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Sprout/sprout/random/mersenne_twister.hpp
2013-11-02 18:28:18 +09:00

614 lines
21 KiB
C++

/*=============================================================================
Copyright (c) 2011-2013 Bolero MURAKAMI
https://github.com/bolero-MURAKAMI/Sprout
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
=============================================================================*/
#ifndef SPROUT_RANDOM_MERSENNE_TWISTER_HPP
#define SPROUT_RANDOM_MERSENNE_TWISTER_HPP
#include <cstddef>
#include <ios>
#include <type_traits>
#include <sprout/config.hpp>
#include <sprout/cstdint.hpp>
#include <sprout/random/random_result.hpp>
#include <sprout/array/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_construct_t {};
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;
public:
static SPROUT_CONSTEXPR result_type static_min() SPROUT_NOEXCEPT {
return 0;
}
static SPROUT_CONSTEXPR result_type static_max() SPROUT_NOEXCEPT {
return sprout::detail::low_bits_mask_t<w>::sig_bits;
}
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());
}
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_construct_t)
: 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&, 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&, UIntType const*, std::size_t, std::size_t,
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&, UIntType const*, std::size_t, UIntType, UIntType, std::size_t,
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&, UIntType const*, std::size_t, UIntType, UIntType, std::size_t,
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&, UIntType const*, std::size_t, UIntType, std::size_t,
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_construct_t()
)
);
}
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_construct_t()
);
}
template<typename... Args>
SPROUT_CONSTEXPR typename std::enable_if<
sizeof...(Args) == n - 1,
mersenne_twister_engine
>::type twist_4(std::size_t, 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, 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, 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, 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)
{}
explicit SPROUT_CONSTEXPR mersenne_twister_engine(UIntType const& value)
: x_(init_seed(value))
, i_(n)
{}
SPROUT_CONSTEXPR result_type min() const SPROUT_NOEXCEPT {
return static_min();
}
SPROUT_CONSTEXPR result_type max() const SPROUT_NOEXCEPT {
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) SPROUT_NOEXCEPT {
return lhs.i_ < rhs.i_
? lhs.equal_impl(rhs)
: rhs.equal_impl(lhs)
;
}
friend SPROUT_CONSTEXPR bool operator!=(mersenne_twister_engine const& lhs, mersenne_twister_engine const& rhs) SPROUT_NOEXCEPT {
return !(lhs == rhs);
}
template<typename Elem, typename Traits>
friend SPROUT_NON_CONSTEXPR std::basic_istream<Elem, Traits>& operator>>(
std::basic_istream<Elem, Traits>& lhs,
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 SPROUT_NON_CONSTEXPR std::basic_ostream<Elem, Traits>& operator<<(
std::basic_ostream<Elem, Traits>& lhs,
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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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_OR_CONST 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,
SPROUT_UINT64_C(0xb5026f5aa96619e9),
29,
SPROUT_UINT64_C(0x5555555555555555),
17,
SPROUT_UINT64_C(0x71d67fffeda60000),
37,
SPROUT_UINT64_C(0xfff7eee000000000),
43,
SPROUT_UINT64_C(6364136223846793005)
> mt19937_64;
} // namespace random
using sprout::random::mersenne_twister_engine;
using sprout::random::mt11213b;
using sprout::random::mt19937;
using sprout::random::mt19937_64;
} // namespace sprout
#endif // #ifndef SPROUT_RANDOM_MERSENNE_TWISTER_HPP