Jeff Thompson | 86b6d64 | 2013-10-17 15:01:56 -0700 | [diff] [blame^] | 1 | /* boost random/linear_congruential.hpp header file |
| 2 | * |
| 3 | * Copyright Jens Maurer 2000-2001 |
| 4 | * Distributed under the Boost Software License, Version 1.0. (See |
| 5 | * accompanying file LICENSE_1_0.txt or copy at |
| 6 | * http://www.boost.org/LICENSE_1_0.txt) |
| 7 | * |
| 8 | * See http://www.boost.org for most recent version including documentation. |
| 9 | * |
| 10 | * $Id: linear_congruential.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $ |
| 11 | * |
| 12 | * Revision history |
| 13 | * 2001-02-18 moved to individual header files |
| 14 | */ |
| 15 | |
| 16 | #ifndef NDNBOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP |
| 17 | #define NDNBOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP |
| 18 | |
| 19 | #include <iostream> |
| 20 | #include <stdexcept> |
| 21 | #include <ndnboost/assert.hpp> |
| 22 | #include <ndnboost/config.hpp> |
| 23 | #include <ndnboost/cstdint.hpp> |
| 24 | #include <ndnboost/limits.hpp> |
| 25 | #include <ndnboost/static_assert.hpp> |
| 26 | #include <ndnboost/integer/static_log2.hpp> |
| 27 | #include <ndnboost/mpl/if.hpp> |
| 28 | #include <ndnboost/type_traits/is_arithmetic.hpp> |
| 29 | #include <ndnboost/random/detail/config.hpp> |
| 30 | #include <ndnboost/random/detail/const_mod.hpp> |
| 31 | #include <ndnboost/random/detail/seed.hpp> |
| 32 | #include <ndnboost/random/detail/seed_impl.hpp> |
| 33 | #include <ndnboost/detail/workaround.hpp> |
| 34 | |
| 35 | #include <ndnboost/random/detail/disable_warnings.hpp> |
| 36 | |
| 37 | namespace ndnboost { |
| 38 | namespace random { |
| 39 | |
| 40 | /** |
| 41 | * Instantiations of class template linear_congruential_engine model a |
| 42 | * \pseudo_random_number_generator. Linear congruential pseudo-random |
| 43 | * number generators are described in: |
| 44 | * |
| 45 | * @blockquote |
| 46 | * "Mathematical methods in large-scale computing units", D. H. Lehmer, |
| 47 | * Proc. 2nd Symposium on Large-Scale Digital Calculating Machines, |
| 48 | * Harvard University Press, 1951, pp. 141-146 |
| 49 | * @endblockquote |
| 50 | * |
| 51 | * Let x(n) denote the sequence of numbers returned by some pseudo-random |
| 52 | * number generator. Then for the linear congruential generator, |
| 53 | * x(n+1) := (a * x(n) + c) mod m. Parameters for the generator are |
| 54 | * x(0), a, c, m. The template parameter IntType shall denote an integral |
| 55 | * type. It must be large enough to hold values a, c, and m. The template |
| 56 | * parameters a and c must be smaller than m. |
| 57 | * |
| 58 | * Note: The quality of the generator crucially depends on the choice of |
| 59 | * the parameters. User code should use one of the sensibly parameterized |
| 60 | * generators such as minstd_rand instead. |
| 61 | */ |
| 62 | template<class IntType, IntType a, IntType c, IntType m> |
| 63 | class linear_congruential_engine |
| 64 | { |
| 65 | public: |
| 66 | typedef IntType result_type; |
| 67 | |
| 68 | // Required for old Boost.Random concept |
| 69 | NDNBOOST_STATIC_CONSTANT(bool, has_fixed_range = false); |
| 70 | |
