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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