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			268 lines
		
	
	
		
			9.6 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
|   | /* boost random/inversive_congruential.hpp header file | ||
|  |  * | ||
|  |  * Copyright Jens Maurer 2000-2001 | ||
|  |  * 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) | ||
|  |  * | ||
|  |  * See http://www.boost.org for most recent version including documentation. | ||
|  |  * | ||
|  |  * $Id$ | ||
|  |  * | ||
|  |  * Revision history | ||
|  |  *  2001-02-18  moved to individual header files | ||
|  |  */ | ||
|  | 
 | ||
|  | #ifndef BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP | ||
|  | #define BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP | ||
|  | 
 | ||
|  | #include <iosfwd> | ||
|  | #include <stdexcept> | ||
|  | #include <boost/assert.hpp> | ||
|  | #include <boost/config.hpp> | ||
|  | #include <boost/cstdint.hpp> | ||
|  | #include <boost/integer/static_log2.hpp> | ||
|  | #include <boost/random/detail/config.hpp> | ||
|  | #include <boost/random/detail/const_mod.hpp> | ||
|  | #include <boost/random/detail/seed.hpp> | ||
|  | #include <boost/random/detail/operators.hpp> | ||
|  | #include <boost/random/detail/seed_impl.hpp> | ||
|  | 
 | ||
|  | #include <boost/random/detail/disable_warnings.hpp> | ||
|  | 
 | ||
|  | namespace boost { | ||
|  | namespace random { | ||
|  | 
 | ||
|  | // Eichenauer and Lehn 1986 | ||
|  | /** | ||
|  |  * Instantiations of class template @c inversive_congruential_engine model a | ||
|  |  * \pseudo_random_number_generator. It uses the inversive congruential | ||
|  |  * algorithm (ICG) described in | ||
|  |  * | ||
|  |  *  @blockquote | ||
|  |  *  "Inversive pseudorandom number generators: concepts, results and links", | ||
|  |  *  Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation | ||
|  |  *  Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman | ||
|  |  *  (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps | ||
|  |  *  @endblockquote | ||
|  |  * | ||
|  |  * The output sequence is defined by x(n+1) = (a*inv(x(n)) - b) (mod p), | ||
|  |  * where x(0), a, b, and the prime number p are parameters of the generator. | ||
|  |  * The expression inv(k) denotes the multiplicative inverse of k in the | ||
|  |  * field of integer numbers modulo p, with inv(0) := 0. | ||
|  |  * | ||
|  |  * The template parameter IntType shall denote a signed integral type large | ||
|  |  * enough to hold p; a, b, and p are the parameters of the generators. The | ||
|  |  * template parameter val is the validation value checked by validation. | ||
|  |  * | ||
|  |  * @xmlnote | ||
|  |  * The implementation currently uses the Euclidian Algorithm to compute | ||
|  |  * the multiplicative inverse. Therefore, the inversive generators are about | ||
|  |  * 10-20 times slower than the others (see section"performance"). However, | ||
|  |  * the paper talks of only 3x slowdown, so the Euclidian Algorithm is probably | ||
|  |  * not optimal for calculating the multiplicative inverse. | ||
|  |  * @endxmlnote | ||
|  |  */ | ||
|  | template<class IntType, IntType a, IntType b, IntType p> | ||
|  | class inversive_congruential_engine | ||
|  | { | ||
|  | public: | ||
|  |     typedef IntType result_type; | ||
|  |     BOOST_STATIC_CONSTANT(bool, has_fixed_range = false); | ||
|  | 
 | ||
|  |     BOOST_STATIC_CONSTANT(result_type, multiplier = a); | ||
|  |     BOOST_STATIC_CONSTANT(result_type, increment = b); | ||
|  |     BOOST_STATIC_CONSTANT(result_type, modulus = p); | ||
|  |     BOOST_STATIC_CONSTANT(IntType, default_seed = 1); | ||
|  | 
 | ||
|  |     static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return b == 0 ? 1 : 0; } | ||
|  |     static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return p-1; } | ||
|  |      | ||
|  |     /** | ||
|  |      * Constructs an @c inversive_congruential_engine, seeding it with | ||
|  |      * the default seed. | ||
|  |      */ | ||
|  |     inversive_congruential_engine() { seed(); } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Constructs an @c inversive_congruential_engine, seeding it with @c x0. | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(inversive_congruential_engine, | ||
|  |                                                IntType, x0) | ||
|  |     { seed(x0); } | ||
|  |      | ||
|  |     /** | ||
|  |      * Constructs an @c inversive_congruential_engine, seeding it with values | ||
|  |      * produced by a call to @c seq.generate(). | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(inversive_congruential_engine, | ||
|  |                                              SeedSeq, seq) | ||
|  |     { seed(seq); } | ||
|  |      | ||
|  |     /** | ||
|  |      * Constructs an @c inversive_congruential_engine, seeds it | ||
|  |      * with values taken from the itrator range [first, last), | ||
|  |      * and adjusts first to point to the element after the last one | ||
|  |      * used.  If there are not enough elements, throws @c std::invalid_argument. | ||
|  |      * | ||
|  |      * first and last must be input iterators. | ||
|  |      */ | ||
|  |     template<class It> inversive_congruential_engine(It& first, It last) | ||
|  |     { seed(first, last); } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Calls seed(default_seed) | ||
|  |      */ | ||
|  |     void seed() { seed(default_seed); } | ||
|  |    | ||
|  |     /** | ||
|  |      * If c mod m is zero and x0 mod m is zero, changes the current value of | ||
|  |      * the generator to 1. Otherwise, changes it to x0 mod m. If c is zero, | ||
|  |      * distinct seeds in the range [1,m) will leave the generator in distinct | ||
|  |      * states. If c is not zero, the range is [0,m). | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(inversive_congruential_engine, IntType, x0) | ||
|  |     { | ||
|  |         // wrap _x if it doesn't fit in the destination | ||
|  |         if(modulus == 0) { | ||
|  |             _value = x0; | ||
|  |         } else { | ||
|  |             _value = x0 % modulus; | ||
|  |         } | ||
|  |         // handle negative seeds | ||
|  |         if(_value <= 0 && _value != 0) { | ||
|  |             _value += modulus; | ||
|  |         } | ||
|  |         // adjust to the correct range | ||
|  |         if(increment == 0 && _value == 0) { | ||
|  |             _value = 1; | ||
|  |         } | ||
|  |         BOOST_ASSERT(_value >= (min)()); | ||
|  |         BOOST_ASSERT(_value <= (max)()); | ||
|  |     } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Seeds an @c inversive_congruential_engine using values from a SeedSeq. | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(inversive_congruential_engine, SeedSeq, seq) | ||
|  |     { seed(detail::seed_one_int<IntType, modulus>(seq)); } | ||
|  |      | ||
|  |     /** | ||
|  |      * seeds an @c inversive_congruential_engine with values taken | ||
|  |      * from the itrator range [first, last) and adjusts @c first to | ||
|  |      * point to the element after the last one used.  If there are | ||
|  |      * not enough elements, throws @c std::invalid_argument. | ||
|  |      * | ||
|  |      * @c first and @c last must be input iterators. | ||
|  |      */ | ||
|  |     template<class It> void seed(It& first, It last) | ||
|  |     { seed(detail::get_one_int<IntType, modulus>(first, last)); } | ||
|  | 
 | ||
|  |     /** Returns the next output of the generator. */ | ||
|  |     IntType operator()() | ||
|  |     { | ||
|  |         typedef const_mod<IntType, p> do_mod; | ||
|  |         _value = do_mod::mult_add(a, do_mod::invert(_value), b); | ||
|  |         return _value; | ||
|  |     } | ||
|  |    | ||
|  |     /** Fills a range with random values */ | ||
|  |     template<class Iter> | ||
|  |     void generate(Iter first, Iter last) | ||
|  |     { detail::generate_from_int(*this, first, last); } | ||
|  | 
 | ||
|  |     /** Advances the state of the generator by @c z. */ | ||
|  |     void discard(boost::uintmax_t z) | ||
|  |     { | ||
|  |         for(boost::uintmax_t j = 0; j < z; ++j) { | ||
|  |             (*this)(); | ||
|  |         } | ||
|  |     } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Writes the textual representation of the generator to a @c std::ostream. | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, inversive_congruential_engine, x) | ||
|  |     { | ||
|  |         os << x._value; | ||
|  |         return os; | ||
|  |     } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Reads the textual representation of the generator from a @c std::istream. | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, inversive_congruential_engine, x) | ||
|  |     { | ||
|  |         is >> x._value; | ||
|  |         return is; | ||
|  |     } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Returns true if the two generators will produce identical | ||
|  |      * sequences of outputs. | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(inversive_congruential_engine, x, y) | ||
|  |     { return x._value == y._value; } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Returns true if the two generators will produce different | ||
|  |      * sequences of outputs. | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(inversive_congruential_engine) | ||
|  | 
 | ||
|  | private: | ||
|  |     IntType _value; | ||
|  | }; | ||
|  | 
 | ||
|  | #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION | ||
|  | //  A definition is required even for integral static constants | ||
|  | template<class IntType, IntType a, IntType b, IntType p> | ||
|  | const bool inversive_congruential_engine<IntType, a, b, p>::has_fixed_range; | ||
|  | template<class IntType, IntType a, IntType b, IntType p> | ||
|  | const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::multiplier; | ||
|  | template<class IntType, IntType a, IntType b, IntType p> | ||
|  | const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::increment; | ||
|  | template<class IntType, IntType a, IntType b, IntType p> | ||
|  | const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::modulus; | ||
|  | template<class IntType, IntType a, IntType b, IntType p> | ||
|  | const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::default_seed; | ||
|  | #endif | ||
|  | 
 | ||
|  | /// \cond show_deprecated | ||
|  | 
 | ||
|  | // provided for backwards compatibility | ||
|  | template<class IntType, IntType a, IntType b, IntType p, IntType val = 0> | ||
|  | class inversive_congruential : public inversive_congruential_engine<IntType, a, b, p> | ||
|  | { | ||
|  |     typedef inversive_congruential_engine<IntType, a, b, p> base_type; | ||
|  | public: | ||
|  |     inversive_congruential(IntType x0 = 1) : base_type(x0) {} | ||
|  |     template<class It> | ||
|  |     inversive_congruential(It& first, It last) : base_type(first, last) {} | ||
|  | }; | ||
|  | 
 | ||
|  | /// \endcond | ||
|  | 
 | ||
|  | /** | ||
|  |  * The specialization hellekalek1995 was suggested in | ||
|  |  * | ||
|  |  *  @blockquote | ||
|  |  *  "Inversive pseudorandom number generators: concepts, results and links", | ||
|  |  *  Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation | ||
|  |  *  Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman | ||
|  |  *  (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps | ||
|  |  *  @endblockquote | ||
|  |  */ | ||
|  | typedef inversive_congruential_engine<uint32_t, 9102, 2147483647-36884165, | ||
|  |   2147483647> hellekalek1995; | ||
|  | 
 | ||
|  | } // namespace random | ||
|  | 
 | ||
|  | using random::hellekalek1995; | ||
|  | 
 | ||
|  | } // namespace boost | ||
|  | 
 | ||
|  | #include <boost/random/detail/enable_warnings.hpp> | ||
|  | 
 | ||
|  | #endif // BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP |