Adding boost random support and system libs
This commit is contained in:
84
Boost/boost/random.hpp
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84
Boost/boost/random.hpp
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/* boost random.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* See http://www.boost.org/libs/random for documentation.
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*
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* $Id: random.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
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*
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* Revision history
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* 2000-02-18 portability fixes (thanks to Beman Dawes)
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* 2000-02-21 shuffle_output, inversive_congruential_schrage,
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* generator_iterator, uniform_smallint
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* 2000-02-23 generic modulus arithmetic helper, removed *_schrage classes,
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* implemented Streamable and EqualityComparable concepts for
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* generators, added Bernoulli distribution and Box-Muller
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* transform
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* 2000-03-01 cauchy, lognormal, triangle distributions; fixed
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* uniform_smallint; renamed gaussian to normal distribution
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* 2000-03-05 implemented iterator syntax for distribution functions
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* 2000-04-21 removed some optimizations for better BCC/MSVC compatibility
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* 2000-05-10 adapted to BCC and MSVC
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* 2000-06-13 incorporated review results
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* 2000-07-06 moved basic templates from namespace detail to random
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* 2000-09-23 warning removals and int64 fixes (Ed Brey)
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* 2000-09-24 added lagged_fibonacci generator (Matthias Troyer)
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* 2001-02-18 moved to individual header files
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*/
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#ifndef BOOST_RANDOM_HPP
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#define BOOST_RANDOM_HPP
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// generators
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#include <boost/random/linear_congruential.hpp>
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#include <boost/random/additive_combine.hpp>
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#include <boost/random/inversive_congruential.hpp>
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#include <boost/random/shuffle_output.hpp>
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#include <boost/random/mersenne_twister.hpp>
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#include <boost/random/lagged_fibonacci.hpp>
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#include <boost/random/ranlux.hpp>
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#include <boost/random/linear_feedback_shift.hpp>
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#include <boost/random/xor_combine.hpp>
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#include <boost/random/discard_block.hpp>
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#include <boost/random/subtract_with_carry.hpp>
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#include <boost/random/variate_generator.hpp>
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namespace boost {
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/**
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* The specialization taus88 was suggested in
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*
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* @blockquote
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* "Maximally Equidistributed Combined Tausworthe Generators",
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* Pierre L'Ecuyer, Mathematics of Computation, Volume 65,
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* Number 213, January 1996, Pages 203-213
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* @endblockquote
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*/
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typedef random::xor_combine<random::xor_combine<random::linear_feedback_shift<uint32_t, 32, 31, 13, 12, 0>, 0,
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random::linear_feedback_shift<uint32_t, 32, 29, 2, 4, 0>, 0, 0>, 0,
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random::linear_feedback_shift<uint32_t, 32, 28, 3, 17, 0>, 0, 0> taus88;
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} // namespace boost
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// misc
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#include <boost/random/random_number_generator.hpp>
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// distributions
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#include <boost/random/uniform_smallint.hpp>
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#include <boost/random/uniform_int.hpp>
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#include <boost/random/uniform_01.hpp>
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#include <boost/random/uniform_real.hpp>
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#include <boost/random/triangle_distribution.hpp>
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#include <boost/random/bernoulli_distribution.hpp>
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#include <boost/random/cauchy_distribution.hpp>
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#include <boost/random/exponential_distribution.hpp>
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#include <boost/random/geometric_distribution.hpp>
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#include <boost/random/normal_distribution.hpp>
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#include <boost/random/lognormal_distribution.hpp>
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#include <boost/random/poisson_distribution.hpp>
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#include <boost/random/gamma_distribution.hpp>
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#include <boost/random/binomial_distribution.hpp>
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#include <boost/random/uniform_on_sphere.hpp>
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#endif // BOOST_RANDOM_HPP
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234
Boost/boost/random/additive_combine.hpp
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234
Boost/boost/random/additive_combine.hpp
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/* boost random/additive_combine.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* See http://www.boost.org for most recent version including documentation.
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*
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* $Id: additive_combine.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
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*
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* Revision history
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* 2001-02-18 moved to individual header files
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*/
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#ifndef BOOST_RANDOM_ADDITIVE_COMBINE_HPP
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#define BOOST_RANDOM_ADDITIVE_COMBINE_HPP
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#include <iostream>
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#include <algorithm> // for std::min and std::max
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#include <boost/config.hpp>
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#include <boost/cstdint.hpp>
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#include <boost/random/detail/config.hpp>
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#include <boost/random/linear_congruential.hpp>
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namespace boost {
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namespace random {
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/**
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* An instantiation of class template \additive_combine model a
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* \pseudo_random_number_generator. It combines two multiplicative
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* \linear_congruential number generators, i.e. those with @c c = 0.
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* It is described in
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*
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* @blockquote
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* "Efficient and Portable Combined Random Number Generators", Pierre L'Ecuyer,
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* Communications of the ACM, Vol. 31, No. 6, June 1988, pp. 742-749, 774
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* @endblockquote
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*
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* The template parameters MLCG1 and MLCG2 shall denote two different
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* \linear_congruential number generators, each with c = 0. Each invocation
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* returns a random number X(n) := (MLCG1(n) - MLCG2(n)) mod (m1 - 1), where
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* m1 denotes the modulus of MLCG1.
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*
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* The template parameter @c val is the validation value checked by validation.
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*/
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template<class MLCG1, class MLCG2,
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#ifndef BOOST_NO_DEPENDENT_TYPES_IN_TEMPLATE_VALUE_PARAMETERS
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typename MLCG1::result_type
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#else
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int32_t
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#endif
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val>
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class additive_combine
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{
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public:
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typedef MLCG1 first_base;
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typedef MLCG2 second_base;
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typedef typename MLCG1::result_type result_type;
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#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
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static const bool has_fixed_range = true;
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static const result_type min_value = 1;
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static const result_type max_value = MLCG1::max_value-1;
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#else
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enum { has_fixed_range = false };
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#endif
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/**
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* Returns: The smallest value that the generator can produce
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*/
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result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 1; }
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/**
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* Returns: The largest value that the generator can produce
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*/
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result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (_mlcg1.max)()-1; }
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/**
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* Constructs an \additive_combine generator using the
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* default constructors of the two base generators.
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*/
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additive_combine() : _mlcg1(), _mlcg2() { }
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/**
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* Constructs an \additive_combine generator, using aseed as
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* the constructor argument for both base generators.
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*/
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explicit additive_combine(result_type aseed)
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: _mlcg1(aseed), _mlcg2(aseed) { }
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/**
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* Constructs an \additive_combine generator, using
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* @c seed1 and @c seed2 as the constructor argument to
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* the first and second base generators, respectively.
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*/
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additive_combine(typename MLCG1::result_type seed1,
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typename MLCG2::result_type seed2)
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: _mlcg1(seed1), _mlcg2(seed2) { }
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/**
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* Contructs an \additive_combine generator with
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* values from the range defined by the input iterators first
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* and last. first will be modified to point to the element
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* after the last one used.
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*
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* Throws: @c std::invalid_argument if the input range is too small.
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*
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* Exception Safety: Basic
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*/
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template<class It> additive_combine(It& first, It last)
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: _mlcg1(first, last), _mlcg2(first, last) { }
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/**
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* Seeds an \additive_combine generator using the default
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* seeds of the two base generators.
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*/
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void seed()
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{
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_mlcg1.seed();
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_mlcg2.seed();
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}
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/**
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* Seeds an \additive_combine generator, using @c aseed as the
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* seed for both base generators.
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*/
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void seed(result_type aseed)
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{
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_mlcg1.seed(aseed);
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_mlcg2.seed(aseed);
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}
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/**
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* Seeds an \additive_combine generator, using @c seed1 and @c seed2 as
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* the seeds to the first and second base generators, respectively.
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*/
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void seed(typename MLCG1::result_type seed1,
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typename MLCG2::result_type seed2)
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{
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_mlcg1.seed(seed1);
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_mlcg2.seed(seed2);
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}
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/**
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* Seeds an \additive_combine generator with
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* values from the range defined by the input iterators first
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* and last. first will be modified to point to the element
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* after the last one used.
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*
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* Throws: @c std::invalid_argument if the input range is too small.
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*
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* Exception Safety: Basic
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*/
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template<class It> void seed(It& first, It last)
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{
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_mlcg1.seed(first, last);
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_mlcg2.seed(first, last);
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}
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/**
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* Returns: the next value of the generator
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*/
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result_type operator()() {
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result_type z = _mlcg1() - _mlcg2();
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if(z < 1)
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z += MLCG1::modulus-1;
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return z;
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}
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static bool validation(result_type x) { return val == x; }
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#ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
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#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
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/**
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* Writes the state of an \additive_combine generator to a @c
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* std::ostream. The textual representation of an \additive_combine
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* generator is the textual representation of the first base
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* generator followed by the textual representation of the
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* second base generator.
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*/
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template<class CharT, class Traits>
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friend std::basic_ostream<CharT,Traits>&
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operator<<(std::basic_ostream<CharT,Traits>& os, const additive_combine& r)
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{ os << r._mlcg1 << " " << r._mlcg2; return os; }
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/**
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* Reads the state of an \additive_combine generator from a
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* @c std::istream.
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*/
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template<class CharT, class Traits>
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friend std::basic_istream<CharT,Traits>&
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operator>>(std::basic_istream<CharT,Traits>& is, additive_combine& r)
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{ is >> r._mlcg1 >> std::ws >> r._mlcg2; return is; }
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#endif
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/**
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* Returns: true iff the two \additive_combine generators will
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* produce the same sequence of values.
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*/
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friend bool operator==(const additive_combine& x, const additive_combine& y)
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{ return x._mlcg1 == y._mlcg1 && x._mlcg2 == y._mlcg2; }
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/**
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* Returns: true iff the two \additive_combine generators will
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* produce different sequences of values.
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*/
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friend bool operator!=(const additive_combine& x, const additive_combine& y)
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{ return !(x == y); }
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#else
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// Use a member function; Streamable concept not supported.
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bool operator==(const additive_combine& rhs) const
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{ return _mlcg1 == rhs._mlcg1 && _mlcg2 == rhs._mlcg2; }
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bool operator!=(const additive_combine& rhs) const
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{ return !(*this == rhs); }
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#endif
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private:
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MLCG1 _mlcg1;
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MLCG2 _mlcg2;
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};
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} // namespace random
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/**
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* The specialization \ecuyer1988 was suggested in
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*
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* @blockquote
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* "Efficient and Portable Combined Random Number Generators", Pierre L'Ecuyer,
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* Communications of the ACM, Vol. 31, No. 6, June 1988, pp. 742-749, 774
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* @endblockquote
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*/
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typedef random::additive_combine<
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random::linear_congruential<int32_t, 40014, 0, 2147483563, 0>,
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random::linear_congruential<int32_t, 40692, 0, 2147483399, 0>,
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2060321752> ecuyer1988;
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} // namespace boost
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#endif // BOOST_RANDOM_ADDITIVE_COMBINE_HPP
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109
Boost/boost/random/bernoulli_distribution.hpp
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109
Boost/boost/random/bernoulli_distribution.hpp
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/* boost random/bernoulli_distribution.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
|
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* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
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* http://www.boost.org/LICENSE_1_0.txt)
|
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*
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* See http://www.boost.org for most recent version including documentation.
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*
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* $Id: bernoulli_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
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*
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* Revision history
|
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* 2001-02-18 moved to individual header files
|
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*/
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#ifndef BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
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#define BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
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#include <cassert>
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#include <iostream>
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#include <boost/random/detail/config.hpp>
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namespace boost {
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/**
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* Instantiations of class template \bernoulli_distribution model a
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* \random_distribution. Such a random distribution produces bool values
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* distributed with probabilities P(true) = p and P(false) = 1-p. p is
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* the parameter of the distribution.
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*/
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template<class RealType = double>
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class bernoulli_distribution
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{
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public:
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// In principle, this could work with both integer and floating-point
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// types. Generating floating-point random numbers in the first
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// place is probably more expensive, so use integer as input.
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typedef int input_type;
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typedef bool result_type;
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/**
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* Constructs a \bernoulli_distribution object.
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* p is the parameter of the distribution.
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*
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* Requires: 0 <= p <= 1
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*/
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explicit bernoulli_distribution(const RealType& p_arg = RealType(0.5))
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: _p(p_arg)
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{
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assert(_p >= 0);
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assert(_p <= 1);
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}
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// compiler-generated copy ctor and assignment operator are fine
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/**
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* Returns: The "p" parameter of the distribution.
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*/
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RealType p() const { return _p; }
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/**
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* Effects: Subsequent uses of the distribution do not depend
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||||
* on values produced by any engine prior to invoking reset.
|
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*/
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void reset() { }
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||||
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/**
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* Returns: a random variate distributed according to the
|
||||
* \bernoulli_distribution.
|
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*/
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template<class Engine>
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result_type operator()(Engine& eng)
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||||
{
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||||
if(_p == RealType(0))
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return false;
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else
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return RealType(eng() - (eng.min)()) <= _p * RealType((eng.max)()-(eng.min)());
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}
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#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
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/**
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* Writes the parameters of the distribution to a @c std::ostream.
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*/
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template<class CharT, class Traits>
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friend std::basic_ostream<CharT,Traits>&
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operator<<(std::basic_ostream<CharT,Traits>& os, const bernoulli_distribution& bd)
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{
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os << bd._p;
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return os;
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}
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||||
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/**
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* Reads the parameters of the distribution from a @c std::istream.
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||||
*/
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template<class CharT, class Traits>
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friend std::basic_istream<CharT,Traits>&
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operator>>(std::basic_istream<CharT,Traits>& is, bernoulli_distribution& bd)
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||||
{
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is >> std::ws >> bd._p;
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return is;
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}
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#endif
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||||
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private:
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RealType _p;
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};
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||||
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} // namespace boost
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#endif // BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
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111
Boost/boost/random/binomial_distribution.hpp
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111
Boost/boost/random/binomial_distribution.hpp
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/* boost random/binomial_distribution.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.
|
||||
*
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||||
* $Id: binomial_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
*/
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||||
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||||
#ifndef BOOST_RANDOM_BINOMIAL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_BINOMIAL_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <cassert>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/bernoulli_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* The binomial distribution is an integer valued distribution with
|
||||
* two parameters, @c t and @c p. The values of the distribution
|
||||
* are within the range [0,t].
|
||||
*
|
||||
* The probability that the distribution produces a value k is
|
||||
* \f${t \choose k}p^k(1-p)^{t-k}\f$.
|
||||
*/
|
||||
template<class IntType = int, class RealType = double>
|
||||
class binomial_distribution
|
||||
{
|
||||
public:
|
||||
typedef typename bernoulli_distribution<RealType>::input_type input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
/**
|
||||
* Construct an @c binomial_distribution object. @c t and @c p
|
||||
* are the parameters of the distribution.
|
||||
*
|
||||
* Requires: t >=0 && 0 <= p <= 1
|
||||
*/
|
||||
explicit binomial_distribution(IntType t = 1,
|
||||
const RealType& p = RealType(0.5))
|
||||
: _bernoulli(p), _t(t)
|
||||
{
|
||||
assert(_t >= 0);
|
||||
assert(RealType(0) <= p && p <= RealType(1));
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Returns: the @c t parameter of the distribution */
|
||||
IntType t() const { return _t; }
|
||||
/** Returns: the @c p parameter of the distribution */
|
||||
RealType p() const { return _bernoulli.p(); }
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/**
|
||||
* Returns: a random variate distributed according to the
|
||||
* binomial distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
// TODO: This is O(_t), but it should be O(log(_t)) for large _t
|
||||
result_type n = 0;
|
||||
for(IntType i = 0; i < _t; ++i)
|
||||
if(_bernoulli(eng))
|
||||
++n;
|
||||
return n;
|
||||
}
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/**
|
||||
* Writes the parameters of the distribution to a @c std::ostream.
|
||||
*/
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const binomial_distribution& bd)
|
||||
{
|
||||
os << bd._bernoulli << " " << bd._t;
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the parameters of the distribution from a @c std::istream.
|
||||
*/
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, binomial_distribution& bd)
|
||||
{
|
||||
is >> std::ws >> bd._bernoulli >> std::ws >> bd._t;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
bernoulli_distribution<RealType> _bernoulli;
|
||||
IntType _t;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_BINOMIAL_DISTRIBUTION_HPP
|
||||
121
Boost/boost/random/cauchy_distribution.hpp
Normal file
121
Boost/boost/random/cauchy_distribution.hpp
Normal file
@@ -0,0 +1,121 @@
|
||||
/* boost random/cauchy_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: cauchy_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <iostream>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
#if defined(__GNUC__) && (__GNUC__ < 3)
|
||||
// Special gcc workaround: gcc 2.95.x ignores using-declarations
|
||||
// in template classes (confirmed by gcc author Martin v. Loewis)
|
||||
using std::tan;
|
||||
#endif
|
||||
|
||||
// Cauchy distribution:
|
||||
|
||||
/**
|
||||
* The cauchy distribution is a continuous distribution with two
|
||||
* parameters, sigma and median.
|
||||
*
|
||||
* It has \f$p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class cauchy_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Constructs a \cauchy_distribution with the paramters @c median
|
||||
* and @c sigma.
|
||||
*/
|
||||
explicit cauchy_distribution(result_type median_arg = result_type(0),
|
||||
result_type sigma_arg = result_type(1))
|
||||
: _median(median_arg), _sigma(sigma_arg) { }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/**
|
||||
* Returns: the "median" parameter of the distribution
|
||||
*/
|
||||
result_type median() const { return _median; }
|
||||
/**
|
||||
* Returns: the "sigma" parameter of the distribution
|
||||
*/
|
||||
result_type sigma() const { return _sigma; }
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/**
|
||||
* Returns: A random variate distributed according to the
|
||||
* cauchy distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
// Can we have a boost::mathconst please?
|
||||
const result_type pi = result_type(3.14159265358979323846);
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
using std::tan;
|
||||
#endif
|
||||
return _median + _sigma * tan(pi*(eng()-result_type(0.5)));
|
||||
}
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/**
|
||||
* Writes the parameters of the distribution to a @c std::ostream.
|
||||
*/
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const cauchy_distribution& cd)
|
||||
{
|
||||
os << cd._median << " " << cd._sigma;
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the parameters of the distribution from a @c std::istream.
|
||||
*/
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, cauchy_distribution& cd)
|
||||
{
|
||||
is >> std::ws >> cd._median >> std::ws >> cd._sigma;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
result_type _median, _sigma;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|
||||
42
Boost/boost/random/detail/auto_link.hpp
Normal file
42
Boost/boost/random/detail/auto_link.hpp
Normal file
@@ -0,0 +1,42 @@
|
||||
/* boost random auto_link.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2010
|
||||
* 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)
|
||||
*
|
||||
* $Id: auto_link.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_AUTO_LINK_HPP
|
||||
#define BOOST_RANDOM_DETAIL_AUTO_LINK_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
#ifdef BOOST_HAS_DECLSPEC
|
||||
#if defined(BOOST_ALL_DYN_LINK) || defined(BOOST_RANDOM_DYN_LINK)
|
||||
#if defined(BOOST_RANDOM_SOURCE)
|
||||
#define BOOST_RANDOM_DECL __declspec(dllexport)
|
||||
#else
|
||||
#define BOOST_RANDOM_DECL __declspec(dllimport)
|
||||
#endif
|
||||
#endif
|
||||
#endif
|
||||
|
||||
#ifndef BOOST_RANDOM_DECL
|
||||
#define BOOST_RANDOM_DECL
|
||||
#endif
|
||||
|
||||
#if !defined(BOOST_RANDOM_NO_LIB) && !defined(BOOST_ALL_NO_LIB) && !defined(BOOST_RANDOM_SOURCE)
|
||||
|
||||
#define BOOST_LIB_NAME boost_random
|
||||
|
||||
#if defined(BOOST_RANDOM_DYN_LINK) || defined(BOOST_ALL_DYN_LINK)
|
||||
#define BOOST_DYN_LINK
|
||||
#endif
|
||||
|
||||
#include <boost/config/auto_link.hpp>
|
||||
|
||||
#endif
|
||||
|
||||
#endif
|
||||
18
Boost/boost/random/detail/config.hpp
Normal file
18
Boost/boost/random/detail/config.hpp
Normal file
@@ -0,0 +1,18 @@
|
||||
/* boost random/detail/config.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* 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: config.hpp 52492 2009-04-19 14:55:57Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
#if (defined(BOOST_NO_OPERATORS_IN_NAMESPACE) || defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)) \
|
||||
&& !defined(BOOST_MSVC)
|
||||
#define BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
#endif
|
||||
363
Boost/boost/random/detail/const_mod.hpp
Normal file
363
Boost/boost/random/detail/const_mod.hpp
Normal file
@@ -0,0 +1,363 @@
|
||||
/* boost random/detail/const_mod.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: const_mod.hpp 58649 2010-01-02 21:23:17Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_CONST_MOD_HPP
|
||||
#define BOOST_RANDOM_CONST_MOD_HPP
|
||||
|
||||
#include <cassert>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/integer_traits.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/*
|
||||
* Some random number generators require modular arithmetic. Put
|
||||
* everything we need here.
|
||||
* IntType must be an integral type.
|
||||
*/
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<bool is_signed>
|
||||
struct do_add
|
||||
{ };
|
||||
|
||||
template<>
|
||||
struct do_add<true>
|
||||
{
|
||||
template<class IntType>
|
||||
static IntType add(IntType m, IntType x, IntType c)
|
||||
{
|
||||
if (x < m - c)
|
||||
return x + c;
|
||||
else
|
||||
return x - (m-c);
|
||||
}
|
||||
};
|
||||
|
||||
template<>
|
||||
struct do_add<false>
|
||||
{
|
||||
template<class IntType>
|
||||
static IntType add(IntType, IntType, IntType)
|
||||
{
|
||||
// difficult
|
||||
assert(!"const_mod::add with c too large");
|
||||
return 0;
|
||||
}
|
||||
};
|
||||
} // namespace detail
|
||||
|
||||
#if !(defined(__BORLANDC__) && (__BORLANDC__ == 0x560))
|
||||
|
||||
template<class IntType, IntType m>
|
||||
class const_mod
|
||||
{
|
||||
public:
|
||||
static IntType add(IntType x, IntType c)
|
||||
{
|
||||
if(c == 0)
|
||||
return x;
|
||||
else if(c <= traits::const_max - m) // i.e. m+c < max
|
||||
return add_small(x, c);
|
||||
else
|
||||
return detail::do_add<traits::is_signed>::add(m, x, c);
|
||||
}
|
||||
|
||||
static IntType mult(IntType a, IntType x)
|
||||
{
|
||||
if(a == 1)
|
||||
return x;
|
||||
else if(m <= traits::const_max/a) // i.e. a*m <= max
|
||||
return mult_small(a, x);
|
||||
else if(traits::is_signed && (m%a < m/a))
|
||||
return mult_schrage(a, x);
|
||||
else {
|
||||
// difficult
|
||||
assert(!"const_mod::mult with a too large");
|
||||
return 0;
|
||||
}
|
||||
}
|
||||
|
||||
static IntType mult_add(IntType a, IntType x, IntType c)
|
||||
{
|
||||
if(m <= (traits::const_max-c)/a) // i.e. a*m+c <= max
|
||||
return (a*x+c) % m;
|
||||
else
|
||||
return add(mult(a, x), c);
|
||||
}
|
||||
|
||||
static IntType invert(IntType x)
|
||||
{ return x == 0 ? 0 : invert_euclidian(x); }
|
||||
|
||||
private:
|
||||
typedef integer_traits<IntType> traits;
|
||||
|
||||
const_mod(); // don't instantiate
|
||||
|
||||
static IntType add_small(IntType x, IntType c)
|
||||
{
|
||||
x += c;
|
||||
if(x >= m)
|
||||
x -= m;
|
||||
return x;
|
||||
}
|
||||
|
||||
static IntType mult_small(IntType a, IntType x)
|
||||
{
|
||||
return a*x % m;
|
||||
}
|
||||
|
||||
static IntType mult_schrage(IntType a, IntType value)
|
||||
{
|
||||
const IntType q = m / a;
|
||||
const IntType r = m % a;
|
||||
|
||||
assert(r < q); // check that overflow cannot happen
|
||||
|
||||
value = a*(value%q) - r*(value/q);
|
||||
// An optimizer bug in the SGI MIPSpro 7.3.1.x compiler requires this
|
||||
// convoluted formulation of the loop (Synge Todo)
|
||||
for(;;) {
|
||||
if (value > 0)
|
||||
break;
|
||||
value += m;
|
||||
}
|
||||
return value;
|
||||
}
|
||||
|
||||
// invert c in the finite field (mod m) (m must be prime)
|
||||
static IntType invert_euclidian(IntType c)
|
||||
{
|
||||
// we are interested in the gcd factor for c, because this is our inverse
|
||||
BOOST_STATIC_ASSERT(m > 0);
|
||||
#if BOOST_WORKAROUND(__MWERKS__, BOOST_TESTED_AT(0x3003))
|
||||
assert(boost::integer_traits<IntType>::is_signed);
|
||||
#elif !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS)
|
||||
BOOST_STATIC_ASSERT(boost::integer_traits<IntType>::is_signed);
|
||||
#endif
|
||||
assert(c > 0);
|
||||
IntType l1 = 0;
|
||||
IntType l2 = 1;
|
||||
IntType n = c;
|
||||
IntType p = m;
|
||||
for(;;) {
|
||||
IntType q = p / n;
|
||||
l1 -= q * l2; // this requires a signed IntType!
|
||||
p -= q * n;
|
||||
if(p == 0)
|
||||
return (l2 < 1 ? l2 + m : l2);
|
||||
IntType q2 = n / p;
|
||||
l2 -= q2 * l1;
|
||||
n -= q2 * p;
|
||||
if(n == 0)
|
||||
return (l1 < 1 ? l1 + m : l1);
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
// The modulus is exactly the word size: rely on machine overflow handling.
|
||||
// Due to a GCC bug, we cannot partially specialize in the presence of
|
||||
// template value parameters.
|
||||
template<>
|
||||
class const_mod<unsigned int, 0>
|
||||
{
|
||||
typedef unsigned int IntType;
|
||||
public:
|
||||
static IntType add(IntType x, IntType c) { return x+c; }
|
||||
static IntType mult(IntType a, IntType x) { return a*x; }
|
||||
static IntType mult_add(IntType a, IntType x, IntType c) { return a*x+c; }
|
||||
|
||||
// m is not prime, thus invert is not useful
|
||||
private: // don't instantiate
|
||||
const_mod();
|
||||
};
|
||||
|
||||
template<>
|
||||
class const_mod<unsigned long, 0>
|
||||
{
|
||||
typedef unsigned long IntType;
|
||||
public:
|
||||
static IntType add(IntType x, IntType c) { return x+c; }
|
||||
static IntType mult(IntType a, IntType x) { return a*x; }
|
||||
static IntType mult_add(IntType a, IntType x, IntType c) { return a*x+c; }
|
||||
|
||||
// m is not prime, thus invert is not useful
|
||||
private: // don't instantiate
|
||||
const_mod();
|
||||
};
|
||||
|
||||
// the modulus is some power of 2: rely partly on machine overflow handling
|
||||
// we only specialize for rand48 at the moment
|
||||
#ifndef BOOST_NO_INT64_T
|
||||
template<>
|
||||
class const_mod<uint64_t, uint64_t(1) << 48>
|
||||
{
|
||||
typedef uint64_t IntType;
|
||||
public:
|
||||
static IntType add(IntType x, IntType c) { return c == 0 ? x : mod(x+c); }
|
||||
static IntType mult(IntType a, IntType x) { return mod(a*x); }
|
||||
static IntType mult_add(IntType a, IntType x, IntType c)
|
||||
{ return mod(a*x+c); }
|
||||
static IntType mod(IntType x) { return x &= ((uint64_t(1) << 48)-1); }
|
||||
|
||||
// m is not prime, thus invert is not useful
|
||||
private: // don't instantiate
|
||||
const_mod();
|
||||
};
|
||||
#endif /* !BOOST_NO_INT64_T */
|
||||
|
||||
#else
|
||||
|
||||
//
|
||||
// for some reason Borland C++ Builder 6 has problems with
|
||||
// the full specialisations of const_mod, define a generic version
|
||||
// instead, the compiler will optimise away the const-if statements:
|
||||
//
|
||||
|
||||
template<class IntType, IntType m>
|
||||
class const_mod
|
||||
{
|
||||
public:
|
||||
static IntType add(IntType x, IntType c)
|
||||
{
|
||||
if(0 == m)
|
||||
{
|
||||
return x+c;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(c == 0)
|
||||
return x;
|
||||
else if(c <= traits::const_max - m) // i.e. m+c < max
|
||||
return add_small(x, c);
|
||||
else
|
||||
return detail::do_add<traits::is_signed>::add(m, x, c);
|
||||
}
|
||||
}
|
||||
|
||||
static IntType mult(IntType a, IntType x)
|
||||
{
|
||||
if(x == 0)
|
||||
{
|
||||
return a*x;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(a == 1)
|
||||
return x;
|
||||
else if(m <= traits::const_max/a) // i.e. a*m <= max
|
||||
return mult_small(a, x);
|
||||
else if(traits::is_signed && (m%a < m/a))
|
||||
return mult_schrage(a, x);
|
||||
else {
|
||||
// difficult
|
||||
assert(!"const_mod::mult with a too large");
|
||||
return 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
static IntType mult_add(IntType a, IntType x, IntType c)
|
||||
{
|
||||
if(m == 0)
|
||||
{
|
||||
return a*x+c;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(m <= (traits::const_max-c)/a) // i.e. a*m+c <= max
|
||||
return (a*x+c) % m;
|
||||
else
|
||||
return add(mult(a, x), c);
|
||||
}
|
||||
}
|
||||
|
||||
static IntType invert(IntType x)
|
||||
{ return x == 0 ? 0 : invert_euclidian(x); }
|
||||
|
||||
private:
|
||||
typedef integer_traits<IntType> traits;
|
||||
|
||||
const_mod(); // don't instantiate
|
||||
|
||||
static IntType add_small(IntType x, IntType c)
|
||||
{
|
||||
x += c;
|
||||
if(x >= m)
|
||||
x -= m;
|
||||
return x;
|
||||
}
|
||||
|
||||
static IntType mult_small(IntType a, IntType x)
|
||||
{
|
||||
return a*x % m;
|
||||
}
|
||||
|
||||
static IntType mult_schrage(IntType a, IntType value)
|
||||
{
|
||||
const IntType q = m / a;
|
||||
const IntType r = m % a;
|
||||
|
||||
assert(r < q); // check that overflow cannot happen
|
||||
|
||||
value = a*(value%q) - r*(value/q);
|
||||
while(value <= 0)
|
||||
value += m;
|
||||
return value;
|
||||
}
|
||||
|
||||
// invert c in the finite field (mod m) (m must be prime)
|
||||
static IntType invert_euclidian(IntType c)
|
||||
{
|
||||
// we are interested in the gcd factor for c, because this is our inverse
|
||||
BOOST_STATIC_ASSERT(m > 0);
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(boost::integer_traits<IntType>::is_signed);
|
||||
#endif
|
||||
assert(c > 0);
|
||||
IntType l1 = 0;
|
||||
IntType l2 = 1;
|
||||
IntType n = c;
|
||||
IntType p = m;
|
||||
for(;;) {
|
||||
IntType q = p / n;
|
||||
l1 -= q * l2; // this requires a signed IntType!
|
||||
p -= q * n;
|
||||
if(p == 0)
|
||||
return (l2 < 1 ? l2 + m : l2);
|
||||
IntType q2 = n / p;
|
||||
l2 -= q2 * l1;
|
||||
n -= q2 * p;
|
||||
if(n == 0)
|
||||
return (l1 < 1 ? l1 + m : l1);
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
#endif
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_CONST_MOD_HPP
|
||||
23
Boost/boost/random/detail/disable_warnings.hpp
Normal file
23
Boost/boost/random/detail/disable_warnings.hpp
Normal file
@@ -0,0 +1,23 @@
|
||||
/* boost random/detail/disable_warnings.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* 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: disable_warnings.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
// No #include guard. This header is intended to be included multiple times.
