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intern/mantaflow/intern/manta_pp/omp/util/randomstream.h

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/******************************************************************************
*
* MantaFlow fluid solver framework
* Copyright 2011 Tobias Pfaff, Nils Thuerey
*
* This program is free software, distributed under the terms of the
* GNU General Public License (GPL)
* http://www.gnu.org/licenses
*
* Random numbers
*
* Based on GPL code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
* Richard J. Wagner v0.5 7 November 2000 rjwagner@writeme.com
*
******************************************************************************/
#ifndef _RANDOMSTREAM_H
#define _RANDOMSTREAM_H
namespace Manta {
#include <iostream>
#include <stdio.h>
#include <time.h>
#include "vectorbase.h"
class MTRand {
// Data
public:
typedef unsigned long uint32; // unsigned integer type, at least 32 bits
enum { N = 624 }; // length of state vector
enum { SAVE = N + 1 }; // length of array for save()
protected:
enum { M = 397 }; // period parameter
uint32 state[N]; // internal state
uint32 *pNext; // next value to get from state
int left; // number of values left before reload needed
//Methods
public:
MTRand( const uint32& oneSeed ); // initialize with a simple uint32
MTRand( uint32 *const bigSeed, uint32 const seedLength = N ); // or an array
MTRand(); // auto-initialize with /dev/urandom or time() and clock()
// Do NOT use for CRYPTOGRAPHY without securely hashing several returned
// values together, otherwise the generator state can be learned after
// reading 624 consecutive values.
// Access to 32-bit random numbers
double rand(); // real number in [0,1]
double rand( const double& n ); // real number in [0,n]
double randExc(); // real number in [0,1)
double randExc( const double& n ); // real number in [0,n)
double randDblExc(); // real number in (0,1)
double randDblExc( const double& n ); // real number in (0,n)
uint32 randInt(); // integer in [0,2^32-1]
uint32 randInt( const uint32& n ); // integer in [0,n] for n < 2^32
double operator()() { return rand(); } // same as rand()
// Access to 53-bit random numbers (capacity of IEEE double precision)
double rand53(); // real number in [0,1)
// Access to nonuniform random number distributions
double randNorm( const double& mean = 0.0, const double& variance = 1.0 );
// Re-seeding functions with same behavior as initializers
void seed( const uint32 oneSeed );
void seed( uint32 *const bigSeed, const uint32 seedLength = N );
void seed();
// Saving and loading generator state
void save( uint32* saveArray ) const; // to array of size SAVE
void load( uint32 *const loadArray ); // from such array
friend std::ostream& operator<<( std::ostream& os, const MTRand& mtrand );
friend std::istream& operator>>( std::istream& is, MTRand& mtrand );
protected:
void initialize( const uint32 oneSeed );
void reload();
uint32 hiBit( const uint32& u ) const { return u & 0x80000000UL; }
uint32 loBit( const uint32& u ) const { return u & 0x00000001UL; }
uint32 loBits( const uint32& u ) const { return u & 0x7fffffffUL; }
uint32 mixBits( const uint32& u, const uint32& v ) const {
return hiBit(u) | loBits(v);
}
uint32 twist( const uint32& m, const uint32& s0, const uint32& s1 ) const {
return m ^ (mixBits(s0,s1)>>1) ^ (-loBit(s1) & 0x9908b0dfUL);
}
static uint32 hash( time_t t, clock_t c );
};
inline MTRand::MTRand( const uint32& oneSeed )
{ seed(oneSeed); }
inline MTRand::MTRand( uint32 *const bigSeed, const uint32 seedLength )
{ seed(bigSeed,seedLength); }
inline MTRand::MTRand()
{ seed(); }
inline double MTRand::rand()
{ return double(randInt()) * (1.0/4294967295.0); }
inline double MTRand::rand( const double& n )
{ return rand() * n; }
inline double MTRand::randExc()
{ return double(randInt()) * (1.0/4294967296.0); }
inline double MTRand::randExc( const double& n )
{ return randExc() * n; }
inline double MTRand::randDblExc()
{ return ( double(randInt()) + 0.5 ) * (1.0/4294967296.0); }
inline double MTRand::randDblExc( const double& n )
{ return randDblExc() * n; }
inline double MTRand::rand53()
{
uint32 a = randInt() >> 5, b = randInt() >> 6;
return ( a * 67108864.0 + b ) * (1.0/9007199254740992.0); // by Isaku Wada
}
inline double MTRand::randNorm( const double& mean, const double& variance )
{
// Return a real number from a normal (Gaussian) distribution with given
// mean and variance by Box-Muller method
double r = sqrt( -2.0 * log( 1.0-randDblExc()) ) * variance;
double phi = 2.0 * 3.14159265358979323846264338328 * randExc();
return mean + r * cos(phi);
}
inline MTRand::uint32 MTRand::randInt()
{
// Pull a 32-bit integer from the generator state
// Every other access function simply transforms the numbers extracted here
if( left == 0 ) reload();
--left;
uint32 s1;
s1 = *pNext++;
s1 ^= (s1 >> 11);
s1 ^= (s1 << 7) & 0x9d2c5680UL;
s1 ^= (s1 << 15) & 0xefc60000UL;
return ( s1 ^ (s1 >> 18) );
}
inline MTRand::uint32 MTRand::randInt( const uint32& n )
{
// Find which bits are used in n
// Optimized by Magnus Jonsson (magnus@smartelectronix.com)
uint32 used = n;
used |= used >> 1;
used |= used >> 2;
used |= used >> 4;
used |= used >> 8;
used |= used >> 16;
// Draw numbers until one is found in [0,n]
uint32 i;
do
i = randInt() & used; // toss unused bits to shorten search
while( i > n );
return i;
}
inline void MTRand::seed( const uint32 oneSeed )
{
// Seed the generator with a simple uint32
initialize(oneSeed);
reload();
}
inline void MTRand::seed( uint32 *const bigSeed, const uint32 seedLength )
{
// Seed the generator with an array of uint32's
// There are 2^19937-1 possible initial states. This function allows
// all of those to be accessed by providing at least 19937 bits (with a
// default seed length of N = 624 uint32's). Any bits above the lower 32
// in each element are discarded.
// Just call seed() if you want to get array from /dev/urandom
initialize(19650218UL);
const unsigned int Nenum = N;
int i = 1;
uint32 j = 0;
int k = ( Nenum > seedLength ? Nenum : seedLength );
for( ; k; --k )
{
state[i] =
state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1664525UL );
state[i] += ( bigSeed[j] & 0xffffffffUL ) + j;
state[i] &= 0xffffffffUL;
++i; ++j;
if( i >= N ) { state[0] = state[N-1]; i = 1; }
if( j >= seedLength ) j = 0;
}
for( k = N - 1; k; --k )
{
state[i] =
state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1566083941UL );
state[i] -= i;
state[i] &= 0xffffffffUL;
++i;
if( i >= N ) { state[0] = state[N-1]; i = 1; }
}
state[0] = 0x80000000UL; // MSB is 1, assuring non-zero initial array
reload();
}
inline void MTRand::seed()
{
// Seed the generator with an array from /dev/urandom if available
// Otherwise use a hash of time() and clock() values
// First try getting an array from /dev/urandom
FILE* urandom = fopen( "/dev/urandom", "rb" );
if( urandom )
{
uint32 bigSeed[N];
uint32 *s = bigSeed;
int i = N;
bool success = true;
while( success && i-- )
success = fread( s++, sizeof(uint32), 1, urandom );
fclose(urandom);
if( success ) { seed( bigSeed, N ); return; }
}
// Was not successful, so use time() and clock() instead
seed( hash( time(NULL), clock() ) );
}
inline void MTRand::initialize( const uint32 intseed )
{
// Initialize generator state with seed
// See Knuth TAOCP Vol 2, 3rd Ed, p.106 for multiplier.
// In previous versions, most significant bits (MSBs) of the seed affect
// only MSBs of the state array. Modified 9 Jan 2002 by Makoto Matsumoto.
uint32 *s = state;
uint32 *r = state;
int i = 1;
*s++ = intseed & 0xffffffffUL;
for( ; i < N; ++i )
{
*s++ = ( 1812433253UL * ( *r ^ (*r >> 30) ) + i ) & 0xffffffffUL;
r++;
}
}
inline void MTRand::reload()
{
// Generate N new values in state
// Made clearer and faster by Matthew Bellew (matthew.bellew@home.com)
uint32 *p = state;
int i;
for( i = N - M; i--; ++p )
*p = twist( p[M], p[0], p[1] );
for( i = M; --i; ++p )
*p = twist( p[M-N], p[0], p[1] );
*p = twist( p[M-N], p[0], state[0] );
left = N, pNext = state;
}
inline MTRand::uint32 MTRand::hash( time_t t, clock_t c )
{
// Get a uint32 from t and c
// Better than uint32(x) in case x is floating point in [0,1]
// Based on code by Lawrence Kirby (fred@genesis.demon.co.uk)
static uint32 differ = 0; // guarantee time-based seeds will change
uint32 h1 = 0;
unsigned char *p = (unsigned char *) &t;
for( size_t i = 0; i < sizeof(t); ++i )
{
h1 *= std::numeric_limits<unsigned char>::max() + 2U;
h1 += p[i];
}
uint32 h2 = 0;
p = (unsigned char *) &c;
for( size_t j = 0; j < sizeof(c); ++j )
{
h2 *= std::numeric_limits<unsigned char>::max() + 2U;
h2 += p[j];
}
return ( h1 + differ++ ) ^ h2;
}
inline void MTRand::save( uint32* saveArray ) const
{
uint32 *sa = saveArray;
const uint32 *s = state;
int i = N;
for( ; i--; *sa++ = *s++ ) {}
*sa = left;
}
inline void MTRand::load( uint32 *const loadArray )
{
uint32 *s = state;
uint32 *la = loadArray;
int i = N;
for( ; i--; *s++ = *la++ ) {}
left = *la;
pNext = &state[N-left];
}
inline std::ostream& operator<<( std::ostream& os, const MTRand& mtrand )
{
const MTRand::uint32 *s = mtrand.state;
int i = mtrand.N;
for( ; i--; os << *s++ << "\t" ) {}
return os << mtrand.left;
}
inline std::istream& operator>>( std::istream& is, MTRand& mtrand )
{
MTRand::uint32 *s = mtrand.state;
int i = mtrand.N;
for( ; i--; is >> *s++ ) {}
is >> mtrand.left;
mtrand.pNext = &mtrand.state[mtrand.N-mtrand.left];
return is;
}
// simple interface to mersenne twister
class RandomStream
{
public:
inline RandomStream(long seed) : mtr(seed) {} ;
~RandomStream() {}
/*! get a random number from the stream */
inline double getDouble( void ) { return mtr.rand(); };
inline float getFloat ( void ) { return (float)mtr.rand(); };
inline float getFloat( float min, float max ) { return mtr.rand(max-min) + min; };
inline float getRandNorm( float mean, float var) { return mtr.randNorm(mean, var); };
#if FLOATINGPOINT_PRECISION==1
inline Real getReal() { return getFloat(); }
#else
inline Real getReal() { return getDouble(); }
#endif
inline Vec3 getVec3 () { Real a=getReal(), b=getReal(), c=getReal(); return Vec3(a,b,c); }
inline Vec3 getVec3Norm () { Vec3 a=getVec3(); normalize(a); return a; }
private:
MTRand mtr;
};
} // namespace
#endif