,8 @@ public:
for (k=N-1; k; k--) for (k=N-1; k; k--)
{ {
mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL)) - i; /* non linear */ mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941u)) - i; /* non linear */
mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */ mt[i] &= 0xffffffffu; /* for WORDSIZE > 32 machines */
i++; i++;
if (i>=N) if (i>=N)
{ {
@ -169,14 +227,18 @@ public:
} }
} }
mt[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */ mt[0] = 0x80000000u; /* 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() * Return a random number in the [0,0xffffffff] interval using the improved Marsenne Twister algorithm.
*
* NOTE: Limit is not considered, the interval is fixed.
*/
unsigned int generate(unsigned int limit)
{ {
unsigned long y; unsigned int y;
static unsigned long mag01[2]={0x0UL, MATRIX_A}; static unsigned int mag01[2]={0x0u, MATRIX_A};
/* mag01[x] = x * MATRIX_A for x=0,1 */ /* mag01[x] = x * MATRIX_A for x=0,1 */
if (mti >= N) // generate N words at one time if (mti >= N) // generate N words at one time
@ -186,17 +248,17 @@ public:
for (kk=0;kk<N-M;kk++) for (kk=0;kk<N-M;kk++)
{ {
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK); y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL]; mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1u];
} }
for (;kk<N-1;kk++) for (;kk<N-1;kk++)
{ {
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK); y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1UL]; mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1u];
} }
y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK); y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL]; mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1u];
mti = 0; mti = 0;
} }
@ -205,29 +267,29 @@ public:
/* Tempering */ /* Tempering */
y ^= (y >> 11); y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680UL; y ^= (y << 7) & 0x9d2c5680u;
y ^= (y << 15) & 0xefc60000UL; y ^= (y << 15) & 0xefc60000u;
y ^= (y >> 18); y ^= (y >> 18);
return y; return y;
} }
/// Generates a random number in the [0,1] real interval using the improved Marsenne-Twister. /// Returns a random number in the [0,1] real interval using the improved Marsenne-Twister.
double generateDoubleLRwithImprovedMT() double generate01closed()
{ {
return generateWithImprovedMarsenneTwister()*(1.0/4294967295.0); return generate(0)*(1.0/4294967295.0);
} }
/// Generates a random number in the [0,1) real interval using the improved Marsenne-Twister. /// Returns a random number in the [0,1) real interval using the improved Marsenne-Twister.
double generateDoubleLwithImprovedMT() double generate01()
{ {
return generateWithImprovedMarsenneTwister()*(1.0/4294967296.0); return generate(0)*(1.0/4294967296.0);
} }
/// Generates a random number in the (0,1) real interval using the improved Marsenne-Twister. /// Generates a random number in the (0,1) real interval using the improved Marsenne-Twister.
double generateDoubleWithImprovedMT() double generate01open()
{ {
return (((double)generateWithImprovedMarsenneTwister()) + 0.5)*(1.0/4294967296.0); return (((double)generate(0)) + 0.5)*(1.0/4294967296.0);
} }
}; };