| 71 | NDNBOOST_STATIC_CONSTANT(IntType, multiplier = a); |
| 72 | NDNBOOST_STATIC_CONSTANT(IntType, increment = c); |
| 73 | NDNBOOST_STATIC_CONSTANT(IntType, modulus = m); |
| 74 | NDNBOOST_STATIC_CONSTANT(IntType, default_seed = 1); |
| 75 | |
| 76 | NDNBOOST_STATIC_ASSERT(std::numeric_limits<IntType>::is_integer); |
| 77 | NDNBOOST_STATIC_ASSERT(m == 0 || a < m); |
| 78 | NDNBOOST_STATIC_ASSERT(m == 0 || c < m); |
| 79 | |
| 80 | /** |
| 81 | * Constructs a @c linear_congruential_engine, using the default seed |
| 82 | */ |
| 83 | linear_congruential_engine() { seed(); } |
| 84 | |
| 85 | /** |
| 86 | * Constructs a @c linear_congruential_engine, seeding it with @c x0. |
| 87 | */ |
| 88 | NDNBOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(linear_congruential_engine, |
| 89 | IntType, x0) |
| 90 | { seed(x0); } |
| 91 | |
| 92 | /** |
| 93 | * Constructs a @c linear_congruential_engine, seeding it with values |
| 94 | * produced by a call to @c seq.generate(). |
| 95 | */ |
| 96 | NDNBOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(linear_congruential_engine, |
| 97 | SeedSeq, seq) |
| 98 | { seed(seq); } |
| 99 | |
| 100 | /** |
| 101 | * Constructs a @c linear_congruential_engine and seeds it |
| 102 | * with values taken from the itrator range [first, last) |
| 103 | * and adjusts first to point to the element after the last one |
| 104 | * used. If there are not enough elements, throws @c std::invalid_argument. |
| 105 | * |
| 106 | * first and last must be input iterators. |
| 107 | */ |
| 108 | template<class It> |
| 109 | linear_congruential_engine(It& first, It last) |
| 110 | { |
| 111 | seed(first, last); |
| 112 | } |
| 113 | |
| 114 | // compiler-generated copy constructor and assignment operator are fine |
| 115 | |
| 116 | /** |
| 117 | * Calls seed(default_seed) |
| 118 | */ |
| 119 | void seed() { seed(default_seed); } |
| 120 | |
| 121 | /** |
| 122 | * If c mod m is zero and x0 mod m is zero, changes the current value of |
| 123 | * the generator to 1. Otherwise, changes it to x0 mod m. If c is zero, |
| 124 | * distinct seeds in the range [1,m) will leave the generator in distinct |
| 125 | * states. If c is not zero, the range is [0,m). |
| 126 | */ |
| 127 | NDNBOOST_RANDOM_DETAIL_ARITHMETIC_SEED(linear_congruential_engine, IntType, x0) |
| 128 | { |
| 129 | // wrap _x if it doesn't fit in the destination |
| 130 | if(modulus == 0) { |
| 131 | _x = x0; |
| 132 | } else { |
| 133 | _x = x0 % modulus; |
| 134 | } |
| 135 | // handle negative seeds |
| 136 | if(_x <= 0 && _x != 0) { |
| 137 | _x += modulus; |
| 138 | } |
| 139 | // adjust to the correct range |
| 140 | if(increment == 0 && _x == 0) { |
| 141 | _x = 1; |
| 142 | } |
| 143 | NDNBOOST_ASSERT(_x >= (min)()); |
| 144 | NDNBOOST_ASSERT(_x <= (max)()); |
| 145 | } |
| 146 | |
| 147 | /** |
| 148 | * Seeds a @c linear_congruential_engine using values from a SeedSeq. |
| 149 | */ |
| 150 | NDNBOOST_RANDOM_DETAIL_SEED_SEQ_SEED(linear_congruential_engine, SeedSeq, seq) |
| 151 | { seed(detail::seed_one_int<IntType, m>(seq)); } |
| 152 | |
| 153 | /** |
| 154 | * seeds a @c linear_congruential_engine with values taken |
