/src/contrib/boost/random/subtract_with_carry.hpp
http://pythonocc.googlecode.com/ · C++ Header · 465 lines · 348 code · 48 blank · 69 comment · 59 complexity · 868dac82b4bb653f9ab6b81f44c287a3 MD5 · raw file
- /* boost random/subtract_with_carry.hpp header file
- *
- * Copyright Jens Maurer 2002
- * 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: subtract_with_carry.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
- *
- * Revision history
- * 2002-03-02 created
- */
- #ifndef BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
- #define BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
- #include <boost/config/no_tr1/cmath.hpp>
- #include <iostream>
- #include <algorithm> // std::equal
- #include <stdexcept>
- #include <boost/config/no_tr1/cmath.hpp> // std::pow
- #include <boost/config.hpp>
- #include <boost/limits.hpp>
- #include <boost/cstdint.hpp>
- #include <boost/static_assert.hpp>
- #include <boost/detail/workaround.hpp>
- #include <boost/random/detail/config.hpp>
- #include <boost/random/detail/seed.hpp>
- #include <boost/random/linear_congruential.hpp>
- namespace boost {
- namespace random {
- #if BOOST_WORKAROUND(_MSC_FULL_VER, BOOST_TESTED_AT(13102292)) && BOOST_MSVC > 1300
- # define BOOST_RANDOM_EXTRACT_SWC_01
- #endif
- #if defined(__APPLE_CC__) && defined(__GNUC__) && (__GNUC__ == 3) && (__GNUC_MINOR__ <= 3)
- # define BOOST_RANDOM_EXTRACT_SWC_01
- #endif
- # ifdef BOOST_RANDOM_EXTRACT_SWC_01
- namespace detail
- {
- template <class IStream, class SubtractWithCarry, class RealType>
- void extract_subtract_with_carry_01(
- IStream& is
- , SubtractWithCarry& f
- , RealType& carry
- , RealType* x
- , RealType modulus)
- {
- RealType value;
- for(unsigned int j = 0; j < f.long_lag; ++j) {
- is >> value >> std::ws;
- x[j] = value / modulus;
- }
- is >> value >> std::ws;
- carry = value / modulus;
- }
- }
- # endif
- /**
- * Instantiations of @c subtract_with_carry model a
- * \pseudo_random_number_generator. The algorithm is
- * described in
- *
- * @blockquote
- * "A New Class of Random Number Generators", George
- * Marsaglia and Arif Zaman, Annals of Applied Probability,
- * Volume 1, Number 3 (1991), 462-480.
- * @endblockquote
- */
- template<class IntType, IntType m, unsigned int s, unsigned int r,
- IntType val>
- class subtract_with_carry
- {
- public:
- typedef IntType result_type;
- BOOST_STATIC_CONSTANT(bool, has_fixed_range = true);
- BOOST_STATIC_CONSTANT(result_type, min_value = 0);
- BOOST_STATIC_CONSTANT(result_type, max_value = m-1);
- BOOST_STATIC_CONSTANT(result_type, modulus = m);
- BOOST_STATIC_CONSTANT(unsigned int, long_lag = r);
- BOOST_STATIC_CONSTANT(unsigned int, short_lag = s);
- subtract_with_carry() {
- // MSVC fails BOOST_STATIC_ASSERT with std::numeric_limits at class scope
- #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
- BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_signed);
- BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
- #endif
- seed();
- }
- BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry, uint32_t, value)
- { seed(value); }
- BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(subtract_with_carry, Generator, gen)
- { seed(gen); }
- template<class It> subtract_with_carry(It& first, It last) { seed(first,last); }
- // compiler-generated copy ctor and assignment operator are fine
- void seed() { seed(19780503u); }
- BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry, uint32_t, value)
- {
- random::linear_congruential<int32_t, 40014, 0, 2147483563, 0> 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.
