MT_random.cpp

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/*
 * $Id: MT_random.cpp 35158 2011-02-25 11:49:19Z jesterking $
 * ***** BEGIN GPL LICENSE BLOCK *****
 *
 * This program is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License
 * as published by the Free Software Foundation; either version 2
 * of the License, or (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software Foundation,
 * Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
 *
 * The Original Code is Copyright (C) 2001-2002 by NaN Holding BV.
 * All rights reserved.
 *
 * The Original Code is: all of this file.
 *
 * Contributor(s): none yet.
 *
 * ***** END GPL LICENSE BLOCK *****
 */

/* A C-program for MT19937: Real number version                */

/*   genrand() generates one pseudorandom real number (double) */
/* which is uniformly distributed on [0,1]-interval, for each  */
/* call. sgenrand(seed) set initial values to the working area */
/* of 624 words. Before genrand(), sgenrand(seed) must be      */
/* called once. (seed is any 32-bit integer except for 0).     */
/* Integer generator is obtained by modifying two lines.       */
/*   Coded by Takuji Nishimura, considering the suggestions by */
/* Topher Cooper and Marc Rieffel in July-Aug. 1997.           */

/* This library is free software; you can redistribute it and/or   */
/* modify it under the terms of the GNU Library General Public     */
/* License as published by the Free Software Foundation; either    */
/* version 2 of the License, or (at your option) any later         */
/* version.                                                        */
/* This library is distributed in the hope that it will be useful, */
/* but WITHOUT ANY WARRANTY; without even the implied warranty of  */
/* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.            */
/* See the GNU Library General Public License for more details.    */
/* You should have received a copy of the GNU Library General      */
/* Public License along with this library; if not, write to the    */
/* Free Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA   */ 
/* 02110-1301, USA                                                 */

/* Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura.       */
/* When you use this, send an email to: matumoto@math.keio.ac.jp   */
/* with an appropriate reference to your work.                     */

#include "MT_random.h"

/* Period parameters */  
#define N 624
#define M 397
#define MATRIX_A 0x9908b0df   /* constant vector a */
#define UPPER_MASK 0x80000000 /* most significant w-r bits */
#define LOWER_MASK 0x7fffffff /* least significant r bits */

/* Tempering parameters */   
#define TEMPERING_MASK_B 0x9d2c5680
#define TEMPERING_MASK_C 0xefc60000
#define TEMPERING_SHIFT_U(y)  (y >> 11)
#define TEMPERING_SHIFT_S(y)  (y << 7)
#define TEMPERING_SHIFT_T(y)  (y << 15)
#define TEMPERING_SHIFT_L(y)  (y >> 18)

static unsigned int mt[N]; /* the array for the state vector  */
static int mti = N+1; /* mti==N+1 means mt[N] is not initialized */

/* initializing the array with a NONZERO seed */
void MT_srand(unsigned int seed)
{
    /* setting initial seeds to mt[N] using         */
    /* the generator Line 25 of Table 1 in          */
    /* [KNUTH 1981, The Art of Computer Programming */
    /*    Vol. 2 (2nd Ed.), pp102]                  */
    mt[0] = seed & 0xffffffff;
    for (mti = 1; mti < N; mti++)
        mt[mti] = (69069 * mt[mti-1]) & 0xffffffff;
}

unsigned int MT_rand()
{
    static unsigned int mag01[2] = { 0x0, MATRIX_A };
    /* mag01[x] = x * MATRIX_A  for x=0,1 */

    unsigned int y;

    if (mti >= N) { /* generate N words at one time */
        int kk;
        
        if (mti == N+1)   /* if sgenrand() has not been called, */
            MT_srand(4357); /* a default initial seed is used   */
        
        for (kk = 0; kk < N - M; kk++) {
            y = (mt[kk] & UPPER_MASK) | (mt[kk+1] & LOWER_MASK);
            mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1];
        }
        for (; kk < N-1; kk++) {
            y = (mt[kk] & UPPER_MASK) | (mt[kk+1] & LOWER_MASK);
            mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1];
        }
        y = (mt[N-1] & UPPER_MASK) | (mt[0] & LOWER_MASK);
        mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1];

        mti = 0;
    }
  
    y = mt[mti++];
    y ^= TEMPERING_SHIFT_U(y);
    y ^= TEMPERING_SHIFT_S(y) & TEMPERING_MASK_B;
    y ^= TEMPERING_SHIFT_T(y) & TEMPERING_MASK_C;
    y ^= TEMPERING_SHIFT_L(y);

    return y;
}

#undef N 
#undef M
#undef MATRIX_A
#undef UPPER_MASK 
#undef LOWER_MASK 

/* Tempering parameters */   
#undef TEMPERING_MASK_B 
#undef TEMPERING_MASK_C 
#undef TEMPERING_SHIFT_U  
#undef TEMPERING_SHIFT_S  
#undef TEMPERING_SHIFT_T  
#undef TEMPERING_SHIFT_L