| 155 | * from the itrator range [first, last) and adjusts @c first to |
| 156 | * point to the element after the last one used. If there are |
| 157 | * not enough elements, throws @c std::invalid_argument. |
| 158 | * |
| 159 | * @c first and @c last must be input iterators. |
| 160 | */ |
| 161 | template<class It> |
| 162 | void seed(It& first, It last) |
| 163 | { seed(detail::get_one_int<IntType, m>(first, last)); } |
| 164 | |
| 165 | /** |
| 166 | * Returns the smallest value that the @c linear_congruential_engine |
| 167 | * can produce. |
| 168 | */ |
| 169 | static result_type min NDNBOOST_PREVENT_MACRO_SUBSTITUTION () |
| 170 | { return c == 0 ? 1 : 0; } |
| 171 | /** |
| 172 | * Returns the largest value that the @c linear_congruential_engine |
| 173 | * can produce. |
| 174 | */ |
| 175 | static result_type max NDNBOOST_PREVENT_MACRO_SUBSTITUTION () |
| 176 | { return modulus-1; } |
| 177 | |
| 178 | /** Returns the next value of the @c linear_congruential_engine. */ |
| 179 | IntType operator()() |
| 180 | { |
| 181 | _x = const_mod<IntType, m>::mult_add(a, _x, c); |
| 182 | return _x; |
| 183 | } |
| 184 | |
| 185 | /** Fills a range with random values */ |
| 186 | template<class Iter> |
| 187 | void generate(Iter first, Iter last) |
| 188 | { detail::generate_from_int(*this, first, last); } |
| 189 | |
| 190 | /** Advances the state of the generator by @c z. */ |
| 191 | void discard(ndnboost::uintmax_t z) |
| 192 | { |
| 193 | typedef const_mod<IntType, m> mod_type; |
| 194 | IntType b_inv = mod_type::invert(a-1); |
| 195 | IntType b_gcd = mod_type::mult(a-1, b_inv); |
| 196 | if(b_gcd == 1) { |
| 197 | IntType a_z = mod_type::pow(a, z); |
| 198 | _x = mod_type::mult_add(a_z, _x, |
| 199 | mod_type::mult(mod_type::mult(c, b_inv), a_z - 1)); |
| 200 | } else { |
| 201 | // compute (a^z - 1)*c % (b_gcd * m) / (b / b_gcd) * inv(b / b_gcd) |
| 202 | // we're storing the intermediate result / b_gcd |
| 203 | IntType a_zm1_over_gcd = 0; |
| 204 | IntType a_km1_over_gcd = (a - 1) / b_gcd; |
| 205 | ndnboost::uintmax_t exponent = z; |
| 206 | while(exponent != 0) { |
| 207 | if(exponent % 2 == 1) { |
| 208 | a_zm1_over_gcd = |
| 209 | mod_type::mult_add( |
| 210 | b_gcd, |
| 211 | mod_type::mult(a_zm1_over_gcd, a_km1_over_gcd), |
| 212 | mod_type::add(a_zm1_over_gcd, a_km1_over_gcd)); |
| 213 | } |
| 214 | a_km1_over_gcd = mod_type::mult_add( |
| 215 | b_gcd, |
| 216 | mod_type::mult(a_km1_over_gcd, a_km1_over_gcd), |
| 217 | mod_type::add(a_km1_over_gcd, a_km1_over_gcd)); |
| 218 | exponent /= 2; |
| 219 | } |
| 220 | |
| 221 | IntType a_z = mod_type::mult_add(b_gcd, a_zm1_over_gcd, 1); |
| 222 | IntType num = mod_type::mult(c, a_zm1_over_gcd); |
| 223 | b_inv = mod_type::invert((a-1)/b_gcd); |
| 224 | _x = mod_type::mult_add(a_z, _x, mod_type::mult(b_inv, num)); |
| 225 | } |
| 226 | } |
| 227 | |
| 228 | friend bool operator==(const linear_congruential_engine& x, |
| 229 | const linear_congruential_engine& y) |
| 230 | { return x._x == y._x; } |
| 231 | friend bool operator!=(const linear_congruential_engine& x, |
| 232 | const linear_congruential_engine& y) |
| 233 | { return !(x == y); } |
