| 1 | /* boost random/subtract_with_carry.hpp header file |
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| 2 | * |
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| 3 | * Copyright Jens Maurer 2002 |
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| 4 | * Distributed under the Boost Software License, Version 1.0. (See |
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| 5 | * accompanying file LICENSE_1_0.txt or copy at |
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| 6 | * http://www.boost.org/LICENSE_1_0.txt) |
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| 7 | * |
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| 8 | * See http://www.boost.org for most recent version including documentation. |
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| 9 | * |
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| 10 | * $Id: subtract_with_carry.hpp,v 1.24 2005/05/21 15:57:00 dgregor Exp $ |
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| 11 | * |
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| 12 | * Revision history |
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| 13 | * 2002-03-02 created |
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| 14 | */ |
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| 15 | |
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| 16 | #ifndef BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP |
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| 17 | #define BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP |
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| 18 | |
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| 19 | #include <cmath> |
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| 20 | #include <iostream> |
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| 21 | #include <algorithm> // std::equal |
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| 22 | #include <stdexcept> |
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| 23 | #include <cmath> // std::pow |
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| 24 | #include <boost/config.hpp> |
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| 25 | #include <boost/limits.hpp> |
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| 26 | #include <boost/cstdint.hpp> |
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| 27 | #include <boost/static_assert.hpp> |
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| 28 | #include <boost/detail/workaround.hpp> |
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| 29 | #include <boost/random/linear_congruential.hpp> |
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| 30 | |
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| 31 | |
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| 32 | namespace boost { |
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| 33 | namespace random { |
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| 34 | |
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| 35 | #if BOOST_WORKAROUND(_MSC_FULL_VER, BOOST_TESTED_AT(13102292)) && BOOST_MSVC > 1300 |
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| 36 | # define BOOST_RANDOM_EXTRACT_SWC_01 |
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| 37 | #endif |
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| 38 | |
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| 39 | #if defined(__APPLE_CC__) && defined(__GNUC__) && (__GNUC__ == 3) && (__GNUC_MINOR__ <= 3) |
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| 40 | # define BOOST_RANDOM_EXTRACT_SWC_01 |
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| 41 | #endif |
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| 42 | |
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| 43 | # ifdef BOOST_RANDOM_EXTRACT_SWC_01 |
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| 44 | namespace detail |
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| 45 | { |
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| 46 | template <class IStream, class SubtractWithCarry, class RealType> |
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| 47 | void extract_subtract_with_carry_01( |
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| 48 | IStream& is |
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| 49 | , SubtractWithCarry& f |
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| 50 | , RealType& carry |
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| 51 | , RealType* x |
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| 52 | , RealType modulus) |
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| 53 | { |
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| 54 | RealType value; |
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| 55 | for(unsigned int j = 0; j < f.long_lag; ++j) { |
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| 56 | is >> value >> std::ws; |
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| 57 | x[j] = value / modulus; |
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| 58 | } |
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| 59 | is >> value >> std::ws; |
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| 60 | carry = value / modulus; |
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| 61 | } |
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| 62 | } |
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| 63 | # endif |
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| 64 | // subtract-with-carry generator |
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| 65 | // Marsaglia and Zaman |
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| 66 | |
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| 67 | template<class IntType, IntType m, unsigned int s, unsigned int r, |
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| 68 | IntType val> |
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| 69 | class subtract_with_carry |
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| 70 | { |
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| 71 | public: |
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| 72 | typedef IntType result_type; |
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| 73 | BOOST_STATIC_CONSTANT(bool, has_fixed_range = true); |
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| 74 | BOOST_STATIC_CONSTANT(result_type, min_value = 0); |
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| 75 | BOOST_STATIC_CONSTANT(result_type, max_value = m-1); |
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| 76 | BOOST_STATIC_CONSTANT(result_type, modulus = m); |
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| 77 | BOOST_STATIC_CONSTANT(unsigned int, long_lag = r); |
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| 78 | BOOST_STATIC_CONSTANT(unsigned int, short_lag = s); |
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| 79 | |
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| 80 | subtract_with_carry() { |
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| 81 | // MSVC fails BOOST_STATIC_ASSERT with std::numeric_limits at class scope |
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| 82 | #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS |
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| 83 | BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_signed); |
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| 84 | BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer); |
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| 85 | #endif |
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| 86 | seed(); |
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| 87 | } |
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| 88 | explicit subtract_with_carry(uint32_t value) { seed(value); } |
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| 89 | template<class Generator> |
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| 90 | explicit subtract_with_carry(Generator & gen) { seed(gen); } |
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| 91 | template<class It> subtract_with_carry(It& first, It last) { seed(first,last); } |
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| 92 | |
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| 93 | // compiler-generated copy ctor and assignment operator are fine |
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| 94 | |
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| 95 | void seed(uint32_t value = 19780503u) |
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| 96 | { |
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| 97 | random::linear_congruential<int32_t, 40014, 0, 2147483563, 0> intgen(value); |
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| 98 | seed(intgen); |
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| 99 | } |
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| 100 | |
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| 101 | // For GCC, moving this function out-of-line prevents inlining, which may |
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| 102 | // reduce overall object code size. However, MSVC does not grok |
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| 103 | // out-of-line template member functions. |
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| 104 | template<class Generator> |
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| 105 | void seed(Generator & gen) |
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| 106 | { |
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| 107 | // I could have used std::generate_n, but it takes "gen" by value |
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| 108 | for(unsigned int j = 0; j < long_lag; ++j) |
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| 109 | x[j] = gen() % modulus; |
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| 110 | carry = (x[long_lag-1] == 0); |
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| 111 | k = 0; |
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| 112 | } |
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| 113 | |
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| 114 | template<class It> |
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| 115 | void seed(It& first, It last) |
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| 116 | { |
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| 117 | unsigned int j; |
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| 118 | for(j = 0; j < long_lag && first != last; ++j, ++first) |
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| 119 | x[j] = *first % modulus; |
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| 120 | if(first == last && j < long_lag) |
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| 121 | throw std::invalid_argument("subtract_with_carry::seed"); |
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| 122 | carry = (x[long_lag-1] == 0); |
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| 123 | k = 0; |
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| 124 | } |
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| 125 | |
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| 126 | result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return min_value; } |
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| 127 | result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return max_value; } |
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| 128 | |
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| 129 | result_type operator()() |
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| 130 | { |
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| 131 | int short_index = k - short_lag; |
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| 132 | if(short_index < 0) |
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| 133 | short_index += long_lag; |
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| 134 | IntType delta; |
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| 135 | if (x[short_index] >= x[k] + carry) { |
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| 136 | // x(n) >= 0 |
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| 137 | delta = x[short_index] - (x[k] + carry); |
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| 138 | carry = 0; |
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| 139 | } else { |
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| 140 | // x(n) < 0 |
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| 141 | delta = modulus - x[k] - carry + x[short_index]; |
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| 142 | carry = 1; |
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| 143 | } |
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| 144 | x[k] = delta; |
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| 145 | ++k; |
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| 146 | if(k >= long_lag) |
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| 147 | k = 0; |
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| 148 | return delta; |
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| 149 | } |
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| 150 | |
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| 151 | public: |
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| 152 | static bool validation(result_type x) { return x == val; } |
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| 153 | |
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| 154 | #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE |
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| 155 | |
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| 156 | #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS |
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| 157 | template<class CharT, class Traits> |
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| 158 | friend std::basic_ostream<CharT,Traits>& |
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| 159 | operator<<(std::basic_ostream<CharT,Traits>& os, |
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| 160 | const subtract_with_carry& f) |
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| 161 | { |
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| 162 | for(unsigned int j = 0; j < f.long_lag; ++j) |
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| 163 | os << f.compute(j) << " "; |
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| 164 | os << f.carry << " "; |
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| 165 | return os; |
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| 166 | } |
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| 167 | |
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| 168 | template<class CharT, class Traits> |
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| 169 | friend std::basic_istream<CharT,Traits>& |
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| 170 | operator>>(std::basic_istream<CharT,Traits>& is, subtract_with_carry& f) |
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| 171 | { |
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| 172 | for(unsigned int j = 0; j < f.long_lag; ++j) |
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| 173 | is >> f.x[j] >> std::ws; |
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| 174 | is >> f.carry >> std::ws; |
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| 175 | f.k = 0; |
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| 176 | return is; |
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| 177 | } |
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| 178 | #endif |
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| 179 | |
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| 180 | friend bool operator==(const subtract_with_carry& x, const subtract_with_carry& y) |
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| 181 | { |
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| 182 | for(unsigned int j = 0; j < r; ++j) |
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| 183 | if(x.compute(j) != y.compute(j)) |
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| 184 | return false; |
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| 185 | return true; |
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| 186 | } |
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| 187 | |
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| 188 | friend bool operator!=(const subtract_with_carry& x, const subtract_with_carry& y) |
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| 189 | { return !(x == y); } |
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| 190 | #else |
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| 191 | // Use a member function; Streamable concept not supported. |
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| 192 | bool operator==(const subtract_with_carry& rhs) const |
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| 193 | { |
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| 194 | for(unsigned int j = 0; j < r; ++j) |
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| 195 | if(compute(j) != rhs.compute(j)) |
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| 196 | return false; |
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| 197 | return true; |
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| 198 | } |
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| 199 | |
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| 200 | bool operator!=(const subtract_with_carry& rhs) const |
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| 201 | { return !(*this == rhs); } |
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| 202 | #endif |
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| 203 | |
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| 204 | private: |
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| 205 | // returns x(i-r+index), where index is in 0..r-1 |
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| 206 | IntType compute(unsigned int index) const |
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| 207 | { |
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| 208 | return x[(k+index) % long_lag]; |
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| 209 | } |
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| 210 | |
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| 211 | // state representation; next output (state) is x(i) |
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| 212 | // x[0] ... x[k] x[k+1] ... x[long_lag-1] represents |
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| 213 | // x(i-k) ... x(i) x(i+1) ... x(i-k+long_lag-1) |
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| 214 | // speed: base: 20-25 nsec |
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| 215 | // ranlux_4: 230 nsec, ranlux_7: 430 nsec, ranlux_14: 810 nsec |
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| 216 | // This state representation makes operator== and save/restore more |
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| 217 | // difficult, because we've already computed "too much" and thus |
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| 218 | // have to undo some steps to get at x(i-r) etc. |
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| 219 | |
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| 220 | // state representation: next output (state) is x(i) |
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| 221 | // x[0] ... x[k] x[k+1] ... x[long_lag-1] represents |
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| 222 | // x(i-k) ... x(i) x(i-long_lag+1) ... x(i-k-1) |
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| 223 | // speed: base 28 nsec |
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| 224 | // ranlux_4: 370 nsec, ranlux_7: 688 nsec, ranlux_14: 1343 nsec |
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| 225 | IntType x[long_lag]; |
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| 226 | unsigned int k; |
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| 227 | int carry; |
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| 228 | }; |
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| 229 | |
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| 230 | #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION |
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| 231 | // A definition is required even for integral static constants |
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| 232 | template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val> |
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| 233 | const bool subtract_with_carry<IntType, m, s, r, val>::has_fixed_range; |
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| 234 | template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val> |
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| 235 | const IntType subtract_with_carry<IntType, m, s, r, val>::min_value; |
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| 236 | template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val> |
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| 237 | const IntType subtract_with_carry<IntType, m, s, r, val>::max_value; |
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| 238 | template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val> |
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| 239 | const IntType subtract_with_carry<IntType, m, s, r, val>::modulus; |
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| 240 | template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val> |
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| 241 | const unsigned int subtract_with_carry<IntType, m, s, r, val>::long_lag; |
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| 242 | template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val> |
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| 243 | const unsigned int subtract_with_carry<IntType, m, s, r, val>::short_lag; |
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| 244 | #endif |
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| 245 | |
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| 246 | |
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| 247 | // use a floating-point representation to produce values in [0..1) |
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| 248 | template<class RealType, int w, unsigned int s, unsigned int r, int val=0> |
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| 249 | class subtract_with_carry_01 |
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| 250 | { |
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| 251 | public: |
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| 252 | typedef RealType result_type; |
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| 253 | BOOST_STATIC_CONSTANT(bool, has_fixed_range = false); |
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| 254 | BOOST_STATIC_CONSTANT(int, word_size = w); |
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| 255 | BOOST_STATIC_CONSTANT(unsigned int, long_lag = r); |
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| 256 | BOOST_STATIC_CONSTANT(unsigned int, short_lag = s); |
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| 257 | |
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| 258 | #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS |
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| 259 | BOOST_STATIC_ASSERT(!std::numeric_limits<result_type>::is_integer); |
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| 260 | #endif |
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| 261 | |
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| 262 | subtract_with_carry_01() { init_modulus(); seed(); } |
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| 263 | explicit subtract_with_carry_01(uint32_t value) |
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| 264 | { init_modulus(); seed(value); } |
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| 265 | template<class It> subtract_with_carry_01(It& first, It last) |
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| 266 | { init_modulus(); seed(first,last); } |
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| 267 | |
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| 268 | private: |
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| 269 | void init_modulus() |
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| 270 | { |
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| 271 | #ifndef BOOST_NO_STDC_NAMESPACE |
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| 272 | // allow for Koenig lookup |
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| 273 | using std::pow; |
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| 274 | #endif |
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| 275 | _modulus = pow(RealType(2), word_size); |
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| 276 | } |
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| 277 | |
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| 278 | public: |
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| 279 | // compiler-generated copy ctor and assignment operator are fine |
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| 280 | |
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| 281 | void seed(uint32_t value = 19780503u) |
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| 282 | { |
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| 283 | #ifndef BOOST_NO_STDC_NAMESPACE |
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| 284 | // allow for Koenig lookup |
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| 285 | using std::fmod; |
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| 286 | #endif |
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| 287 | random::linear_congruential<int32_t, 40014, 0, 2147483563, 0> gen(value); |
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| 288 | unsigned long array[(w+31)/32 * long_lag]; |
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| 289 | for(unsigned int j = 0; j < sizeof(array)/sizeof(unsigned long); ++j) |
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| 290 | array[j] = gen(); |
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| 291 | unsigned long * start = array; |
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| 292 | seed(start, array + sizeof(array)/sizeof(unsigned long)); |
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| 293 | } |
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| 294 | |
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| 295 | template<class It> |
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| 296 | void seed(It& first, It last) |
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| 297 | { |
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| 298 | #ifndef BOOST_NO_STDC_NAMESPACE |
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| 299 | // allow for Koenig lookup |
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| 300 | using std::fmod; |
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| 301 | using std::pow; |
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| 302 | #endif |
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| 303 | unsigned long mask = ~((~0u) << (w%32)); // now lowest (w%32) bits set |
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| 304 | RealType two32 = pow(RealType(2), 32); |
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| 305 | unsigned int j; |
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| 306 | for(j = 0; j < long_lag && first != last; ++j) { |
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| 307 | x[j] = RealType(0); |
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| 308 | for(int i = 0; i < w/32 && first != last; ++i, ++first) |
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| 309 | x[j] += *first / pow(two32,i+1); |
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| 310 | if(first != last && mask != 0) { |
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| 311 | x[j] += fmod((*first & mask) / _modulus, RealType(1)); |
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| 312 | ++first; |
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| 313 | } |
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| 314 | } |
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| 315 | if(first == last && j < long_lag) |
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| 316 | throw std::invalid_argument("subtract_with_carry_01::seed"); |
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| 317 | carry = (x[long_lag-1] ? 0 : 1 / _modulus); |
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| 318 | k = 0; |
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| 319 | } |
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| 320 | |
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| 321 | result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); } |
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| 322 | result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); } |
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| 323 | |
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| 324 | result_type operator()() |
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| 325 | { |
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| 326 | int short_index = k - short_lag; |
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| 327 | if(short_index < 0) |
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| 328 | short_index += long_lag; |
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| 329 | RealType delta = x[short_index] - x[k] - carry; |
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| 330 | if(delta < 0) { |
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| 331 | delta += RealType(1); |
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| 332 | carry = RealType(1)/_modulus; |
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| 333 | } else { |
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| 334 | carry = 0; |
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| 335 | } |
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| 336 | x[k] = delta; |
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| 337 | ++k; |
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| 338 | if(k >= long_lag) |
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| 339 | k = 0; |
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| 340 | return delta; |
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| 341 | } |
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| 342 | |
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| 343 | static bool validation(result_type x) |
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| 344 | { return x == val/pow(RealType(2), word_size); } |
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| 345 | |
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| 346 | #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE |
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| 347 | |
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| 348 | #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS |
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| 349 | template<class CharT, class Traits> |
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| 350 | friend std::basic_ostream<CharT,Traits>& |
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| 351 | operator<<(std::basic_ostream<CharT,Traits>& os, |
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| 352 | const subtract_with_carry_01& f) |
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| 353 | { |
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| 354 | #ifndef BOOST_NO_STDC_NAMESPACE |
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| 355 | // allow for Koenig lookup |
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| 356 | using std::pow; |
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| 357 | #endif |
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| 358 | std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left); |
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| 359 | for(unsigned int j = 0; j < f.long_lag; ++j) |
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| 360 | os << (f.compute(j) * f._modulus) << " "; |
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| 361 | os << (f.carry * f._modulus); |
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| 362 | os.flags(oldflags); |
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| 363 | return os; |
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| 364 | } |
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| 365 | |
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| 366 | template<class CharT, class Traits> |
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| 367 | friend std::basic_istream<CharT,Traits>& |
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| 368 | operator>>(std::basic_istream<CharT,Traits>& is, subtract_with_carry_01& f) |
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| 369 | { |
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| 370 | # ifdef BOOST_RANDOM_EXTRACT_SWC_01 |
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| 371 | detail::extract_subtract_with_carry_01(is, f, f.carry, f.x, f._modulus); |
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| 372 | # else |
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| 373 | // MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template type |
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| 374 | // parameter "RealType" available from the class template scope, so use |
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| 375 | // the member typedef |
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| 376 | typename subtract_with_carry_01::result_type value; |
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| 377 | for(unsigned int j = 0; j < long_lag; ++j) { |
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| 378 | is >> value >> std::ws; |
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| 379 | f.x[j] = value / f._modulus; |
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| 380 | } |
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| 381 | is >> value >> std::ws; |
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| 382 | f.carry = value / f._modulus; |
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| 383 | # endif |
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| 384 | f.k = 0; |
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| 385 | return is; |
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| 386 | } |
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| 387 | #endif |
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| 388 | |
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| 389 | friend bool operator==(const subtract_with_carry_01& x, |
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| 390 | const subtract_with_carry_01& y) |
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| 391 | { |
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| 392 | for(unsigned int j = 0; j < r; ++j) |
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| 393 | if(x.compute(j) != y.compute(j)) |
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| 394 | return false; |
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| 395 | return true; |
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| 396 | } |
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| 397 | |
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| 398 | friend bool operator!=(const subtract_with_carry_01& x, |
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| 399 | const subtract_with_carry_01& y) |
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| 400 | { return !(x == y); } |
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| 401 | #else |
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| 402 | // Use a member function; Streamable concept not supported. |
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| 403 | bool operator==(const subtract_with_carry_01& rhs) const |
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| 404 | { |
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| 405 | for(unsigned int j = 0; j < r; ++j) |
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| 406 | if(compute(j) != rhs.compute(j)) |
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| 407 | return false; |
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| 408 | return true; |
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| 409 | } |
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| 410 | |
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| 411 | bool operator!=(const subtract_with_carry_01& rhs) const |
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| 412 | { return !(*this == rhs); } |
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| 413 | #endif |
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| 414 | |
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| 415 | private: |
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| 416 | RealType compute(unsigned int index) const; |
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| 417 | unsigned int k; |
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| 418 | RealType carry; |
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| 419 | RealType x[long_lag]; |
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| 420 | RealType _modulus; |
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| 421 | }; |
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| 422 | |
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| 423 | #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION |
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| 424 | // A definition is required even for integral static constants |
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| 425 | template<class RealType, int w, unsigned int s, unsigned int r, int val> |
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| 426 | const bool subtract_with_carry_01<RealType, w, s, r, val>::has_fixed_range; |
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| 427 | template<class RealType, int w, unsigned int s, unsigned int r, int val> |
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| 428 | const int subtract_with_carry_01<RealType, w, s, r, val>::word_size; |
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| 429 | template<class RealType, int w, unsigned int s, unsigned int r, int val> |
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| 430 | const unsigned int subtract_with_carry_01<RealType, w, s, r, val>::long_lag; |
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| 431 | template<class RealType, int w, unsigned int s, unsigned int r, int val> |
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| 432 | const unsigned int subtract_with_carry_01<RealType, w, s, r, val>::short_lag; |
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| 433 | #endif |
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| 434 | |
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| 435 | template<class RealType, int w, unsigned int s, unsigned int r, int val> |
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| 436 | RealType subtract_with_carry_01<RealType, w, s, r, val>::compute(unsigned int index) const |
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| 437 | { |
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| 438 | return x[(k+index) % long_lag]; |
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| 439 | } |
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| 440 | |
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| 441 | |
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| 442 | } // namespace random |
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| 443 | } // namespace boost |
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| 444 | |
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| 445 | #endif // BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP |
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