MTRand Class Reference

A class for generating random numbers - Mersenne Twister. More...

#include <MersenneTwister.h>

List of all members.

Public Types
enum	{ N = 624 }
enum	{ SAVE = N + 1 }
typedef unsigned long	uint32
Public Member Functions
	MTRand (const uint32 &oneSeed)
	MTRand (uint32 *const bigSeed, uint32 const seedLength=N)
	MTRand ()
double	rand ()
double	rand (const double &n)
double	randExc ()
double	randExc (const double &n)
double	randDblExc ()
double	randDblExc (const double &n)
uint32	randInt ()
uint32	randInt (const uint32 &n)
double	operator() ()
double	rand53 ()
double	randNorm (const double &mean=0.0, const double &variance=0.0)
void	seed (const uint32 oneSeed)
void	seed (uint32 *const bigSeed, const uint32 seedLength=N)
void	seed ()
void	save (uint32 *saveArray) const
void	load (uint32 *const loadArray)
Protected Types
enum	{ M = 397 }
Protected Member Functions
void	initialize (const uint32 oneSeed)
void	reload ()
uint32	hiBit (const uint32 &u) const
uint32	loBit (const uint32 &u) const
uint32	loBits (const uint32 &u) const
uint32	mixBits (const uint32 &u, const uint32 &v) const
uint32	twist (const uint32 &m, const uint32 &s0, const uint32 &s1) const
Static Protected Member Functions
static uint32	hash (time_t t, clock_t c)
Protected Attributes
uint32	state [N]
uint32 *	pNext
int	left

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Detailed Description

A class for generating random numbers - Mersenne Twister.

Definition at line 71 of file MersenneTwister.h.

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Member Typedef Documentation

typedef unsigned long MTRand::uint32

Definition at line 74 of file MersenneTwister.h.

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Member Enumeration Documentation

anonymous enum

Enumerator:

N

Definition at line 76 of file MersenneTwister.h.

{ N = 624 };       // length of state vector

anonymous enum

Enumerator:

SAVE

Definition at line 77 of file MersenneTwister.h.

{ SAVE = N + 1 };  // length of array for save()

anonymous enum [protected]

Enumerator:

M

Definition at line 80 of file MersenneTwister.h.

{ M = 397 };  // period parameter

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Constructor & Destructor Documentation

MTRand::MTRand

(

const uint32 &

oneSeed

)

[inline]

Definition at line 139 of file MersenneTwister.h.

References seed().

        { seed(oneSeed); }

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MTRand::MTRand	(	uint32 *const	bigSeed,
		uint32 const	seedLength = N
	)			[inline]

Definition at line 142 of file MersenneTwister.h.

References seed().

        { seed(bigSeed,seedLength); }

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MTRand::MTRand

(

)

[inline]

Definition at line 145 of file MersenneTwister.h.

References seed().

        { seed(); }

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Member Function Documentation

double MTRand::rand

(

)

[inline]

Definition at line 148 of file MersenneTwister.h.

References randInt().

Referenced by CDistribution::BoxMuller(), CDistribution::GenerateExponential(), CDistribution::GenerateGamma(), CDistribution::GenerateGEV(), CDistribution::GenerateGumbel(), CDistribution::GenerateLogNormal(), CDistribution::GeneratePoisson(), operator()(), and rand().

        { return double(randInt()) * (1.0/4294967295.0); }

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double MTRand::rand

(

const double &

n

)

[inline]

Definition at line 151 of file MersenneTwister.h.

References rand().

        { return rand() * n; }

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double MTRand::randExc

(

)

[inline]

Definition at line 154 of file MersenneTwister.h.

References randInt().

Referenced by randExc(), and randNorm().

        { return double(randInt()) * (1.0/4294967296.0); }

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double MTRand::randExc

(

const double &

n

)

[inline]

Definition at line 157 of file MersenneTwister.h.

References randExc().

        { return randExc() * n; }

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double MTRand::randDblExc

(

)

[inline]

Definition at line 160 of file MersenneTwister.h.

References randInt().

Referenced by randDblExc(), and randNorm().

        { return ( double(randInt()) + 0.5 ) * (1.0/4294967296.0); }

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double MTRand::randDblExc

(

const double &

n

)

[inline]

Definition at line 163 of file MersenneTwister.h.

References randDblExc().

        { return randDblExc() * n; }

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MTRand::uint32 MTRand::randInt

(

)

[inline]

Definition at line 181 of file MersenneTwister.h.

References left, pNext, and reload().

Referenced by rand(), rand53(), randDblExc(), randExc(), and randInt().

{
        // Pull a 32-bit integer from the generator state
        // Every other access function simply transforms the numbers extracted here
        
        if( left == 0 ) reload();
        --left;
                
        register uint32 s1;
        s1 = *pNext++;
        s1 ^= (s1 >> 11);
        s1 ^= (s1 <<  7) & 0x9d2c5680UL;
        s1 ^= (s1 << 15) & 0xefc60000UL;
        return ( s1 ^ (s1 >> 18) );
}

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MTRand::uint32 MTRand::randInt

(

const uint32 &

n

)

[inline]

Definition at line 197 of file MersenneTwister.h.

References randInt().

{
        // Find which bits are used in n
        // Optimized by Magnus Jonsson (magnus@smartelectronix.com)
        uint32 used = n;
        used |= used >> 1;
        used |= used >> 2;
        used |= used >> 4;
        used |= used >> 8;
        used |= used >> 16;
        
        // Draw numbers until one is found in [0,n]
        uint32 i;
        do
                i = randInt() & used;  // toss unused bits to shorten search
        while( i > n );
        return i;
}

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double MTRand::operator()

(

)

[inline]

Definition at line 106 of file MersenneTwister.h.

References rand().

{ return rand(); }  // same as rand()

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double MTRand::rand53

(

)

[inline]

Definition at line 166 of file MersenneTwister.h.

References randInt().

{
        uint32 a = randInt() >> 5, b = randInt() >> 6;
        return ( a * 67108864.0 + b ) * (1.0/9007199254740992.0);  // by Isaku Wada
}

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double MTRand::randNorm	(	const double &	mean = 0.0,
		const double &	variance = 0.0
	)			[inline]

Definition at line 172 of file MersenneTwister.h.

References randDblExc(), and randExc().

{
        // Return a real number from a normal (Gaussian) distribution with given
        // mean and variance by Box-Muller method
        double r = sqrt( -2.0 * log( 1.0-randDblExc()) ) * variance;
        double phi = 2.0 * 3.14159265358979323846264338328 * randExc();
        return mean + r * cos(phi);
}

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void MTRand::seed

(

const uint32

oneSeed

)

[inline]

Definition at line 217 of file MersenneTwister.h.

References initialize(), and reload().

{
        // Seed the generator with a simple uint32
        initialize(oneSeed);
        reload();
}

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void MTRand::seed	(	uint32 *const	bigSeed,
		const uint32	seedLength = N
	)			[inline]

Definition at line 225 of file MersenneTwister.h.

References initialize(), N, reload(), and state.

{
        // Seed the generator with an array of uint32's
        // There are 2^19937-1 possible initial states.  This function allows
        // all of those to be accessed by providing at least 19937 bits (with a
        // default seed length of N = 624 uint32's).  Any bits above the lower 32
        // in each element are discarded.
        // Just call seed() if you want to get array from /dev/urandom
        initialize(19650218UL);
        register int i = 1;
        register uint32 j = 0;
        register int k = ( N > seedLength ? N : seedLength );
        for( ; k; --k )
        {
                state[i] =
                        state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1664525UL );
                state[i] += ( bigSeed[j] & 0xffffffffUL ) + j;
                state[i] &= 0xffffffffUL;
                ++i;  ++j;
                if( i >= N ) { state[0] = state[N-1];  i = 1; }
                if( j >= seedLength ) j = 0;
        }
        for( k = N - 1; k; --k )
        {
                state[i] =
                        state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1566083941UL );
                state[i] -= i;
                state[i] &= 0xffffffffUL;
                ++i;
                if( i >= N ) { state[0] = state[N-1];  i = 1; }
        }
        state[0] = 0x80000000UL;  // MSB is 1, assuring non-zero initial array
        reload();
}

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void MTRand::seed

(

)

[inline]

Definition at line 261 of file MersenneTwister.h.

References hash(), and N.

Referenced by MTRand().

{
        // Seed the generator with an array from /dev/urandom if available
        // Otherwise use a hash of time() and clock() values
        
        // First try getting an array from /dev/urandom
        FILE* urandom = fopen( "/dev/urandom", "rb" );
        if( urandom )
        {
                uint32 bigSeed[N];
                register uint32 *s = bigSeed;
                register int i = N;
                register bool success = true;
                while( success && i-- )
                        success = fread( s++, sizeof(uint32), 1, urandom ) == 0 ? false: true;
                fclose(urandom);
                if( success ) { seed( bigSeed, N );  return; }
        }
        
        // Was not successful, so use time() and clock() instead
        seed( hash( time(NULL), clock() ) );
}

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void MTRand::save

(

uint32 *

saveArray

)

const [inline]

Definition at line 345 of file MersenneTwister.h.

References left, N, and state.

{
        register uint32 *sa = saveArray;
        register const uint32 *s = state;
        register int i = N;
        for( ; i--; *sa++ = *s++ ) {}
        *sa = left;
}

void MTRand::load

(

uint32 *const

loadArray

)

[inline]

Definition at line 355 of file MersenneTwister.h.

References left, N, pNext, and state.

{
        register uint32 *s = state;
        register uint32 *la = loadArray;
        register int i = N;
        for( ; i--; *s++ = *la++ ) {}
        left = *la;
        pNext = &state[N-left];
}

void MTRand::initialize

(

const uint32

oneSeed

)

[inline, protected]

Definition at line 285 of file MersenneTwister.h.

References N, and state.

Referenced by seed().

{
        // Initialize generator state with seed
        // See Knuth TAOCP Vol 2, 3rd Ed, p.106 for multiplier.
        // In previous versions, most significant bits (MSBs) of the seed affect
        // only MSBs of the state array.  Modified 9 Jan 2002 by Makoto Matsumoto.
        register uint32 *s = state;
        register uint32 *r = state;
        register int i = 1;
        *s++ = seed & 0xffffffffUL;
        for( ; i < N; ++i )
        {
                *s++ = ( 1812433253UL * ( *r ^ (*r >> 30) ) + i ) & 0xffffffffUL;
                r++;
        }
}

void MTRand::reload

(

)

[inline, protected]

Definition at line 303 of file MersenneTwister.h.

References left, M, N, pNext, state, and twist().

Referenced by randInt(), and seed().

{
        // Generate N new values in state
        // Made clearer and faster by Matthew Bellew (matthew.bellew@home.com)
        register uint32 *p = state;
        register int i;
        for( i = N - M; i--; ++p )
                *p = twist( p[M], p[0], p[1] );
        for( i = M; --i; ++p )
                *p = twist( p[M-N], p[0], p[1] );
        *p = twist( p[M-N], p[0], state[0] );

        left = N, pNext = state;
}

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uint32 MTRand::hiBit

(

const uint32 &

u

)

const [inline, protected]

Definition at line 128 of file MersenneTwister.h.

Referenced by mixBits().

{ return u & 0x80000000UL; }

uint32 MTRand::loBit

(

const uint32 &

u

)

const [inline, protected]

Definition at line 129 of file MersenneTwister.h.

Referenced by twist().

{ return u & 0x00000001UL; }

uint32 MTRand::loBits

(

const uint32 &

u

)

const [inline, protected]

Definition at line 130 of file MersenneTwister.h.

Referenced by mixBits().

{ return u & 0x7fffffffUL; }

uint32 MTRand::mixBits	(	const uint32 &	u,
		const uint32 &	v
	)			const [inline, protected]

Definition at line 131 of file MersenneTwister.h.

References hiBit(), and loBits().

Referenced by twist().

                { return hiBit(u) | loBits(v); }

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uint32 MTRand::twist	(	const uint32 &	m,
		const uint32 &	s0,
		const uint32 &	s1
	)			const [inline, protected]

Definition at line 133 of file MersenneTwister.h.

References loBit(), and mixBits().

Referenced by reload().

                { return m ^ (mixBits(s0,s1)>>1) ^ (-loBit(s1) & 0x9908b0dfUL); }

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MTRand::uint32 MTRand::hash	(	time_t	t,
		clock_t	c
	)			[inline, static, protected]

Definition at line 319 of file MersenneTwister.h.

Referenced by seed().

{
        // Get a uint32 from t and c
        // Better than uint32(x) in case x is floating point in [0,1]
        // Based on code by Lawrence Kirby (fred@genesis.demon.co.uk)

        static uint32 differ = 0;  // guarantee time-based seeds will change

        uint32 h1 = 0;
        unsigned char *p = (unsigned char *) &t;
        for( size_t i = 0; i < sizeof(t); ++i )
        {
                h1 *= UCHAR_MAX + 2U;
                h1 += p[i];
        }
        uint32 h2 = 0;
        p = (unsigned char *) &c;
        for( size_t j = 0; j < sizeof(c); ++j )
        {
                h2 *= UCHAR_MAX + 2U;
                h2 += p[j];
        }
        return ( h1 + differ++ ) ^ h2;
}

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Member Data Documentation

uint32 MTRand::state[N] [protected]

Definition at line 82 of file MersenneTwister.h.

Referenced by initialize(), load(), reload(), save(), and seed().

uint32* MTRand::pNext [protected]

Definition at line 83 of file MersenneTwister.h.

Referenced by load(), randInt(), and reload().

int MTRand::left [protected]

Definition at line 84 of file MersenneTwister.h.

Referenced by load(), randInt(), reload(), and save().

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The documentation for this class was generated from the following file:

• D:/~Research/Code/C++/EvolveTraffic/MersenneTwister.h