| 234 | |
| 235 | #if !defined(NDNBOOST_RANDOM_NO_STREAM_OPERATORS) |
| 236 | /** Writes a @c linear_congruential_engine to a @c std::ostream. */ |
| 237 | template<class CharT, class Traits> |
| 238 | friend std::basic_ostream<CharT,Traits>& |
| 239 | operator<<(std::basic_ostream<CharT,Traits>& os, |
| 240 | const linear_congruential_engine& lcg) |
| 241 | { |
| 242 | return os << lcg._x; |
| 243 | } |
| 244 | |
| 245 | /** Reads a @c linear_congruential_engine from a @c std::istream. */ |
| 246 | template<class CharT, class Traits> |
| 247 | friend std::basic_istream<CharT,Traits>& |
| 248 | operator>>(std::basic_istream<CharT,Traits>& is, |
| 249 | linear_congruential_engine& lcg) |
| 250 | { |
| 251 | lcg.read(is); |
| 252 | return is; |
| 253 | } |
| 254 | #endif |
| 255 | |
| 256 | private: |
| 257 | |
| 258 | /// \cond show_private |
| 259 | |
| 260 | template<class CharT, class Traits> |
| 261 | void read(std::basic_istream<CharT, Traits>& is) { |
| 262 | IntType x; |
| 263 | if(is >> x) { |
| 264 | if(x >= (min)() && x <= (max)()) { |
| 265 | _x = x; |
| 266 | } else { |
| 267 | is.setstate(std::ios_base::failbit); |
| 268 | } |
| 269 | } |
| 270 | } |
| 271 | |
| 272 | /// \endcond |
| 273 | |
| 274 | IntType _x; |
| 275 | }; |
| 276 | |
| 277 | #ifndef NDNBOOST_NO_INCLASS_MEMBER_INITIALIZATION |
| 278 | // A definition is required even for integral static constants |
| 279 | template<class IntType, IntType a, IntType c, IntType m> |
| 280 | const bool linear_congruential_engine<IntType, a, c, m>::has_fixed_range; |
| 281 | template<class IntType, IntType a, IntType c, IntType m> |
| 282 | const IntType linear_congruential_engine<IntType,a,c,m>::multiplier; |
| 283 | template<class IntType, IntType a, IntType c, IntType m> |
| 284 | const IntType linear_congruential_engine<IntType,a,c,m>::increment; |
| 285 | template<class IntType, IntType a, IntType c, IntType m> |
| 286 | const IntType linear_congruential_engine<IntType,a,c,m>::modulus; |
| 287 | template<class IntType, IntType a, IntType c, IntType m> |
| 288 | const IntType linear_congruential_engine<IntType,a,c,m>::default_seed; |
| 289 | #endif |
| 290 | |
| 291 | /// \cond show_deprecated |
| 292 | |
| 293 | // provided for backwards compatibility |
| 294 | template<class IntType, IntType a, IntType c, IntType m, IntType val = 0> |
| 295 | class linear_congruential : public linear_congruential_engine<IntType, a, c, m> |
| 296 | { |
| 297 | typedef linear_congruential_engine<IntType, a, c, m> base_type; |
| 298 | public: |
| 299 | linear_congruential(IntType x0 = 1) : base_type(x0) {} |
| 300 | template<class It> |
| 301 | linear_congruential(It& first, It last) : base_type(first, last) {} |
| 302 | }; |
| 303 | |
| 304 | /// \endcond |
| 305 | |
| 306 | /** |
| 307 | * The specialization \minstd_rand0 was originally suggested in |
| 308 | * |
| 309 | * @blockquote |
| 310 | * A pseudo-random number generator for the System/360, P.A. Lewis, |
| 311 | * A.S. Goodman, J.M. Miller, IBM Systems Journal, Vol. 8, No. 2, |
| 312 | * 1969, pp. 136-146 |
| 313 | * @endblockquote |
| 314 | * |
| 315 | * It is examined more closely together with \minstd_rand in |
| 316 | * |
| 317 | * @blockquote |
| 318 | * "Random Number Generators: Good ones are hard to find", |
| 319 | * Stephen K. Park and Keith W. Miller, Communications of |
| 320 | * the ACM, Vol. 31, No. 10, October 1988, pp. 1192-1201 |
| 321 | * @endblockquote |
| 322 | */ |
| 323 | typedef linear_congruential_engine<uint32_t, 16807, 0, 2147483647> minstd_rand0; |
| 324 | |
| 325 | /** The specialization \minstd_rand was suggested in |
| 326 | * |
| 327 | * @blockquote |
| 328 | * "Random Number Generators: Good ones are hard to find", |
| 329 | * Stephen K. Park and Keith W. Miller, Communications of |
| 330 | * the ACM, Vol. 31, No. 10, October 1988, pp. 1192-1201 |
| 331 | * @endblockquote |
| 332 | */ |
| 333 | typedef linear_congruential_engine<uint32_t, 48271, 0, 2147483647> minstd_rand; |
| 334 | |
| 335 | |
| 336 | #if !defined(NDNBOOST_NO_INT64_T) && !defined(NDNBOOST_NO_INTEGRAL_INT64_T) |
| 337 | /** |
| 338 | * Class @c rand48 models a \pseudo_random_number_generator. It uses |
| 339 | * the linear congruential algorithm with the parameters a = 0x5DEECE66D, |
| 340 | * c = 0xB, m = 2**48. It delivers identical results to the @c lrand48() |
| 341 | * function available on some systems (assuming lcong48 has not been called). |
| 342 | * |
| 343 | * It is only available on systems where @c uint64_t is provided as an |
| 344 | * integral type, so that for example static in-class constants and/or |
| 345 | * enum definitions with large @c uint64_t numbers work. |
| 346 | */ |
| 347 | class rand48 |
| 348 | { |
| 349 | public: |
| 350 | typedef ndnboost::uint32_t result_type; |
| 351 | |
| 352 | NDNBOOST_STATIC_CONSTANT(bool, has_fixed_range = false); |
| 353 | /** |
| 354 | * Returns the smallest value that the generator can produce |
| 355 | */ |
| 356 | static uint32_t min NDNBOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; } |
| 357 | /** |
| 358 | * Returns the largest value that the generator can produce |
| 359 | */ |
| 360 | static uint32_t max NDNBOOST_PREVENT_MACRO_SUBSTITUTION () |
| 361 | { return 0x7FFFFFFF; } |
| 362 | |
| 363 | /** Seeds the generator with the default seed. */ |
| 364 | rand48() : lcf(cnv(static_cast<uint32_t>(1))) {} |
| 365 | /** |
| 366 | * Constructs a \rand48 generator with x(0) := (x0 << 16) | 0x330e. |
| 367 | */ |
| 368 | NDNBOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(rand48, result_type, x0) |
| 369 | { seed(x0); } |
| 370 | /** |
| 371 | * Seeds the generator with values produced by @c seq.generate(). |
| 372 | */ |
| 373 | NDNBOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(rand48, SeedSeq, seq) |
| 374 | { seed(seq); } |
| 375 | /** |
| 376 | * Seeds the generator using values from an iterator range, |
| 377 | * and updates first to point one past the last value consumed. |
| 378 | */ |
| 379 | template<class It> rand48(It& first, It last) : lcf(first, last) { } |
| 380 | |
| 381 | // compiler-generated copy ctor and assignment operator are fine |
| 382 | |
| 383 | /** Seeds the generator with the default seed. */ |
| 384 | void seed() { seed(static_cast<uint32_t>(1)); } |
| 385 | /** |
| 386 | * Changes the current value x(n) of the generator to (x0 << 16) | 0x330e. |
| 387 | */ |
| 388 | NDNBOOST_RANDOM_DETAIL_ARITHMETIC_SEED(rand48, result_type, x0) |
| 389 | { lcf.seed(cnv(x0)); } |
| 390 | /** |
| 391 | * Seeds the generator using values from an iterator range, |
| 392 | * and updates first to point one past the last value consumed. |
| 393 | */ |
| 394 | template<class It> void seed(It& first, It last) { lcf.seed(first,last); } |
| 395 | /** |
| 396 | * Seeds the generator with values produced by @c seq.generate(). |
| 397 | */ |
| 398 | NDNBOOST_RANDOM_DETAIL_SEED_SEQ_SEED(rand48, SeedSeq, seq) |
| 399 | { lcf.seed(seq); } |
| 400 | |
| 401 | /** Returns the next value of the generator. */ |
| 402 | uint32_t operator()() { return static_cast<uint32_t>(lcf() >> 17); } |
| 403 | |
| 404 | /** Advances the state of the generator by @c z. */ |
| 405 | void discard(ndnboost::uintmax_t z) { lcf.discard(z); } |
| 406 | |
| 407 | /** Fills a range with random values */ |
| 408 | template<class Iter> |
| 409 | void generate(Iter first, Iter last) |
| 410 | { |
| 411 | for(; first != last; ++first) { |
| 412 | *first = (*this)(); |
| 413 | } |
| 414 | } |
| 415 | |
| 416 | #ifndef NDNBOOST_RANDOM_NO_STREAM_OPERATORS |
| 417 | /** Writes a @c rand48 to a @c std::ostream. */ |
| 418 | template<class CharT,class Traits> |
| 419 | friend std::basic_ostream<CharT,Traits>& |
| 420 | operator<<(std::basic_ostream<CharT,Traits>& os, const rand48& r) |
| 421 | { os << r.lcf; return os; } |
| 422 | |
| 423 | /** Reads a @c rand48 from a @c std::istream. */ |
| 424 | template<class CharT,class Traits> |
| 425 | friend std::basic_istream<CharT,Traits>& |
| 426 | operator>>(std::basic_istream<CharT,Traits>& is, rand48& r) |
| 427 | { is >> r.lcf; return is; } |
| 428 | #endif |
| 429 | |
| 430 | /** |
| 431 | * Returns true if the two generators will produce identical |
| 432 | * sequences of values. |
| 433 | */ |
| 434 | friend bool operator==(const rand48& x, const rand48& y) |
| 435 | { return x.lcf == y.lcf; } |
| 436 | /** |
| 437 | * Returns true if the two generators will produce different |
| 438 | * sequences of values. |
| 439 | */ |
| 440 | friend bool operator!=(const rand48& x, const rand48& y) |
| 441 | { return !(x == y); } |
| 442 | private: |
| 443 | /// \cond show_private |
| 444 | typedef random::linear_congruential_engine<uint64_t, |
| 445 | // xxxxULL is not portable |
| 446 | uint64_t(0xDEECE66DUL) | (uint64_t(0x5) << 32), |
| 447 | 0xB, uint64_t(1)<<48> lcf_t; |
| 448 | lcf_t lcf; |
| 449 | |
| 450 | static ndnboost::uint64_t cnv(ndnboost::uint32_t x) |
| 451 | { return (static_cast<uint64_t>(x) << 16) | 0x330e; } |
| 452 | /// \endcond |
| 453 | }; |
| 454 | #endif /* !NDNBOOST_NO_INT64_T && !NDNBOOST_NO_INTEGRAL_INT64_T */ |
| 455 | |
| 456 | } // namespace random |
| 457 | |
| 458 | using random::minstd_rand0; |
| 459 | using random::minstd_rand; |
| 460 | using random::rand48; |
| 461 | |
| 462 | } // namespace ndnboost |
| 463 | |
| 464 | #include <ndnboost/random/detail/enable_warnings.hpp> |
| 465 | |
| 466 | #endif // NDNBOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP |