614 lines
22 KiB
Plaintext
614 lines
22 KiB
Plaintext
/* boost random/subtract_with_carry.hpp header file
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*
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* Copyright Jens Maurer 2002
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* See http://www.boost.org for most recent version including documentation.
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*
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* $Id$
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*
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* Revision history
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* 2002-03-02 created
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*/
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#ifndef BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
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#define BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
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#include <boost/config/no_tr1/cmath.hpp> // std::pow
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#include <iostream>
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#include <algorithm> // std::equal
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#include <stdexcept>
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#include <boost/config.hpp>
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#include <boost/limits.hpp>
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#include <boost/cstdint.hpp>
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#include <boost/static_assert.hpp>
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#include <boost/integer/static_log2.hpp>
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#include <boost/integer/integer_mask.hpp>
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#include <boost/detail/workaround.hpp>
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#include <boost/random/detail/config.hpp>
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#include <boost/random/detail/seed.hpp>
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#include <boost/random/detail/operators.hpp>
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#include <boost/random/detail/seed_impl.hpp>
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#include <boost/random/detail/generator_seed_seq.hpp>
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#include <boost/random/linear_congruential.hpp>
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namespace boost {
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namespace random {
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namespace detail {
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struct subtract_with_carry_discard
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{
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template<class Engine>
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static void apply(Engine& eng, boost::uintmax_t z)
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{
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typedef typename Engine::result_type IntType;
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const std::size_t short_lag = Engine::short_lag;
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const std::size_t long_lag = Engine::long_lag;
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std::size_t k = eng.k;
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IntType carry = eng.carry;
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if(k != 0) {
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// increment k until it becomes 0.
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if(k < short_lag) {
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std::size_t limit = (short_lag - k) < z?
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short_lag : (k + static_cast<std::size_t>(z));
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for(std::size_t j = k; j < limit; ++j) {
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carry = eng.do_update(j, j + long_lag - short_lag, carry);
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}
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}
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std::size_t limit = (long_lag - k) < z?
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long_lag : (k + static_cast<std::size_t>(z));
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std::size_t start = (k < short_lag ? short_lag : k);
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for(std::size_t j = start; j < limit; ++j) {
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carry = eng.do_update(j, j - short_lag, carry);
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}
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}
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k = ((z % long_lag) + k) % long_lag;
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if(k < z) {
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// main loop: update full blocks from k = 0 to long_lag
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for(std::size_t i = 0; i < (z - k) / long_lag; ++i) {
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for(std::size_t j = 0; j < short_lag; ++j) {
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carry = eng.do_update(j, j + long_lag - short_lag, carry);
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}
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for(std::size_t j = short_lag; j < long_lag; ++j) {
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carry = eng.do_update(j, j - short_lag, carry);
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}
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}
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// Update the last partial block
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std::size_t limit = short_lag < k? short_lag : k;
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for(std::size_t j = 0; j < limit; ++j) {
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carry = eng.do_update(j, j + long_lag - short_lag, carry);
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}
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for(std::size_t j = short_lag; j < k; ++j) {
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carry = eng.do_update(j, j - short_lag, carry);
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}
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}
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eng.carry = carry;
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eng.k = k;
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}
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};
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}
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/**
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* Instantiations of @c subtract_with_carry_engine model a
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* \pseudo_random_number_generator. The algorithm is
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* described in
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*
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* @blockquote
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* "A New Class of Random Number Generators", George
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* Marsaglia and Arif Zaman, Annals of Applied Probability,
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* Volume 1, Number 3 (1991), 462-480.
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* @endblockquote
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*/
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template<class IntType, std::size_t w, std::size_t s, std::size_t r>
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class subtract_with_carry_engine
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{
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public:
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typedef IntType result_type;
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BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
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BOOST_STATIC_CONSTANT(std::size_t, long_lag = r);
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BOOST_STATIC_CONSTANT(std::size_t, short_lag = s);
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BOOST_STATIC_CONSTANT(uint32_t, default_seed = 19780503u);
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// Required by the old Boost.Random concepts
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BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
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// Backwards compatibility
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BOOST_STATIC_CONSTANT(result_type, modulus = (result_type(1) << w));
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BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
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/**
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* Constructs a new @c subtract_with_carry_engine and seeds
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* it with the default seed.
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*/
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subtract_with_carry_engine() { seed(); }
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/**
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* Constructs a new @c subtract_with_carry_engine and seeds
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* it with @c value.
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*/
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BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_engine,
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IntType, value)
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{ seed(value); }
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/**
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* Constructs a new @c subtract_with_carry_engine and seeds
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* it with values produced by @c seq.generate().
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*/
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BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(subtract_with_carry_engine,
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SeedSeq, seq)
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{ seed(seq); }
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/**
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* Constructs a new @c subtract_with_carry_engine and seeds
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* it with values from a range. first is updated to point
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* one past the last value consumed. If there are not
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* enough elements in the range to fill the entire state of
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* the generator, throws @c std::invalid_argument.
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*/
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template<class It> subtract_with_carry_engine(It& first, It last)
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{ seed(first,last); }
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// compiler-generated copy ctor and assignment operator are fine
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/** Seeds the generator with the default seed. */
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void seed() { seed(default_seed); }
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BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_engine,
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IntType, value)
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{
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typedef linear_congruential_engine<uint32_t,40014,0,2147483563> gen_t;
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gen_t intgen(static_cast<boost::uint32_t>(value == 0 ? default_seed : value));
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detail::generator_seed_seq<gen_t> gen(intgen);
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seed(gen);
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}
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/** Seeds the generator with values produced by @c seq.generate(). */
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BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(subtract_with_carry, SeedSeq, seq)
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{
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detail::seed_array_int<w>(seq, x);
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carry = (x[long_lag-1] == 0);
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k = 0;
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}
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/**
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* Seeds the generator with values from a range. Updates @c first to
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* point one past the last consumed value. If the range does not
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* contain enough elements to fill the entire state of the generator,
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* throws @c std::invalid_argument.
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*/
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template<class It>
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void seed(It& first, It last)
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{
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detail::fill_array_int<w>(first, last, x);
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carry = (x[long_lag-1] == 0);
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k = 0;
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}
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/** Returns the smallest value that the generator can produce. */
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static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
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{ return 0; }
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/** Returns the largest value that the generator can produce. */
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static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
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{ return boost::low_bits_mask_t<w>::sig_bits; }
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/** Returns the next value of the generator. */
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result_type operator()()
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{
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std::size_t short_index =
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(k < short_lag)?
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(k + long_lag - short_lag) :
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(k - short_lag);
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carry = do_update(k, short_index, carry);
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IntType result = x[k];
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++k;
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if(k >= long_lag)
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k = 0;
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return result;
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}
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/** Advances the state of the generator by @c z. */
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void discard(boost::uintmax_t z)
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{
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detail::subtract_with_carry_discard::apply(*this, z);
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}
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/** Fills a range with random values. */
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template<class It>
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void generate(It first, It last)
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{ detail::generate_from_int(*this, first, last); }
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/** Writes a @c subtract_with_carry_engine to a @c std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, subtract_with_carry_engine, f)
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{
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for(unsigned int j = 0; j < f.long_lag; ++j)
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os << f.compute(j) << ' ';
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os << f.carry;
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return os;
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}
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/** Reads a @c subtract_with_carry_engine from a @c std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, subtract_with_carry_engine, f)
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{
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for(unsigned int j = 0; j < f.long_lag; ++j)
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is >> f.x[j] >> std::ws;
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is >> f.carry;
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f.k = 0;
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return is;
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}
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/**
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* Returns true if the two generators will produce identical
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* sequences of values.
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*/
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(subtract_with_carry_engine, x, y)
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{
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for(unsigned int j = 0; j < r; ++j)
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if(x.compute(j) != y.compute(j))
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return false;
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return true;
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}
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/**
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* Returns true if the two generators will produce different
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* sequences of values.
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*/
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(subtract_with_carry_engine)
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private:
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/// \cond show_private
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// returns x(i-r+index), where index is in 0..r-1
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IntType compute(unsigned int index) const
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{
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return x[(k+index) % long_lag];
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}
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friend struct detail::subtract_with_carry_discard;
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IntType do_update(std::size_t current, std::size_t short_index, IntType carry)
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{
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IntType delta;
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IntType temp = x[current] + carry;
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if (x[short_index] >= temp) {
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// x(n) >= 0
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delta = x[short_index] - temp;
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carry = 0;
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} else {
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// x(n) < 0
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delta = modulus - temp + x[short_index];
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carry = 1;
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}
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x[current] = delta;
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return carry;
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}
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/// \endcond
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// state representation; next output (state) is x(i)
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// x[0] ... x[k] x[k+1] ... x[long_lag-1] represents
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// x(i-k) ... x(i) x(i+1) ... x(i-k+long_lag-1)
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// speed: base: 20-25 nsec
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// ranlux_4: 230 nsec, ranlux_7: 430 nsec, ranlux_14: 810 nsec
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// This state representation makes operator== and save/restore more
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// difficult, because we've already computed "too much" and thus
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// have to undo some steps to get at x(i-r) etc.
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// state representation: next output (state) is x(i)
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// x[0] ... x[k] x[k+1] ... x[long_lag-1] represents
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// x(i-k) ... x(i) x(i-long_lag+1) ... x(i-k-1)
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// speed: base 28 nsec
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// ranlux_4: 370 nsec, ranlux_7: 688 nsec, ranlux_14: 1343 nsec
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IntType x[long_lag];
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std::size_t k;
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IntType carry;
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};
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#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
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// A definition is required even for integral static constants
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template<class IntType, std::size_t w, std::size_t s, std::size_t r>
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const bool subtract_with_carry_engine<IntType, w, s, r>::has_fixed_range;
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template<class IntType, std::size_t w, std::size_t s, std::size_t r>
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const IntType subtract_with_carry_engine<IntType, w, s, r>::modulus;
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template<class IntType, std::size_t w, std::size_t s, std::size_t r>
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const std::size_t subtract_with_carry_engine<IntType, w, s, r>::word_size;
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template<class IntType, std::size_t w, std::size_t s, std::size_t r>
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const std::size_t subtract_with_carry_engine<IntType, w, s, r>::long_lag;
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template<class IntType, std::size_t w, std::size_t s, std::size_t r>
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const std::size_t subtract_with_carry_engine<IntType, w, s, r>::short_lag;
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template<class IntType, std::size_t w, std::size_t s, std::size_t r>
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const uint32_t subtract_with_carry_engine<IntType, w, s, r>::default_seed;
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#endif
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// use a floating-point representation to produce values in [0..1)
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/**
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* Instantiations of \subtract_with_carry_01_engine model a
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* \pseudo_random_number_generator. The algorithm is
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* described in
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*
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* @blockquote
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* "A New Class of Random Number Generators", George
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* Marsaglia and Arif Zaman, Annals of Applied Probability,
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* Volume 1, Number 3 (1991), 462-480.
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* @endblockquote
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*/
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template<class RealType, std::size_t w, std::size_t s, std::size_t r>
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class subtract_with_carry_01_engine
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{
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public:
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typedef RealType result_type;
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BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
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BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
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BOOST_STATIC_CONSTANT(std::size_t, long_lag = r);
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BOOST_STATIC_CONSTANT(std::size_t, short_lag = s);
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BOOST_STATIC_CONSTANT(boost::uint32_t, default_seed = 19780503u);
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BOOST_STATIC_ASSERT(!std::numeric_limits<result_type>::is_integer);
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/** Creates a new \subtract_with_carry_01_engine using the default seed. */
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subtract_with_carry_01_engine() { init_modulus(); seed(); }
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/** Creates a new subtract_with_carry_01_engine and seeds it with value. */
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BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_01_engine,
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boost::uint32_t, value)
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{ init_modulus(); seed(value); }
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/**
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* Creates a new \subtract_with_carry_01_engine and seeds with values
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* produced by seq.generate().
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*/
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BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(subtract_with_carry_01_engine,
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SeedSeq, seq)
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{ init_modulus(); seed(seq); }
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/**
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* Creates a new \subtract_with_carry_01_engine and seeds it with values
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* from a range. Advances first to point one past the last consumed
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* value. If the range does not contain enough elements to fill the
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* entire state, throws @c std::invalid_argument.
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*/
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template<class It> subtract_with_carry_01_engine(It& first, It last)
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{ init_modulus(); seed(first,last); }
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private:
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/// \cond show_private
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void init_modulus()
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{
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#ifndef BOOST_NO_STDC_NAMESPACE
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// allow for Koenig lookup
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using std::pow;
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#endif
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_modulus = pow(RealType(2), RealType(word_size));
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}
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/// \endcond
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public:
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// compiler-generated copy ctor and assignment operator are fine
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/** Seeds the generator with the default seed. */
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void seed() { seed(default_seed); }
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/** Seeds the generator with @c value. */
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BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_01_engine,
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boost::uint32_t, value)
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{
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typedef linear_congruential_engine<uint32_t, 40014, 0, 2147483563> gen_t;
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gen_t intgen(value == 0 ? default_seed : value);
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detail::generator_seed_seq<gen_t> gen(intgen);
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seed(gen);
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}
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/** Seeds the generator with values produced by @c seq.generate(). */
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BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(subtract_with_carry_01_engine,
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SeedSeq, seq)
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{
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detail::seed_array_real<w>(seq, x);
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carry = (x[long_lag-1] ? result_type(0) : result_type(1 / _modulus));
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k = 0;
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}
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/**
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* Seeds the generator with values from a range. Updates first to
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* point one past the last consumed element. If there are not
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* enough elements in the range to fill the entire state, throws
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* @c std::invalid_argument.
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*/
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template<class It>
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void seed(It& first, It last)
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{
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detail::fill_array_real<w>(first, last, x);
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carry = (x[long_lag-1] ? result_type(0) : result_type(1 / _modulus));
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k = 0;
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}
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/** Returns the smallest value that the generator can produce. */
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static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
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{ return result_type(0); }
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/** Returns the largest value that the generator can produce. */
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static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
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{ return result_type(1); }
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/** Returns the next value of the generator. */
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result_type operator()()
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{
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std::size_t short_index =
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(k < short_lag) ?
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(k + long_lag - short_lag) :
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(k - short_lag);
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carry = do_update(k, short_index, carry);
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RealType result = x[k];
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++k;
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if(k >= long_lag)
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k = 0;
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return result;
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}
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/** Advances the state of the generator by @c z. */
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void discard(boost::uintmax_t z)
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{ detail::subtract_with_carry_discard::apply(*this, z); }
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/** Fills a range with random values. */
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template<class Iter>
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void generate(Iter first, Iter last)
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{ detail::generate_from_real(*this, first, last); }
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/** Writes a \subtract_with_carry_01_engine to a @c std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, subtract_with_carry_01_engine, f)
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{
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std::ios_base::fmtflags oldflags =
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os.flags(os.dec | os.fixed | os.left);
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for(unsigned int j = 0; j < f.long_lag; ++j)
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os << (f.compute(j) * f._modulus) << ' ';
|
|
os << (f.carry * f._modulus);
|
|
os.flags(oldflags);
|
|
return os;
|
|
}
|
|
|
|
/** Reads a \subtract_with_carry_01_engine from a @c std::istream. */
|
|
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, subtract_with_carry_01_engine, f)
|
|
{
|
|
RealType value;
|
|
for(unsigned int j = 0; j < long_lag; ++j) {
|
|
is >> value >> std::ws;
|
|
f.x[j] = value / f._modulus;
|
|
}
|
|
is >> value;
|
|
f.carry = value / f._modulus;
|
|
f.k = 0;
|
|
return is;
|
|
}
|
|
|
|
/** Returns true if the two generators will produce identical sequences. */
|
|
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(subtract_with_carry_01_engine, x, y)
|
|
{
|
|
for(unsigned int j = 0; j < r; ++j)
|
|
if(x.compute(j) != y.compute(j))
|
|
return false;
|
|
return true;
|
|
}
|
|
|
|
/** Returns true if the two generators will produce different sequences. */
|
|
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(subtract_with_carry_01_engine)
|
|
|
|
private:
|
|
/// \cond show_private
|
|
RealType compute(unsigned int index) const
|
|
{
|
|
return x[(k+index) % long_lag];
|
|
}
|
|
|
|
friend struct detail::subtract_with_carry_discard;
|
|
|
|
RealType do_update(std::size_t current, std::size_t short_index, RealType carry)
|
|
{
|
|
RealType delta = x[short_index] - x[current] - carry;
|
|
if(delta < 0) {
|
|
delta += RealType(1);
|
|
carry = RealType(1)/_modulus;
|
|
} else {
|
|
carry = 0;
|
|
}
|
|
x[current] = delta;
|
|
return carry;
|
|
}
|
|
/// \endcond
|
|
std::size_t k;
|
|
RealType carry;
|
|
RealType x[long_lag];
|
|
RealType _modulus;
|
|
};
|
|
|
|
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
|
// A definition is required even for integral static constants
|
|
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
|
const bool subtract_with_carry_01_engine<RealType, w, s, r>::has_fixed_range;
|
|
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
|
const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::word_size;
|
|
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
|
const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::long_lag;
|
|
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
|
const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::short_lag;
|
|
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
|
const uint32_t subtract_with_carry_01_engine<RealType, w, s, r>::default_seed;
|
|
#endif
|
|
|
|
|
|
/// \cond show_deprecated
|
|
|
|
template<class IntType, IntType m, unsigned s, unsigned r, IntType v>
|
|
class subtract_with_carry :
|
|
public subtract_with_carry_engine<IntType,
|
|
boost::static_log2<m>::value, s, r>
|
|
{
|
|
typedef subtract_with_carry_engine<IntType,
|
|
boost::static_log2<m>::value, s, r> base_type;
|
|
public:
|
|
subtract_with_carry() {}
|
|
BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(subtract_with_carry, Gen, gen)
|
|
{ seed(gen); }
|
|
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry,
|
|
IntType, val)
|
|
{ seed(val); }
|
|
template<class It>
|
|
subtract_with_carry(It& first, It last) : base_type(first, last) {}
|
|
void seed() { base_type::seed(); }
|
|
BOOST_RANDOM_DETAIL_GENERATOR_SEED(subtract_with_carry, Gen, gen)
|
|
{
|
|
detail::generator_seed_seq<Gen> seq(gen);
|
|
base_type::seed(seq);
|
|
}
|
|
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry, IntType, val)
|
|
{ base_type::seed(val); }
|
|
template<class It>
|
|
void seed(It& first, It last) { base_type::seed(first, last); }
|
|
};
|
|
|
|
template<class RealType, int w, unsigned s, unsigned r, int v = 0>
|
|
class subtract_with_carry_01 :
|
|
public subtract_with_carry_01_engine<RealType, w, s, r>
|
|
{
|
|
typedef subtract_with_carry_01_engine<RealType, w, s, r> base_type;
|
|
public:
|
|
subtract_with_carry_01() {}
|
|
BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(subtract_with_carry_01, Gen, gen)
|
|
{ seed(gen); }
|
|
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_01,
|
|
uint32_t, val)
|
|
{ seed(val); }
|
|
template<class It>
|
|
subtract_with_carry_01(It& first, It last) : base_type(first, last) {}
|
|
void seed() { base_type::seed(); }
|
|
BOOST_RANDOM_DETAIL_GENERATOR_SEED(subtract_with_carry_01, Gen, gen)
|
|
{
|
|
detail::generator_seed_seq<Gen> seq(gen);
|
|
base_type::seed(seq);
|
|
}
|
|
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_01, uint32_t, val)
|
|
{ base_type::seed(val); }
|
|
template<class It>
|
|
void seed(It& first, It last) { base_type::seed(first, last); }
|
|
};
|
|
|
|
/// \endcond
|
|
|
|
namespace detail {
|
|
|
|
template<class Engine>
|
|
struct generator_bits;
|
|
|
|
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
|
struct generator_bits<subtract_with_carry_01_engine<RealType, w, s, r> > {
|
|
static std::size_t value() { return w; }
|
|
};
|
|
|
|
template<class RealType, int w, unsigned s, unsigned r, int v>
|
|
struct generator_bits<subtract_with_carry_01<RealType, w, s, r, v> > {
|
|
static std::size_t value() { return w; }
|
|
};
|
|
|
|
}
|
|
|
|
} // namespace random
|
|
} // namespace boost
|
|
|
|
#endif // BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
|