sl@0: /* boost random/lagged_fibonacci.hpp header file
sl@0:  *
sl@0:  * Copyright Jens Maurer 2000-2001
sl@0:  * Distributed under the Boost Software License, Version 1.0. (See
sl@0:  * accompanying file LICENSE_1_0.txt or copy at
sl@0:  * http://www.boost.org/LICENSE_1_0.txt)
sl@0:  *
sl@0:  * See http://www.boost.org for most recent version including documentation.
sl@0:  *
sl@0:  * $Id: lagged_fibonacci.hpp,v 1.28 2005/05/21 15:57:00 dgregor Exp $
sl@0:  *
sl@0:  * Revision history
sl@0:  *  2001-02-18  moved to individual header files
sl@0:  */
sl@0: 
sl@0: #ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP
sl@0: #define BOOST_RANDOM_LAGGED_FIBONACCI_HPP
sl@0: 
sl@0: #include <cmath>
sl@0: #include <iostream>
sl@0: #include <algorithm>     // std::max
sl@0: #include <iterator>
sl@0: #include <cmath>         // std::pow
sl@0: #include <boost/config.hpp>
sl@0: #include <boost/limits.hpp>
sl@0: #include <boost/cstdint.hpp>
sl@0: #include <boost/detail/workaround.hpp>
sl@0: #include <boost/random/linear_congruential.hpp>
sl@0: #include <boost/random/uniform_01.hpp>
sl@0: #include <boost/random/detail/pass_through_engine.hpp>
sl@0: 
sl@0: namespace boost {
sl@0: namespace random {
sl@0: 
sl@0: #if BOOST_WORKAROUND(_MSC_FULL_VER, BOOST_TESTED_AT(13102292)) && BOOST_MSVC > 1300
sl@0: #  define BOOST_RANDOM_EXTRACT_LF
sl@0: #endif
sl@0: 
sl@0: #if defined(__APPLE_CC__) && defined(__GNUC__) && (__GNUC__ == 3) && (__GNUC_MINOR__ <= 3)
sl@0: #  define BOOST_RANDOM_EXTRACT_LF
sl@0: #endif
sl@0: 
sl@0: #  ifdef BOOST_RANDOM_EXTRACT_LF
sl@0: namespace detail
sl@0: {
sl@0:   template<class IStream, class F, class RealType>
sl@0:   IStream&
sl@0:   extract_lagged_fibonacci_01(
sl@0:       IStream& is
sl@0:       , F const& f
sl@0:       , unsigned int& i
sl@0:       , RealType* x
sl@0:       , RealType modulus)
sl@0:   {
sl@0:         is >> i >> std::ws;
sl@0:         for(unsigned int i = 0; i < f.long_lag; ++i)
sl@0:         {
sl@0:             RealType value;
sl@0:             is >> value >> std::ws;
sl@0:             x[i] = value / modulus;
sl@0:         }
sl@0:         return is;
sl@0:   }
sl@0: 
sl@0:   template<class IStream, class F, class UIntType>
sl@0:   IStream&
sl@0:   extract_lagged_fibonacci(
sl@0:       IStream& is
sl@0:       , F const& f
sl@0:       , unsigned int& i
sl@0:       , UIntType* x)
sl@0:   {
sl@0:       is >> i >> std::ws;
sl@0:       for(unsigned int i = 0; i < f.long_lag; ++i)
sl@0:           is >> x[i] >> std::ws;
sl@0:       return is;
sl@0:   }
sl@0: }
sl@0: #  endif
sl@0: 
sl@0: template<class UIntType, int w, unsigned int p, unsigned int q,
sl@0:          UIntType val = 0>
sl@0: class lagged_fibonacci
sl@0: {
sl@0: public:
sl@0:   typedef UIntType result_type;
sl@0:   BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
sl@0:   BOOST_STATIC_CONSTANT(int, word_size = w);
sl@0:   BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
