boost/random/lagged_fibonacci.hpp
/* 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 49314 2008-10-13 09:00:03Z johnmaddock $
*
* Revision history
* 2001-02-18 moved to individual header files
*/
#ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP
#define BOOST_RANDOM_LAGGED_FIBONACCI_HPP
#include <boost/config/no_tr1/cmath.hpp>
#include <iostream>
#include <algorithm> // std::max
#include <iterator>
#include <boost/config/no_tr1/cmath.hpp> // std::pow
#include <boost/config.hpp>
#include <boost/limits.hpp>
#include <boost/cstdint.hpp>
#include <boost/detail/workaround.hpp>
#include <boost/random/linear_congruential.hpp>
#include <boost/random/uniform_01.hpp>
#include <boost/random/detail/pass_through_engine.hpp>
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<class IStream, class F, class RealType>
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<class IStream, class F, class UIntType>
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 UIntType, int w, unsigned int p, unsigned int q,
UIntType val = 0>
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<class It> 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<class It>
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<class CharT, class Traits>
friend std::basic_ostream<CharT,Traits>&
operator<<(std::basic_ostream<CharT,Traits>& 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<class CharT, class Traits>
friend std::basic_istream<CharT, Traits>&
operator>>(std::basic_istream<CharT, Traits>& 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<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
const bool lagged_fibonacci<UIntType, w, p, q, val>::has_fixed_range;
template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
const unsigned int lagged_fibonacci<UIntType, w, p, q, val>::long_lag;
template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
const unsigned int lagged_fibonacci<UIntType, w, p, q, val>::short_lag;
#endif
template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
void lagged_fibonacci<UIntType, w, p, q, val>::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<class T, unsigned int p, unsigned int q>
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<class T, unsigned int p, unsigned int q>
const bool fibonacci_validation<T, p, q>::is_specialized;
#endif
#define BOOST_RANDOM_FIBONACCI_VAL(T,P,Q,V,E) \
template<> \
struct fibonacci_validation<T, P, Q> \
{ \
BOOST_STATIC_CONSTANT(bool, is_specialized = true); \
static T value() { return V; } \
static T tolerance() \
{ return (std::max)(E, static_cast<T>(5*std::numeric_limits<T>::epsilon())); } \
};
// (The extra static_cast<T> in the std::max call above is actually
// unnecessary except for HP aCC 1.30, which claims that
// numeric_limits<double>::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 RealType, int w, unsigned int p, unsigned int q>
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<class Generator>
explicit lagged_fibonacci_01(Generator & gen) { init_modulus(); seed(gen); }
template<class It> 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<class Generator>
void seed(Generator & gen)
{
// use pass-by-reference, but wrap argument in pass_through_engine
typedef detail::pass_through_engine<Generator&> ref_gen;
uniform_01<ref_gen, RealType> gen01 =
uniform_01<ref_gen, RealType>(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<class It>
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<result_type, p, q>::value();
result_type epsilon = fibonacci_validation<result_type, p, q>::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<class CharT, class Traits>
friend std::basic_ostream<CharT,Traits>&
operator<<(std::basic_ostream<CharT,Traits>& 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<class CharT, class Traits>
friend std::basic_istream<CharT, Traits>&
operator>>(std::basic_istream<CharT, Traits>& 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<class RealType, int w, unsigned int p, unsigned int q>
const bool lagged_fibonacci_01<RealType, w, p, q>::has_fixed_range;
template<class RealType, int w, unsigned int p, unsigned int q>
const unsigned int lagged_fibonacci_01<RealType, w, p, q>::long_lag;
template<class RealType, int w, unsigned int p, unsigned int q>
const unsigned int lagged_fibonacci_01<RealType, w, p, q>::short_lag;
template<class RealType, int w, unsigned int p, unsigned int q>
const int lagged_fibonacci_01<RealType,w,p,q>::word_size;
#endif
template<class RealType, int w, unsigned int p, unsigned int q>
void lagged_fibonacci_01<RealType, w, p, q>::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<double, 48, 607, 273> lagged_fibonacci607;
typedef random::lagged_fibonacci_01<double, 48, 1279, 418> lagged_fibonacci1279;
typedef random::lagged_fibonacci_01<double, 48, 2281, 1252> lagged_fibonacci2281;
typedef random::lagged_fibonacci_01<double, 48, 3217, 576> lagged_fibonacci3217;
typedef random::lagged_fibonacci_01<double, 48, 4423, 2098> lagged_fibonacci4423;
typedef random::lagged_fibonacci_01<double, 48, 9689, 5502> lagged_fibonacci9689;
typedef random::lagged_fibonacci_01<double, 48, 19937, 9842> lagged_fibonacci19937;
typedef random::lagged_fibonacci_01<double, 48, 23209, 13470> lagged_fibonacci23209;
typedef random::lagged_fibonacci_01<double, 48, 44497, 21034> 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