You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and dots ('.'), can be up to 35 characters long. Letters must be lowercase.
267 lines
9.4 KiB
267 lines
9.4 KiB
/* 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: inversive_congruential.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $ |
|
* |
|
* 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
|
|
|