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refactoring

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Massimiliano Corsini 2008-11-27 16:39:05 +00:00
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vcg/math/random_generator.h
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/**************************************************************************** /****************************************************************************
* VCGLib o o * * VCGLib o o *
* Visual and Computer Graphics Library o o * * Visual and Computer Graphics Library o o *
* _ O _ * * _ O _ *
* Copyright(C) 2004 \/)\/ * * Copyright(C) 2004 \/)\/ *
* Visual Computing Lab /\/| * * Visual Computing Lab /\/| *
* ISTI - Italian National Research Council | * * ISTI - Italian National Research Council | *
* \ * * \ *
* All rights reserved. * * All rights reserved. *
* * * *
* This program is free software; you can redistribute it and/or modify * * This program is free software; you can redistribute it and/or modify *
* it under the terms of the GNU General Public License as published by * * it under the terms of the GNU General Public License as published by *
* the Free Software Foundation; either version 2 of the License, or * * the Free Software Foundation; either version 2 of the License, or *
* (at your option) any later version. * * (at your option) any later version. *
* * * *
* This program is distributed in the hope that it will be useful, * * This program is distributed in the hope that it will be useful, *
* but WITHOUT ANY WARRANTY; without even the implied warranty of * * but WITHOUT ANY WARRANTY; without even the implied warranty of *
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the *
* GNU General Public License (http://www.gnu.org/licenses/gpl.txt) * * GNU General Public License (http://www.gnu.org/licenses/gpl.txt) *
* for more details. * * for more details. *
* * * *
****************************************************************************/ ****************************************************************************/
#ifndef __VCG_RandomGenerator #ifndef __VCG_RandomGenerator
#define __VCG_RandomGenerator #define __VCG_RandomGenerator
namespace vcg { 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: * Two RNGs are available: Subtractive Ring and an improved Marsenne-Twister.
* it is based on the Subtractive Ring method. */
* Note: this code assumes that int is 32 bits. class RandomGenerator
* {
* The second one is an improved Marsenne-Twister algorithm (MT19937)
* Coded by Takuji Nishimura and Makoto Matsumoto (see copyright note below) // construction
* and successively modified to be a C++ class by Daniel Dunbar. public:
*
* References for Subtractive Ring: RandomGenerator(){}
*
* D. E. Knuth, The Art of Computer Programming. Volume 2: Seminumerical Algorithms, 2nd Edition. Addison-Wesley, 1981. // public methods
* (section 3.6 of Knuth for an implementation of the subtractive method in FORTRAN) public:
* (section 3.2.2 of Knuth analyzes this class of algorithms)
* /// (Re-)initialize with a given seed.
* References for improved Marsenne-Twister: virtual void initialize(unsigned int seed)=0;
*
* http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html /// 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;
*/
class RandomGenerator /// Return a random number in the [0,1) real interval.
{ virtual double generate01()=0;
};
// definitions (used by the improved Marsenne-Twister algorithm)
private: /**
* Uniform RNG derived from a STL extension of sgi.
static const long N = 624; *
static const long M = 397; * It is based on the Subtractive Ring method.
static const unsigned long MATRIX_A = 0x9908b0dfUL; // constant vector a * This implementation assumes that int is 32 bits.
static const unsigned long UPPER_MASK = 0x80000000UL; // most significant w-r bits *
static const unsigned long LOWER_MASK = 0x7fffffffUL; // least significant r bits * References
*
// private data member * D. E. Knuth, The Art of Computer Programming. Volume 2: Seminumerical Algorithms, 2nd Edition. Addison-Wesley, 1981.
private: * (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)
// Subtractive Ring RNG status variables */
unsigned int _M_table[55]; class SubtractiveRingRNG : public RandomGenerator
size_t _M_index1; {
size_t _M_index2;
// private data member
// Improved Marsenne-Twister RNG status variables private:
unsigned long mt[N]; // the array for the state vector
int mti; // Subtractive Ring RNG status variables
unsigned int _M_table[55];
// construction size_t _M_index1;
public: size_t _M_index2;
// ctor // construction
RandomGenerator(){} public:
// ctor
// public methods SubtractiveRingRNG()
public: {
initialize(161803398u);
/// Initialize Subtractive Ring RNG with a given seed. }
void initializeSubtractiveRing(unsigned int __seed = 161803398u)
{
unsigned int __k = 1; // public methods
_M_table[54] = __seed; public:
size_t __i;
for (__i = 0; __i < 54; __i++) /// (Re-)initialize with a given seed.
{ void initialize(unsigned int seed)
size_t __ii = (21 * (__i + 1) % 55) - 1; {
_M_table[__ii] = __k; unsigned int __k = 1;
__k = __seed - __k; _M_table[54] = seed;
__seed = _M_table[__ii]; size_t __i;
} for (__i = 0; __i < 54; __i++)
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;
initializeImprovedMarsenneTwister(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; size_t __ii = (21 * (__i + 1) % 55) - 1;
_M_table[__ii] = __k;
for (kk=0;kk<N-M;kk++) __k = seed - __k;
{ seed = _M_table[__ii];
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK); }
mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL]; for (int __loop = 0; __loop < 4; __loop++)
} {
for (__i = 0; __i < 55; __i++)
for (;kk<N-1;kk++) _M_table[__i] = _M_table[__i] - _M_table[(1 + __i + 30) % 55];
{ }
y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK); _M_index1 = 0;
mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1UL]; _M_index2 = 31;
} }
y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK); /// Return a random number in the given range (limit) using the Subtractive Ring method.
mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL]; unsigned int generate(unsigned int limit)
{
mti = 0; _M_index1 = (_M_index1 + 1) % 55;
} _M_index2 = (_M_index2 + 1) % 55;
_M_table[_M_index1] = _M_table[_M_index1] - _M_table[_M_index2];
y = mt[mti++]; return _M_table[_M_index1] % limit;
}
/* Tempering */
y ^= (y >> 11); /// Return a random number in the [0,1) real interval using the Subtractive Ring method.
y ^= (y << 7) & 0x9d2c5680UL; double generate01()
y ^= (y << 15) & 0xefc60000UL; {
y ^= (y >> 18); unsigned int lmt = 0xffffffffu;
unsigned int number = generate(lmt);
return y; return static_cast<double>(number) / static_cast<double>(lmt);
} }
};
/// Generates a random number in the [0,1] real interval using the improved Marsenne-Twister.
double generateDoubleLRwithImprovedMT() /**
{ * The second one is an improved Marsenne-Twister algorithm (MT19937)
return generateWithImprovedMarsenneTwister()*(1.0/4294967295.0); * Coded by Takuji Nishimura and Makoto Matsumoto (see copyright note below)
} * and successively modified to be a C++ class by Daniel Dunbar.
*
/// Generates a random number in the [0,1) real interval using the improved Marsenne-Twister. *
double generateDoubleLwithImprovedMT() * References for improved Marsenne-Twister:
{ *
return generateWithImprovedMarsenneTwister()*(1.0/4294967296.0); * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
} *
*/
/// Generates a random number in the (0,1) real interval using the improved Marsenne-Twister. class MarsenneTwisterRNG : public RandomGenerator
double generateDoubleWithImprovedMT() {
{
return (((double)generateWithImprovedMarsenneTwister()) + 0.5)*(1.0/4294967296.0); // definitions
} private:
}; static const int N = 624;
static const int M = 397;
} // end namespace math static const unsigned int MATRIX_A = 0x9908b0dfu; // constant vector a
} // end namespace vcg 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:
Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
All rights reserved. // Improved Marsenne-Twister RNG status variables
unsigned int mt[N]; // the array for the state vector
Redistribution and use in source and binary forms, with or without int mti;
modification, are permitted provided that the following conditions
are met: // construction
public:
1. Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer. // ctor
MarsenneTwisterRNG()
2. Redistributions in binary form must reproduce the above copyright {
notice, this list of conditions and the following disclaimer in the initialize(5489u);
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 // public methods
permission. public:
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS /// (Re-)initialize with the given seed.
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT void initialize(unsigned int seed)
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR {
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR mt[0]= seed & 0xffffffffu;
CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, for (mti=1; mti<N; mti++)
EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, {
PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR mt[mti] = (1812433253u * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti);
PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING /* In the previous versions, MSBs of the seed affect */
NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS /* only MSBs of the array mt[]. */
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. /* 2002/01/09 modified by Makoto Matsumoto */
*/ mt[mti] &= 0xffffffffu;
/* for >32 bit machines */
}
#endif /* __VCG_RandomGenerator */ }
/**
* Initialize by an array with array-length.
*
* init_key is the array for initializing keys
* key_length is its length
*/
void initializeByArray(unsigned int init_key[], int key_length)
{
int i, j, k;
initialize(19650218u);
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)) * 1664525u)) + init_key[j] + j; /* non linear */
mt[i] &= 0xffffffffu; /* 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)) * 1566083941u)) - i; /* non linear */
mt[i] &= 0xffffffffu; /* for WORDSIZE > 32 machines */
i++;
if (i>=N)
{
mt[0] = mt[N-1];
i=1;
}
}
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.
*
* NOTE: Limit is not considered, the interval is fixed.
*/
unsigned int generate(unsigned int limit)
{
unsigned int y;
static unsigned int mag01[2]={0x0u, 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 & 0x1u];
}
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 & 0x1u];
}
y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1u];
mti = 0;
}
y = mt[mti++];
/* Tempering */
y ^= (y >> 11);
y ^= (y << 7) & 0x9d2c5680u;
y ^= (y << 15) & 0xefc60000u;
y ^= (y >> 18);
return y;
}
/// Returns a random number in the [0,1] real interval using the improved Marsenne-Twister.
double generate01closed()
{
return generate(0)*(1.0/4294967295.0);
}
/// Returns a random number in the [0,1) real interval using the improved Marsenne-Twister.
double generate01()
{
return generate(0)*(1.0/4294967296.0);
}
/// Generates a random number in the (0,1) real interval using the improved Marsenne-Twister.
double generate01open()
{
return (((double)generate(0)) + 0.5)*(1.0/4294967296.0);
}
};
} // end namespace math
} // end namespace vcg
/*
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 */