sl@0:   BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
sl@0: 
sl@0:   result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
sl@0:   result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return wordmask; }
sl@0: 
sl@0:   lagged_fibonacci() { init_wordmask(); seed(); }
sl@0:   explicit lagged_fibonacci(uint32_t value) { init_wordmask(); seed(value); }
sl@0:   template<class It> lagged_fibonacci(It& first, It last)
sl@0:   { init_wordmask(); seed(first, last); }
sl@0:   // compiler-generated copy ctor and assignment operator are fine
sl@0: 
sl@0: private:
sl@0:   void init_wordmask()
sl@0:   {
sl@0:     wordmask = 0;
sl@0:     for(int i = 0; i < w; ++i)
sl@0:       wordmask |= (1u << i);
sl@0:   }
sl@0: 
sl@0: public:
sl@0:   void seed(uint32_t value = 331u)
sl@0:   {
sl@0:     minstd_rand0 gen(value);
sl@0:     for(unsigned int j = 0; j < long_lag; ++j)
sl@0:       x[j] = gen() & wordmask;
sl@0:     i = long_lag;
sl@0:   }
sl@0: 
sl@0:   template<class It>
sl@0:   void seed(It& first, It last)
sl@0:   {
sl@0:     // word size could be smaller than the seed values
sl@0:     unsigned int j;
sl@0:     for(j = 0; j < long_lag && first != last; ++j, ++first)
sl@0:       x[j] = *first & wordmask;
sl@0:     i = long_lag;
sl@0:     if(first == last && j < long_lag)
sl@0:       throw std::invalid_argument("lagged_fibonacci::seed");
sl@0:   }
sl@0: 
sl@0:   result_type operator()()
sl@0:   {
sl@0:     if(i >= long_lag)
sl@0:       fill();
sl@0:     return x[i++];
sl@0:   }
sl@0: 
sl@0:   static bool validation(result_type x)
sl@0:   {
sl@0:     return x == val;
sl@0:   }
sl@0:   
sl@0: #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
sl@0: 
sl@0: #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS
sl@0:   template<class CharT, class Traits>
sl@0:   friend std::basic_ostream<CharT,Traits>&
sl@0:   operator<<(std::basic_ostream<CharT,Traits>& os, const lagged_fibonacci& f)
sl@0:   {
sl@0:     os << f.i << " ";
sl@0:     for(unsigned int i = 0; i < f.long_lag; ++i)
sl@0:       os << f.x[i] << " ";
sl@0:     return os;
sl@0:   }
sl@0: 
sl@0:   template<class CharT, class Traits>
sl@0:   friend std::basic_istream<CharT, Traits>&
sl@0:   operator>>(std::basic_istream<CharT, Traits>& is, lagged_fibonacci& f)
sl@0:   {
sl@0: # ifdef BOOST_RANDOM_EXTRACT_LF
sl@0:       return detail::extract_lagged_fibonacci(is, f, f.i, f.x);
sl@0: # else
sl@0:       is >> f.i >> std::ws;
sl@0:       for(unsigned int i = 0; i < f.long_lag; ++i)
sl@0:           is >> f.x[i] >> std::ws;
sl@0:       return is;
sl@0: # endif 
sl@0:   }
sl@0: #endif
sl@0: 
sl@0:   friend bool operator==(const lagged_fibonacci& x, const lagged_fibonacci& y)
sl@0:   { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
sl@0:   friend bool operator!=(const lagged_fibonacci& x,
sl@0:                          const lagged_fibonacci& y)
sl@0:   { return !(x == y); }
sl@0: #else
sl@0:   // Use a member function; Streamable concept not supported.
sl@0:   bool operator==(const lagged_fibonacci& rhs) const
sl@0:   { return i == rhs.i && std::equal(x, x+long_lag, rhs.x); }
sl@0:   bool operator!=(const lagged_fibonacci& rhs) const
sl@0:   { return !(*this == rhs); }
sl@0: #endif
sl@0: 
sl@0: private:
sl@0:   void fill();
sl@0:   UIntType wordmask;
sl@0:   unsigned int i;
sl@0:   UIntType x[long_lag];
sl@0: };
sl@0: 
sl@0: #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
sl@0: //  A definition is required even for integral static constants
sl@0: template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
sl@0: const bool lagged_fibonacci<UIntType, w, p, q, val>::has_fixed_range;
sl@0: template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
sl@0: const unsigned int lagged_fibonacci<UIntType, w, p, q, val>::long_lag;
sl@0: template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
sl@0: const unsigned int lagged_fibonacci<UIntType, w, p, q, val>::short_lag;
sl@0: #endif
sl@0: 
sl@0: template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
sl@0: void lagged_fibonacci<UIntType, w, p, q, val>::fill()
sl@0: {
sl@0:   // two loops to avoid costly modulo operations
sl@0:   {  // extra scope for MSVC brokenness w.r.t. for scope
sl@0:   for(unsigned int j = 0; j < short_lag; ++j)
sl@0:     x[j] = (x[j] + x[j+(long_lag-short_lag)]) & wordmask;
sl@0:   }
sl@0:   for(unsigned int j = short_lag; j < long_lag; ++j)
sl@0:     x[j] = (x[j] + x[j-short_lag]) & wordmask;
sl@0:   i = 0;
sl@0: }
sl@0: 
sl@0: 
sl@0: 
sl@0: // lagged Fibonacci generator for the range [0..1)
sl@0: // contributed by Matthias Troyer
sl@0: // for p=55, q=24 originally by G. J. Mitchell and D. P. Moore 1958
sl@0: 
sl@0: template<class T, unsigned int p, unsigned int q>
sl@0: struct fibonacci_validation
sl@0: {
sl@0:   BOOST_STATIC_CONSTANT(bool, is_specialized = false);
sl@0:   static T value() { return 0; }
sl@0:   static T tolerance() { return 0; }
sl@0: };
sl@0: 
sl@0: #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
sl@0: //  A definition is required even for integral static constants
sl@0: template<class T, unsigned int p, unsigned int q>
sl@0: const bool fibonacci_validation<T, p, q>::is_specialized;
sl@0: #endif
sl@0: 
sl@0: #define BOOST_RANDOM_FIBONACCI_VAL(T,P,Q,V,E) \
sl@0: template<> \
sl@0: struct fibonacci_validation<T, P, Q>  \
sl@0: {                                     \
sl@0:   BOOST_STATIC_CONSTANT(bool, is_specialized = true);     \
sl@0:   static T value() { return V; }      \
sl@0:   static T tolerance()                \
sl@0: { return (std::max)(E, static_cast<T>(5*std::numeric_limits<T>::epsilon())); } \
sl@0: };
sl@0: // (The extra static_cast<T> in the std::max call above is actually
sl@0: // unnecessary except for HP aCC 1.30, which claims that
sl@0: // numeric_limits<double>::epsilon() doesn't actually return a double.)
sl@0: 
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 607, 273, 0.4293817707235914, 1e-14)
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 1279, 418, 0.9421630240437659, 1e-14)
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 2281, 1252, 0.1768114046909004, 1e-14)
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 3217, 576, 0.1956232694868209, 1e-14)
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 4423, 2098, 0.9499762202147172, 1e-14)
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 9689, 5502, 0.05737836943695162, 1e-14)
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 19937, 9842, 0.5076528587449834, 1e-14)
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 23209, 13470, 0.5414473810619185, 1e-14)
sl@0: BOOST_RANDOM_FIBONACCI_VAL(double, 44497,21034, 0.254135073399297, 1e-14)
sl@0: 
sl@0: #undef BOOST_RANDOM_FIBONACCI_VAL
sl@0: 
sl@0: template<class RealType, int w, unsigned int p, unsigned int q>
sl@0: class lagged_fibonacci_01
sl@0: {
sl@0: public:
sl@0:   typedef RealType result_type;
sl@0:   BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
sl@0:   BOOST_STATIC_CONSTANT(int, word_size = w);
sl@0:   BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
sl@0:   BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
sl@0: 
sl@0:   lagged_fibonacci_01() { init_modulus(); seed(); }
sl@0:   explicit lagged_fibonacci_01(uint32_t value) { init_modulus(); seed(value); }
sl@0:   template<class Generator>
sl@0:   explicit lagged_fibonacci_01(Generator & gen) { init_modulus(); seed(gen); }
sl@0:   template<class It> lagged_fibonacci_01(It& first, It last)
sl@0:   { init_modulus(); seed(first, last); }
sl@0:   // compiler-generated copy ctor and assignment operator are fine
sl@0: 
sl@0: private:
sl@0:   void init_modulus()
sl@0:   {
sl@0: #ifndef BOOST_NO_STDC_NAMESPACE
sl@0:     // allow for Koenig lookup
sl@0:     using std::pow;
sl@0: #endif
sl@0:     _modulus = pow(RealType(2), word_size);
sl@0:   }
sl@0: 
sl@0: public:
sl@0:   void seed(uint32_t value = 331u)
sl@0:   {
sl@0:     minstd_rand0 intgen(value);
sl@0:     seed(intgen);
sl@0:   }
sl@0: 
sl@0:   // For GCC, moving this function out-of-line prevents inlining, which may
sl@0:   // reduce overall object code size.  However, MSVC does not grok
sl@0:   // out-of-line template member functions.
sl@0:   template<class Generator>
sl@0:   void seed(Generator & gen)
sl@0:   {
sl@0:     // use pass-by-reference, but wrap argument in pass_through_engine
sl@0:     typedef detail::pass_through_engine<Generator&> ref_gen;
sl@0:     uniform_01<ref_gen, RealType> gen01 =
sl@0:       uniform_01<ref_gen, RealType>(ref_gen(gen));
sl@0:     // I could have used std::generate_n, but it takes "gen" by value
sl@0:     for(unsigned int j = 0; j < long_lag; ++j)
sl@0:       x[j] = gen01();
sl@0:     i = long_lag;
sl@0:   }
sl@0: 
sl@0:   template<class It>
sl@0:   void seed(It& first, It last)
sl@0:   {
sl@0: #ifndef BOOST_NO_STDC_NAMESPACE
sl@0:     // allow for Koenig lookup
sl@0:     using std::fmod;
sl@0:     using std::pow;
sl@0: #endif
sl@0:     unsigned long mask = ~((~0u) << (w%32));   // now lowest w bits set
sl@0:     RealType two32 = pow(RealType(2), 32);
sl@0:     unsigned int j;
sl@0:     for(j = 0; j < long_lag && first != last; ++j, ++first) {
sl@0:       x[j] = RealType(0);
sl@0:       for(int i = 0; i < w/32 && first != last; ++i, ++first)
sl@0:         x[j] += *first / pow(two32,i+1);
sl@0:       if(first != last && mask != 0)
sl@0:         x[j] += fmod((*first & mask) / _modulus, RealType(1));
sl@0:     }
sl@0:     i = long_lag;
sl@0:     if(first == last && j < long_lag)
sl@0:       throw std::invalid_argument("lagged_fibonacci_01::seed");
sl@0:   }
sl@0: 
sl@0:   result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
sl@0:   result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
sl@0: 
sl@0:   result_type operator()()
sl@0:   {
sl@0:     if(i >= long_lag)
sl@0:       fill();
sl@0:     return x[i++];
sl@0:   }
sl@0: 
sl@0:   static bool validation(result_type x)
sl@0:   {
sl@0:     result_type v = fibonacci_validation<result_type, p, q>::value();
sl@0:     result_type epsilon = fibonacci_validation<result_type, p, q>::tolerance();
sl@0:     // std::abs is a source of trouble: sometimes, it's not overloaded
sl@0:     // for double, plus the usual namespace std noncompliance -> avoid it
sl@0:     // using std::abs;
sl@0:     // return abs(x - v) < 5 * epsilon
sl@0:     return x > v - epsilon && x < v + epsilon;
sl@0:   }
sl@0:   
sl@0: #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
sl@0: 
sl@0: #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS
sl@0:   template<class CharT, class Traits>
sl@0:   friend std::basic_ostream<CharT,Traits>&
sl@0:   operator<<(std::basic_ostream<CharT,Traits>& os, const lagged_fibonacci_01&f)
sl@0:   {
sl@0: #ifndef BOOST_NO_STDC_NAMESPACE
sl@0:     // allow for Koenig lookup
sl@0:     using std::pow;
sl@0: #endif
sl@0:     os << f.i << " ";
sl@0:     std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left); 
sl@0:     for(unsigned int i = 0; i < f.long_lag; ++i)
sl@0:       os << f.x[i] * f._modulus << " ";
sl@0:     os.flags(oldflags);
sl@0:     return os;
sl@0:   }
sl@0: 
sl@0:   template<class CharT, class Traits>
sl@0:   friend std::basic_istream<CharT, Traits>&
sl@0:   operator>>(std::basic_istream<CharT, Traits>& is, lagged_fibonacci_01& f)
sl@0:     {
sl@0: # ifdef BOOST_RANDOM_EXTRACT_LF
sl@0:         return detail::extract_lagged_fibonacci_01(is, f, f.i, f.x, f._modulus);
sl@0: # else
sl@0:         is >> f.i >> std::ws;
sl@0:         for(unsigned int i = 0; i < f.long_lag; ++i) {
sl@0:             typename lagged_fibonacci_01::result_type value;
sl@0:             is >> value >> std::ws;
sl@0:             f.x[i] = value / f._modulus;
sl@0:         }
sl@0:         return is;
sl@0: # endif 
sl@0:     }
sl@0: #endif
sl@0: 
sl@0:   friend bool operator==(const lagged_fibonacci_01& x,
sl@0:                          const lagged_fibonacci_01& y)
sl@0:   { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
sl@0:   friend bool operator!=(const lagged_fibonacci_01& x,
sl@0:                          const lagged_fibonacci_01& y)
sl@0:   { return !(x == y); }
sl@0: #else
sl@0:   // Use a member function; Streamable concept not supported.
sl@0:   bool operator==(const lagged_fibonacci_01& rhs) const
sl@0:   { return i == rhs.i && std::equal(x, x+long_lag, rhs.x); }
sl@0:   bool operator!=(const lagged_fibonacci_01& rhs) const
sl@0:   { return !(*this == rhs); }
sl@0: #endif
sl@0: 
sl@0: private:
sl@0:   void fill();
sl@0:   unsigned int i;
sl@0:   RealType x[long_lag];
sl@0:   RealType _modulus;
sl@0: };
sl@0: 
sl@0: #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
sl@0: //  A definition is required even for integral static constants
sl@0: template<class RealType, int w, unsigned int p, unsigned int q>
sl@0: const bool lagged_fibonacci_01<RealType, w, p, q>::has_fixed_range;
sl@0: template<class RealType, int w, unsigned int p, unsigned int q>
sl@0: const unsigned int lagged_fibonacci_01<RealType, w, p, q>::long_lag;
sl@0: template<class RealType, int w, unsigned int p, unsigned int q>
sl@0: const unsigned int lagged_fibonacci_01<RealType, w, p, q>::short_lag;
sl@0: template<class RealType, int w, unsigned int p, unsigned int q>
sl@0: const int lagged_fibonacci_01<RealType,w,p,q>::word_size;
sl@0: 
sl@0: #endif
sl@0: 
sl@0: template<class RealType, int w, unsigned int p, unsigned int q>
sl@0: void lagged_fibonacci_01<RealType, w, p, q>::fill()
sl@0: {
sl@0:   // two loops to avoid costly modulo operations
sl@0:   {  // extra scope for MSVC brokenness w.r.t. for scope
sl@0:   for(unsigned int j = 0; j < short_lag; ++j) {
sl@0:     RealType t = x[j] + x[j+(long_lag-short_lag)];
sl@0:     if(t >= RealType(1))
sl@0:       t -= RealType(1);
sl@0:     x[j] = t;
sl@0:   }
sl@0:   }
sl@0:   for(unsigned int j = short_lag; j < long_lag; ++j) {
sl@0:     RealType t = x[j] + x[j-short_lag];
sl@0:     if(t >= RealType(1))
sl@0:       t -= RealType(1);
sl@0:     x[j] = t;
sl@0:   }
sl@0:   i = 0;
sl@0: }
sl@0: 
sl@0: } // namespace random
sl@0: 
sl@0: typedef random::lagged_fibonacci_01<double, 48, 607, 273> lagged_fibonacci607;
sl@0: typedef random::lagged_fibonacci_01<double, 48, 1279, 418> lagged_fibonacci1279;
sl@0: typedef random::lagged_fibonacci_01<double, 48, 2281, 1252> lagged_fibonacci2281;
sl@0: typedef random::lagged_fibonacci_01<double, 48, 3217, 576> lagged_fibonacci3217;
sl@0: typedef random::lagged_fibonacci_01<double, 48, 4423, 2098> lagged_fibonacci4423;
sl@0: typedef random::lagged_fibonacci_01<double, 48, 9689, 5502> lagged_fibonacci9689;
sl@0: typedef random::lagged_fibonacci_01<double, 48, 19937, 9842> lagged_fibonacci19937;
sl@0: typedef random::lagged_fibonacci_01<double, 48, 23209, 13470> lagged_fibonacci23209;
sl@0: typedef random::lagged_fibonacci_01<double, 48, 44497, 21034> lagged_fibonacci44497;
sl@0: 
sl@0: 
sl@0: // It is possible to partially specialize uniform_01<> on lagged_fibonacci_01<>
sl@0: // to help the compiler generate efficient code.  For GCC, this seems useless,
sl@0: // because GCC optimizes (x-0)/(1-0) to (x-0).  This is good enough for now.
sl@0: 
sl@0: } // namespace boost
sl@0: 
sl@0: #endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP