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/* boost random/lagged_fibonacci.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: lagged_fibonacci.hpp 41369 2007-11-25 18:07:19Z bemandawes $ * * Revision history * 2001-02-18 moved to individual header files */ #ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP #define BOOST_RANDOM_LAGGED_FIBONACCI_HPP #include
#include
#include
// std::max #include
#include
// std::pow #include
#include
#include
#include
#include
#include
#include
namespace boost { namespace random { #if BOOST_WORKAROUND(_MSC_FULL_VER, BOOST_TESTED_AT(13102292)) && BOOST_MSVC > 1300 # define BOOST_RANDOM_EXTRACT_LF #endif #if defined(__APPLE_CC__) && defined(__GNUC__) && (__GNUC__ == 3) && (__GNUC_MINOR__ <= 3) # define BOOST_RANDOM_EXTRACT_LF #endif # ifdef BOOST_RANDOM_EXTRACT_LF namespace detail { template
IStream& extract_lagged_fibonacci_01( IStream& is , F const& f , unsigned int& i , RealType* x , RealType modulus) { is >> i >> std::ws; for(unsigned int i = 0; i < f.long_lag; ++i) { RealType value; is >> value >> std::ws; x[i] = value / modulus; } return is; } template
IStream& extract_lagged_fibonacci( IStream& is , F const& f , unsigned int& i , UIntType* x) { is >> i >> std::ws; for(unsigned int i = 0; i < f.long_lag; ++i) is >> x[i] >> std::ws; return is; } } # endif template
class lagged_fibonacci { public: typedef UIntType result_type; BOOST_STATIC_CONSTANT(bool, has_fixed_range = false); BOOST_STATIC_CONSTANT(int, word_size = w); BOOST_STATIC_CONSTANT(unsigned int, long_lag = p); BOOST_STATIC_CONSTANT(unsigned int, short_lag = q); result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; } result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return wordmask; } lagged_fibonacci() { init_wordmask(); seed(); } explicit lagged_fibonacci(uint32_t value) { init_wordmask(); seed(value); } template
lagged_fibonacci(It& first, It last) { init_wordmask(); seed(first, last); } // compiler-generated copy ctor and assignment operator are fine private: void init_wordmask() { wordmask = 0; for(int j = 0; j < w; ++j) wordmask |= (1u << j); } public: void seed(uint32_t value = 331u) { minstd_rand0 gen(value); for(unsigned int j = 0; j < long_lag; ++j) x[j] = gen() & wordmask; i = long_lag; } template
void seed(It& first, It last) { // word size could be smaller than the seed values unsigned int j; for(j = 0; j < long_lag && first != last; ++j, ++first) x[j] = *first & wordmask; i = long_lag; if(first == last && j < long_lag) throw std::invalid_argument("lagged_fibonacci::seed"); } result_type operator()() { if(i >= long_lag) fill(); return x[i++]; } static bool validation(result_type x) { return x == val; } #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS template
friend std::basic_ostream
& operator<<(std::basic_ostream
& os, const lagged_fibonacci& f) { os << f.i << " "; for(unsigned int i = 0; i < f.long_lag; ++i) os << f.x[i] << " "; return os; } template
friend std::basic_istream
& operator>>(std::basic_istream
& is, lagged_fibonacci& f) { # ifdef BOOST_RANDOM_EXTRACT_LF return detail::extract_lagged_fibonacci(is, f, f.i, f.x); # else is >> f.i >> std::ws; for(unsigned int i = 0; i < f.long_lag; ++i) is >> f.x[i] >> std::ws; return is; # endif } #endif friend bool operator==(const lagged_fibonacci& x, const lagged_fibonacci& y) { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); } friend bool operator!=(const lagged_fibonacci& x, const lagged_fibonacci& y) { return !(x == y); } #else // Use a member function; Streamable concept not supported. bool operator==(const lagged_fibonacci& rhs) const { return i == rhs.i && std::equal(x, x+long_lag, rhs.x); } bool operator!=(const lagged_fibonacci& rhs) const { return !(*this == rhs); } #endif private: void fill(); UIntType wordmask; unsigned int i; UIntType x[long_lag]; }; #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION // A definition is required even for integral static constants template
const bool lagged_fibonacci
::has_fixed_range; template
const unsigned int lagged_fibonacci
::long_lag; template
const unsigned int lagged_fibonacci
::short_lag; #endif template
void lagged_fibonacci
::fill() { // two loops to avoid costly modulo operations { // extra scope for MSVC brokenness w.r.t. for scope for(unsigned int j = 0; j < short_lag; ++j) x[j] = (x[j] + x[j+(long_lag-short_lag)]) & wordmask; } for(unsigned int j = short_lag; j < long_lag; ++j) x[j] = (x[j] + x[j-short_lag]) & wordmask; i = 0; } // lagged Fibonacci generator for the range [0..1) // contributed by Matthias Troyer // for p=55, q=24 originally by G. J. Mitchell and D. P. Moore 1958 template
struct fibonacci_validation { BOOST_STATIC_CONSTANT(bool, is_specialized = false); static T value() { return 0; } static T tolerance() { return 0; } }; #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION // A definition is required even for integral static constants template
const bool fibonacci_validation
::is_specialized; #endif #define BOOST_RANDOM_FIBONACCI_VAL(T,P,Q,V,E) \ template<> \ struct fibonacci_validation
\ { \ BOOST_STATIC_CONSTANT(bool, is_specialized = true); \ static T value() { return V; } \ static T tolerance() \ { return (std::max)(E, static_cast
(5*std::numeric_limits
::epsilon())); } \ }; // (The extra static_cast
in the std::max call above is actually // unnecessary except for HP aCC 1.30, which claims that // numeric_limits
::epsilon() doesn't actually return a double.) BOOST_RANDOM_FIBONACCI_VAL(double, 607, 273, 0.4293817707235914, 1e-14) BOOST_RANDOM_FIBONACCI_VAL(double, 1279, 418, 0.9421630240437659, 1e-14) BOOST_RANDOM_FIBONACCI_VAL(double, 2281, 1252, 0.1768114046909004, 1e-14) BOOST_RANDOM_FIBONACCI_VAL(double, 3217, 576, 0.1956232694868209, 1e-14) BOOST_RANDOM_FIBONACCI_VAL(double, 4423, 2098, 0.9499762202147172, 1e-14) BOOST_RANDOM_FIBONACCI_VAL(double, 9689, 5502, 0.05737836943695162, 1e-14) BOOST_RANDOM_FIBONACCI_VAL(double, 19937, 9842, 0.5076528587449834, 1e-14) BOOST_RANDOM_FIBONACCI_VAL(double, 23209, 13470, 0.5414473810619185, 1e-14) BOOST_RANDOM_FIBONACCI_VAL(double, 44497,21034, 0.254135073399297, 1e-14) #undef BOOST_RANDOM_FIBONACCI_VAL template
class lagged_fibonacci_01 { public: typedef RealType result_type; BOOST_STATIC_CONSTANT(bool, has_fixed_range = false); BOOST_STATIC_CONSTANT(int, word_size = w); BOOST_STATIC_CONSTANT(unsigned int, long_lag = p); BOOST_STATIC_CONSTANT(unsigned int, short_lag = q); lagged_fibonacci_01() { init_modulus(); seed(); } explicit lagged_fibonacci_01(uint32_t value) { init_modulus(); seed(value); } template
explicit lagged_fibonacci_01(Generator & gen) { init_modulus(); seed(gen); } template
lagged_fibonacci_01(It& first, It last) { init_modulus(); seed(first, last); } // compiler-generated copy ctor and assignment operator are fine private: void init_modulus() { #ifndef BOOST_NO_STDC_NAMESPACE // allow for Koenig lookup using std::pow; #endif _modulus = pow(RealType(2), word_size); } public: void seed(uint32_t value = 331u) { minstd_rand0 intgen(value); seed(intgen); } // For GCC, moving this function out-of-line prevents inlining, which may // reduce overall object code size. However, MSVC does not grok // out-of-line template member functions. template
void seed(Generator & gen) { // use pass-by-reference, but wrap argument in pass_through_engine typedef detail::pass_through_engine
ref_gen; uniform_01
gen01 = uniform_01
(ref_gen(gen)); // I could have used std::generate_n, but it takes "gen" by value for(unsigned int j = 0; j < long_lag; ++j) x[j] = gen01(); i = long_lag; } template
void seed(It& first, It last) { #ifndef BOOST_NO_STDC_NAMESPACE // allow for Koenig lookup using std::fmod; using std::pow; #endif unsigned long mask = ~((~0u) << (w%32)); // now lowest w bits set RealType two32 = pow(RealType(2), 32); unsigned int j; for(j = 0; j < long_lag && first != last; ++j, ++first) { x[j] = RealType(0); for(int k = 0; k < w/32 && first != last; ++k, ++first) x[j] += *first / pow(two32,k+1); if(first != last && mask != 0) x[j] += fmod((*first & mask) / _modulus, RealType(1)); } i = long_lag; if(first == last && j < long_lag) throw std::invalid_argument("lagged_fibonacci_01::seed"); } result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); } result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); } result_type operator()() { if(i >= long_lag) fill(); return x[i++]; } static bool validation(result_type x) { result_type v = fibonacci_validation
::value(); result_type epsilon = fibonacci_validation
::tolerance(); // std::abs is a source of trouble: sometimes, it's not overloaded // for double, plus the usual namespace std noncompliance -> avoid it // using std::abs; // return abs(x - v) < 5 * epsilon return x > v - epsilon && x < v + epsilon; } #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS template
friend std::basic_ostream
& operator<<(std::basic_ostream
& os, const lagged_fibonacci_01&f) { #ifndef BOOST_NO_STDC_NAMESPACE // allow for Koenig lookup using std::pow; #endif os << f.i << " "; std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left); for(unsigned int i = 0; i < f.long_lag; ++i) os << f.x[i] * f._modulus << " "; os.flags(oldflags); return os; } template
friend std::basic_istream
& operator>>(std::basic_istream
& is, lagged_fibonacci_01& f) { # ifdef BOOST_RANDOM_EXTRACT_LF return detail::extract_lagged_fibonacci_01(is, f, f.i, f.x, f._modulus); # else is >> f.i >> std::ws; for(unsigned int i = 0; i < f.long_lag; ++i) { typename lagged_fibonacci_01::result_type value; is >> value >> std::ws; f.x[i] = value / f._modulus; } return is; # endif } #endif friend bool operator==(const lagged_fibonacci_01& x, const lagged_fibonacci_01& y) { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); } friend bool operator!=(const lagged_fibonacci_01& x, const lagged_fibonacci_01& y) { return !(x == y); } #else // Use a member function; Streamable concept not supported. bool operator==(const lagged_fibonacci_01& rhs) const { return i == rhs.i && std::equal(x, x+long_lag, rhs.x); } bool operator!=(const lagged_fibonacci_01& rhs) const { return !(*this == rhs); } #endif private: void fill(); unsigned int i; RealType x[long_lag]; RealType _modulus; }; #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION // A definition is required even for integral static constants template
const bool lagged_fibonacci_01
::has_fixed_range; template
const unsigned int lagged_fibonacci_01
::long_lag; template
const unsigned int lagged_fibonacci_01
::short_lag; template
const int lagged_fibonacci_01
::word_size; #endif template
void lagged_fibonacci_01
::fill() { // two loops to avoid costly modulo operations { // extra scope for MSVC brokenness w.r.t. for scope for(unsigned int j = 0; j < short_lag; ++j) { RealType t = x[j] + x[j+(long_lag-short_lag)]; if(t >= RealType(1)) t -= RealType(1); x[j] = t; } } for(unsigned int j = short_lag; j < long_lag; ++j) { RealType t = x[j] + x[j-short_lag]; if(t >= RealType(1)) t -= RealType(1); x[j] = t; } i = 0; } } // namespace random typedef random::lagged_fibonacci_01
lagged_fibonacci607; typedef random::lagged_fibonacci_01
lagged_fibonacci1279; typedef random::lagged_fibonacci_01
lagged_fibonacci2281; typedef random::lagged_fibonacci_01
lagged_fibonacci3217; typedef random::lagged_fibonacci_01
lagged_fibonacci4423; typedef random::lagged_fibonacci_01
lagged_fibonacci9689; typedef random::lagged_fibonacci_01
lagged_fibonacci19937; typedef random::lagged_fibonacci_01
lagged_fibonacci23209; typedef random::lagged_fibonacci_01
lagged_fibonacci44497; // It is possible to partially specialize uniform_01<> on lagged_fibonacci_01<> // to help the compiler generate efficient code. For GCC, this seems useless, // because GCC optimizes (x-0)/(1-0) to (x-0). This is good enough for now. } // namespace boost #endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP
lagged_fibonacci.hpp
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