williamr@2: /* boost random/subtract_with_carry.hpp header file
williamr@2:  *
williamr@2:  * Copyright Jens Maurer 2002
williamr@2:  * Distributed under the Boost Software License, Version 1.0. (See
williamr@2:  * accompanying file LICENSE_1_0.txt or copy at
williamr@2:  * http://www.boost.org/LICENSE_1_0.txt)
williamr@2:  *
williamr@2:  * See http://www.boost.org for most recent version including documentation.
williamr@2:  *
williamr@2:  * $Id: subtract_with_carry.hpp,v 1.24 2005/05/21 15:57:00 dgregor Exp $
williamr@2:  *
williamr@2:  * Revision history
williamr@2:  *  2002-03-02  created
williamr@2:  */
williamr@2: 
williamr@2: #ifndef BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
williamr@2: #define BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
williamr@2: 
williamr@2: #include <cmath>
williamr@2: #include <iostream>
williamr@2: #include <algorithm>     // std::equal
williamr@2: #include <stdexcept>
williamr@2: #include <cmath>         // std::pow
williamr@2: #include <boost/config.hpp>
williamr@2: #include <boost/limits.hpp>
williamr@2: #include <boost/cstdint.hpp>
williamr@2: #include <boost/static_assert.hpp>
williamr@2: #include <boost/detail/workaround.hpp>
williamr@2: #include <boost/random/linear_congruential.hpp>
williamr@2: 
williamr@2: 
williamr@2: namespace boost {
williamr@2: namespace random {
williamr@2: 
williamr@2: #if BOOST_WORKAROUND(_MSC_FULL_VER, BOOST_TESTED_AT(13102292)) && BOOST_MSVC > 1300
williamr@2: #  define BOOST_RANDOM_EXTRACT_SWC_01
williamr@2: #endif
williamr@2: 
williamr@2: #if defined(__APPLE_CC__) && defined(__GNUC__) && (__GNUC__ == 3) && (__GNUC_MINOR__ <= 3)
williamr@2: #  define BOOST_RANDOM_EXTRACT_SWC_01
williamr@2: #endif
williamr@2: 
williamr@2: # ifdef BOOST_RANDOM_EXTRACT_SWC_01
williamr@2: namespace detail
williamr@2: {
williamr@2:   template <class IStream, class SubtractWithCarry, class RealType>
williamr@2:   void extract_subtract_with_carry_01(
williamr@2:       IStream& is
williamr@2:       , SubtractWithCarry& f
williamr@2:       , RealType& carry
williamr@2:       , RealType* x
williamr@2:       , RealType modulus)
williamr@2:   {
williamr@2:     RealType value;
williamr@2:     for(unsigned int j = 0; j < f.long_lag; ++j) {
williamr@2:       is >> value >> std::ws;
williamr@2:       x[j] = value / modulus;
williamr@2:     }
williamr@2:     is >> value >> std::ws;
williamr@2:     carry = value / modulus;
williamr@2:   }
williamr@2: }
williamr@2: # endif 
williamr@2: // subtract-with-carry generator
williamr@2: // Marsaglia and Zaman
williamr@2: 
williamr@2: template<class IntType, IntType m, unsigned int s, unsigned int r,
williamr@2:   IntType val>
williamr@2: class subtract_with_carry
williamr@2: {
williamr@2: public:
williamr@2:   typedef IntType result_type;
williamr@2:   BOOST_STATIC_CONSTANT(bool, has_fixed_range = true);
williamr@2:   BOOST_STATIC_CONSTANT(result_type, min_value = 0);
williamr@2:   BOOST_STATIC_CONSTANT(result_type, max_value = m-1);
williamr@2:   BOOST_STATIC_CONSTANT(result_type, modulus = m);
williamr@2:   BOOST_STATIC_CONSTANT(unsigned int, long_lag = r);
williamr@2:   BOOST_STATIC_CONSTANT(unsigned int, short_lag = s);
williamr@2: 
williamr@2:   subtract_with_carry() {
williamr@2:     // MSVC fails BOOST_STATIC_ASSERT with std::numeric_limits at class scope
williamr@2: #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
williamr@2:     BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_signed);
williamr@2:     BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
williamr@2: #endif
williamr@2:     seed();
williamr@2:   }
williamr@2:   explicit subtract_with_carry(uint32_t value) { seed(value); }
williamr@2:   template<class Generator>
williamr@2:   explicit subtract_with_carry(Generator & gen) { seed(gen); }
williamr@2:   template<class It> subtract_with_carry(It& first, It last) { seed(first,last); }
williamr@2: 
williamr@2:   // compiler-generated copy ctor and assignment operator are fine
williamr@2: 
williamr@2:   void seed(uint32_t value = 19780503u)
williamr@2:   {
williamr@2:     random::linear_congruential<int32_t, 40014, 0, 2147483563, 0> intgen(value);
williamr@2:     seed(intgen);
williamr@2:   }
williamr@2: 
williamr@2:   // For GCC, moving this function out-of-line prevents inlining, which may
williamr@2:   // reduce overall object code size.  However, MSVC does not grok
williamr@2:   // out-of-line template member functions.
williamr@2:   template<class Generator>
williamr@2:   void seed(Generator & gen)
williamr@2:   {
williamr@2:     // I could have used std::generate_n, but it takes "gen" by value
williamr@2:     for(unsigned int j = 0; j < long_lag; ++j)
williamr@2:       x[j] = gen() % modulus;
williamr@2:     carry = (x[long_lag-1] == 0);
williamr@2:     k = 0;
williamr@2:   }
williamr@2: 
williamr@2:   template<class It>
williamr@2:   void seed(It& first, It last)
williamr@2:   {
williamr@2:     unsigned int j;
williamr@2:     for(j = 0; j < long_lag && first != last; ++j, ++first)
williamr@2:       x[j] = *first % modulus;
williamr@2:     if(first == last && j < long_lag)
williamr@2:       throw std::invalid_argument("subtract_with_carry::seed");
williamr@2:     carry = (x[long_lag-1] == 0);
williamr@2:     k = 0;
williamr@2:    }
williamr@2: 
williamr@2:   result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return min_value; }
williamr@2:   result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return max_value; }
williamr@2: 
williamr@2:   result_type operator()()
williamr@2:   {
williamr@2:     int short_index = k - short_lag;
williamr@2:     if(short_index < 0)
williamr@2:       short_index += long_lag;
williamr@2:     IntType delta;
williamr@2:     if (x[short_index] >= x[k] + carry) {
williamr@2:       // x(n) >= 0
williamr@2:       delta =  x[short_index] - (x[k] + carry);
williamr@2:       carry = 0;
williamr@2:     } else {
williamr@2:       // x(n) < 0
williamr@2:       delta = modulus - x[k] - carry + x[short_index];
williamr@2:       carry = 1;
williamr@2:     }
williamr@2:     x[k] = delta;
williamr@2:     ++k;
williamr@2:     if(k >= long_lag)
williamr@2:       k = 0;
williamr@2:     return delta;
williamr@2:   }
williamr@2: 
williamr@2: public:
williamr@2:   static bool validation(result_type x) { return x == val; }
williamr@2:   
williamr@2: #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
williamr@2: 
williamr@2: #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS
williamr@2:   template<class CharT, class Traits>
williamr@2:   friend std::basic_ostream<CharT,Traits>&
williamr@2:   operator<<(std::basic_ostream<CharT,Traits>& os,
williamr@2:              const subtract_with_carry& f)
williamr@2:   {
williamr@2:     for(unsigned int j = 0; j < f.long_lag; ++j)
williamr@2:       os << f.compute(j) << " ";
williamr@2:     os << f.carry << " ";
williamr@2:     return os;
williamr@2:   }
williamr@2: 
williamr@2:   template<class CharT, class Traits>
williamr@2:   friend std::basic_istream<CharT,Traits>&
williamr@2:   operator>>(std::basic_istream<CharT,Traits>& is, subtract_with_carry& f)
williamr@2:   {
williamr@2:     for(unsigned int j = 0; j < f.long_lag; ++j)
williamr@2:       is >> f.x[j] >> std::ws;
williamr@2:     is >> f.carry >> std::ws;
williamr@2:     f.k = 0;
williamr@2:     return is;
williamr@2:   }
williamr@2: #endif
williamr@2: 
williamr@2:   friend bool operator==(const subtract_with_carry& x, const subtract_with_carry& y)
williamr@2:   {
williamr@2:     for(unsigned int j = 0; j < r; ++j)
williamr@2:       if(x.compute(j) != y.compute(j))
williamr@2:         return false;
williamr@2:     return true;
williamr@2:   }
williamr@2: 
williamr@2:   friend bool operator!=(const subtract_with_carry& x, const subtract_with_carry& y)
williamr@2:   { return !(x == y); }
williamr@2: #else
williamr@2:   // Use a member function; Streamable concept not supported.
williamr@2:   bool operator==(const subtract_with_carry& rhs) const
williamr@2:   {
williamr@2:     for(unsigned int j = 0; j < r; ++j)
williamr@2:       if(compute(j) != rhs.compute(j))
williamr@2:         return false;
williamr@2:     return true;
williamr@2:   }
williamr@2: 
williamr@2:   bool operator!=(const subtract_with_carry& rhs) const
williamr@2:   { return !(*this == rhs); }
williamr@2: #endif
williamr@2: 
williamr@2: private:
williamr@2:   // returns x(i-r+index), where index is in 0..r-1
williamr@2:   IntType compute(unsigned int index) const
williamr@2:   {
williamr@2:     return x[(k+index) % long_lag];
williamr@2:   }
williamr@2: 
williamr@2:   // state representation; next output (state) is x(i)
williamr@2:   //   x[0]  ... x[k] x[k+1] ... x[long_lag-1]     represents
williamr@2:   //  x(i-k) ... x(i) x(i+1) ... x(i-k+long_lag-1)
williamr@2:   // speed: base: 20-25 nsec
williamr@2:   // ranlux_4: 230 nsec, ranlux_7: 430 nsec, ranlux_14: 810 nsec
williamr@2:   // This state representation makes operator== and save/restore more
williamr@2:   // difficult, because we've already computed "too much" and thus
williamr@2:   // have to undo some steps to get at x(i-r) etc.
williamr@2: 
williamr@2:   // state representation: next output (state) is x(i)
williamr@2:   //   x[0]  ... x[k] x[k+1]          ... x[long_lag-1]     represents
williamr@2:   //  x(i-k) ... x(i) x(i-long_lag+1) ... x(i-k-1)
williamr@2:   // speed: base 28 nsec
williamr@2:   // ranlux_4: 370 nsec, ranlux_7: 688 nsec, ranlux_14: 1343 nsec
williamr@2:   IntType x[long_lag];
williamr@2:   unsigned int k;
williamr@2:   int carry;
williamr@2: };
williamr@2: 
williamr@2: #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
williamr@2: //  A definition is required even for integral static constants
williamr@2: template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
williamr@2: const bool subtract_with_carry<IntType, m, s, r, val>::has_fixed_range;
williamr@2: template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
williamr@2: const IntType subtract_with_carry<IntType, m, s, r, val>::min_value;
williamr@2: template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
williamr@2: const IntType subtract_with_carry<IntType, m, s, r, val>::max_value;
williamr@2: template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
williamr@2: const IntType subtract_with_carry<IntType, m, s, r, val>::modulus;
williamr@2: template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
williamr@2: const unsigned int subtract_with_carry<IntType, m, s, r, val>::long_lag;
williamr@2: template<class IntType, IntType m, unsigned int s, unsigned int r, IntType val>
williamr@2: const unsigned int subtract_with_carry<IntType, m, s, r, val>::short_lag;
williamr@2: #endif
williamr@2: 
williamr@2: 
williamr@2: // use a floating-point representation to produce values in [0..1)
williamr@2: template<class RealType, int w, unsigned int s, unsigned int r, int val=0>
williamr@2: class subtract_with_carry_01
williamr@2: {
williamr@2: public:
williamr@2:   typedef RealType result_type;
williamr@2:   BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
williamr@2:   BOOST_STATIC_CONSTANT(int, word_size = w);
williamr@2:   BOOST_STATIC_CONSTANT(unsigned int, long_lag = r);
williamr@2:   BOOST_STATIC_CONSTANT(unsigned int, short_lag = s);
williamr@2: 
williamr@2: #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
williamr@2:   BOOST_STATIC_ASSERT(!std::numeric_limits<result_type>::is_integer);
williamr@2: #endif
williamr@2: 
williamr@2:   subtract_with_carry_01() { init_modulus(); seed(); }
williamr@2:   explicit subtract_with_carry_01(uint32_t value)
williamr@2:   { init_modulus(); seed(value);   }
williamr@2:   template<class It> subtract_with_carry_01(It& first, It last)
williamr@2:   { init_modulus(); seed(first,last); }
williamr@2: 
williamr@2: private:
williamr@2:   void init_modulus()
williamr@2:   {
williamr@2: #ifndef BOOST_NO_STDC_NAMESPACE
williamr@2:     // allow for Koenig lookup
williamr@2:     using std::pow;
williamr@2: #endif
williamr@2:     _modulus = pow(RealType(2), word_size);
williamr@2:   }
williamr@2: 
williamr@2: public:
williamr@2:   // compiler-generated copy ctor and assignment operator are fine
williamr@2: 
williamr@2:   void seed(uint32_t value = 19780503u)
williamr@2:   {
williamr@2: #ifndef BOOST_NO_STDC_NAMESPACE
williamr@2:     // allow for Koenig lookup
williamr@2:     using std::fmod;
williamr@2: #endif
williamr@2:     random::linear_congruential<int32_t, 40014, 0, 2147483563, 0> gen(value);
williamr@2:     unsigned long array[(w+31)/32 * long_lag];
williamr@2:     for(unsigned int j = 0; j < sizeof(array)/sizeof(unsigned long); ++j)
williamr@2:       array[j] = gen();
williamr@2:     unsigned long * start = array;
williamr@2:     seed(start, array + sizeof(array)/sizeof(unsigned long));
williamr@2:   }
williamr@2: 
williamr@2:   template<class It>
williamr@2:   void seed(It& first, It last)
williamr@2:   {
williamr@2: #ifndef BOOST_NO_STDC_NAMESPACE
williamr@2:     // allow for Koenig lookup
williamr@2:     using std::fmod;
williamr@2:     using std::pow;
williamr@2: #endif
williamr@2:     unsigned long mask = ~((~0u) << (w%32));   // now lowest (w%32) bits set
williamr@2:     RealType two32 = pow(RealType(2), 32);
williamr@2:     unsigned int j;
williamr@2:     for(j = 0; j < long_lag && first != last; ++j) {
williamr@2:       x[j] = RealType(0);
williamr@2:       for(int i = 0; i < w/32 && first != last; ++i, ++first)
williamr@2:         x[j] += *first / pow(two32,i+1);
williamr@2:       if(first != last && mask != 0) {
williamr@2:         x[j] += fmod((*first & mask) / _modulus, RealType(1));
williamr@2:         ++first;
williamr@2:       }
williamr@2:     }
williamr@2:     if(first == last && j < long_lag)
williamr@2:       throw std::invalid_argument("subtract_with_carry_01::seed");
williamr@2:     carry = (x[long_lag-1] ? 0 : 1 / _modulus);
williamr@2:     k = 0;
williamr@2:   }
williamr@2: 
williamr@2:   result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
williamr@2:   result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
williamr@2: 
williamr@2:   result_type operator()()
williamr@2:   {
williamr@2:     int short_index = k - short_lag;
williamr@2:     if(short_index < 0)
williamr@2:       short_index += long_lag;
williamr@2:     RealType delta = x[short_index] - x[k] - carry;
williamr@2:     if(delta < 0) {
williamr@2:       delta += RealType(1);
williamr@2:       carry = RealType(1)/_modulus;
williamr@2:     } else {
williamr@2:       carry = 0;
williamr@2:     }
williamr@2:     x[k] = delta;
williamr@2:     ++k;
williamr@2:     if(k >= long_lag)
williamr@2:       k = 0;
williamr@2:     return delta;
williamr@2:   }
williamr@2: 
williamr@2:   static bool validation(result_type x)
williamr@2:   { return x == val/pow(RealType(2), word_size); }
williamr@2:   
williamr@2: #ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
williamr@2: 
williamr@2: #ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS
williamr@2:   template<class CharT, class Traits>
williamr@2:   friend std::basic_ostream<CharT,Traits>&
williamr@2:   operator<<(std::basic_ostream<CharT,Traits>& os,
williamr@2:              const subtract_with_carry_01& f)
williamr@2:   {
williamr@2: #ifndef BOOST_NO_STDC_NAMESPACE
williamr@2:     // allow for Koenig lookup
williamr@2:     using std::pow;
williamr@2: #endif
williamr@2:     std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left); 
williamr@2:     for(unsigned int j = 0; j < f.long_lag; ++j)
williamr@2:       os << (f.compute(j) * f._modulus) << " ";
williamr@2:     os << (f.carry * f._modulus);
williamr@2:     os.flags(oldflags);
williamr@2:     return os;
williamr@2:   }
williamr@2: 
williamr@2:   template<class CharT, class Traits>
williamr@2:   friend std::basic_istream<CharT,Traits>&
williamr@2:   operator>>(std::basic_istream<CharT,Traits>& is, subtract_with_carry_01& f)
williamr@2:   {
williamr@2: # ifdef BOOST_RANDOM_EXTRACT_SWC_01
williamr@2:       detail::extract_subtract_with_carry_01(is, f, f.carry, f.x, f._modulus);
williamr@2: # else
williamr@2:     // MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template type
williamr@2:     // parameter "RealType" available from the class template scope, so use
williamr@2:     // the member typedef
williamr@2:     typename subtract_with_carry_01::result_type value;
williamr@2:     for(unsigned int j = 0; j < long_lag; ++j) {
williamr@2:       is >> value >> std::ws;
williamr@2:       f.x[j] = value / f._modulus;
williamr@2:     }
williamr@2:     is >> value >> std::ws;
williamr@2:     f.carry = value / f._modulus;
williamr@2: # endif 
williamr@2:     f.k = 0;
williamr@2:     return is;
williamr@2:   }
williamr@2: #endif
williamr@2: 
williamr@2:   friend bool operator==(const subtract_with_carry_01& x,
williamr@2:                          const subtract_with_carry_01& y)
williamr@2:   {
williamr@2:     for(unsigned int j = 0; j < r; ++j)
williamr@2:       if(x.compute(j) != y.compute(j))
williamr@2:         return false;
williamr@2:     return true;
williamr@2:   }
williamr@2: 
williamr@2:   friend bool operator!=(const subtract_with_carry_01& x,
williamr@2:                          const subtract_with_carry_01& y)
williamr@2:   { return !(x == y); }
williamr@2: #else
williamr@2:   // Use a member function; Streamable concept not supported.
williamr@2:   bool operator==(const subtract_with_carry_01& rhs) const
williamr@2:   { 
williamr@2:     for(unsigned int j = 0; j < r; ++j)
williamr@2:       if(compute(j) != rhs.compute(j))
williamr@2:         return false;
williamr@2:     return true;
williamr@2:   }
williamr@2: 
williamr@2:   bool operator!=(const subtract_with_carry_01& rhs) const
williamr@2:   { return !(*this == rhs); }
williamr@2: #endif
williamr@2: 
williamr@2: private:
williamr@2:   RealType compute(unsigned int index) const;
williamr@2:   unsigned int k;
williamr@2:   RealType carry;
williamr@2:   RealType x[long_lag];
williamr@2:   RealType _modulus;
williamr@2: };
williamr@2: 
williamr@2: #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
williamr@2: //  A definition is required even for integral static constants
williamr@2: template<class RealType, int w, unsigned int s, unsigned int r, int val>
williamr@2: const bool subtract_with_carry_01<RealType, w, s, r, val>::has_fixed_range;
williamr@2: template<class RealType, int w, unsigned int s, unsigned int r, int val>
williamr@2: const int subtract_with_carry_01<RealType, w, s, r, val>::word_size;
williamr@2: template<class RealType, int w, unsigned int s, unsigned int r, int val>
williamr@2: const unsigned int subtract_with_carry_01<RealType, w, s, r, val>::long_lag;
williamr@2: template<class RealType, int w, unsigned int s, unsigned int r, int val>
williamr@2: const unsigned int subtract_with_carry_01<RealType, w, s, r, val>::short_lag;
williamr@2: #endif
williamr@2: 
williamr@2: template<class RealType, int w, unsigned int s, unsigned int r, int val>
williamr@2: RealType subtract_with_carry_01<RealType, w, s, r, val>::compute(unsigned int index) const
williamr@2: {
williamr@2:   return x[(k+index) % long_lag];
williamr@2: }
williamr@2: 
williamr@2: 
williamr@2: } // namespace random
williamr@2: } // namespace boost
williamr@2: 
williamr@2: #endif // BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP