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Sprout/sprout/random/mersenne_twister.hpp

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2011-10-12 20:28:33 +00:00
#ifndef SPROUT_RANDOM_MERSENNE_TWISTER_HPP
#define SPROUT_RANDOM_MERSENNE_TWISTER_HPP
#include <cstddef>
#include <cstdint>
#include <ios>
#include <type_traits>
#include <sprout/config.hpp>
#include <sprout/random/random_result.hpp>
#include <sprout/array.hpp>
#include <sprout/detail/integer/integer_mask.hpp>
namespace sprout {
namespace random {
//
// mersenne_twister_engine
//
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
class mersenne_twister_engine {
public:
typedef UIntType result_type;
private:
struct private_constructor_tag {};
public:
SPROUT_STATIC_CONSTEXPR std::size_t word_size = w;
SPROUT_STATIC_CONSTEXPR std::size_t state_size = n;
SPROUT_STATIC_CONSTEXPR std::size_t shift_size = m;
SPROUT_STATIC_CONSTEXPR std::size_t mask_bits = r;
SPROUT_STATIC_CONSTEXPR UIntType xor_mask = a;
SPROUT_STATIC_CONSTEXPR std::size_t tempering_u = u;
SPROUT_STATIC_CONSTEXPR UIntType tempering_d = d;
SPROUT_STATIC_CONSTEXPR std::size_t tempering_s = s;
SPROUT_STATIC_CONSTEXPR UIntType tempering_b = b;
SPROUT_STATIC_CONSTEXPR std::size_t tempering_t = t;
SPROUT_STATIC_CONSTEXPR UIntType tempering_c = c;
SPROUT_STATIC_CONSTEXPR std::size_t tempering_l = l;
SPROUT_STATIC_CONSTEXPR UIntType initialization_multiplier = f;
SPROUT_STATIC_CONSTEXPR UIntType default_seed = 5489u;
private:
SPROUT_STATIC_CONSTEXPR UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
SPROUT_STATIC_CONSTEXPR UIntType lower_mask = ~upper_mask;
SPROUT_STATIC_CONSTEXPR std::size_t unroll_factor = 6;
SPROUT_STATIC_CONSTEXPR std::size_t unroll_extra1 = (n - m) % unroll_factor;
SPROUT_STATIC_CONSTEXPR std::size_t unroll_extra2 = (m - 1) % unroll_factor;
private:
template<typename... Args>
static SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) + 1 == n,
sprout::array<UIntType, n>
>::type init_seed_1(UIntType const& value, Args const&... args) {
return sprout::array<UIntType, n>{{args..., value}};
}
template<typename... Args>
static SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) + 1 < n,
sprout::array<UIntType, n>
>::type init_seed_1(UIntType const& value, Args const&... args) {
return init_seed_1(
(f * (value ^ (value >> (w - 2))) + (sizeof...(Args) + 1)) & static_max(),
args...,
value
);
}
static SPROUT_CONSTEXPR sprout::array<UIntType, n> init_seed(UIntType const& value) {
return init_seed_1(value & static_max());
}
public:
static SPROUT_CONSTEXPR result_type static_min() {
return 0;
}
static SPROUT_CONSTEXPR result_type static_max() {
return sprout::detail::low_bits_mask_t<w>::sig_bits;
}
private:
sprout::array<UIntType, n> x_;
std::size_t i_;
private:
SPROUT_CONSTEXPR mersenne_twister_engine(sprout::array<UIntType, n> const& x, std::size_t i, private_constructor_tag)
: x_(x)
, i_(i)
{}
SPROUT_CONSTEXPR UIntType rewind_find_1(UIntType const* last, std::size_t size, std::size_t index) const {
return index < n - size
? x_[index]
: *(last - (n - 1 - index))
;
}
SPROUT_CONSTEXPR UIntType rewind_find(UIntType const* last, std::size_t size, std::size_t i) const {
return rewind_find_1(last, size, (i + n - size + n - 1) % n);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n,
sprout::array<UIntType, n>
>::type rewind_finish_1(sprout::array<UIntType, n> const& data, Args const&... args) const {
return sprout::array<UIntType, n>{{args...}};
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n,
sprout::array<UIntType, n>
>::type rewind_finish_1(sprout::array<UIntType, n> const& data, Args const&... args) const {
return rewind_finish_1(data, args..., data[sizeof...(args)]);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n,
sprout::array<UIntType, n>
>::type rewind_finish(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, std::size_t i, Args const&... args) const {
return sprout::array<UIntType, n>{{args...}};
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n,
sprout::array<UIntType, n>
>::type rewind_finish(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, std::size_t i, Args const&... args) const {
return &data[0] + i == last - z
? rewind_finish_1(data, data[i], args...)
: rewind_finish(data, last, z, i + 1, data[i], args...)
;
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n,
sprout::array<UIntType, n>
>::type rewind_4(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, UIntType y0, UIntType y1, std::size_t i, Args const&... args) const {
return sprout::array<UIntType, n>{{args...}};
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n,
sprout::array<UIntType, n>
>::type rewind_4(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, UIntType y0, UIntType y1, std::size_t i, Args const&... args) const {
return rewind_2(
data,
last,
z,
y1,
i,
(y0 & upper_mask) | (y1 & lower_mask),
args...
);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n,
sprout::array<UIntType, n>
>::type rewind_3(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, UIntType y0, UIntType y1, std::size_t i, Args const&... args) const {
return sprout::array<UIntType, n>{{args...}};
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n,
sprout::array<UIntType, n>
>::type rewind_3(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, UIntType y0, UIntType y1, std::size_t i, Args const&... args) const {
return rewind_4(
data,
last,
z,
y0,
y1 & (static_cast<UIntType>(1) << (w - 1))
? ((y1 ^ a) << 1) | 1
: y1 << 1
,
i,
args...
);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n,
sprout::array<UIntType, n>
>::type rewind_2(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, UIntType y0, std::size_t i, Args const&... args) const {
return sprout::array<UIntType, n>{{args...}};
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n,
sprout::array<UIntType, n>
>::type rewind_2(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, UIntType y0, std::size_t i, Args const&... args) const {
return i < z
? rewind_3(data, last, z, y0, rewind_find(last, i, m - 1) ^ rewind_find(last, i, n - 1), i, args...)
: rewind_finish(data, last, z, 0, args...)
;
}
SPROUT_CONSTEXPR sprout::array<UIntType, n> rewind_1(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z, UIntType y0) const {
return rewind_2(
data,
last,
z,
y0 & (static_cast<UIntType>(1) << (w - 1))
? ((y0 ^ a) << 1) | 1
: y0 << 1
,
0
);
}
SPROUT_CONSTEXPR sprout::array<UIntType, n> rewind(sprout::array<UIntType, n> const& data, UIntType const* last, std::size_t z) const {
return rewind_1(data, last, z, x_[m - 1] ^ x_[n - 1]);
}
SPROUT_CONSTEXPR bool equal_impl_2(mersenne_twister_engine const& other, sprout::array<UIntType, n> back, std::size_t offset, std::size_t i = 0) const {
return i < offset
? back[i + n - offset] != other.x_[i]
? false
: equal_impl_2(other, back, offset, i + 1)
: true
;
}
SPROUT_CONSTEXPR bool equal_impl_1(mersenne_twister_engine const& other, sprout::array<UIntType, n> back, std::size_t offset, std::size_t i = 0) const {
return i + offset < n
? x_[i] != other.x_[i + offset]
? false
: equal_impl_1(other, back, offset, i + 1)
: equal_impl_2(other, rewind(back, &back[n - 1], offset), offset)
;
}
SPROUT_CONSTEXPR bool equal_impl(mersenne_twister_engine const& other) const {
return equal_impl_1(other, sprout::array<UIntType, n>(), other.i_ - i_);
}
SPROUT_CONSTEXPR UIntType generate_impl_4(UIntType z) const {
return z ^ (z >> l);
}
SPROUT_CONSTEXPR UIntType generate_impl_3(UIntType z) const {
return z ^ generate_impl_4((z << t) & c);
}
SPROUT_CONSTEXPR UIntType generate_impl_2(UIntType z) const {
return z ^ generate_impl_3((z << s) & b);
}
SPROUT_CONSTEXPR UIntType generate_impl_1(UIntType z) const {
return z ^ generate_impl_2((z >> u) & d);
}
SPROUT_CONSTEXPR UIntType generate_impl() const {
return generate_impl_1(x_[i_]);
}
SPROUT_CONSTEXPR sprout::random::random_result<mersenne_twister_engine> generate() const {
return sprout::random::random_result<mersenne_twister_engine>(
generate_impl(),
mersenne_twister_engine(
x_,
i_ + 1,
private_constructor_tag()
)
);
}
template<typename... Args>
SPROUT_CONSTEXPR mersenne_twister_engine twist_5(Args const&... args) const {
return mersenne_twister_engine(
sprout::array<UIntType, n>{{args..., x_[m - 1] ^ ((x_[n - 1] & upper_mask) | (x_[0] & lower_mask) >> 1) ^ ((x_[0] & 1) * a)}},
0,
private_constructor_tag()
);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n - 1,
mersenne_twister_engine
>::type twist_4(std::size_t i, Args const&... args) const {
return twist_5(args...);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n - 1,
mersenne_twister_engine
>::type twist_4(std::size_t i, Args const&... args) const {
return twist_4(i + 1, args..., x_[i - (n - m)] ^ ((x_[i] & upper_mask) | (x_[i + 1] & lower_mask) >> 1) ^ ((x_[i + 1] & 1) * a));
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n - 1 - unroll_extra2,
mersenne_twister_engine
>::type twist_3(std::size_t i, Args const&... args) const {
return twist_4(n - 1 - unroll_extra2, args...);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n - 1 - unroll_extra2,
mersenne_twister_engine
>::type twist_3(std::size_t i, Args const&... args) const {
return twist_3(i + 1, args..., x_[i - (n - m)] ^ ((x_[i] & upper_mask) | (x_[i + 1] & lower_mask) >> 1) ^ ((x_[i + 1] & 1) * a));
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n - m,
mersenne_twister_engine
>::type twist_2(std::size_t i, Args const&... args) const {
return twist_3(n - m, args...);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n - m,
mersenne_twister_engine
>::type twist_2(std::size_t i, Args const&... args) const {
return twist_2(i + 1, args..., x_[i + m] ^ ((x_[i] & upper_mask) | (x_[i + 1] & lower_mask) >> 1) ^ ((x_[i + 1] & 1) * a));
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n - m - unroll_extra1,
mersenne_twister_engine
>::type twist_1(std::size_t i, Args const&... args) const {
return twist_2(n - m - unroll_extra1, args...);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) < n - m - unroll_extra1,
mersenne_twister_engine
>::type twist_1(std::size_t i, Args const&... args) const {
return twist_1(i + 1, args..., x_[i + m] ^ ((x_[i] & upper_mask) | (x_[i + 1] & lower_mask) >> 1) ^ ((x_[i + 1] & 1) * a));
}
SPROUT_CONSTEXPR mersenne_twister_engine twist() const {
return twist_1(0);
}
public:
SPROUT_CONSTEXPR mersenne_twister_engine()
: x_(init_seed(default_seed))
, i_(n)
{}
SPROUT_CONSTEXPR explicit mersenne_twister_engine(UIntType const& value)
: x_(init_seed(value))
, i_(n)
{}
SPROUT_CONSTEXPR result_type min() const {
return static_min();
}
SPROUT_CONSTEXPR result_type max() const {
return static_max();
}
SPROUT_CONSTEXPR sprout::random::random_result<mersenne_twister_engine> operator()() const {
return i_ == n
? twist().generate()
: generate()
;
}
friend SPROUT_CONSTEXPR bool operator==(mersenne_twister_engine const& lhs, mersenne_twister_engine const& rhs) {
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return lhs.i_ < rhs.i_
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? lhs.equal_impl(rhs)
: rhs.equal_impl(lhs)
;
}
friend SPROUT_CONSTEXPR bool operator!=(mersenne_twister_engine const& lhs, mersenne_twister_engine const& rhs) {
return !(lhs == rhs);
}
template<typename Elem, typename Traits>
friend std::basic_istream<Elem, Traits>& operator>>(
std::basic_istream<Elem, Traits>& lhs,
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mersenne_twister_engine& rhs
)
{
for (std::size_t i = 0; i < state_size; ++i) {
lhs >> rhs.x_[i] >> std::ws;
}
rhs.i_ = state_size;
return lhs;
}
template<typename Elem, typename Traits>
friend std::basic_ostream<Elem, Traits>& operator<<(
std::basic_ostream<Elem, Traits>& lhs,
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mersenne_twister_engine const& rhs
)
{
sprout::array<UIntType, n> data;
for(std::size_t i = 0; i < rhs.i_; ++i) {
data[i + n - rhs.i_] = rhs.x_[i];
}
if (rhs.i_ != n) {
data = rhs.rewind(data, &data[n - rhs.i_ - 1], n - rhs.i_);
}
lhs << data[0];
for (std::size_t i = 0; i < rhs.i_; ++i) {
lhs << ' ' << data[i];
}
return lhs;
}
};
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR std::size_t sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::word_size;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR std::size_t sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::state_size;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR std::size_t sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::shift_size;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR std::size_t sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::mask_bits;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR UIntType sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::xor_mask;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR std::size_t sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::tempering_u;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR UIntType sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::tempering_d;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR std::size_t sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::tempering_s;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR UIntType sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::tempering_b;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR std::size_t sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::tempering_t;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR UIntType sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::tempering_c;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR std::size_t sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::tempering_l;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR UIntType sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::initialization_multiplier;
template<typename UIntType, std::size_t w, std::size_t n, std::size_t m, std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f>
SPROUT_CONSTEXPR UIntType sprout::random::mersenne_twister_engine<UIntType, w, n, m, r, a, u, d, s, b, t, c, l, f>::default_seed;
//
// mt11213b
//
typedef sprout::random::mersenne_twister_engine<
std::uint32_t,
32,
351,
175,
19,
0xccab8ee7,
11,
0xffffffff,
7,
0x31b6ab00,
15,
0xffe50000,
17,
1812433253
> mt11213b;
//
// mt19937
//
typedef sprout::random::mersenne_twister_engine<
std::uint32_t,
32,
624,
397,
31,
0x9908b0df,
11,
0xffffffff,
7,
0x9d2c5680,
15,
0xefc60000,
18,
1812433253
> mt19937;
//
// mt19937_64
//
typedef sprout::random::mersenne_twister_engine<
std::uint64_t,
64,
312,
156,
31,
UINT64_C(0xb5026f5aa96619e9),
29,
UINT64_C(0x5555555555555555),
17,
UINT64_C(0x71d67fffeda60000),
37,
UINT64_C(0xfff7eee000000000),
43,
UINT64_C(6364136223846793005)
> mt19937_64;
} // namespace random
using sprout::random::mt11213b;
using sprout::random::mt19937;
using sprout::random::mt19937_64;
} // namespace sprout
#endif // #ifndef SPROUT_RANDOM_MERSENNE_TWISTER_HPP