ultimatepp/uppdev/Random/Random.cpp

#include <Core/Core.h>

using namespace Upp;

// MersenneTwister.h
// Mersenne Twister random number generator -- a C++ class MTRand
// Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
// Richard J. Wagner  v1.0  15 May 2003  rjwagner@writeme.com

// The Mersenne Twister is an algorithm for generating random numbers.  It
// was designed with consideration of the flaws in various other generators.
// The period, 2^19937-1, and the order of equidistribution, 623 dimensions,
// are far greater.  The generator is also fast; it avoids multiplication and
// division, and it benefits from caches and pipelines.  For more information
// see the inventors' web page at http://www.math.keio.ac.jp/~matumoto/emt.html

// Reference
// M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally
// Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on
// Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3-30.

// Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
// Copyright (C) 2000 - 2003, Richard J. Wagner
// All rights reserved.                          
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions
// are met:
//
//   1. Redistributions of source code must retain the above copyright
//      notice, this list of conditions and the following disclaimer.
//
//   2. Redistributions in binary form must reproduce the above copyright
//      notice, this list of conditions and the following disclaimer in the
//      documentation and/or other materials provided with the distribution.
//
//   3. The names of its contributors may not be used to endorse or promote 
//      products derived from this software without specific prior written 
//      permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
// "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
// LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
// A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE COPYRIGHT OWNER OR
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

// The original code included the following notice:
//
//     When you use this, send an email to: matumoto@math.keio.ac.jp
//     with an appropriate reference to your work.
//
// It would be nice to CC: rjwagner@writeme.com and Cokus@math.washington.edu
// when you write.

#ifndef MERSENNETWISTER_H
#define MERSENNETWISTER_H

// Not thread safe (unless auto-initialization is avoided and each thread has
// its own MTRand object)

#include <iostream>
#include <limits.h>
#include <stdio.h>
#include <time.h>
#include <math.h>

class MTRand {
// Data
public:
	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();  // 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
	uint32 randInt();                       // integer in [0,2^32-1]
	uint32 randInt( const uint32& n );      // integer in [0,n] for n < 2^32
	
	void seed( uint32 *const bigSeed, const uint32 seedLength );
	void seed();
	
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()
	{ seed(); }

inline 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;
		
	register 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( 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);
	register int i = 1;
	register uint32 j = 0;
	register int k = ( N > seedLength ? N : 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];
		register uint32 *s = bigSeed;
		register int i = N;
		register 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
	uint32 q = hash( time(NULL), clock() );
	seed(&q , 1 );
}


inline void MTRand::initialize( const uint32 seed )
{
	// 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.
	register uint32 *s = state;
	register uint32 *r = state;
	register int i = 1;
	*s++ = seed & 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)
	register uint32 *p = state;
	register 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 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 *= UCHAR_MAX + 2U;
		h1 += p[i];
	}
	uint32 h2 = 0;
	p = (unsigned char *) &c;
	for( size_t j = 0; j < sizeof(c); ++j )
	{
		h2 *= UCHAR_MAX + 2U;
		h2 += p[j];
	}
	return ( h1 + differ++ ) ^ h2;
}

#endif  // MERSENNETWISTER_H

CONSOLE_APP_MAIN
{
	MTRand rnd;
	rnd.seed();
	{
		RTIMING("Mersenne");
		for(int i = 0; i < 1000000; i++) {
			rnd.randInt();
			rnd.randInt();
			rnd.randInt();
			rnd.randInt();
		}
	}
	{
		RTIMING("Uuid");
		Uuid id;
		for(int i = 0; i < 1000000; i++)
			id.Create();
	}
}