538 lines
18 KiB
C++
538 lines
18 KiB
C++
/* boost random/lagged_fibonacci.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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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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* 2013-10-14 fixed some warnings with Wshadow (mgaunard)
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* 2001-02-18 moved to individual header files
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*/
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#ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP
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#define BOOST_RANDOM_LAGGED_FIBONACCI_HPP
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#include <istream>
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#include <iosfwd>
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#include <algorithm> // std::max
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#include <iterator>
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#include <boost/config/no_tr1/cmath.hpp> // std::pow
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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/integer/integer_mask.hpp>
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#include <boost/random/linear_congruential.hpp>
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#include <boost/random/uniform_01.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/generator_seed_seq.hpp>
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namespace boost {
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namespace random {
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/**
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* Instantiations of class template \lagged_fibonacci_engine model a
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* \pseudo_random_number_generator. It uses a lagged Fibonacci
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* algorithm with two lags @c p and @c q:
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* x(i) = x(i-p) + x(i-q) (mod 2<sup>w</sup>) with p > q.
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*/
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template<class UIntType, int w, unsigned int p, unsigned int q>
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class lagged_fibonacci_engine
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{
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public:
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typedef UIntType result_type;
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BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
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BOOST_STATIC_CONSTANT(int, word_size = w);
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BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
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BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
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BOOST_STATIC_CONSTANT(UIntType, default_seed = 331u);
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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 () { 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 low_bits_mask_t<w>::sig_bits; }
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/** Creates a new @c lagged_fibonacci_engine and calls @c seed(). */
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lagged_fibonacci_engine() { seed(); }
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/** Creates a new @c lagged_fibonacci_engine and calls @c seed(value). */
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BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_engine,
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UIntType, value)
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{ seed(value); }
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/** Creates a new @c lagged_fibonacci_engine and calls @c seed(seq). */
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BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_engine,
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SeedSeq, seq)
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{ seed(seq); }
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/**
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* Creates a new @c lagged_fibonacci_engine and calls @c seed(first, last).
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*/
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template<class It> lagged_fibonacci_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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/** Calls @c seed(default_seed). */
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void seed() { seed(default_seed); }
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/**
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* Sets the state of the generator to values produced by
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* a \minstd_rand0 generator.
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*/
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BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_engine,
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UIntType, value)
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{
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minstd_rand0 intgen(static_cast<boost::uint32_t>(value));
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detail::generator_seed_seq<minstd_rand0> gen(intgen);
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seed(gen);
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}
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/**
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* Sets the state of the generator using values produced by seq.
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*/
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BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(lagged_fibonacci_engine, SeedSeq, seq)
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{
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detail::seed_array_int<w>(seq, x);
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i = long_lag;
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}
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/**
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* Sets the state of the generator to values from the iterator
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* range [first, last). If there are not enough elements in the
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* range [first, last) 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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i = long_lag;
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}
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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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if(i >= long_lag)
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fill();
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return x[i++];
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}
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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_int(*this, first, last); }
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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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for(boost::uintmax_t j = 0; j < z; ++j) {
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(*this)();
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}
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}
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/**
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* Writes the textual representation of the generator to a @c std::ostream.
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*/
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lagged_fibonacci_engine, f)
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{
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os << f.i;
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for(unsigned int j = 0; j < f.long_lag; ++j)
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os << ' ' << f.x[j];
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return os;
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}
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/**
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* Reads the textual representation of the generator from a @c std::istream.
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*/
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lagged_fibonacci_engine, f)
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{
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is >> f.i >> std::ws;
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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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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 outputs.
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*/
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lagged_fibonacci_engine, x_, y_)
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{ return x_.i == y_.i && std::equal(x_.x, x_.x+long_lag, y_.x); }
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/**
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* Returns true if the two generators will produce different
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* sequences of outputs.
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*/
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lagged_fibonacci_engine)
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private:
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/// \cond show_private
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void fill();
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/// \endcond
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unsigned int i;
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UIntType x[long_lag];
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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 UIntType, int w, unsigned int p, unsigned int q>
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const bool lagged_fibonacci_engine<UIntType, w, p, q>::has_fixed_range;
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template<class UIntType, int w, unsigned int p, unsigned int q>
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const unsigned int lagged_fibonacci_engine<UIntType, w, p, q>::long_lag;
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template<class UIntType, int w, unsigned int p, unsigned int q>
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const unsigned int lagged_fibonacci_engine<UIntType, w, p, q>::short_lag;
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template<class UIntType, int w, unsigned int p, unsigned int q>
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const UIntType lagged_fibonacci_engine<UIntType, w, p, q>::default_seed;
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#endif
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/// \cond show_private
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template<class UIntType, int w, unsigned int p, unsigned int q>
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void lagged_fibonacci_engine<UIntType, w, p, q>::fill()
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{
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// two loops to avoid costly modulo operations
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{ // extra scope for MSVC brokenness w.r.t. for scope
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for(unsigned int j = 0; j < short_lag; ++j)
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x[j] = (x[j] + x[j+(long_lag-short_lag)]) & low_bits_mask_t<w>::sig_bits;
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}
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for(unsigned int j = short_lag; j < long_lag; ++j)
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x[j] = (x[j] + x[j-short_lag]) & low_bits_mask_t<w>::sig_bits;
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i = 0;
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}
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/// \endcond
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/// \cond show_deprecated
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// provided for backwards compatibility
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template<class UIntType, int w, unsigned int p, unsigned int q, UIntType v = 0>
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class lagged_fibonacci : public lagged_fibonacci_engine<UIntType, w, p, q>
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{
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typedef lagged_fibonacci_engine<UIntType, w, p, q> base_type;
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public:
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lagged_fibonacci() {}
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BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci, UIntType, val)
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{ this->seed(val); }
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BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci, SeedSeq, seq)
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{ this->seed(seq); }
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template<class It>
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lagged_fibonacci(It& first, It last) : base_type(first, last) {}
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};
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/// \endcond
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// lagged Fibonacci generator for the range [0..1)
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// contributed by Matthias Troyer
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// for p=55, q=24 originally by G. J. Mitchell and D. P. Moore 1958
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/**
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* Instantiations of class template @c lagged_fibonacci_01 model a
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* \pseudo_random_number_generator. It uses a lagged Fibonacci
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* algorithm with two lags @c p and @c q, evaluated in floating-point
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* arithmetic: x(i) = x(i-p) + x(i-q) (mod 1) with p > q. See
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*
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* @blockquote
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* "Uniform random number generators for supercomputers", Richard Brent,
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* Proc. of Fifth Australian Supercomputer Conference, Melbourne,
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* Dec. 1992, pp. 704-706.
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* @endblockquote
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*
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* @xmlnote
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* The quality of the generator crucially depends on the choice
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* of the parameters. User code should employ one of the sensibly
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* parameterized generators such as \lagged_fibonacci607 instead.
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* @endxmlnote
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*
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* The generator requires considerable amounts of memory for the storage
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* of its state array. For example, \lagged_fibonacci607 requires about
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* 4856 bytes and \lagged_fibonacci44497 requires about 350 KBytes.
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*/
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template<class RealType, int w, unsigned int p, unsigned int q>
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class lagged_fibonacci_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(int, word_size = w);
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BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
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BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
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BOOST_STATIC_CONSTANT(boost::uint32_t, default_seed = 331u);
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/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(). */
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lagged_fibonacci_01_engine() { seed(); }
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/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(value). */
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BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01_engine, uint32_t, value)
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{ seed(value); }
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/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(gen). */
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BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_01_engine, SeedSeq, seq)
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{ seed(seq); }
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template<class It> lagged_fibonacci_01_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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/** Calls seed(default_seed). */
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void seed() { seed(default_seed); }
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/**
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* Constructs a \minstd_rand0 generator with the constructor parameter
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* value and calls seed with it. Distinct seeds in the range
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* [1, 2147483647) will produce generators with different states. Other
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* seeds will be equivalent to some seed within this range. See
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* \linear_congruential_engine for details.
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*/
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BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_01_engine, boost::uint32_t, value)
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{
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minstd_rand0 intgen(value);
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detail::generator_seed_seq<minstd_rand0> gen(intgen);
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seed(gen);
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}
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/**
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* Seeds this @c lagged_fibonacci_01_engine using values produced by
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* @c seq.generate.
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*/
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BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(lagged_fibonacci_01_engine, SeedSeq, seq)
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{
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detail::seed_array_real<w>(seq, x);
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i = long_lag;
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}
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/**
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* Seeds this @c lagged_fibonacci_01_engine using values from the
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* iterator range [first, last). If there are not enough elements
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* in the range, 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_real<w>(first, last, x);
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i = long_lag;
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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 () { return result_type(0); }
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/** Returns the upper bound of the generators outputs. */
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static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { 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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if(i >= long_lag)
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fill();
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return x[i++];
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}
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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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{ return detail::generate_from_real(*this, first, last); }
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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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for(boost::uintmax_t j = 0; j < z; ++j) {
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(*this)();
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}
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}
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/**
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* Writes the textual representation of the generator to a @c std::ostream.
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*/
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lagged_fibonacci_01_engine, f)
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{
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// allow for Koenig lookup
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using std::pow;
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os << f.i;
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std::ios_base::fmtflags oldflags = 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.x[j] * f.modulus();
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os.flags(oldflags);
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return os;
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}
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/**
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* Reads the textual representation of the generator from a @c std::istream.
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*/
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lagged_fibonacci_01_engine, f)
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{
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is >> f.i;
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for(unsigned int j = 0; j < f.long_lag; ++j) {
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typename lagged_fibonacci_01_engine::result_type value;
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is >> std::ws >> value;
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f.x[j] = value / f.modulus();
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}
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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 outputs.
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*/
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lagged_fibonacci_01_engine, x_, y_)
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{ return x_.i == y_.i && std::equal(x_.x, x_.x+long_lag, y_.x); }
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/**
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* Returns true if the two generators will produce different
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* sequences of outputs.
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*/
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lagged_fibonacci_01_engine)
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private:
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/// \cond show_private
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void fill();
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static RealType modulus()
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{
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using std::pow;
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return pow(RealType(2), word_size);
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}
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/// \endcond
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unsigned int i;
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RealType x[long_lag];
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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 RealType, int w, unsigned int p, unsigned int q>
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const bool lagged_fibonacci_01_engine<RealType, w, p, q>::has_fixed_range;
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template<class RealType, int w, unsigned int p, unsigned int q>
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const unsigned int lagged_fibonacci_01_engine<RealType, w, p, q>::long_lag;
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template<class RealType, int w, unsigned int p, unsigned int q>
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const unsigned int lagged_fibonacci_01_engine<RealType, w, p, q>::short_lag;
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template<class RealType, int w, unsigned int p, unsigned int q>
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const int lagged_fibonacci_01_engine<RealType,w,p,q>::word_size;
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template<class RealType, int w, unsigned int p, unsigned int q>
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const boost::uint32_t lagged_fibonacci_01_engine<RealType,w,p,q>::default_seed;
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#endif
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/// \cond show_private
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template<class RealType, int w, unsigned int p, unsigned int q>
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void lagged_fibonacci_01_engine<RealType, w, p, q>::fill()
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{
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// two loops to avoid costly modulo operations
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{ // extra scope for MSVC brokenness w.r.t. for scope
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for(unsigned int j = 0; j < short_lag; ++j) {
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RealType t = x[j] + x[j+(long_lag-short_lag)];
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if(t >= RealType(1))
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t -= RealType(1);
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x[j] = t;
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}
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}
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for(unsigned int j = short_lag; j < long_lag; ++j) {
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RealType t = x[j] + x[j-short_lag];
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if(t >= RealType(1))
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t -= RealType(1);
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x[j] = t;
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}
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i = 0;
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}
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/// \endcond
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/// \cond show_deprecated
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// provided for backwards compatibility
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template<class RealType, int w, unsigned int p, unsigned int q>
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class lagged_fibonacci_01 : public lagged_fibonacci_01_engine<RealType, w, p, q>
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{
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typedef lagged_fibonacci_01_engine<RealType, w, p, q> base_type;
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public:
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lagged_fibonacci_01() {}
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BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01, boost::uint32_t, val)
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{ this->seed(val); }
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BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_01, SeedSeq, seq)
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{ this->seed(seq); }
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template<class It>
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lagged_fibonacci_01(It& first, It last) : base_type(first, last) {}
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};
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/// \endcond
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namespace detail {
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template<class Engine>
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struct generator_bits;
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template<class RealType, int w, unsigned int p, unsigned int q>
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struct generator_bits<lagged_fibonacci_01_engine<RealType, w, p, q> >
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{
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static std::size_t value() { return w; }
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};
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template<class RealType, int w, unsigned int p, unsigned int q>
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struct generator_bits<lagged_fibonacci_01<RealType, w, p, q> >
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{
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static std::size_t value() { return w; }
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};
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|
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}
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#ifdef BOOST_RANDOM_DOXYGEN
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namespace detail {
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/**
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* The specializations lagged_fibonacci607 ... lagged_fibonacci44497
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|
* use well tested lags.
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|
*
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|
* See
|
|
*
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|
* @blockquote
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|
* "On the Periods of Generalized Fibonacci Recurrences", Richard P. Brent
|
|
* Computer Sciences Laboratory Australian National University, December 1992
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|
* @endblockquote
|
|
*
|
|
* The lags used here can be found in
|
|
*
|
|
* @blockquote
|
|
* "Uniform random number generators for supercomputers", Richard Brent,
|
|
* Proc. of Fifth Australian Supercomputer Conference, Melbourne,
|
|
* Dec. 1992, pp. 704-706.
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|
* @endblockquote
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|
*/
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|
struct lagged_fibonacci_doc {};
|
|
}
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|
#endif
|
|
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|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
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|
typedef lagged_fibonacci_01_engine<double, 48, 607, 273> lagged_fibonacci607;
|
|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
|
typedef lagged_fibonacci_01_engine<double, 48, 1279, 418> lagged_fibonacci1279;
|
|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
|
typedef lagged_fibonacci_01_engine<double, 48, 2281, 1252> lagged_fibonacci2281;
|
|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
|
typedef lagged_fibonacci_01_engine<double, 48, 3217, 576> lagged_fibonacci3217;
|
|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
|
typedef lagged_fibonacci_01_engine<double, 48, 4423, 2098> lagged_fibonacci4423;
|
|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
|
typedef lagged_fibonacci_01_engine<double, 48, 9689, 5502> lagged_fibonacci9689;
|
|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
|
typedef lagged_fibonacci_01_engine<double, 48, 19937, 9842> lagged_fibonacci19937;
|
|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
|
typedef lagged_fibonacci_01_engine<double, 48, 23209, 13470> lagged_fibonacci23209;
|
|
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
|
typedef lagged_fibonacci_01_engine<double, 48, 44497, 21034> lagged_fibonacci44497;
|
|
|
|
} // namespace random
|
|
|
|
using random::lagged_fibonacci607;
|
|
using random::lagged_fibonacci1279;
|
|
using random::lagged_fibonacci2281;
|
|
using random::lagged_fibonacci3217;
|
|
using random::lagged_fibonacci4423;
|
|
using random::lagged_fibonacci9689;
|
|
using random::lagged_fibonacci19937;
|
|
using random::lagged_fibonacci23209;
|
|
using random::lagged_fibonacci44497;
|
|
|
|
} // namespace boost
|
|
|
|
#endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP
|