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mt19937-1.cpp

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00001 /* A C-program for MT19937: Real number version (1999/10/28)    */
00002 /*   genrand() generates one pseudorandom real number (double)  */
00003 /* which is uniformly distributed on [0,1]-interval, for each   */
00004 /* call. sgenrand(seed) sets initial values to the working area */
00005 /* of 624 words. Before genrand(), sgenrand(seed) must be       */
00006 /* called once. (seed is any 32-bit integer.)                   */
00007 /* Integer generator is obtained by modifying two lines.        */
00008 /*   Coded by Takuji Nishimura, considering the suggestions by  */
00009 /* Topher Cooper and Marc Rieffel in July-Aug. 1997.            */
00010 
00011 /* This library is free software; you can redistribute it and/or   */
00012 /* modify it under the terms of the GNU Library General Public     */
00013 /* License as published by the Free Software Foundation; either    */
00014 /* version 2 of the License, or (at your option) any later         */
00015 /* version.                                                        */
00016 /* This library is distributed in the hope that it will be useful, */
00017 /* but WITHOUT ANY WARRANTY; without even the implied warranty of  */
00018 /* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.            */
00019 /* See the GNU Library General Public License for more details.    */
00020 /* You should have received a copy of the GNU Library General      */
00021 /* Public License along with this library; if not, write to the    */
00022 /* Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA   */ 
00023 /* 02111-1307  USA                                                 */
00024 
00025 /* Copyright (C) 1997, 1999 Makoto Matsumoto and Takuji Nishimura. */
00026 /* Any feedback is very welcome. For any question, comments,       */
00027 /* see http://www.math.keio.ac.jp/matumoto/emt.html or email       */
00028 /* matumoto@math.keio.ac.jp                                        */
00029 
00030 /* REFERENCE                                                       */
00031 /* M. Matsumoto and T. Nishimura,                                  */
00032 /* "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform  */
00033 /* Pseudo-Random Number Generator",                                */
00034 /* ACM Transactions on Modeling and Computer Simulation,           */
00035 /* Vol. 8, No. 1, January 1998, pp 3--30.                          */
00036 
00037 #include<stdio.h>
00038 
00039 /* Period parameters */  
00040 #define N 624
00041 #define M 397
00042 #define MATRIX_A 0x9908b0df   /* constant vector a */
00043 #define UPPER_MASK 0x80000000 /* most significant w-r bits */
00044 #define LOWER_MASK 0x7fffffff /* least significant r bits */
00045 
00046 /* Tempering parameters */   
00047 #define TEMPERING_MASK_B 0x9d2c5680
00048 #define TEMPERING_MASK_C 0xefc60000
00049 #define TEMPERING_SHIFT_U(y)  (y >> 11)
00050 #define TEMPERING_SHIFT_S(y)  (y << 7)
00051 #define TEMPERING_SHIFT_T(y)  (y << 15)
00052 #define TEMPERING_SHIFT_L(y)  (y >> 18)
00053 
00054 static unsigned long mt[N]; /* the array for the state vector  */
00055 static int mti=N+1; /* mti==N+1 means mt[N] is not initialized */
00056 
00057 /* Initializing the array with a seed */
00058 void
00059 sgenrand(unsigned long seed)
00060 {
00061     int i;
00062 
00063     for (i=0;i<N;i++) {
00064          mt[i] = seed & 0xffff0000;
00065          seed = 69069 * seed + 1;
00066          mt[i] |= (seed & 0xffff0000) >> 16;
00067          seed = 69069 * seed + 1;
00068     }
00069     mti = N;
00070 }
00071 
00072 /* Initialization by "sgenrand()" is an example. Theoretically,      */
00073 /* there are 2^19937-1 possible states as an intial state.           */
00074 /* This function allows to choose any of 2^19937-1 ones.             */
00075 /* Essential bits in "seed_array[]" is following 19937 bits:         */
00076 /*  (seed_array[0]&UPPER_MASK), seed_array[1], ..., seed_array[N-1]. */
00077 /* (seed_array[0]&LOWER_MASK) is discarded.                          */ 
00078 /* Theoretically,                                                    */
00079 /*  (seed_array[0]&UPPER_MASK), seed_array[1], ..., seed_array[N-1]  */
00080 /* can take any values except all zeros.                             */
00081 void
00082 lsgenrand(unsigned long seed_array[])
00083     /* the length of seed_array[] must be at least N */
00084 {
00085     int i;
00086 
00087     for (i=0;i<N;i++) 
00088       mt[i] = seed_array[i];
00089     mti=N;
00090 }
00091 
00092 double /* generating reals */
00093 /* unsigned long */ /* for integer generation */
00094 genrand()
00095 {
00096     unsigned long y;
00097     static unsigned long mag01[2]={0x0, MATRIX_A};
00098     /* mag01[x] = x * MATRIX_A  for x=0,1 */
00099 
00100     if (mti >= N) { /* generate N words at one time */
00101         int kk;
00102 
00103         if (mti == N+1)   /* if sgenrand() has not been called, */
00104             sgenrand(4357); /* a default initial seed is used   */
00105 
00106         for (kk=0;kk<N-M;kk++) {
00107             y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
00108             mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1];
00109         }
00110         for (;kk<N-1;kk++) {
00111             y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
00112             mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1];
00113         }
00114         y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
00115         mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1];
00116 
00117         mti = 0;
00118     }
00119   
00120     y = mt[mti++];
00121     y ^= TEMPERING_SHIFT_U(y);
00122     y ^= TEMPERING_SHIFT_S(y) & TEMPERING_MASK_B;
00123     y ^= TEMPERING_SHIFT_T(y) & TEMPERING_MASK_C;
00124     y ^= TEMPERING_SHIFT_L(y);
00125 
00126     return ( (double)y * 2.3283064370807974e-10 ); /* reals */
00127     /* return y; */ /* for integer generation */
00128 }

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