- BOOST_RANDOM_DETAIL_GENERATOR_SEED(subtract_with_carry, Generator, 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] = gen() % modulus;
- carry = (x[long_lag-1] == 0);
- k = 0;
- }
- template<class It>
- void seed(It& first, It last)
- {
- unsigned int j;
- for(j = 0; j < long_lag && first != last; ++j, ++first)
- x[j] = *first % modulus;
- if(first == last && j < long_lag)
- throw std::invalid_argument("subtract_with_carry::seed");
- carry = (x[long_lag-1] == 0);
- k = 0;
- }
- result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return min_value; }
- result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return max_value; }
- result_type operator()()
- {
- int short_index = k - short_lag;
- if(short_index < 0)
- short_index += long_lag;
- IntType delta;
- if (x[short_index] >= x[k] + carry) {
- // x(n) >= 0
- delta = x[short_index] - (x[k] + carry);
- carry = 0;
- } else {
- // x(n) < 0
- delta = modulus - x[k] - carry + x[short_index];
- carry = 1;
- }
- x[k] = delta;
- ++k;
- if(k >= long_lag)
- k = 0;
- return delta;
- }
- public:
- static bool validation(result_type x) { return x == val; }
-
- #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
- #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
- template<class CharT, class Traits>
- friend std::basic_ostream<CharT,Traits>&
- operator<<(std::basic_ostream<CharT,Traits>& os,
- const subtract_with_carry& f)
- {
- for(unsigned int j = 0; j < f.long_lag; ++j)
- os << f.compute(j) << " ";
- os << f.carry << " ";
- return os;
- }
- template<class CharT, class Traits>
- friend std::basic_istream<CharT,Traits>&
- operator>>(std::basic_istream<CharT,Traits>& is, subtract_with_carry& f)
- {
- for(unsigned int j = 0; j < f.long_lag; ++j)
- is >> f.x[j] >> std::ws;
- is >> f.carry >> std::ws;
- f.k = 0;
- return is;
- }
- #endif
- friend bool operator==(const subtract_with_carry& x, const subtract_with_carry& y)
- {
- for(unsigned int j = 0; j < r; ++j)
- if(x.compute(j) != y.compute(j))
- return false;
- return true;
- }
- friend bool operator!=(const subtract_with_carry& x, const subtract_with_carry& y)
- { return !(x == y); }
- #else
- // Use a member function; Streamable concept not supported.
- bool operator==(const subtract_with_carry& rhs) const
- {
- for(unsigned int j = 0; j < r; ++j)
- if(compute(j) != rhs.compute(j))
- return false;
- return true;
- }
- bool operator!=(const subtract_with_carry& rhs) const
- { return !(*this == rhs); }
- #endif
- private:
- /// \cond hide_private_members
- // returns x(i-r+index), where index is in 0..r-1
- IntType compute(unsigned int index) const
- {
- return x[(k+index) % long_lag];
- }
- /// \endcond
- // state representation; next output (state) is x(i)
- // x[0] ... x[k] x[k+1] ... x[long_lag-1] represents
- // x(i-k) ... x(i) x(i+1) ... x(i-k+long_lag-1)
- // speed: base: 20-25 nsec
- // ranlux_4: 230 nsec, ranlux_7: 430 nsec, ranlux_14: 810 nsec
- // This state representation makes operator== and save/restore more
- // difficult, because we've already computed "too much" and thus
- // have to undo some steps to get at x(i-r) etc.
- // state representation: next output (state) is x(i)
- // x[0] ... x[k] x[k+1] ... x[long_lag-1] represents
- // x(i-k) ... x(i) x(i-long_lag+1) ... x(i-k-1)
- // speed: base 28 nsec
- // ranlux_4: 370 nsec, ranlux_7: 688 nsec, ranlux_14: 1343 nsec
- IntType x[long_lag];
- unsigned int k;
- int carry;
- };
- #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
- // A definition is required even for integral static constants
- template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
- const bool subtract_with_carry<IntType, m, s, r, val>::has_fixed_range;
- template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
- const IntType subtract_with_carry<IntType, m, s, r, val>::min_value;
- template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
- const IntType subtract_with_carry<IntType, m, s, r, val>::max_value;
- template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
- const IntType subtract_with_carry<IntType, m, s, r, val>::modulus;
- template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
- const unsigned int subtract_with_carry<IntType, m, s, r, val>::long_lag;
- template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
- const unsigned int subtract_with_carry<IntType, m, s, r, val>::short_lag;
- #endif
- // use a floating-point representation to produce values in [0..1)
- /** @copydoc boost::random::subtract_with_carry */
- template<class RealType, int w, unsigned int s, unsigned int r, int val=0>
- class subtract_with_carry_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 = r);
- BOOST_STATIC_CONSTANT(unsigned int, short_lag = s);
- #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
- BOOST_STATIC_ASSERT(!std::numeric_limits<result_type>::is_integer);
- #endif
- subtract_with_carry_01() { init_modulus(); seed(); }
- explicit subtract_with_carry_01(uint32_t value)
- { init_modulus(); seed(value); }
- template<class It> subtract_with_carry_01(It& first, It last)
- { init_modulus(); seed(first,last); }
- private:
- /// \cond hide_private_members
- void init_modulus()
- {
- #ifndef BOOST_NO_STDC_NAMESPACE
- // allow for Koenig lookup
- using std::pow;
- #endif
- _modulus = pow(RealType(2), word_size);
- }
- /// \endcond hide_private_members
- public:
- // compiler-generated copy ctor and assignment operator are fine
- void seed(uint32_t value = 19780503u)
- {
- #ifndef BOOST_NO_STDC_NAMESPACE
- // allow for Koenig lookup
- using std::fmod;
- #endif
- random::linear_congruential<int32_t, 40014, 0, 2147483563, 0> gen(value);
- unsigned long array[(w+31)/32 * long_lag];
- for(unsigned int j = 0; j < sizeof(array)/sizeof(unsigned long); ++j)
- array[j] = gen();
- unsigned long * start = array;
- seed(start, array + sizeof(array)/sizeof(unsigned long));
- }
- 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%32) bits set
- RealType two32 = pow(RealType(2), 32);
- unsigned int j;
- for(j = 0; j < long_lag && first != last; ++j) {
- x[j] = RealType(0);
- for(int i = 0; i < w/32 && first != last; ++i, ++first)
- x[j] += *first / pow(two32,i+1);
- if(first != last && mask != 0) {
- x[j] += fmod((*first & mask) / _modulus, RealType(1));
- ++first;
- }
- }
- if(first == last && j < long_lag)
- throw std::invalid_argument("subtract_with_carry_01::seed");
- carry = (x[long_lag-1] ? 0 : 1 / _modulus);
- k = 0;
- }
- 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()()
- {
- int short_index = k - short_lag;
- if(short_index < 0)
- short_index += long_lag;
- RealType delta = x[short_index] - x[k] - carry;
- if(delta < 0) {
- delta += RealType(1);
- carry = RealType(1)/_modulus;
- } else {
- carry = 0;
- }
- x[k] = delta;
- ++k;
- if(k >= long_lag)
- k = 0;
- return delta;
- }
- static bool validation(result_type x)
- { return x == val/pow(RealType(2), word_size); }
-
- #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
- #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
- template<class CharT, class Traits>
- friend std::basic_ostream<CharT,Traits>&
- operator<<(std::basic_ostream<CharT,Traits>& os,
- const subtract_with_carry_01& f)
- {
- #ifndef BOOST_NO_STDC_NAMESPACE
- // allow for Koenig lookup
- using std::pow;
- #endif
- std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left);
- for(unsigned int j = 0; j < f.long_lag; ++j)
- os << (f.compute(j) * f._modulus) << " ";
- os << (f.carry * 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, subtract_with_carry_01& f)
- {
- # ifdef BOOST_RANDOM_EXTRACT_SWC_01
- detail::extract_subtract_with_carry_01(is, f, f.carry, f.x, f._modulus);
- # else
- // MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template type
- // parameter "RealType" available from the class template scope, so use
- // the member typedef
- typename subtract_with_carry_01::result_type value;
- for(unsigned int j = 0; j < long_lag; ++j) {
- is >> value >> std::ws;
- f.x[j] = value / f._modulus;
- }
- is >> value >> std::ws;
- f.carry = value / f._modulus;
- # endif
- f.k = 0;
- return is;
- }
- #endif
- friend bool operator==(const subtract_with_carry_01& x,
- const subtract_with_carry_01& y)
- {
- for(unsigned int j = 0; j < r; ++j)
- if(x.compute(j) != y.compute(j))
- return false;
- return true;
- }
- friend bool operator!=(const subtract_with_carry_01& x,
- const subtract_with_carry_01& y)
- { return !(x == y); }
- #else
- // Use a member function; Streamable concept not supported.
- bool operator==(const subtract_with_carry_01& rhs) const
- {
- for(unsigned int j = 0; j < r; ++j)
- if(compute(j) != rhs.compute(j))
- return false;
- return true;
- }
- bool operator!=(const subtract_with_carry_01& rhs) const
- { return !(*this == rhs); }
- #endif
- private:
- /// \cond hide_private_members
- RealType compute(unsigned int index) const;
- /// \endcond
- unsigned int k;
- RealType carry;
- 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 s, unsigned int r, int val>
- const bool subtract_with_carry_01<RealType, w, s, r, val>::has_fixed_range;
- template<class RealType, int w, unsigned int s, unsigned int r, int val>
- const int subtract_with_carry_01<RealType, w, s, r, val>::word_size;
- template<class RealType, int w, unsigned int s, unsigned int r, int val>
- const unsigned int subtract_with_carry_01<RealType, w, s, r, val>::long_lag;
- template<class RealType, int w, unsigned int s, unsigned int r, int val>
- const unsigned int subtract_with_carry_01<RealType, w, s, r, val>::short_lag;
- #endif
- /// \cond hide_private_members
- template<class RealType, int w, unsigned int s, unsigned int r, int val>
- RealType subtract_with_carry_01<RealType, w, s, r, val>::compute(unsigned int index) const
- {
- return x[(k+index) % long_lag];
- }
- /// \endcond
- } // namespace random
- } // namespace boost
- #endif // BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP