00001
00029 #ifndef RANDOM_DSFMT_H
00030 #define RANDOM_DSFMT_H
00031
00032 #include <itpp/base/itcompat.h>
00033 #include <itpp/base/vec.h>
00034 #include <cstring>
00035 #include <ctime>
00036 #include <limits>
00037
00038 #if defined(__SSE2__)
00039 # include <emmintrin.h>
00040 #endif
00041
00042 namespace itpp
00043 {
00044
00092 template <int MEXP, int POS1, int SL1, uint64_t MSK1, uint64_t MSK2,
00093 uint32_t MSK32_1, uint32_t MSK32_2,
00094 uint32_t MSK32_3, uint32_t MSK32_4,
00095 uint64_t FIX1, uint64_t FIX2, uint64_t PCV1, uint64_t PCV2>
00096 class DSFMT {
00097 public:
00099 DSFMT() { if (!initialized) init_gen_rand(4257U); }
00101 DSFMT(unsigned int seed) { init_gen_rand(seed); }
00102
00104 void randomize() { init_gen_rand(hash(time(0), clock())); }
00106 void reset() { init_gen_rand(last_seed); }
00108 void reset(unsigned int seed) { init_gen_rand(seed); }
00109
00111 double random_01() { return genrand_open_open(); }
00113 double random_01_lclosed() { return genrand_close_open(); }
00115 double random_01_rclosed() { return genrand_open_close(); }
00117 uint32_t random_int() { return genrand_uint32(); }
00118
00120 ivec get_state() const {
00121 int size = (N + 1) * 4;
00122 uint32_t *psfmt = &status[0].u32[0];
00123 ivec state(size + 1);
00124 for (int i = 0; i < size; ++i) {
00125 state(i) = psfmt[i];
00126 }
00127 state(size) = idx;
00128 return state;
00129 }
00130
00132 void set_state(const ivec &state) {
00133 int size = (N + 1) * 4;
00134 it_assert(state.size() == size + 1, "Random_Generator::set_state(): "
00135 "Invalid state initialization vector");
00136 uint32_t *psfmt = &status[0].u32[0];
00137 for (int i = 0; i < size; ++i) {
00138 psfmt[i] = state(i);
00139 }
00140 idx = state(size);
00141 }
00142
00150 void init_gen_rand(unsigned int seed) {
00151 uint32_t *psfmt = &status[0].u32[0];
00152 psfmt[idxof(0)] = seed;
00153 for (int i = 1; i < (N + 1) * 4; i++) {
00154 psfmt[idxof(i)] = 1812433253UL
00155 * (psfmt[idxof(i - 1)] ^ (psfmt[idxof(i - 1)] >> 30)) + i;
00156 }
00157 initial_mask();
00158 period_certification();
00159 idx = Nx2;
00160 #if defined(__SSE2__)
00161 sse2_param_mask = _mm_set_epi32(MSK32_3, MSK32_4, MSK32_1, MSK32_2);
00162 #endif
00163 initialized = true;
00164 last_seed = seed;
00165 }
00166
00168 static uint32_t genrand_uint32() {
00169 uint64_t *psfmt64 = &status[0].u[0];
00170 if (idx >= Nx2) {
00171 dsfmt_gen_rand_all();
00172 idx = 0;
00173 }
00174 return psfmt64[idx++] & 0xffffffffU;
00175 }
00176
00186 static double genrand_close1_open2() {
00187 double *psfmt64 = &status[0].d[0];
00188 if (idx >= Nx2) {
00189 dsfmt_gen_rand_all();
00190 idx = 0;
00191 }
00192 return psfmt64[idx++];
00193 }
00194
00203 static double genrand_close_open() { return genrand_close1_open2() - 1.0; }
00204
00213 static double genrand_open_close() { return 2.0 - genrand_close1_open2(); }
00214
00223 static double genrand_open_open() {
00224 double *dsfmt64 = &status[0].d[0];
00225 union {
00226 double d;
00227 uint64_t u;
00228 } r;
00229
00230 if (idx >= Nx2) {
00231 dsfmt_gen_rand_all();
00232 idx = 0;
00233 }
00234 r.d = dsfmt64[idx++];
00235 r.u |= 1;
00236 return r.d - 1.0;
00237 }
00238
00239
00240 private:
00241 static const int N = (MEXP - 128) / 104 + 1;
00242 static const int Nx2 = N * 2;
00243 static const uint64_t LOW_MASK = 0x000fffffffffffffULL;
00244 static const uint64_t HIGH_CONST = 0x3ff0000000000000ULL;
00245 static const unsigned int SR = 12U;
00246 #if defined(__SSE2__)
00247 static const unsigned int SSE2_SHUFF = 0x1bU;
00248 #endif // __SSE2__
00249
00251 union W128_T {
00252 #if defined(__SSE2__)
00253 __m128i si;
00254 __m128d sd;
00255 #endif // __SSE2__
00256 uint64_t u[2];
00257 uint32_t u32[4];
00258 double d[2];
00259 };
00261 typedef union W128_T w128_t;
00263 static w128_t status[N + 1];
00265 static int idx;
00267 static unsigned int last_seed;
00268
00270 static bool initialized;
00272 static bool bigendian;
00273
00274 #if defined(__SSE2__)
00276 static __m128i sse2_param_mask;
00277 #endif // __SSE2__
00278
00285 static unsigned int hash(time_t t, clock_t c)
00286 {
00287 static unsigned int differ = 0;
00288
00289 unsigned int h1 = 0;
00290 unsigned char *p = (unsigned char *) &t;
00291 for (size_t i = 0; i < sizeof(t); ++i) {
00292 h1 *= std::numeric_limits<unsigned char>::max() + 2U;
00293 h1 += p[i];
00294 }
00295 unsigned int h2 = 0;
00296 p = (unsigned char *) &c;
00297 for (size_t j = 0; j < sizeof(c); ++j) {
00298 h2 *= std::numeric_limits<unsigned char>::max() + 2U;
00299 h2 += p[j];
00300 }
00301 return (h1 + differ++) ^ h2;
00302 }
00303
00308 static int idxof(int i) { return (bigendian ? (i ^ 1) : i); }
00309
00314 static void initial_mask() {
00315 uint64_t *psfmt = &status[0].u[0];
00316 for (int i = 0; i < Nx2; i++) {
00317 psfmt[i] = (psfmt[i] & LOW_MASK) | HIGH_CONST;
00318 }
00319 }
00320
00322 static void period_certification() {
00323 uint64_t pcv[2] = {PCV1, PCV2};
00324 uint64_t tmp[2];
00325 uint64_t inner;
00326
00327 tmp[0] = (status[N].u[0] ^ FIX1);
00328 tmp[1] = (status[N].u[1] ^ FIX2);
00329
00330 inner = tmp[0] & pcv[0];
00331 inner ^= tmp[1] & pcv[1];
00332 for (int i = 32; i > 0; i >>= 1) {
00333 inner ^= inner >> i;
00334 }
00335 inner &= 1;
00336
00337 if (inner == 1) {
00338 return;
00339 }
00340
00341 #if (PCV2 & 1) == 1
00342 status[N].u[1] ^= 1;
00343 #else
00344 uint64_t work;
00345 for (int i = 1; i >= 0; i--) {
00346 work = 1;
00347 for (int j = 0; j < 64; j++) {
00348 if ((work & pcv[i]) != 0) {
00349 status[N].u[i] ^= work;
00350 return;
00351 }
00352 work = work << 1;
00353 }
00354 }
00355 #endif // (PCV2 & 1) == 1
00356 return;
00357 }
00358
00366 static void do_recursion(w128_t *r, w128_t *a, w128_t *b, w128_t *lung) {
00367 #if defined(__SSE2__)
00368 __m128i x = a->si;
00369 __m128i z = _mm_slli_epi64(x, SL1);
00370 __m128i y = _mm_shuffle_epi32(lung->si, SSE2_SHUFF);
00371 z = _mm_xor_si128(z, b->si);
00372 y = _mm_xor_si128(y, z);
00373
00374 __m128i v = _mm_srli_epi64(y, SR);
00375 __m128i w = _mm_and_si128(y, sse2_param_mask);
00376 v = _mm_xor_si128(v, x);
00377 v = _mm_xor_si128(v, w);
00378 r->si = v;
00379 lung->si = y;
00380 #else // standard C++
00381 uint64_t t0 = a->u[0];
00382 uint64_t t1 = a->u[1];
00383 uint64_t L0 = lung->u[0];
00384 uint64_t L1 = lung->u[1];
00385 lung->u[0] = (t0 << SL1) ^ (L1 >> 32) ^ (L1 << 32) ^ b->u[0];
00386 lung->u[1] = (t1 << SL1) ^ (L0 >> 32) ^ (L0 << 32) ^ b->u[1];
00387 r->u[0] = (lung->u[0] >> SR) ^ (lung->u[0] & MSK1) ^ t0;
00388 r->u[1] = (lung->u[1] >> SR) ^ (lung->u[1] & MSK2) ^ t1;
00389 #endif // __SSE2__
00390 }
00391
00396 static void dsfmt_gen_rand_all() {
00397 int i;
00398 w128_t lung = status[N];
00399 do_recursion(&status[0], &status[0], &status[POS1], &lung);
00400 for (i = 1; i < N - POS1; i++) {
00401 do_recursion(&status[i], &status[i], &status[i + POS1], &lung);
00402 }
00403 for (; i < N; i++) {
00404 do_recursion(&status[i], &status[i], &status[i + POS1 - N], &lung);
00405 }
00406 status[N] = lung;
00407 }
00408
00409 };
00410
00411
00412
00413
00414
00415
00416 typedef DSFMT<521, 3, 25,
00417 0x000fbfefff77efffULL, 0x000ffeebfbdfbfdfULL,
00418 0x000fbfefU, 0xff77efffU, 0x000ffeebU, 0xfbdfbfdfU,
00419 0xcfb393d661638469ULL, 0xc166867883ae2adbULL,
00420 0xccaa588000000000ULL, 0x0000000000000001ULL> DSFMT_521_RNG;
00421
00422 typedef DSFMT<1279, 9, 19,
00423 0x000efff7ffddffeeULL, 0x000fbffffff77fffULL,
00424 0x000efff7U, 0xffddffeeU, 0x000fbfffU, 0xfff77fffU,
00425 0xb66627623d1a31beULL, 0x04b6c51147b6109bULL,
00426 0x7049f2da382a6aebULL, 0xde4ca84a40000001ULL> DSFMT_1279_RNG;
00427
00428 typedef DSFMT<2203, 7, 19,
00429 0x000fdffff5edbfffULL, 0x000f77fffffffbfeULL,
00430 0x000fdfffU, 0xf5edbfffU, 0x000f77ffU, 0xfffffbfeU,
00431 0xb14e907a39338485ULL, 0xf98f0735c637ef90ULL,
00432 0x8000000000000000ULL, 0x0000000000000001ULL> DSFMT_2203_RNG;
00433
00434 typedef DSFMT<4253, 19, 19,
00435 0x0007b7fffef5feffULL, 0x000ffdffeffefbfcULL,
00436 0x0007b7ffU, 0xfef5feffU, 0x000ffdffU, 0xeffefbfcU,
00437 0x80901b5fd7a11c65ULL, 0x5a63ff0e7cb0ba74ULL,
00438 0x1ad277be12000000ULL, 0x0000000000000001ULL> DSFMT_4253_RNG;
00439
00440 typedef DSFMT<11213, 37, 19,
00441 0x000ffffffdf7fffdULL, 0x000ffffffdf7fffdULL,
00442 0x000fffffU, 0xfdf7fffdU, 0x000dffffU, 0xfff6bfffU,
00443 0xd0ef7b7c75b06793ULL, 0x9c50ff4caae0a641ULL,
00444 0x8234c51207c80000ULL, 0x0000000000000001ULL> DSFMT_11213_RNG;
00445
00446 typedef DSFMT<19937, 117, 19,
00447 0x000ffafffffffb3fULL, 0x000ffdfffc90fffdULL,
00448 0x000ffaffU, 0xfffffb3fU, 0x000ffdffU, 0xfc90fffdU,
00449 0x90014964b32f4329ULL, 0x3b8d12ac548a7c7aULL,
00450 0x3d84e1ac0dc82880ULL, 0x0000000000000001ULL> DSFMT_19937_RNG;
00451
00452
00453 }
00454
00455 #endif // #ifndef RANDOM_DSFMT_H