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
#ifdef BOOST_MSVC
|
||||
#pragma warning(push)
|
||||
#pragma warning(disable:4512)
|
||||
#pragma warning(disable:4127)
|
||||
#pragma warning(disable:4724)
|
||||
#endif
|
||||
18
Boost/boost/random/detail/enable_warnings.hpp
Normal file
18
Boost/boost/random/detail/enable_warnings.hpp
Normal file
@@ -0,0 +1,18 @@
|
||||
/* boost random/detail/enable_warnings.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* 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: enable_warnings.hpp 58649 2010-01-02 21:23:17Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
// No #include guard. This header is intended to be included multiple times.
|
||||
|
||||
#ifdef BOOST_MSVC
|
||||
#pragma warning(pop)
|
||||
#endif
|
||||
45
Boost/boost/random/detail/iterator_mixin.hpp
Normal file
45
Boost/boost/random/detail/iterator_mixin.hpp
Normal file
@@ -0,0 +1,45 @@
|
||||
/* boost random/detail/iterator_mixin.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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.
|
||||
*
|
||||
* Revision history
|
||||
*/
|
||||
|
||||
#ifndef BOOST_ITERATOR_MIXIN_HPP
|
||||
#define BOOST_ITERATOR_MIXIN_HPP
|
||||
|
||||
#include <boost/operators.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
// must be in boost namespace, otherwise the inline friend trick fails
|
||||
template<class Generator, class ResultType>
|
||||
class generator_iterator_mixin_adapter
|
||||
: incrementable<Generator>, equality_comparable<Generator>
|
||||
{
|
||||
public:
|
||||
typedef std::input_iterator_tag iterator_category;
|
||||
typedef ResultType value_type;
|
||||
typedef std::ptrdiff_t difference_type;
|
||||
typedef const value_type * pointer;
|
||||
typedef const value_type & reference;
|
||||
Generator& operator++() { v = cast()(); return cast(); }
|
||||
const value_type& operator*() const { return v; }
|
||||
|
||||
protected:
|
||||
// instantiate from derived classes only
|
||||
generator_iterator_mixin_adapter() { }
|
||||
void iterator_init() { operator++(); }
|
||||
private:
|
||||
Generator & cast() { return static_cast<Generator&>(*this); }
|
||||
value_type v;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_ITERATOR_MIXIN_HPP
|
||||
100
Boost/boost/random/detail/pass_through_engine.hpp
Normal file
100
Boost/boost/random/detail/pass_through_engine.hpp
Normal file
@@ -0,0 +1,100 @@
|
||||
/* boost random/detail/uniform_int_float.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: pass_through_engine.hpp 58649 2010-01-02 21:23:17Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_PASS_THROUGH_ENGINE_HPP
|
||||
#define BOOST_RANDOM_DETAIL_PASS_THROUGH_ENGINE_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/random/detail/ptr_helper.hpp>
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<class UniformRandomNumberGenerator>
|
||||
class pass_through_engine
|
||||
{
|
||||
private:
|
||||
typedef ptr_helper<UniformRandomNumberGenerator> helper_type;
|
||||
|
||||
public:
|
||||
typedef typename helper_type::value_type base_type;
|
||||
typedef typename base_type::result_type result_type;
|
||||
|
||||
explicit pass_through_engine(UniformRandomNumberGenerator rng)
|
||||
// make argument an rvalue to avoid matching Generator& constructor
|
||||
: _rng(static_cast<typename helper_type::rvalue_type>(rng))
|
||||
{ }
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (base().min)(); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (base().max)(); }
|
||||
base_type& base() { return helper_type::ref(_rng); }
|
||||
const base_type& base() const { return helper_type::ref(_rng); }
|
||||
|
||||
result_type operator()() { return base()(); }
|
||||
|
||||
private:
|
||||
UniformRandomNumberGenerator _rng;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_STD_LOCALE
|
||||
|
||||
template<class UniformRandomNumberGenerator, class CharT, class Traits>
|
||||
std::basic_ostream<CharT,Traits>&
|
||||
operator<<(
|
||||
std::basic_ostream<CharT,Traits>& os
|
||||
, const pass_through_engine<UniformRandomNumberGenerator>& ud
|
||||
)
|
||||
{
|
||||
return os << ud.base();
|
||||
}
|
||||
|
||||
template<class UniformRandomNumberGenerator, class CharT, class Traits>
|
||||
std::basic_istream<CharT,Traits>&
|
||||
operator>>(
|
||||
std::basic_istream<CharT,Traits>& is
|
||||
, const pass_through_engine<UniformRandomNumberGenerator>& ud
|
||||
)
|
||||
{
|
||||
return is >> ud.base();
|
||||
}
|
||||
|
||||
#else // no new streams
|
||||
|
||||
template<class UniformRandomNumberGenerator>
|
||||
inline std::ostream&
|
||||
operator<<(std::ostream& os,
|
||||
const pass_through_engine<UniformRandomNumberGenerator>& ud)
|
||||
{
|
||||
return os << ud.base();
|
||||
}
|
||||
|
||||
template<class UniformRandomNumberGenerator>
|
||||
inline std::istream&
|
||||
operator>>(std::istream& is,
|
||||
const pass_through_engine<UniformRandomNumberGenerator>& ud)
|
||||
{
|
||||
return is >> ud.base();
|
||||
}
|
||||
|
||||
#endif
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_PASS_THROUGH_ENGINE_HPP
|
||||
|
||||
94
Boost/boost/random/detail/ptr_helper.hpp
Normal file
94
Boost/boost/random/detail/ptr_helper.hpp
Normal file
@@ -0,0 +1,94 @@
|
||||
/* boost random/detail/ptr_helper.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: ptr_helper.hpp 24096 2004-07-27 03:43:34Z dgregor $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
|
||||
#define BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
// type_traits could help here, but I don't want to depend on type_traits.
|
||||
template<class T>
|
||||
struct ptr_helper
|
||||
{
|
||||
typedef T value_type;
|
||||
typedef T& reference_type;
|
||||
typedef const T& rvalue_type;
|
||||
static reference_type ref(T& r) { return r; }
|
||||
static const T& ref(const T& r) { return r; }
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
|
||||
template<class T>
|
||||
struct ptr_helper<T&>
|
||||
{
|
||||
typedef T value_type;
|
||||
typedef T& reference_type;
|
||||
typedef T& rvalue_type;
|
||||
static reference_type ref(T& r) { return r; }
|
||||
static const T& ref(const T& r) { return r; }
|
||||
};
|
||||
|
||||
template<class T>
|
||||
struct ptr_helper<T*>
|
||||
{
|
||||
typedef T value_type;
|
||||
typedef T& reference_type;
|
||||
typedef T* rvalue_type;
|
||||
static reference_type ref(T * p) { return *p; }
|
||||
static const T& ref(const T * p) { return *p; }
|
||||
};
|
||||
#endif
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
//
|
||||
// BOOST_RANDOM_PTR_HELPER_SPEC --
|
||||
//
|
||||
// Helper macro for broken compilers defines specializations of
|
||||
// ptr_helper.
|
||||
//
|
||||
#ifdef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
|
||||
# define BOOST_RANDOM_PTR_HELPER_SPEC(T) \
|
||||
namespace boost { namespace random { namespace detail { \
|
||||
template<> \
|
||||
struct ptr_helper<T&> \
|
||||
{ \
|
||||
typedef T value_type; \
|
||||
typedef T& reference_type; \
|
||||
typedef T& rvalue_type; \
|
||||
static reference_type ref(T& r) { return r; } \
|
||||
static const T& ref(const T& r) { return r; } \
|
||||
}; \
|
||||
\
|
||||
template<> \
|
||||
struct ptr_helper<T*> \
|
||||
{ \
|
||||
typedef T value_type; \
|
||||
typedef T& reference_type; \
|
||||
typedef T* rvalue_type; \
|
||||
static reference_type ref(T * p) { return *p; } \
|
||||
static const T& ref(const T * p) { return *p; } \
|
||||
}; \
|
||||
}}}
|
||||
#else
|
||||
# define BOOST_RANDOM_PTR_HELPER_SPEC(T)
|
||||
#endif
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
|
||||
89
Boost/boost/random/detail/seed.hpp
Normal file
89
Boost/boost/random/detail/seed.hpp
Normal file
@@ -0,0 +1,89 @@
|
||||
/* boost random/detail/seed.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* 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: seed.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_SEED_HPP
|
||||
#define BOOST_RANDOM_DETAIL_SEED_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
// Sun seems to have trouble with the use of SFINAE for the
|
||||
// templated constructor. So does Borland.
|
||||
#if !defined(BOOST_NO_SFINAE) && !defined(__SUNPRO_CC) && !defined(__BORLANDC__)
|
||||
|
||||
#include <boost/utility/enable_if.hpp>
|
||||
#include <boost/type_traits/is_arithmetic.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<class T>
|
||||
struct disable_seed : boost::disable_if<boost::is_arithmetic<T> > {};
|
||||
|
||||
template<class Engine, class T>
|
||||
struct disable_constructor : disable_seed<T> {};
|
||||
|
||||
template<class Engine>
|
||||
struct disable_constructor<Engine, Engine> {};
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(Self, Generator, gen) \
|
||||
template<class Generator> \
|
||||
explicit Self(Generator& gen, typename ::boost::random::detail::disable_constructor<Self, Generator>::type* = 0)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_SEED(Self, Generator, gen) \
|
||||
template<class Generator> \
|
||||
void seed(Generator& gen, typename ::boost::random::detail::disable_seed<Generator>::type* = 0)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(Self, T, x) \
|
||||
explicit Self(const T& x)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(Self, T, x) \
|
||||
void seed(const T& x)
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#else
|
||||
|
||||
#include <boost/type_traits/is_arithmetic.hpp>
|
||||
#include <boost/mpl/bool.hpp>
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(Self, Generator, gen) \
|
||||
Self(Self& other) { *this = other; } \
|
||||
Self(const Self& other) { *this = other; } \
|
||||
template<class Generator> \
|
||||
explicit Self(Generator& gen) { \
|
||||
boost_random_constructor_impl(gen, ::boost::is_arithmetic<Generator>());\
|
||||
} \
|
||||
template<class Generator> \
|
||||
void boost_random_constructor_impl(Generator& gen, ::boost::mpl::false_)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_SEED(Self, Generator, gen) \
|
||||
template<class Generator> \
|
||||
void seed(Generator& gen) { \
|
||||
boost_random_seed_impl(gen, ::boost::is_arithmetic<Generator>());\
|
||||
}\
|
||||
template<class Generator>\
|
||||
void boost_random_seed_impl(Generator& gen, ::boost::mpl::false_)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(Self, T, x) \
|
||||
explicit Self(const T& x) { boost_random_constructor_impl(x, ::boost::mpl::true_()); }\
|
||||
void boost_random_constructor_impl(const T& x, ::boost::mpl::true_)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(Self, T, x) \
|
||||
void seed(const T& x) { boost_random_seed_impl(x, ::boost::mpl::true_()); }\
|
||||
void boost_random_seed_impl(const T& x, ::boost::mpl::true_)
|
||||
|
||||
#endif
|
||||
|
||||
#endif
|
||||
89
Boost/boost/random/detail/signed_unsigned_tools.hpp
Normal file
89
Boost/boost/random/detail/signed_unsigned_tools.hpp
Normal file
@@ -0,0 +1,89 @@
|
||||
/* boost random/detail/signed_unsigned_tools.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2006
|
||||
* 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.
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
|
||||
#define BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
|
||||
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/type_traits/make_unsigned.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
|
||||
/*
|
||||
* Compute x - y, we know that x >= y, return an unsigned value.
|
||||
*/
|
||||
|
||||
template<class T, bool sgn = std::numeric_limits<T>::is_signed>
|
||||
struct subtract { };
|
||||
|
||||
template<class T>
|
||||
struct subtract<T, /* signed */ false>
|
||||
{
|
||||
typedef T result_type;
|
||||
result_type operator()(T x, T y) { return x - y; }
|
||||
};
|
||||
|
||||
template<class T>
|
||||
struct subtract<T, /* signed */ true>
|
||||
{
|
||||
typedef typename make_unsigned<T>::type result_type;
|
||||
result_type operator()(T x, T y)
|
||||
{
|
||||
if (y >= 0) // because x >= y, it follows that x >= 0, too
|
||||
return result_type(x) - result_type(y);
|
||||
if (x >= 0) // y < 0
|
||||
// avoid the nasty two's complement case for y == min()
|
||||
return result_type(x) + result_type(-(y+1)) + 1;
|
||||
// both x and y are negative: no signed overflow
|
||||
return result_type(x - y);
|
||||
}
|
||||
};
|
||||
|
||||
/*
|
||||
* Compute x + y, x is unsigned, result fits in type of "y".
|
||||
*/
|
||||
|
||||
template<class T1, class T2, bool sgn = std::numeric_limits<T2>::is_signed>
|
||||
struct add { };
|
||||
|
||||
template<class T1, class T2>
|
||||
struct add<T1, T2, /* signed */ false>
|
||||
{
|
||||
typedef T2 result_type;
|
||||
result_type operator()(T1 x, T2 y) { return T2(x) + y; }
|
||||
};
|
||||
|
||||
template<class T1, class T2>
|
||||
struct add<T1, T2, /* signed */ true>
|
||||
{
|
||||
typedef T2 result_type;
|
||||
result_type operator()(T1 x, T2 y)
|
||||
{
|
||||
if (y >= 0)
|
||||
return T2(x) + y;
|
||||
// y < 0
|
||||
if (x >= T1(-(y+1))) // result >= 0 after subtraction
|
||||
// avoid the nasty two's complement edge case for y == min()
|
||||
return T2(x - T1(-(y+1)) - 1);
|
||||
// abs(x) < abs(y), thus T2 able to represent x
|
||||
return T2(x) + y;
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
|
||||
|
||||
85
Boost/boost/random/detail/uniform_int_float.hpp
Normal file
85
Boost/boost/random/detail/uniform_int_float.hpp
Normal file
@@ -0,0 +1,85 @@
|
||||
/* boost random/detail/uniform_int_float.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: uniform_int_float.hpp 52492 2009-04-19 14:55:57Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
|
||||
#define BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<class UniformRandomNumberGenerator, class IntType = unsigned long>
|
||||
class uniform_int_float
|
||||
{
|
||||
public:
|
||||
typedef UniformRandomNumberGenerator base_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
uniform_int_float(base_type rng, IntType min_arg = 0, IntType max_arg = 0xffffffff)
|
||||
: _rng(rng), _min(min_arg), _max(max_arg)
|
||||
{
|
||||
init();
|
||||
}
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
|
||||
base_type& base() { return _rng.base(); }
|
||||
const base_type& base() const { return _rng.base(); }
|
||||
|
||||
result_type operator()()
|
||||
{
|
||||
return static_cast<IntType>(_rng() * _range) + _min;
|
||||
}
|
||||
|
||||
#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 uniform_int_float& ud)
|
||||
{
|
||||
os << ud._min << " " << ud._max;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, uniform_int_float& ud)
|
||||
{
|
||||
is >> std::ws >> ud._min >> std::ws >> ud._max;
|
||||
ud.init();
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
void init()
|
||||
{
|
||||
_range = static_cast<base_result>(_max-_min)+1;
|
||||
}
|
||||
|
||||
typedef typename base_type::result_type base_result;
|
||||
uniform_01<base_type> _rng;
|
||||
result_type _min, _max;
|
||||
base_result _range;
|
||||
};
|
||||
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
|
||||
132
Boost/boost/random/discard_block.hpp
Normal file
132
Boost/boost/random/discard_block.hpp
Normal file
@@ -0,0 +1,132 @@
|
||||
/* boost random/discard_block.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: discard_block.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-03-02 created
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DISCARD_BLOCK_HPP
|
||||
#define BOOST_RANDOM_DISCARD_BLOCK_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The class template \discard_block is a model of
|
||||
* \pseudo_random_number_generator. It modifies
|
||||
* another generator by discarding parts of its output.
|
||||
* Out of every block of @c r results, the first @c p
|
||||
* will be returned and the rest discarded.
|
||||
*
|
||||
* Requires: 0 < p <= r
|
||||
*/
|
||||
template<class UniformRandomNumberGenerator, unsigned int p, unsigned int r>
|
||||
class discard_block
|
||||
{
|
||||
public:
|
||||
typedef UniformRandomNumberGenerator base_type;
|
||||
typedef typename base_type::result_type result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, total_block = p);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, returned_block = r);
|
||||
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(total_block >= returned_block);
|
||||
#endif
|
||||
|
||||
discard_block() : _rng(), _n(0) { }
|
||||
explicit discard_block(const base_type & rng) : _rng(rng), _n(0) { }
|
||||
template<class T> explicit discard_block(T s) : _rng(s), _n(0) {}
|
||||
template<class It> discard_block(It& first, It last)
|
||||
: _rng(first, last), _n(0) { }
|
||||
void seed() { _rng.seed(); _n = 0; }
|
||||
template<class T> void seed(T s) { _rng.seed(s); _n = 0; }
|
||||
template<class It> void seed(It& first, It last)
|
||||
{ _n = 0; _rng.seed(first, last); }
|
||||
|
||||
const base_type& base() const { return _rng; }
|
||||
|
||||
result_type operator()()
|
||||
{
|
||||
if(_n >= returned_block) {
|
||||
// discard values of random number generator
|
||||
for( ; _n < total_block; ++_n)
|
||||
_rng();
|
||||
_n = 0;
|
||||
}
|
||||
++_n;
|
||||
return _rng();
|
||||
}
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (_rng.min)(); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (_rng.max)(); }
|
||||
static bool validation(result_type x) { return true; } // dummy
|
||||
|
||||
#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 discard_block& s)
|
||||
{
|
||||
os << s._rng << " " << s._n << " ";
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, discard_block& s)
|
||||
{
|
||||
is >> s._rng >> std::ws >> s._n >> std::ws;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
friend bool operator==(const discard_block& x, const discard_block& y)
|
||||
{ return x._rng == y._rng && x._n == y._n; }
|
||||
friend bool operator!=(const discard_block& x, const discard_block& y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(const discard_block& rhs) const
|
||||
{ return _rng == rhs._rng && _n == rhs._n; }
|
||||
bool operator!=(const discard_block& rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
|
||||
private:
|
||||
base_type _rng;
|
||||
unsigned int _n;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UniformRandomNumberGenerator, unsigned int p, unsigned int r>
|
||||
const bool discard_block<UniformRandomNumberGenerator, p, r>::has_fixed_range;
|
||||
template<class UniformRandomNumberGenerator, unsigned int p, unsigned int r>
|
||||
const unsigned int discard_block<UniformRandomNumberGenerator, p, r>::total_block;
|
||||
template<class UniformRandomNumberGenerator, unsigned int p, unsigned int r>
|
||||
const unsigned int discard_block<UniformRandomNumberGenerator, p, r>::returned_block;
|
||||
#endif
|
||||
|
||||
} // namespace random
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_DISCARD_BLOCK_HPP
|
||||
86
Boost/boost/random/exponential_distribution.hpp
Normal file
86
Boost/boost/random/exponential_distribution.hpp
Normal file
@@ -0,0 +1,86 @@
|
||||
/* boost random/exponential_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: exponential_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <cassert>
|
||||
#include <iostream>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* The exponential distribution has a single parameter lambda.
|
||||
*
|
||||
* It has \f$p(x) = \lambda e^{-\lambda x}\f$
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class exponential_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
explicit exponential_distribution(result_type lambda_arg = result_type(1))
|
||||
: _lambda(lambda_arg) { assert(_lambda > result_type(0)); }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
result_type lambda() const { return _lambda; }
|
||||
|
||||
void reset() { }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
using std::log;
|
||||
#endif
|
||||
return -result_type(1) / _lambda * log(result_type(1)-eng());
|
||||
}
|
||||
|
||||
#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 exponential_distribution& ed)
|
||||
{
|
||||
os << ed._lambda;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, exponential_distribution& ed)
|
||||
{
|
||||
is >> std::ws >> ed._lambda;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
result_type _lambda;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
|
||||
143
Boost/boost/random/gamma_distribution.hpp
Normal file
143
Boost/boost/random/gamma_distribution.hpp
Normal file
@@ -0,0 +1,143 @@
|
||||
/* boost random/gamma_distribution.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: gamma_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <cassert>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/exponential_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
// The algorithm is taken from Knuth
|
||||
|
||||
/**
|
||||
* The gamma distribution is a continuous distribution with a single
|
||||
* parameter alpha.
|
||||
*
|
||||
* It has \f$p(x) = x^{\alpha-1}\frac{e^{-x}}{\Gamma(\alpha)}\f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class gamma_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
explicit gamma_distribution(const result_type& alpha_arg = result_type(1))
|
||||
: _exp(result_type(1)), _alpha(alpha_arg)
|
||||
{
|
||||
assert(_alpha > result_type(0));
|
||||
init();
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
RealType alpha() const { return _alpha; }
|
||||
|
||||
void reset() { _exp.reset(); }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::tan; using std::sqrt; using std::exp; using std::log;
|
||||
using std::pow;
|
||||
#endif
|
||||
if(_alpha == result_type(1)) {
|
||||
return _exp(eng);
|
||||
} else if(_alpha > result_type(1)) {
|
||||
// Can we have a boost::mathconst please?
|
||||
const result_type pi = result_type(3.14159265358979323846);
|
||||
for(;;) {
|
||||
result_type y = tan(pi * eng());
|
||||
result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
|
||||
+ _alpha-result_type(1);
|
||||
if(x <= result_type(0))
|
||||
continue;
|
||||
if(eng() >
|
||||
(result_type(1)+y*y) * exp((_alpha-result_type(1))
|
||||
*log(x/(_alpha-result_type(1)))
|
||||
- sqrt(result_type(2)*_alpha
|
||||
-result_type(1))*y))
|
||||
continue;
|
||||
return x;
|
||||
}
|
||||
} else /* alpha < 1.0 */ {
|
||||
for(;;) {
|
||||
result_type u = eng();
|
||||
result_type y = _exp(eng);
|
||||
result_type x, q;
|
||||
if(u < _p) {
|
||||
x = exp(-y/_alpha);
|
||||
q = _p*exp(-x);
|
||||
} else {
|
||||
x = result_type(1)+y;
|
||||
q = _p + (result_type(1)-_p) * pow(x, _alpha-result_type(1));
|
||||
}
|
||||
if(u >= q)
|
||||
continue;
|
||||
return x;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#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 gamma_distribution& gd)
|
||||
{
|
||||
os << gd._alpha;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd)
|
||||
{
|
||||
is >> std::ws >> gd._alpha;
|
||||
gd.init();
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
void init()
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::exp;
|
||||
#endif
|
||||
_p = exp(result_type(1)) / (_alpha + exp(result_type(1)));
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
exponential_distribution<RealType> _exp;
|
||||
result_type _alpha;
|
||||
// some data precomputed from the parameters
|
||||
result_type _p;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
|
||||
118
Boost/boost/random/geometric_distribution.hpp
Normal file
118
Boost/boost/random/geometric_distribution.hpp
Normal file
@@ -0,0 +1,118 @@
|
||||
/* boost random/geometric_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: geometric_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp> // std::log
|
||||
#include <cassert>
|
||||
#include <iostream>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
#if defined(__GNUC__) && (__GNUC__ < 3)
|
||||
// Special gcc workaround: gcc 2.95.x ignores using-declarations
|
||||
// in template classes (confirmed by gcc author Martin v. Loewis)
|
||||
using std::log;
|
||||
#endif
|
||||
|
||||
/**
|
||||
* An instantiation of the class template @c geometric_distribution models
|
||||
* a \random_distribution. The distribution produces positive
|
||||
* integers which are the number of bernoulli trials
|
||||
* with probability @c p required to get one that fails.
|
||||
*
|
||||
* For the geometric distribution, \f$p(i) = (1-p) p^{i-1}\f$.
|
||||
*/
|
||||
template<class IntType = int, class RealType = double>
|
||||
class geometric_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
/**
|
||||
* Contructs a new geometric_distribution with the paramter @c p.
|
||||
*
|
||||
* Requires: 0 < p < 1
|
||||
*/
|
||||
explicit geometric_distribution(const RealType& p = RealType(0.5))
|
||||
: _p(p)
|
||||
{
|
||||
assert(RealType(0) < _p && _p < RealType(1));
|
||||
init();
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/**
|
||||
* Returns: the distribution parameter @c p
|
||||
*/
|
||||
RealType p() const { return _p; }
|
||||
void reset() { }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
using std::log;
|
||||
using std::floor;
|
||||
#endif
|
||||
return IntType(floor(log(RealType(1)-eng()) / _log_p)) + IntType(1);
|
||||
}
|
||||
|
||||
#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 geometric_distribution& gd)
|
||||
{
|
||||
os << gd._p;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, geometric_distribution& gd)
|
||||
{
|
||||
is >> std::ws >> gd._p;
|
||||
gd.init();
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
|
||||
/// \cond hide_private_functions
|
||||
|
||||
void init()
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
using std::log;
|
||||
#endif
|
||||
_log_p = log(_p);
|
||||
}
|
||||
|
||||
/// \endcond
|
||||
|
||||
RealType _p;
|
||||
RealType _log_p;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
|
||||
|
||||
173
Boost/boost/random/inversive_congruential.hpp
Normal file
173
Boost/boost/random/inversive_congruential.hpp
Normal file
@@ -0,0 +1,173 @@
|
||||
/* boost random/inversive_congruential.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: inversive_congruential.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
|
||||
#define BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <cassert>
|
||||
#include <stdexcept>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/const_mod.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
// Eichenauer and Lehn 1986
|
||||
/**
|
||||
* Instantiations of class template @c inversive_congruential model a
|
||||
* \pseudo_random_number_generator. It uses the inversive congruential
|
||||
* algorithm (ICG) described in
|
||||
*
|
||||
* @blockquote
|
||||
* "Inversive pseudorandom number generators: concepts, results and links",
|
||||
* Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation
|
||||
* Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman
|
||||
* (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps
|
||||
* @endblockquote
|
||||
*
|
||||
* The output sequence is defined by x(n+1) = (a*inv(x(n)) - b) (mod p),
|
||||
* where x(0), a, b, and the prime number p are parameters of the generator.
|
||||
* The expression inv(k) denotes the multiplicative inverse of k in the
|
||||
* field of integer numbers modulo p, with inv(0) := 0.
|
||||
*
|
||||
* The template parameter IntType shall denote a signed integral type large
|
||||
* enough to hold p; a, b, and p are the parameters of the generators. The
|
||||
* template parameter val is the validation value checked by validation.
|
||||
*
|
||||
* @xmlnote
|
||||
* The implementation currently uses the Euclidian Algorithm to compute
|
||||
* the multiplicative inverse. Therefore, the inversive generators are about
|
||||
* 10-20 times slower than the others (see section"performance"). However,
|
||||
* the paper talks of only 3x slowdown, so the Euclidian Algorithm is probably
|
||||
* not optimal for calculating the multiplicative inverse.
|
||||
* @endxmlnote
|
||||
*/
|
||||
template<class IntType, IntType a, IntType b, IntType p, IntType val>
|
||||
class inversive_congruential
|
||||
{
|
||||
public:
|
||||
typedef IntType result_type;
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
static const bool has_fixed_range = true;
|
||||
static const result_type min_value = (b == 0 ? 1 : 0);
|
||||
static const result_type max_value = p-1;
|
||||
#else
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
#endif
|
||||
BOOST_STATIC_CONSTANT(result_type, multiplier = a);
|
||||
BOOST_STATIC_CONSTANT(result_type, increment = b);
|
||||
BOOST_STATIC_CONSTANT(result_type, modulus = p);
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return b == 0 ? 1 : 0; }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return p-1; }
|
||||
|
||||
/**
|
||||
* Constructs an inversive_congruential generator with
|
||||
* @c y0 as the initial state.
|
||||
*/
|
||||
explicit inversive_congruential(IntType y0 = 1) : value(y0)
|
||||
{
|
||||
BOOST_STATIC_ASSERT(b >= 0);
|
||||
BOOST_STATIC_ASSERT(p > 1);
|
||||
BOOST_STATIC_ASSERT(a >= 1);
|
||||
if(b == 0)
|
||||
assert(y0 > 0);
|
||||
}
|
||||
template<class It> inversive_congruential(It& first, It last)
|
||||
{ seed(first, last); }
|
||||
|
||||
/** Changes the current state to y0. */
|
||||
void seed(IntType y0 = 1) { value = y0; if(b == 0) assert(y0 > 0); }
|
||||
template<class It> void seed(It& first, It last)
|
||||
{
|
||||
if(first == last)
|
||||
throw std::invalid_argument("inversive_congruential::seed");
|
||||
value = *first++;
|
||||
}
|
||||
IntType operator()()
|
||||
{
|
||||
typedef const_mod<IntType, p> do_mod;
|
||||
value = do_mod::mult_add(a, do_mod::invert(value), b);
|
||||
return value;
|
||||
}
|
||||
|
||||
static bool validation(result_type x) { return val == x; }
|
||||
|
||||
#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, inversive_congruential x)
|
||||
{ os << x.value; return os; }
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, inversive_congruential& x)
|
||||
{ is >> x.value; return is; }
|
||||
#endif
|
||||
|
||||
friend bool operator==(inversive_congruential x, inversive_congruential y)
|
||||
{ return x.value == y.value; }
|
||||
friend bool operator!=(inversive_congruential x, inversive_congruential y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(inversive_congruential rhs) const
|
||||
{ return value == rhs.value; }
|
||||
bool operator!=(inversive_congruential rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
private:
|
||||
IntType value;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class IntType, IntType a, IntType b, IntType p, IntType val>
|
||||
const bool inversive_congruential<IntType, a, b, p, val>::has_fixed_range;
|
||||
template<class IntType, IntType a, IntType b, IntType p, IntType val>
|
||||
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::min_value;
|
||||
template<class IntType, IntType a, IntType b, IntType p, IntType val>
|
||||
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::max_value;
|
||||
template<class IntType, IntType a, IntType b, IntType p, IntType val>
|
||||
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::multiplier;
|
||||
template<class IntType, IntType a, IntType b, IntType p, IntType val>
|
||||
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::increment;
|
||||
template<class IntType, IntType a, IntType b, IntType p, IntType val>
|
||||
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::modulus;
|
||||
#endif
|
||||
|
||||
} // namespace random
|
||||
|
||||
/**
|
||||
* The specialization hellekalek1995 was suggested in
|
||||
*
|
||||
* @blockquote
|
||||
* "Inversive pseudorandom number generators: concepts, results and links",
|
||||
* Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation
|
||||
* Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman
|
||||
* (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef random::inversive_congruential<int32_t, 9102, 2147483647-36884165,
|
||||
2147483647, 0> hellekalek1995;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
|
||||
605
Boost/boost/random/lagged_fibonacci.hpp
Normal file
605
Boost/boost/random/lagged_fibonacci.hpp
Normal file
@@ -0,0 +1,605 @@
|
||||
/* boost random/lagged_fibonacci.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: lagged_fibonacci.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP
|
||||
#define BOOST_RANDOM_LAGGED_FIBONACCI_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <iostream>
|
||||
#include <algorithm> // std::max
|
||||
#include <iterator>
|
||||
#include <boost/config/no_tr1/cmath.hpp> // std::pow
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
#include <boost/random/linear_congruential.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/pass_through_engine.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
#if BOOST_WORKAROUND(_MSC_FULL_VER, BOOST_TESTED_AT(13102292)) && BOOST_MSVC > 1300
|
||||
# define BOOST_RANDOM_EXTRACT_LF
|
||||
#endif
|
||||
|
||||
#if defined(__APPLE_CC__) && defined(__GNUC__) && (__GNUC__ == 3) && (__GNUC_MINOR__ <= 3)
|
||||
# define BOOST_RANDOM_EXTRACT_LF
|
||||
#endif
|
||||
|
||||
# ifdef BOOST_RANDOM_EXTRACT_LF
|
||||
namespace detail
|
||||
{
|
||||
template<class IStream, class F, class RealType>
|
||||
IStream&
|
||||
extract_lagged_fibonacci_01(
|
||||
IStream& is
|
||||
, F const& f
|
||||
, unsigned int& i
|
||||
, RealType* x
|
||||
, RealType modulus)
|
||||
{
|
||||
is >> i >> std::ws;
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i)
|
||||
{
|
||||
RealType value;
|
||||
is >> value >> std::ws;
|
||||
x[i] = value / modulus;
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
template<class IStream, class F, class UIntType>
|
||||
IStream&
|
||||
extract_lagged_fibonacci(
|
||||
IStream& is
|
||||
, F const& f
|
||||
, unsigned int& i
|
||||
, UIntType* x)
|
||||
{
|
||||
is >> i >> std::ws;
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i)
|
||||
is >> x[i] >> std::ws;
|
||||
return is;
|
||||
}
|
||||
}
|
||||
# endif
|
||||
|
||||
/**
|
||||
* Instantiations of class template \lagged_fibonacci model a
|
||||
* \pseudo_random_number_generator. It uses a lagged Fibonacci
|
||||
* algorithm with two lags @c p and @c q:
|
||||
* x(i) = x(i-p) + x(i-q) (mod 2<sup>w</sup>) with p > q.
|
||||
*/
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q,
|
||||
UIntType val = 0>
|
||||
class lagged_fibonacci
|
||||
{
|
||||
public:
|
||||
typedef UIntType result_type;
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(int, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
|
||||
|
||||
/**
|
||||
* Returns: the smallest value that the generator can produce
|
||||
*/
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
|
||||
/**
|
||||
* Returns: the largest value that the generator can produce
|
||||
*/
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return wordmask; }
|
||||
|
||||
/**
|
||||
* Creates a new @c lagged_fibonacci generator and calls @c seed()
|
||||
*/
|
||||
lagged_fibonacci() { init_wordmask(); seed(); }
|
||||
/**
|
||||
* Creates a new @c lagged_fibonacci generator and calls @c seed(value)
|
||||
*/
|
||||
explicit lagged_fibonacci(uint32_t value) { init_wordmask(); seed(value); }
|
||||
/**
|
||||
* Creates a new @c lagged_fibonacci generator and calls @c seed(first, last)
|
||||
*/
|
||||
template<class It> lagged_fibonacci(It& first, It last)
|
||||
{ init_wordmask(); seed(first, last); }
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
void init_wordmask()
|
||||
{
|
||||
wordmask = 0;
|
||||
for(int j = 0; j < w; ++j)
|
||||
wordmask |= (1u << j);
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
public:
|
||||
/**
|
||||
* Sets the state of the generator to values produced by
|
||||
* a \minstd_rand generator.
|
||||
*/
|
||||
void seed(uint32_t value = 331u)
|
||||
{
|
||||
minstd_rand0 gen(value);
|
||||
for(unsigned int j = 0; j < long_lag; ++j)
|
||||
x[j] = gen() & wordmask;
|
||||
i = long_lag;
|
||||
}
|
||||
|
||||
/**
|
||||
* Sets the state of the generator to values from the iterator
|
||||
* range [first, last). If there are not enough elements in the
|
||||
* range [first, last) throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{
|
||||
// word size could be smaller than the seed values
|
||||
unsigned int j;
|
||||
for(j = 0; j < long_lag && first != last; ++j, ++first)
|
||||
x[j] = *first & wordmask;
|
||||
i = long_lag;
|
||||
if(first == last && j < long_lag)
|
||||
throw std::invalid_argument("lagged_fibonacci::seed");
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns: the next value of the generator
|
||||
*/
|
||||
result_type operator()()
|
||||
{
|
||||
if(i >= long_lag)
|
||||
fill();
|
||||
return x[i++];
|
||||
}
|
||||
|
||||
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 lagged_fibonacci& f)
|
||||
{
|
||||
os << f.i << " ";
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i)
|
||||
os << f.x[i] << " ";
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT, Traits>&
|
||||
operator>>(std::basic_istream<CharT, Traits>& is, lagged_fibonacci& f)
|
||||
{
|
||||
# ifdef BOOST_RANDOM_EXTRACT_LF
|
||||
return detail::extract_lagged_fibonacci(is, f, f.i, f.x);
|
||||
# else
|
||||
is >> f.i >> std::ws;
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i)
|
||||
is >> f.x[i] >> std::ws;
|
||||
return is;
|
||||
# endif
|
||||
}
|
||||
#endif
|
||||
|
||||
friend bool operator==(const lagged_fibonacci& x, const lagged_fibonacci& y)
|
||||
{ return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
|
||||
friend bool operator!=(const lagged_fibonacci& x,
|
||||
const lagged_fibonacci& y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(const lagged_fibonacci& rhs) const
|
||||
{ return i == rhs.i && std::equal(x, x+long_lag, rhs.x); }
|
||||
bool operator!=(const lagged_fibonacci& rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
void fill();
|
||||
/// \endcond
|
||||
|
||||
UIntType wordmask;
|
||||
unsigned int i;
|
||||
UIntType x[long_lag];
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
|
||||
const bool lagged_fibonacci<UIntType, w, p, q, val>::has_fixed_range;
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
|
||||
const unsigned int lagged_fibonacci<UIntType, w, p, q, val>::long_lag;
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
|
||||
const unsigned int lagged_fibonacci<UIntType, w, p, q, val>::short_lag;
|
||||
#endif
|
||||
|
||||
/// \cond hide_private_members
|
||||
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
|
||||
void lagged_fibonacci<UIntType, w, p, q, val>::fill()
|
||||
{
|
||||
// two loops to avoid costly modulo operations
|
||||
{ // extra scope for MSVC brokenness w.r.t. for scope
|
||||
for(unsigned int j = 0; j < short_lag; ++j)
|
||||
x[j] = (x[j] + x[j+(long_lag-short_lag)]) & wordmask;
|
||||
}
|
||||
for(unsigned int j = short_lag; j < long_lag; ++j)
|
||||
x[j] = (x[j] + x[j-short_lag]) & wordmask;
|
||||
i = 0;
|
||||
}
|
||||
|
||||
|
||||
|
||||
// lagged Fibonacci generator for the range [0..1)
|
||||
// contributed by Matthias Troyer
|
||||
// for p=55, q=24 originally by G. J. Mitchell and D. P. Moore 1958
|
||||
|
||||
template<class T, unsigned int p, unsigned int q>
|
||||
struct fibonacci_validation
|
||||
{
|
||||
BOOST_STATIC_CONSTANT(bool, is_specialized = false);
|
||||
static T value() { return 0; }
|
||||
static T tolerance() { return 0; }
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class T, unsigned int p, unsigned int q>
|
||||
const bool fibonacci_validation<T, p, q>::is_specialized;
|
||||
#endif
|
||||
|
||||
#define BOOST_RANDOM_FIBONACCI_VAL(T,P,Q,V,E) \
|
||||
template<> \
|
||||
struct fibonacci_validation<T, P, Q> \
|
||||
{ \
|
||||
BOOST_STATIC_CONSTANT(bool, is_specialized = true); \
|
||||
static T value() { return V; } \
|
||||
static T tolerance() \
|
||||
{ return (std::max)(E, static_cast<T>(5*std::numeric_limits<T>::epsilon())); } \
|
||||
};
|
||||
// (The extra static_cast<T> in the std::max call above is actually
|
||||
// unnecessary except for HP aCC 1.30, which claims that
|
||||
// numeric_limits<double>::epsilon() doesn't actually return a double.)
|
||||
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 607, 273, 0.4293817707235914, 1e-14)
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 1279, 418, 0.9421630240437659, 1e-14)
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 2281, 1252, 0.1768114046909004, 1e-14)
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 3217, 576, 0.1956232694868209, 1e-14)
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 4423, 2098, 0.9499762202147172, 1e-14)
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 9689, 5502, 0.05737836943695162, 1e-14)
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 19937, 9842, 0.5076528587449834, 1e-14)
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 23209, 13470, 0.5414473810619185, 1e-14)
|
||||
BOOST_RANDOM_FIBONACCI_VAL(double, 44497,21034, 0.254135073399297, 1e-14)
|
||||
|
||||
#undef BOOST_RANDOM_FIBONACCI_VAL
|
||||
|
||||
/// \endcond
|
||||
|
||||
/**
|
||||
* Instantiations of class template @c lagged_fibonacci_01 model a
|
||||
* \pseudo_random_number_generator. It uses a lagged Fibonacci
|
||||
* algorithm with two lags @c p and @c q, evaluated in floating-point
|
||||
* arithmetic: x(i) = x(i-p) + x(i-q) (mod 1) with p > q. See
|
||||
*
|
||||
* @blockquote
|
||||
* "Uniform random number generators for supercomputers", Richard Brent,
|
||||
* Proc. of Fifth Australian Supercomputer Conference, Melbourne,
|
||||
* Dec. 1992, pp. 704-706.
|
||||
* @endblockquote
|
||||
*
|
||||
* @xmlnote
|
||||
* The quality of the generator crucially depends on the choice
|
||||
* of the parameters. User code should employ one of the sensibly
|
||||
* parameterized generators such as \lagged_fibonacci607 instead.
|
||||
* @endxmlnote
|
||||
*
|
||||
* The generator requires considerable amounts of memory for the storage
|
||||
* of its state array. For example, \lagged_fibonacci607 requires about
|
||||
* 4856 bytes and \lagged_fibonacci44497 requires about 350 KBytes.
|
||||
*/
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
class lagged_fibonacci_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 = p);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
|
||||
|
||||
/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(). */
|
||||
lagged_fibonacci_01() { init_modulus(); seed(); }
|
||||
/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(value). */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01, uint32_t, value)
|
||||
{ init_modulus(); seed(value); }
|
||||
/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(gen). */
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(lagged_fibonacci_01, Generator, gen)
|
||||
{ init_modulus(); seed(gen); }
|
||||
template<class It> lagged_fibonacci_01(It& first, It last)
|
||||
{ init_modulus(); seed(first, last); }
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
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
|
||||
|
||||
public:
|
||||
/** Calls seed(331u). */
|
||||
void seed() { seed(331u); }
|
||||
/**
|
||||
* Constructs a \minstd_rand0 generator with the constructor parameter
|
||||
* value and calls seed with it. Distinct seeds in the range
|
||||
* [1, 2147483647) will produce generators with different states. Other
|
||||
* seeds will be equivalent to some seed within this range. See
|
||||
* \linear_congruential for details.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_01, uint32_t, value)
|
||||
{
|
||||
minstd_rand0 intgen(value);
|
||||
seed(intgen);
|
||||
}
|
||||
|
||||
/**
|
||||
* Sets the state of this @c lagged_fibonacci_01 to the values returned
|
||||
* by p invocations of \uniform_01<code>\<RealType\>()(gen)</code>.
|
||||
*
|
||||
* Complexity: Exactly p invocations of gen.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_SEED(lagged_fibonacci, Generator, gen)
|
||||
{
|
||||
// use pass-by-reference, but wrap argument in pass_through_engine
|
||||
typedef detail::pass_through_engine<Generator&> ref_gen;
|
||||
uniform_01<ref_gen, RealType> gen01 =
|
||||
uniform_01<ref_gen, RealType>(ref_gen(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] = gen01();
|
||||
i = long_lag;
|
||||
}
|
||||
|
||||
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 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 k = 0; k < w/32 && first != last; ++k, ++first)
|
||||
x[j] += *first / pow(two32,k+1);
|
||||
if(first != last && mask != 0) {
|
||||
x[j] += fmod((*first & mask) / _modulus, RealType(1));
|
||||
++first;
|
||||
}
|
||||
}
|
||||
i = long_lag;
|
||||
if(first == last && j < long_lag)
|
||||
throw std::invalid_argument("lagged_fibonacci_01::seed");
|
||||
}
|
||||
|
||||
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()()
|
||||
{
|
||||
if(i >= long_lag)
|
||||
fill();
|
||||
return x[i++];
|
||||
}
|
||||
|
||||
static bool validation(result_type x)
|
||||
{
|
||||
result_type v = fibonacci_validation<result_type, p, q>::value();
|
||||
result_type epsilon = fibonacci_validation<result_type, p, q>::tolerance();
|
||||
// std::abs is a source of trouble: sometimes, it's not overloaded
|
||||
// for double, plus the usual namespace std noncompliance -> avoid it
|
||||
// using std::abs;
|
||||
// return abs(x - v) < 5 * epsilon
|
||||
return x > v - epsilon && x < v + epsilon;
|
||||
}
|
||||
|
||||
#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 lagged_fibonacci_01&f)
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::pow;
|
||||
#endif
|
||||
os << f.i << " ";
|
||||
std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left);
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i)
|
||||
os << f.x[i] * 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, lagged_fibonacci_01& f)
|
||||
{
|
||||
# ifdef BOOST_RANDOM_EXTRACT_LF
|
||||
return detail::extract_lagged_fibonacci_01(is, f, f.i, f.x, f._modulus);
|
||||
# else
|
||||
is >> f.i >> std::ws;
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i) {
|
||||
typename lagged_fibonacci_01::result_type value;
|
||||
is >> value >> std::ws;
|
||||
f.x[i] = value / f._modulus;
|
||||
}
|
||||
return is;
|
||||
# endif
|
||||
}
|
||||
#endif
|
||||
|
||||
friend bool operator==(const lagged_fibonacci_01& x,
|
||||
const lagged_fibonacci_01& y)
|
||||
{ return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
|
||||
friend bool operator!=(const lagged_fibonacci_01& x,
|
||||
const lagged_fibonacci_01& y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(const lagged_fibonacci_01& rhs) const
|
||||
{ return i == rhs.i && std::equal(x, x+long_lag, rhs.x); }
|
||||
bool operator!=(const lagged_fibonacci_01& rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
void fill();
|
||||
/// \endcond
|
||||
unsigned int i;
|
||||
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 p, unsigned int q>
|
||||
const bool lagged_fibonacci_01<RealType, w, p, q>::has_fixed_range;
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
const unsigned int lagged_fibonacci_01<RealType, w, p, q>::long_lag;
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
const unsigned int lagged_fibonacci_01<RealType, w, p, q>::short_lag;
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
const int lagged_fibonacci_01<RealType,w,p,q>::word_size;
|
||||
|
||||
#endif
|
||||
|
||||
/// \cond hide_private_members
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
void lagged_fibonacci_01<RealType, w, p, q>::fill()
|
||||
{
|
||||
// two loops to avoid costly modulo operations
|
||||
{ // extra scope for MSVC brokenness w.r.t. for scope
|
||||
for(unsigned int j = 0; j < short_lag; ++j) {
|
||||
RealType t = x[j] + x[j+(long_lag-short_lag)];
|
||||
if(t >= RealType(1))
|
||||
t -= RealType(1);
|
||||
x[j] = t;
|
||||
}
|
||||
}
|
||||
for(unsigned int j = short_lag; j < long_lag; ++j) {
|
||||
RealType t = x[j] + x[j-short_lag];
|
||||
if(t >= RealType(1))
|
||||
t -= RealType(1);
|
||||
x[j] = t;
|
||||
}
|
||||
i = 0;
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
} // namespace random
|
||||
|
||||
#ifdef BOOST_RANDOM_DOXYGEN
|
||||
namespace detail {
|
||||
/**
|
||||
* The specializations lagged_fibonacci607 ... lagged_fibonacci44497
|
||||
* use well tested lags.
|
||||
*
|
||||
* See
|
||||
*
|
||||
* @blockquote
|
||||
* "On the Periods of Generalized Fibonacci Recurrences", Richard P. Brent
|
||||
* Computer Sciences Laboratory Australian National University, December 1992
|
||||
* @endblockquote
|
||||
*
|
||||
* The lags used here can be found in
|
||||
*
|
||||
* @blockquote
|
||||
* "Uniform random number generators for supercomputers", Richard Brent,
|
||||
* Proc. of Fifth Australian Supercomputer Conference, Melbourne,
|
||||
* Dec. 1992, pp. 704-706.
|
||||
* @endblockquote
|
||||
*/
|
||||
struct lagged_fibonacci_doc {};
|
||||
}
|
||||
#endif
|
||||
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 607, 273> lagged_fibonacci607;
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 1279, 418> lagged_fibonacci1279;
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 2281, 1252> lagged_fibonacci2281;
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 3217, 576> lagged_fibonacci3217;
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 4423, 2098> lagged_fibonacci4423;
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 9689, 5502> lagged_fibonacci9689;
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 19937, 9842> lagged_fibonacci19937;
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 23209, 13470> lagged_fibonacci23209;
|
||||
/**
|
||||
* @copydoc boost::detail::lagged_fibonacci_doc
|
||||
*/
|
||||
typedef random::lagged_fibonacci_01<double, 48, 44497, 21034> lagged_fibonacci44497;
|
||||
|
||||
|
||||
// It is possible to partially specialize uniform_01<> on lagged_fibonacci_01<>
|
||||
// to help the compiler generate efficient code. For GCC, this seems useless,
|
||||
// because GCC optimizes (x-0)/(1-0) to (x-0). This is good enough for now.
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP
|
||||
403
Boost/boost/random/linear_congruential.hpp
Normal file
403
Boost/boost/random/linear_congruential.hpp
Normal file
@@ -0,0 +1,403 @@
|
||||
/* boost random/linear_congruential.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: linear_congruential.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
|
||||
#define BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <cassert>
|
||||
#include <stdexcept>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/const_mod.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of class template linear_congruential model a
|
||||
* \pseudo_random_number_generator. Linear congruential pseudo-random
|
||||
* number generators are described in:
|
||||
*
|
||||
* "Mathematical methods in large-scale computing units", D. H. Lehmer,
|
||||
* Proc. 2nd Symposium on Large-Scale Digital Calculating Machines,
|
||||
* Harvard University Press, 1951, pp. 141-146
|
||||
*
|
||||
* Let x(n) denote the sequence of numbers returned by some pseudo-random
|
||||
* number generator. Then for the linear congruential generator,
|
||||
* x(n+1) := (a * x(n) + c) mod m. Parameters for the generator are
|
||||
* x(0), a, c, m. The template parameter IntType shall denote an integral
|
||||
* type. It must be large enough to hold values a, c, and m. The template
|
||||
* parameters a and c must be smaller than m.
|
||||
*
|
||||
* Note: The quality of the generator crucially depends on the choice of
|
||||
* the parameters. User code should use one of the sensibly parameterized
|
||||
* generators such as minstd_rand instead.
|
||||
*/
|
||||
template<class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
class linear_congruential
|
||||
{
|
||||
public:
|
||||
typedef IntType result_type;
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
static const bool has_fixed_range = true;
|
||||
static const result_type min_value = ( c == 0 ? 1 : 0 );
|
||||
static const result_type max_value = m-1;
|
||||
#else
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
#endif
|
||||
BOOST_STATIC_CONSTANT(IntType, multiplier = a);
|
||||
BOOST_STATIC_CONSTANT(IntType, increment = c);
|
||||
BOOST_STATIC_CONSTANT(IntType, modulus = m);
|
||||
|
||||
// MSVC 6 and possibly others crash when encountering complicated integral
|
||||
// constant expressions. Avoid the check for now.
|
||||
// BOOST_STATIC_ASSERT(m == 0 || a < m);
|
||||
// BOOST_STATIC_ASSERT(m == 0 || c < m);
|
||||
|
||||
/**
|
||||
* Constructs a linear_congruential generator, seeding it with @c x0.
|
||||
*/
|
||||
explicit linear_congruential(IntType x0 = 1)
|
||||
{
|
||||
seed(x0);
|
||||
|
||||
// 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<IntType>::is_integer);
|
||||
#endif
|
||||
}
|
||||
|
||||
/**
|
||||
* Constructs a @c linear_congruential generator and seeds it
|
||||
* with values taken from the itrator range [first, last)
|
||||
* and adjusts first to point to the element after the last one
|
||||
* used. If there are not enough elements, throws @c std::invalid_argument.
|
||||
*
|
||||
* first and last must be input iterators.
|
||||
*/
|
||||
template<class It>
|
||||
linear_congruential(It& first, It last)
|
||||
{
|
||||
seed(first, last);
|
||||
}
|
||||
|
||||
// compiler-generated copy constructor and assignment operator are fine
|
||||
|
||||
/**
|
||||
* If c mod m is zero and x0 mod m is zero, changes the current value of
|
||||
* the generator to 1. Otherwise, changes it to x0 mod m. If c is zero,
|
||||
* distinct seeds in the range [1,m) will leave the generator in distinct
|
||||
* states. If c is not zero, the range is [0,m).
|
||||
*/
|
||||
void seed(IntType x0 = 1)
|
||||
{
|
||||
// wrap _x if it doesn't fit in the destination
|
||||
if(modulus == 0) {
|
||||
_x = x0;
|
||||
} else {
|
||||
_x = x0 % modulus;
|
||||
}
|
||||
// handle negative seeds
|
||||
if(_x <= 0 && _x != 0) {
|
||||
_x += modulus;
|
||||
}
|
||||
// adjust to the correct range
|
||||
if(increment == 0 && _x == 0) {
|
||||
_x = 1;
|
||||
}
|
||||
assert(_x >= (min)());
|
||||
assert(_x <= (max)());
|
||||
}
|
||||
|
||||
/**
|
||||
* seeds a @c linear_congruential generator with values taken
|
||||
* from the itrator range [first, last) and adjusts @c first to
|
||||
* point to the element after the last one used. If there are
|
||||
* not enough elements, throws @c std::invalid_argument.
|
||||
*
|
||||
* @c first and @c last must be input iterators.
|
||||
*/
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{
|
||||
if(first == last)
|
||||
throw std::invalid_argument("linear_congruential::seed");
|
||||
seed(*first++);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the smallest value that the @c linear_congruential generator
|
||||
* can produce.
|
||||
*/
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return c == 0 ? 1 : 0; }
|
||||
/**
|
||||
* Returns the largest value that the @c linear_congruential generator
|
||||
* can produce.
|
||||
*/
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return modulus-1; }
|
||||
|
||||
/** Returns the next value of the @c linear_congruential generator. */
|
||||
IntType operator()()
|
||||
{
|
||||
_x = const_mod<IntType, m>::mult_add(a, _x, c);
|
||||
return _x;
|
||||
}
|
||||
|
||||
static bool validation(IntType x) { return val == x; }
|
||||
|
||||
#ifdef BOOST_NO_OPERATORS_IN_NAMESPACE
|
||||
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(const linear_congruential& rhs) const
|
||||
{ return _x == rhs._x; }
|
||||
bool operator!=(const linear_congruential& rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
|
||||
#else
|
||||
friend bool operator==(const linear_congruential& x,
|
||||
const linear_congruential& y)
|
||||
{ return x._x == y._x; }
|
||||
friend bool operator!=(const linear_congruential& x,
|
||||
const linear_congruential& y)
|
||||
{ return !(x == y); }
|
||||
|
||||
#if !defined(BOOST_RANDOM_NO_STREAM_OPERATORS) && !BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x551))
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const linear_congruential& lcg)
|
||||
{
|
||||
return os << lcg._x;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is,
|
||||
linear_congruential& lcg)
|
||||
{
|
||||
return is >> lcg._x;
|
||||
}
|
||||
|
||||
private:
|
||||
#endif
|
||||
#endif
|
||||
|
||||
IntType _x;
|
||||
};
|
||||
|
||||
// probably needs the "no native streams" caveat for STLPort
|
||||
#if !defined(__SGI_STL_PORT) && BOOST_WORKAROUND(__GNUC__, == 2)
|
||||
template<class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
std::ostream&
|
||||
operator<<(std::ostream& os,
|
||||
const linear_congruential<IntType,a,c,m,val>& lcg)
|
||||
{
|
||||
return os << lcg._x;
|
||||
}
|
||||
|
||||
template<class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
std::istream&
|
||||
operator>>(std::istream& is,
|
||||
linear_congruential<IntType,a,c,m,val>& lcg)
|
||||
{
|
||||
return is >> lcg._x;
|
||||
}
|
||||
#elif defined(BOOST_RANDOM_NO_STREAM_OPERATORS) || BOOST_WORKAROUND(__BORLANDC__, BOOST_TESTED_AT(0x551))
|
||||
template<class CharT, class Traits, class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const linear_congruential<IntType,a,c,m,val>& lcg)
|
||||
{
|
||||
return os << lcg._x;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits, class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is,
|
||||
linear_congruential<IntType,a,c,m,val>& lcg)
|
||||
{
|
||||
return is >> lcg._x;
|
||||
}
|
||||
#endif
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
const bool linear_congruential<IntType, a, c, m, val>::has_fixed_range;
|
||||
template<class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
const typename linear_congruential<IntType, a, c, m, val>::result_type linear_congruential<IntType, a, c, m, val>::min_value;
|
||||
template<class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
const typename linear_congruential<IntType, a, c, m, val>::result_type linear_congruential<IntType, a, c, m, val>::max_value;
|
||||
template<class IntType, IntType a, IntType c, IntType m, IntType val>
|
||||
const IntType linear_congruential<IntType,a,c,m,val>::modulus;
|
||||
#endif
|
||||
|
||||
} // namespace random
|
||||
|
||||
// validation values from the publications
|
||||
/**
|
||||
* The specialization \minstd_rand0 was originally suggested in
|
||||
*
|
||||
* @blockquote
|
||||
* A pseudo-random number generator for the System/360, P.A. Lewis,
|
||||
* A.S. Goodman, J.M. Miller, IBM Systems Journal, Vol. 8, No. 2,
|
||||
* 1969, pp. 136-146
|
||||
* @endblockquote
|
||||
*
|
||||
* It is examined more closely together with \minstd_rand in
|
||||
*
|
||||
* @blockquote
|
||||
* "Random Number Generators: Good ones are hard to find",
|
||||
* Stephen K. Park and Keith W. Miller, Communications of
|
||||
* the ACM, Vol. 31, No. 10, October 1988, pp. 1192-1201
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef random::linear_congruential<int32_t, 16807, 0, 2147483647,
|
||||
1043618065> minstd_rand0;
|
||||
|
||||
/** The specialization \minstd_rand was suggested in
|
||||
*
|
||||
* @blockquote
|
||||
* "Random Number Generators: Good ones are hard to find",
|
||||
* Stephen K. Park and Keith W. Miller, Communications of
|
||||
* the ACM, Vol. 31, No. 10, October 1988, pp. 1192-1201
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef random::linear_congruential<int32_t, 48271, 0, 2147483647,
|
||||
399268537> minstd_rand;
|
||||
|
||||
|
||||
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
|
||||
/** Class @c rand48 models a \pseudo_random_number_generator. It uses
|
||||
* the linear congruential algorithm with the parameters a = 0x5DEECE66D,
|
||||
* c = 0xB, m = 2**48. It delivers identical results to the @c lrand48()
|
||||
* function available on some systems (assuming lcong48 has not been called).
|
||||
*
|
||||
* It is only available on systems where @c uint64_t is provided as an
|
||||
* integral type, so that for example static in-class constants and/or
|
||||
* enum definitions with large @c uint64_t numbers work.
|
||||
*/
|
||||
class rand48
|
||||
{
|
||||
public:
|
||||
typedef int32_t result_type;
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
static const bool has_fixed_range = true;
|
||||
static const int32_t min_value = 0;
|
||||
static const int32_t max_value = integer_traits<int32_t>::const_max;
|
||||
#else
|
||||
enum { has_fixed_range = false };
|
||||
#endif
|
||||
/**
|
||||
* Returns the smallest value that the generator can produce
|
||||
*/
|
||||
int32_t min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
|
||||
/**
|
||||
* Returns the largest value that the generator can produce
|
||||
*/
|
||||
int32_t max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return std::numeric_limits<int32_t>::max BOOST_PREVENT_MACRO_SUBSTITUTION (); }
|
||||
|
||||
#ifdef BOOST_RANDOM_DOXYGEN
|
||||
/**
|
||||
* If T is an integral type smaller than int46_t, constructs
|
||||
* a \rand48 generator with x(0) := (x0 << 16) | 0x330e. Otherwise
|
||||
* constructs a \rand48 generator with x(0) = x0.
|
||||
*/
|
||||
template<class T> explicit rand48(T x0 = 1);
|
||||
#else
|
||||
rand48() : lcf(cnv(static_cast<int32_t>(1))) {}
|
||||
template<class T> explicit rand48(T x0) : lcf(cnv(x0)) { }
|
||||
#endif
|
||||
template<class It> rand48(It& first, It last) : lcf(first, last) { }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
#ifdef BOOST_RANDOM_DOXYGEN
|
||||
/**
|
||||
* If T is an integral type smaller than int46_t, changes
|
||||
* the current value x(n) of the generator to (x0 << 16) | 0x330e.
|
||||
* Otherwise changes the current value x(n) to x0.
|
||||
*/
|
||||
template<class T> void seed(T x0 = 1);
|
||||
#else
|
||||
void seed() { seed(static_cast<int32_t>(1)); }
|
||||
template<class T> void seed(T x0) { lcf.seed(cnv(x0)); }
|
||||
#endif
|
||||
template<class It> void seed(It& first, It last) { lcf.seed(first,last); }
|
||||
|
||||
/**
|
||||
* Returns the next value of the generator.
|
||||
*/
|
||||
int32_t operator()() { return static_cast<int32_t>(lcf() >> 17); }
|
||||
// by experiment from lrand48()
|
||||
static bool validation(int32_t x) { return x == 1993516219; }
|
||||
|
||||
#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 rand48& r)
|
||||
{ os << r.lcf; return os; }
|
||||
|
||||
template<class CharT,class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, rand48& r)
|
||||
{ is >> r.lcf; return is; }
|
||||
#endif
|
||||
|
||||
friend bool operator==(const rand48& x, const rand48& y)
|
||||
{ return x.lcf == y.lcf; }
|
||||
friend bool operator!=(const rand48& x, const rand48& y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(const rand48& rhs) const
|
||||
{ return lcf == rhs.lcf; }
|
||||
bool operator!=(const rand48& rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
random::linear_congruential<uint64_t,
|
||||
uint64_t(0xDEECE66DUL) | (uint64_t(0x5) << 32), // xxxxULL is not portable
|
||||
0xB, uint64_t(1)<<48, /* unknown */ 0> lcf;
|
||||
template<class T>
|
||||
static uint64_t cnv(T x)
|
||||
{
|
||||
if(sizeof(T) < sizeof(uint64_t)) {
|
||||
return (static_cast<uint64_t>(x) << 16) | 0x330e;
|
||||
} else {
|
||||
return(static_cast<uint64_t>(x));
|
||||
}
|
||||
}
|
||||
static uint64_t cnv(float x) { return(static_cast<uint64_t>(x)); }
|
||||
static uint64_t cnv(double x) { return(static_cast<uint64_t>(x)); }
|
||||
static uint64_t cnv(long double x) { return(static_cast<uint64_t>(x)); }
|
||||
/// \endcond
|
||||
};
|
||||
#endif /* !BOOST_NO_INT64_T && !BOOST_NO_INTEGRAL_INT64_T */
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
|
||||
160
Boost/boost/random/linear_feedback_shift.hpp
Normal file
160
Boost/boost/random/linear_feedback_shift.hpp
Normal file
@@ -0,0 +1,160 @@
|
||||
/* boost random/tausworthe.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: linear_feedback_shift.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
|
||||
#define BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <cassert>
|
||||
#include <stdexcept>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instatiation of @c linear_feedback_shift model a
|
||||
* \pseudo_random_number_generator. It was originally
|
||||
* proposed in
|
||||
*
|
||||
* @blockquote
|
||||
* "Random numbers generated by linear recurrence modulo two.",
|
||||
* Tausworthe, R. C.(1965), Mathematics of Computation 19, 201-209.
|
||||
* @endblockquote
|
||||
*/
|
||||
template<class UIntType, int w, int k, int q, int s, UIntType val>
|
||||
class linear_feedback_shift
|
||||
{
|
||||
public:
|
||||
typedef UIntType result_type;
|
||||
// avoid the warning trouble when using (1<<w) on 32 bit machines
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(int, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(int, exponent1 = k);
|
||||
BOOST_STATIC_CONSTANT(int, exponent2 = q);
|
||||
BOOST_STATIC_CONSTANT(int, step_size = s);
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return wordmask; }
|
||||
|
||||
// MSVC 6 and possibly others crash when encountering complicated integral
|
||||
// constant expressions. Avoid the checks for now.
|
||||
// BOOST_STATIC_ASSERT(w > 0);
|
||||
// BOOST_STATIC_ASSERT(q > 0);
|
||||
// BOOST_STATIC_ASSERT(k < w);
|
||||
// BOOST_STATIC_ASSERT(0 < 2*q && 2*q < k);
|
||||
// BOOST_STATIC_ASSERT(0 < s && s <= k-q);
|
||||
|
||||
explicit linear_feedback_shift(UIntType s0 = 341) : wordmask(0)
|
||||
{
|
||||
// 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<UIntType>::is_integer);
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<UIntType>::is_signed);
|
||||
#endif
|
||||
|
||||
// avoid "left shift count >= with of type" warning
|
||||
for(int i = 0; i < w; ++i)
|
||||
wordmask |= (1u << i);
|
||||
seed(s0);
|
||||
}
|
||||
|
||||
template<class It> linear_feedback_shift(It& first, It last) : wordmask(0)
|
||||
{
|
||||
// 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<UIntType>::is_integer);
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<UIntType>::is_signed);
|
||||
#endif
|
||||
|
||||
// avoid "left shift count >= with of type" warning
|
||||
for(int i = 0; i < w; ++i)
|
||||
wordmask |= (1u << i);
|
||||
seed(first, last);
|
||||
}
|
||||
|
||||
void seed(UIntType s0 = 341) {
|
||||
if(s0 < (1 << (w-k))) {
|
||||
s0 += 1 << (w-k);
|
||||
}
|
||||
value = s0;
|
||||
}
|
||||
template<class It> void seed(It& first, It last)
|
||||
{
|
||||
if(first == last)
|
||||
throw std::invalid_argument("linear_feedback_shift::seed");
|
||||
value = *first++;
|
||||
assert(value >= (1 << (w-k)));
|
||||
}
|
||||
|
||||
result_type operator()()
|
||||
{
|
||||
const UIntType b = (((value << q) ^ value) & wordmask) >> (k-s);
|
||||
const UIntType mask = ( (~static_cast<UIntType>(0)) << (w-k) ) & wordmask;
|
||||
value = ((value & mask) << s) ^ b;
|
||||
return value;
|
||||
}
|
||||
static bool validation(result_type x) { return val == x; }
|
||||
|
||||
#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, linear_feedback_shift x)
|
||||
{ os << x.value; return os; }
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, linear_feedback_shift& x)
|
||||
{ is >> x.value; return is; }
|
||||
#endif
|
||||
|
||||
friend bool operator==(linear_feedback_shift x, linear_feedback_shift y)
|
||||
{ return x.value == y.value; }
|
||||
friend bool operator!=(linear_feedback_shift x, linear_feedback_shift y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(linear_feedback_shift rhs) const
|
||||
{ return value == rhs.value; }
|
||||
bool operator!=(linear_feedback_shift rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
|
||||
private:
|
||||
UIntType wordmask; // avoid "left shift count >= width of type" warnings
|
||||
UIntType value;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UIntType, int w, int k, int q, int s, UIntType val>
|
||||
const bool linear_feedback_shift<UIntType, w, k, q, s, val>::has_fixed_range;
|
||||
template<class UIntType, int w, int k, int q, int s, UIntType val>
|
||||
const int linear_feedback_shift<UIntType, w, k, q, s, val>::word_size;
|
||||
template<class UIntType, int w, int k, int q, int s, UIntType val>
|
||||
const int linear_feedback_shift<UIntType, w, k, q, s, val>::exponent1;
|
||||
template<class UIntType, int w, int k, int q, int s, UIntType val>
|
||||
const int linear_feedback_shift<UIntType, w, k, q, s, val>::exponent2;
|
||||
template<class UIntType, int w, int k, int q, int s, UIntType val>
|
||||
const int linear_feedback_shift<UIntType, w, k, q, s, val>::step_size;
|
||||
#endif
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
|
||||
129
Boost/boost/random/lognormal_distribution.hpp
Normal file
129
Boost/boost/random/lognormal_distribution.hpp
Normal file
@@ -0,0 +1,129 @@
|
||||
/* boost random/lognormal_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: lognormal_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp> // std::exp, std::sqrt
|
||||
#include <cassert>
|
||||
#include <iostream>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/normal_distribution.hpp>
|
||||
|
||||
#ifdef BOOST_NO_STDC_NAMESPACE
|
||||
namespace std {
|
||||
using ::log;
|
||||
using ::sqrt;
|
||||
}
|
||||
#endif
|
||||
|
||||
namespace boost {
|
||||
|
||||
#if defined(__GNUC__) && (__GNUC__ < 3)
|
||||
// Special gcc workaround: gcc 2.95.x ignores using-declarations
|
||||
// in template classes (confirmed by gcc author Martin v. Loewis)
|
||||
using std::sqrt;
|
||||
using std::exp;
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Instantiations of class template lognormal_distribution model a
|
||||
* \random_distribution. Such a distribution produces random numbers
|
||||
* with \f$p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$
|
||||
* for x > 0, where \f$\mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and
|
||||
* \f$\sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class lognormal_distribution
|
||||
{
|
||||
public:
|
||||
typedef typename normal_distribution<RealType>::input_type input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Constructs a lognormal_distribution. @c mean and @c sigma are the
|
||||
* mean and standard deviation of the lognormal distribution.
|
||||
*/
|
||||
explicit lognormal_distribution(result_type mean_arg = result_type(1),
|
||||
result_type sigma_arg = result_type(1))
|
||||
: _mean(mean_arg), _sigma(sigma_arg)
|
||||
{
|
||||
assert(_mean > result_type(0));
|
||||
init();
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
RealType mean() const { return _mean; }
|
||||
RealType sigma() const { return _sigma; }
|
||||
void reset() { _normal.reset(); }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::exp;
|
||||
#endif
|
||||
return exp(_normal(eng) * _nsigma + _nmean);
|
||||
}
|
||||
|
||||
#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 lognormal_distribution& ld)
|
||||
{
|
||||
os << ld._normal << " " << ld._mean << " " << ld._sigma;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, lognormal_distribution& ld)
|
||||
{
|
||||
is >> std::ws >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma;
|
||||
ld.init();
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
|
||||
/// \cond hide_private_members
|
||||
void init()
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::exp; using std::log; using std::sqrt;
|
||||
#endif
|
||||
_nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean));
|
||||
_nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1)));
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
RealType _mean, _sigma;
|
||||
RealType _nmean, _nsigma;
|
||||
normal_distribution<result_type> _normal;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|
||||
367
Boost/boost/random/mersenne_twister.hpp
Normal file
367
Boost/boost/random/mersenne_twister.hpp
Normal file
@@ -0,0 +1,367 @@
|
||||
/* boost random/mersenne_twister.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: mersenne_twister.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_MERSENNE_TWISTER_HPP
|
||||
#define BOOST_RANDOM_MERSENNE_TWISTER_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <algorithm> // std::copy
|
||||
#include <stdexcept>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/integer_traits.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/random/linear_congruential.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/ptr_helper.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of class template mersenne_twister model a
|
||||
* \pseudo_random_number_generator. It uses the algorithm described in
|
||||
*
|
||||
* @blockquote
|
||||
* "Mersenne Twister: A 623-dimensionally equidistributed uniform
|
||||
* pseudo-random number generator", Makoto Matsumoto and Takuji Nishimura,
|
||||
* ACM Transactions on Modeling and Computer Simulation: Special Issue on
|
||||
* Uniform Random Number Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
|
||||
* @endblockquote
|
||||
*
|
||||
* @xmlnote
|
||||
* The boost variant has been implemented from scratch and does not
|
||||
* derive from or use mt19937.c provided on the above WWW site. However, it
|
||||
* was verified that both produce identical output.
|
||||
* @endxmlnote
|
||||
*
|
||||
* The seeding from an integer was changed in April 2005 to address a
|
||||
* <a href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html">weakness</a>.
|
||||
*
|
||||
* The quality of the generator crucially depends on the choice of the
|
||||
* parameters. User code should employ one of the sensibly parameterized
|
||||
* generators such as \mt19937 instead.
|
||||
*
|
||||
* The generator requires considerable amounts of memory for the storage of
|
||||
* its state array. For example, \mt11213b requires about 1408 bytes and
|
||||
* \mt19937 requires about 2496 bytes.
|
||||
*/
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
class mersenne_twister
|
||||
{
|
||||
public:
|
||||
typedef UIntType result_type;
|
||||
BOOST_STATIC_CONSTANT(int, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(int, state_size = n);
|
||||
BOOST_STATIC_CONSTANT(int, shift_size = m);
|
||||
BOOST_STATIC_CONSTANT(int, mask_bits = r);
|
||||
BOOST_STATIC_CONSTANT(UIntType, parameter_a = a);
|
||||
BOOST_STATIC_CONSTANT(int, output_u = u);
|
||||
BOOST_STATIC_CONSTANT(int, output_s = s);
|
||||
BOOST_STATIC_CONSTANT(UIntType, output_b = b);
|
||||
BOOST_STATIC_CONSTANT(int, output_t = t);
|
||||
BOOST_STATIC_CONSTANT(UIntType, output_c = c);
|
||||
BOOST_STATIC_CONSTANT(int, output_l = l);
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
|
||||
/**
|
||||
* Constructs a @c mersenne_twister and calls @c seed().
|
||||
*/
|
||||
mersenne_twister() { seed(); }
|
||||
|
||||
/**
|
||||
* Constructs a @c mersenne_twister and calls @c seed(value).
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister, UIntType, value)
|
||||
{ seed(value); }
|
||||
template<class It> mersenne_twister(It& first, It last) { seed(first,last); }
|
||||
|
||||
/**
|
||||
* Constructs a mersenne_twister and calls @c seed(gen).
|
||||
*
|
||||
* @xmlnote
|
||||
* The copy constructor will always be preferred over
|
||||
* the templated constructor.
|
||||
* @endxmlnote
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(mersenne_twister, Generator, gen)
|
||||
{ seed(gen); }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Calls @c seed(result_type(5489)). */
|
||||
void seed() { seed(UIntType(5489)); }
|
||||
|
||||
/**
|
||||
* Sets the state x(0) to v mod 2w. Then, iteratively,
|
||||
* sets x(i) to (i + 1812433253 * (x(i-1) xor (x(i-1) rshift w-2))) mod 2<sup>w</sup>
|
||||
* for i = 1 .. n-1. x(n) is the first value to be returned by operator().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister, UIntType, value)
|
||||
{
|
||||
// New seeding algorithm from
|
||||
// http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html
|
||||
// In the previous versions, MSBs of the seed affected only MSBs of the
|
||||
// state x[].
|
||||
const UIntType mask = ~0u;
|
||||
x[0] = value & mask;
|
||||
for (i = 1; i < n; i++) {
|
||||
// See Knuth "The Art of Computer Programming" Vol. 2, 3rd ed., page 106
|
||||
x[i] = (1812433253UL * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Sets the state of this mersenne_twister to the values
|
||||
* returned by n invocations of gen.
|
||||
*
|
||||
* Complexity: Exactly n invocations of gen.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_SEED(mersenne_twister, Generator, gen)
|
||||
{
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<result_type>::is_signed);
|
||||
#endif
|
||||
// I could have used std::generate_n, but it takes "gen" by value
|
||||
for(int j = 0; j < n; j++)
|
||||
x[j] = gen();
|
||||
i = n;
|
||||
}
|
||||
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{
|
||||
int j;
|
||||
for(j = 0; j < n && first != last; ++j, ++first)
|
||||
x[j] = *first;
|
||||
i = n;
|
||||
if(first == last && j < n)
|
||||
throw std::invalid_argument("mersenne_twister::seed");
|
||||
}
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{
|
||||
// avoid "left shift count >= with of type" warning
|
||||
result_type res = 0;
|
||||
for(int j = 0; j < w; ++j)
|
||||
res |= (1u << j);
|
||||
return res;
|
||||
}
|
||||
|
||||
result_type operator()();
|
||||
static bool validation(result_type v) { return val == v; }
|
||||
|
||||
#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 mersenne_twister& mt)
|
||||
{
|
||||
for(int j = 0; j < mt.state_size; ++j)
|
||||
os << mt.compute(j) << " ";
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, mersenne_twister& mt)
|
||||
{
|
||||
for(int j = 0; j < mt.state_size; ++j)
|
||||
is >> mt.x[j] >> std::ws;
|
||||
// MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template
|
||||
// value parameter "n" available from the class template scope, so use
|
||||
// the static constant with the same value
|
||||
mt.i = mt.state_size;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
friend bool operator==(const mersenne_twister& x, const mersenne_twister& y)
|
||||
{
|
||||
for(int j = 0; j < state_size; ++j)
|
||||
if(x.compute(j) != y.compute(j))
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
friend bool operator!=(const mersenne_twister& x, const mersenne_twister& y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(const mersenne_twister& rhs) const
|
||||
{
|
||||
for(int j = 0; j < state_size; ++j)
|
||||
if(compute(j) != rhs.compute(j))
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
bool operator!=(const mersenne_twister& rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
// returns x(i-n+index), where index is in 0..n-1
|
||||
UIntType compute(unsigned int index) const
|
||||
{
|
||||
// equivalent to (i-n+index) % 2n, but doesn't produce negative numbers
|
||||
return x[ (i + n + index) % (2*n) ];
|
||||
}
|
||||
void twist(int block);
|
||||
/// \endcond
|
||||
|
||||
// state representation: next output is o(x(i))
|
||||
// x[0] ... x[k] x[k+1] ... x[n-1] x[n] ... x[2*n-1] represents
|
||||
// x(i-k) ... x(i) x(i+1) ... x(i-k+n-1) x(i-k-n) ... x[i(i-k-1)]
|
||||
// The goal is to always have x(i-n) ... x(i-1) available for
|
||||
// operator== and save/restore.
|
||||
|
||||
UIntType x[2*n];
|
||||
int i;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const bool mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::has_fixed_range;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const int mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::state_size;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const int mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::shift_size;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const int mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::mask_bits;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const UIntType mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::parameter_a;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const int mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_u;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const int mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_s;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const UIntType mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_b;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const int mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_t;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const UIntType mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_c;
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
const int mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_l;
|
||||
#endif
|
||||
|
||||
/// \cond hide_private_members
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
void mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::twist(int block)
|
||||
{
|
||||
const UIntType upper_mask = (~0u) << r;
|
||||
const UIntType lower_mask = ~upper_mask;
|
||||
|
||||
if(block == 0) {
|
||||
for(int j = n; j < 2*n; j++) {
|
||||
UIntType y = (x[j-n] & upper_mask) | (x[j-(n-1)] & lower_mask);
|
||||
x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0);
|
||||
}
|
||||
} else if (block == 1) {
|
||||
// split loop to avoid costly modulo operations
|
||||
{ // extra scope for MSVC brokenness w.r.t. for scope
|
||||
for(int j = 0; j < n-m; j++) {
|
||||
UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask);
|
||||
x[j] = x[j+n+m] ^ (y >> 1) ^ (y&1 ? a : 0);
|
||||
}
|
||||
}
|
||||
|
||||
for(int j = n-m; j < n-1; j++) {
|
||||
UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask);
|
||||
x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0);
|
||||
}
|
||||
// last iteration
|
||||
UIntType y = (x[2*n-1] & upper_mask) | (x[0] & lower_mask);
|
||||
x[n-1] = x[m-1] ^ (y >> 1) ^ (y&1 ? a : 0);
|
||||
i = 0;
|
||||
}
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
|
||||
int s, UIntType b, int t, UIntType c, int l, UIntType val>
|
||||
inline typename mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::result_type
|
||||
mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::operator()()
|
||||
{
|
||||
if(i == n)
|
||||
twist(0);
|
||||
else if(i >= 2*n)
|
||||
twist(1);
|
||||
// Step 4
|
||||
UIntType z = x[i];
|
||||
++i;
|
||||
z ^= (z >> u);
|
||||
z ^= ((z << s) & b);
|
||||
z ^= ((z << t) & c);
|
||||
z ^= (z >> l);
|
||||
return z;
|
||||
}
|
||||
|
||||
} // namespace random
|
||||
|
||||
/**
|
||||
* The specializations \mt11213b and \mt19937 are from
|
||||
*
|
||||
* @blockquote
|
||||
* "Mersenne Twister: A 623-dimensionally equidistributed
|
||||
* uniform pseudo-random number generator", Makoto Matsumoto
|
||||
* and Takuji Nishimura, ACM Transactions on Modeling and
|
||||
* Computer Simulation: Special Issue on Uniform Random Number
|
||||
* Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef random::mersenne_twister<uint32_t,32,351,175,19,0xccab8ee7,11,
|
||||
7,0x31b6ab00,15,0xffe50000,17, 0xa37d3c92> mt11213b;
|
||||
|
||||
/**
|
||||
* The specializations \mt11213b and \mt19937 are from
|
||||
*
|
||||
* @blockquote
|
||||
* "Mersenne Twister: A 623-dimensionally equidistributed
|
||||
* uniform pseudo-random number generator", Makoto Matsumoto
|
||||
* and Takuji Nishimura, ACM Transactions on Modeling and
|
||||
* Computer Simulation: Special Issue on Uniform Random Number
|
||||
* Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef random::mersenne_twister<uint32_t,32,624,397,31,0x9908b0df,11,
|
||||
7,0x9d2c5680,15,0xefc60000,18, 3346425566U> mt19937;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937)
|
||||
|
||||
#endif // BOOST_RANDOM_MERSENNE_TWISTER_HPP
|
||||
131
Boost/boost/random/normal_distribution.hpp
Normal file
131
Boost/boost/random/normal_distribution.hpp
Normal file
@@ -0,0 +1,131 @@
|
||||
/* boost random/normal_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: normal_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <cassert>
|
||||
#include <iostream>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* Instantiations of class template normal_distribution model a
|
||||
* \random_distribution. Such a distribution produces random numbers
|
||||
* @c x distributed with probability density function
|
||||
* \f$p(x) = \frac{1}{\sqrt{2\pi\sigma}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}\f$,
|
||||
* where mean and sigma are the parameters of the distribution.
|
||||
*/
|
||||
// deterministic Box-Muller method, uses trigonometric functions
|
||||
template<class RealType = double>
|
||||
class normal_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Constructs a normal_distribution object. @c mean and @c sigma are
|
||||
* the parameters for the distribution.
|
||||
*
|
||||
* Requires: sigma > 0
|
||||
*/
|
||||
explicit normal_distribution(const result_type& mean_arg = result_type(0),
|
||||
const result_type& sigma_arg = result_type(1))
|
||||
: _mean(mean_arg), _sigma(sigma_arg), _valid(false)
|
||||
{
|
||||
assert(_sigma >= result_type(0));
|
||||
}
|
||||
|
||||
// compiler-generated copy constructor is NOT fine, need to purge cache
|
||||
normal_distribution(const normal_distribution& other)
|
||||
: _mean(other._mean), _sigma(other._sigma), _valid(false)
|
||||
{
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/**
|
||||
* Returns: The "mean" parameter of the distribution.
|
||||
*/
|
||||
RealType mean() const { return _mean; }
|
||||
/**
|
||||
* Returns: The "sigma" parameter of the distribution.
|
||||
*/
|
||||
RealType sigma() const { return _sigma; }
|
||||
|
||||
void reset() { _valid = false; }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::sqrt; using std::log; using std::sin; using std::cos;
|
||||
#endif
|
||||
if(!_valid) {
|
||||
_r1 = eng();
|
||||
_r2 = eng();
|
||||
_cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));
|
||||
_valid = true;
|
||||
} else {
|
||||
_valid = false;
|
||||
}
|
||||
// Can we have a boost::mathconst please?
|
||||
const result_type pi = result_type(3.14159265358979323846);
|
||||
|
||||
return _cached_rho * (_valid ?
|
||||
cos(result_type(2)*pi*_r1) :
|
||||
sin(result_type(2)*pi*_r1))
|
||||
* _sigma + _mean;
|
||||
}
|
||||
|
||||
#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 normal_distribution& nd)
|
||||
{
|
||||
os << nd._mean << " " << nd._sigma << " "
|
||||
<< nd._valid << " " << nd._cached_rho << " " << nd._r1;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd)
|
||||
{
|
||||
is >> std::ws >> nd._mean >> std::ws >> nd._sigma
|
||||
>> std::ws >> nd._valid >> std::ws >> nd._cached_rho
|
||||
>> std::ws >> nd._r1;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
private:
|
||||
result_type _mean, _sigma;
|
||||
result_type _r1, _r2, _cached_rho;
|
||||
bool _valid;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
|
||||
116
Boost/boost/random/poisson_distribution.hpp
Normal file
116
Boost/boost/random/poisson_distribution.hpp
Normal file
@@ -0,0 +1,116 @@
|
||||
/* boost random/poisson_distribution.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: poisson_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <cassert>
|
||||
#include <iostream>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
// Knuth
|
||||
|
||||
/**
|
||||
* An instantiation of the class template @c poisson_distribution is a
|
||||
* model of \random_distribution. The poisson distribution has
|
||||
* \f$p(i) = \frac{e^{-\lambda}\lambda^i}{i!}\f$
|
||||
*/
|
||||
template<class IntType = int, class RealType = double>
|
||||
class poisson_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c poisson_distribution with the parameter @c mean.
|
||||
*
|
||||
* Requires: mean > 0
|
||||
*/
|
||||
explicit poisson_distribution(const RealType& mean_arg = RealType(1))
|
||||
: _mean(mean_arg)
|
||||
{
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
// MSVC fails BOOST_STATIC_ASSERT with std::numeric_limits at class scope
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<IntType>::is_integer);
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
assert(_mean > RealType(0));
|
||||
init();
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/**
|
||||
* Returns: the "mean" parameter of the distribution.
|
||||
*/
|
||||
RealType mean() const { return _mean; }
|
||||
void reset() { }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
// TODO: This is O(_mean), but it should be O(log(_mean)) for large _mean
|
||||
RealType product = RealType(1);
|
||||
for(result_type m = 0; ; ++m) {
|
||||
product *= eng();
|
||||
if(product <= _exp_mean)
|
||||
return m;
|
||||
}
|
||||
}
|
||||
|
||||
#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 poisson_distribution& pd)
|
||||
{
|
||||
os << pd._mean;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, poisson_distribution& pd)
|
||||
{
|
||||
is >> std::ws >> pd._mean;
|
||||
pd.init();
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
void init()
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::exp;
|
||||
#endif
|
||||
_exp_mean = exp(-_mean);
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
RealType _mean;
|
||||
// some precomputed data from the parameters
|
||||
RealType _exp_mean;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
|
||||
71
Boost/boost/random/random_number_generator.hpp
Normal file
71
Boost/boost/random/random_number_generator.hpp
Normal file
@@ -0,0 +1,71 @@
|
||||
/* boost random/random_number_generator.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: random_number_generator.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
|
||||
#define BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/uniform_int.hpp>
|
||||
#include <boost/random/variate_generator.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* Instantiations of class template random_number_generator model a
|
||||
* RandomNumberGenerator (std:25.2.11 [lib.alg.random.shuffle]). On
|
||||
* each invocation, it returns a uniformly distributed integer in
|
||||
* the range [0..n).
|
||||
*
|
||||
* The template parameter IntType shall denote some integer-like value type.
|
||||
*/
|
||||
template<class UniformRandomNumberGenerator, class IntType = long>
|
||||
class random_number_generator
|
||||
{
|
||||
public:
|
||||
typedef UniformRandomNumberGenerator base_type;
|
||||
typedef IntType argument_type;
|
||||
typedef IntType result_type;
|
||||
/**
|
||||
* Constructs a random_number_generator functor with the given
|
||||
* \uniform_random_number_generator as the underlying source of
|
||||
* random numbers.
|
||||
*/
|
||||
random_number_generator(base_type& rng) : _rng(rng)
|
||||
{
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
|
||||
#endif
|
||||
}
|
||||
// compiler-generated copy ctor is fine
|
||||
// assignment is disallowed because there is a reference member
|
||||
|
||||
/**
|
||||
* Returns a value in the range [0, n)
|
||||
*/
|
||||
result_type operator()(argument_type n)
|
||||
{
|
||||
typedef uniform_int<IntType> dist_type;
|
||||
return variate_generator<base_type&, dist_type>(_rng, dist_type(0, n-1))();
|
||||
}
|
||||
|
||||
private:
|
||||
base_type& _rng;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
|
||||
81
Boost/boost/random/ranlux.hpp
Normal file
81
Boost/boost/random/ranlux.hpp
Normal file
@@ -0,0 +1,81 @@
|
||||
/* boost random/ranlux.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: ranlux.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 created
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_RANLUX_HPP
|
||||
#define BOOST_RANDOM_RANLUX_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/random/subtract_with_carry.hpp>
|
||||
#include <boost/random/discard_block.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
namespace random {
|
||||
typedef subtract_with_carry<int, (1<<24), 10, 24, 0> ranlux_base;
|
||||
typedef subtract_with_carry_01<float, 24, 10, 24> ranlux_base_01;
|
||||
typedef subtract_with_carry_01<double, 48, 10, 24> ranlux64_base_01;
|
||||
}
|
||||
|
||||
namespace random {
|
||||
namespace detail {
|
||||
/**
|
||||
* The ranlux family of generators are described in
|
||||
*
|
||||
* @blockquote
|
||||
* "A portable high-quality random number generator for lattice field theory
|
||||
* calculations", M. Luescher, Computer Physics Communications, 79 (1994)
|
||||
* pp 100-110.
|
||||
* @endblockquote
|
||||
*
|
||||
* The levels are given in
|
||||
*
|
||||
* @blockquote
|
||||
* "RANLUX: A Fortran implementation ofthe high-quality
|
||||
* pseudorandom number generator of Luescher", F. James,
|
||||
* Computer Physics Communications 79 (1994) 111-114
|
||||
* @endblockquote
|
||||
*/
|
||||
class ranlux_documentation {};
|
||||
}
|
||||
}
|
||||
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef random::discard_block<random::ranlux_base, 223, 24> ranlux3;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef random::discard_block<random::ranlux_base, 389, 24> ranlux4;
|
||||
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef random::discard_block<random::ranlux_base_01, 223, 24> ranlux3_01;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef random::discard_block<random::ranlux_base_01, 389, 24> ranlux4_01;
|
||||
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef random::discard_block<random::ranlux64_base_01, 223, 24> ranlux64_3_01;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef random::discard_block<random::ranlux64_base_01, 389, 24> ranlux64_4_01;
|
||||
|
||||
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
|
||||
namespace random {
|
||||
typedef random::subtract_with_carry<int64_t, (int64_t(1)<<48), 10, 24, 0> ranlux64_base;
|
||||
}
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef random::discard_block<random::ranlux64_base, 223, 24> ranlux64_3;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef random::discard_block<random::ranlux64_base, 389, 24> ranlux64_4;
|
||||
#endif /* !BOOST_NO_INT64_T && !BOOST_NO_INTEGRAL_INT64_T */
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
|
||||
234
Boost/boost/random/shuffle_output.hpp
Normal file
234
Boost/boost/random/shuffle_output.hpp
Normal file
@@ -0,0 +1,234 @@
|
||||
/* boost random/shuffle_output.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: shuffle_output.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
|
||||
#define BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <algorithm> // std::copy
|
||||
#include <cassert>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/random/linear_congruential.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instatiations of class template shuffle_output model a
|
||||
* \pseudo_random_number_generator. It mixes the output
|
||||
* of some (usually \linear_congruential) \uniform_random_number_generator
|
||||
* to get better statistical properties.
|
||||
* The algorithm is described in
|
||||
*
|
||||
* @blockquote
|
||||
* "Improving a poor random number generator", Carter Bays
|
||||
* and S.D. Durham, ACM Transactions on Mathematical Software,
|
||||
* Vol 2, No. 1, March 1976, pp. 59-64.
|
||||
* http://doi.acm.org/10.1145/355666.355670
|
||||
* @endblockquote
|
||||
*
|
||||
* The output of the base generator is buffered in an array of
|
||||
* length k. Every output X(n) has a second role: It gives an
|
||||
* index into the array where X(n+1) will be retrieved. Used
|
||||
* array elements are replaced with fresh output from the base
|
||||
* generator.
|
||||
*
|
||||
* Template parameters are the base generator and the array
|
||||
* length k, which should be around 100. The template parameter
|
||||
* val is the validation value checked by validation.
|
||||
*/
|
||||
template<class UniformRandomNumberGenerator, int k,
|
||||
#ifndef BOOST_NO_DEPENDENT_TYPES_IN_TEMPLATE_VALUE_PARAMETERS
|
||||
typename UniformRandomNumberGenerator::result_type
|
||||
#else
|
||||
uint32_t
|
||||
#endif
|
||||
val = 0>
|
||||
class shuffle_output
|
||||
{
|
||||
public:
|
||||
typedef UniformRandomNumberGenerator base_type;
|
||||
typedef typename base_type::result_type result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(int, buffer_size = k);
|
||||
|
||||
/**
|
||||
* Constructs a @c shuffle_output generator by invoking the
|
||||
* default constructor of the base generator.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
shuffle_output() : _rng() { init(); }
|
||||
#if defined(BOOST_MSVC) && _MSC_VER < 1300
|
||||
// MSVC does not implicitly generate the copy constructor here
|
||||
shuffle_output(const shuffle_output & x)
|
||||
: _rng(x._rng), y(x.y) { std::copy(x.v, x.v+k, v); }
|
||||
#endif
|
||||
/**
|
||||
* Constructs a shuffle_output generator by invoking the one-argument
|
||||
* constructor of the base generator with the parameter seed.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
template<class T>
|
||||
explicit shuffle_output(T s) : _rng(s) { init(); }
|
||||
/**
|
||||
* Constructs a shuffle_output generator by using a copy
|
||||
* of the provided generator.
|
||||
*
|
||||
* Precondition: The template argument UniformRandomNumberGenerator
|
||||
* shall denote a CopyConstructible type.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
explicit shuffle_output(const base_type & rng) : _rng(rng) { init(); }
|
||||
template<class It> shuffle_output(It& first, It last)
|
||||
: _rng(first, last) { init(); }
|
||||
void seed() { _rng.seed(); init(); }
|
||||
/**
|
||||
* Invokes the one-argument seed method of the base generator
|
||||
* with the parameter seed and re-initializes the internal buffer array.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
template<class T>
|
||||
void seed(T s) { _rng.seed(s); init(); }
|
||||
template<class It> void seed(It& first, It last)
|
||||
{
|
||||
_rng.seed(first, last);
|
||||
init();
|
||||
}
|
||||
|
||||
const base_type& base() const { return _rng; }
|
||||
|
||||
result_type operator()() {
|
||||
// calculating the range every time may seem wasteful. However, this
|
||||
// makes the information locally available for the optimizer.
|
||||
result_type range = (max)()-(min)()+1;
|
||||
int j = k*(y-(min)())/range;
|
||||
// assert(0 <= j && j < k);
|
||||
y = v[j];
|
||||
v[j] = _rng();
|
||||
return y;
|
||||
}
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (_rng.min)(); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (_rng.max)(); }
|
||||
static bool validation(result_type x) { return val == x; }
|
||||
|
||||
#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 shuffle_output& s)
|
||||
{
|
||||
os << s._rng << " " << s.y << " ";
|
||||
for(int i = 0; i < s.buffer_size; ++i)
|
||||
os << s.v[i] << " ";
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, shuffle_output& s)
|
||||
{
|
||||
is >> s._rng >> std::ws >> s.y >> std::ws;
|
||||
for(int i = 0; i < s.buffer_size; ++i)
|
||||
is >> s.v[i] >> std::ws;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
friend bool operator==(const shuffle_output& x, const shuffle_output& y)
|
||||
{ return x._rng == y._rng && x.y == y.y && std::equal(x.v, x.v+k, y.v); }
|
||||
friend bool operator!=(const shuffle_output& x, const shuffle_output& y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(const shuffle_output& rhs) const
|
||||
{ return _rng == rhs._rng && y == rhs.y && std::equal(v, v+k, rhs.v); }
|
||||
bool operator!=(const shuffle_output& rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
private:
|
||||
void init()
|
||||
{
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
|
||||
#endif
|
||||
result_type range = (max)()-(min)();
|
||||
assert(range > 0); // otherwise there would be little choice
|
||||
if(static_cast<unsigned long>(k * range) <
|
||||
static_cast<unsigned long>(range)) // not a sufficient condition
|
||||
// likely overflow with bucket number computation
|
||||
assert(!"overflow will occur");
|
||||
|
||||
// we cannot use std::generate, because it uses pass-by-value for _rng
|
||||
for(result_type * p = v; p != v+k; ++p)
|
||||
*p = _rng();
|
||||
y = _rng();
|
||||
}
|
||||
|
||||
base_type _rng;
|
||||
result_type v[k];
|
||||
result_type y;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UniformRandomNumberGenerator, int k,
|
||||
#ifndef BOOST_NO_DEPENDENT_TYPES_IN_TEMPLATE_VALUE_PARAMETERS
|
||||
typename UniformRandomNumberGenerator::result_type
|
||||
#else
|
||||
uint32_t
|
||||
#endif
|
||||
val>
|
||||
const bool shuffle_output<UniformRandomNumberGenerator, k, val>::has_fixed_range;
|
||||
|
||||
template<class UniformRandomNumberGenerator, int k,
|
||||
#ifndef BOOST_NO_DEPENDENT_TYPES_IN_TEMPLATE_VALUE_PARAMETERS
|
||||
typename UniformRandomNumberGenerator::result_type
|
||||
#else
|
||||
uint32_t
|
||||
#endif
|
||||
val>
|
||||
const int shuffle_output<UniformRandomNumberGenerator, k, val>::buffer_size;
|
||||
#endif
|
||||
|
||||
} // namespace random
|
||||
|
||||
// validation by experiment from Harry Erwin's generator.h (private e-mail)
|
||||
/**
|
||||
* According to Harry Erwin (private e-mail), the specialization
|
||||
* @c kreutzer1986 was suggested in:
|
||||
*
|
||||
* @blockquote
|
||||
* "System Simulation: Programming Styles and Languages (International
|
||||
* Computer Science Series)", Wolfgang Kreutzer, Addison-Wesley, December 1986.
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef random::shuffle_output<
|
||||
random::linear_congruential<uint32_t, 1366, 150889, 714025, 0>,
|
||||
97, 139726> kreutzer1986;
|
||||
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
|
||||
465
Boost/boost/random/subtract_with_carry.hpp
Normal file
465
Boost/boost/random/subtract_with_carry.hpp
Normal file
@@ -0,0 +1,465 @@
|
||||
/* 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
|
||||
118
Boost/boost/random/triangle_distribution.hpp
Normal file
118
Boost/boost/random/triangle_distribution.hpp
Normal file
@@ -0,0 +1,118 @@
|
||||
/* boost random/triangle_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: triangle_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <cassert>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* Instantiations of @c triangle_distribution model a \random_distribution.
|
||||
* A @c triangle_distribution has three parameters, @c a, @c b, and @c c,
|
||||
* which are the smallest, the most probable and the largest values of
|
||||
* the distribution respectively.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class triangle_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c triangle_distribution with the parameters
|
||||
* @c a, @c b, and @c c.
|
||||
*
|
||||
* Preconditions: a <= b <= c.
|
||||
*/
|
||||
explicit triangle_distribution(result_type a_arg = result_type(0),
|
||||
result_type b_arg = result_type(0.5),
|
||||
result_type c_arg = result_type(1))
|
||||
: _a(a_arg), _b(b_arg), _c(c_arg)
|
||||
{
|
||||
assert(_a <= _b && _b <= _c);
|
||||
init();
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Returns the @c a parameter of the distribution */
|
||||
result_type a() const { return _a; }
|
||||
/** Returns the @c b parameter of the distribution */
|
||||
result_type b() const { return _b; }
|
||||
/** Returns the @c c parameter of the distribution */
|
||||
result_type c() const { return _c; }
|
||||
|
||||
void reset() { }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
using std::sqrt;
|
||||
#endif
|
||||
result_type u = eng();
|
||||
if( u <= q1 )
|
||||
return _a + p1*sqrt(u);
|
||||
else
|
||||
return _c - d3*sqrt(d2*u-d1);
|
||||
}
|
||||
|
||||
#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 triangle_distribution& td)
|
||||
{
|
||||
os << td._a << " " << td._b << " " << td._c;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, triangle_distribution& td)
|
||||
{
|
||||
is >> std::ws >> td._a >> std::ws >> td._b >> std::ws >> td._c;
|
||||
td.init();
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
void init()
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
using std::sqrt;
|
||||
#endif
|
||||
d1 = _b - _a;
|
||||
d2 = _c - _a;
|
||||
d3 = sqrt(_c - _b);
|
||||
q1 = d1 / d2;
|
||||
p1 = sqrt(d1 * d2);
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
result_type _a, _b, _c;
|
||||
result_type d1, d2, d3, q1, p1;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
|
||||
273
Boost/boost/random/uniform_01.hpp
Normal file
273
Boost/boost/random/uniform_01.hpp
Normal file
@@ -0,0 +1,273 @@
|
||||
/* boost random/uniform_01.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: uniform_01.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_01_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_01_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/pass_through_engine.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
#ifdef BOOST_RANDOM_DOXYGEN
|
||||
|
||||
/**
|
||||
* The distribution function uniform_01 models a \random_distribution.
|
||||
* On each invocation, it returns a random floating-point value
|
||||
* uniformly distributed in the range [0..1).
|
||||
*
|
||||
* The template parameter RealType shall denote a float-like value type
|
||||
* with support for binary operators +, -, and /.
|
||||
*
|
||||
* Note: The current implementation is buggy, because it may not fill
|
||||
* all of the mantissa with random bits. I'm unsure how to fill a
|
||||
* (to-be-invented) @c boost::bigfloat class with random bits efficiently.
|
||||
* It's probably time for a traits class.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class uniform_01
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const;
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const;
|
||||
void reset();
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng);
|
||||
|
||||
#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 new_uniform_01&)
|
||||
{
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, new_uniform_01&)
|
||||
{
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
};
|
||||
|
||||
#else
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<class RealType>
|
||||
class new_uniform_01
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
// compiler-generated copy ctor and copy assignment are fine
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
|
||||
void reset() { }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng) {
|
||||
for (;;) {
|
||||
typedef typename Engine::result_type base_result;
|
||||
result_type factor = result_type(1) /
|
||||
(result_type((eng.max)()-(eng.min)()) +
|
||||
result_type(std::numeric_limits<base_result>::is_integer ? 1 : 0));
|
||||
result_type result = result_type(eng() - (eng.min)()) * factor;
|
||||
if (result < result_type(1))
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
#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 new_uniform_01&)
|
||||
{
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, new_uniform_01&)
|
||||
{
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
};
|
||||
|
||||
template<class UniformRandomNumberGenerator, class RealType>
|
||||
class backward_compatible_uniform_01
|
||||
{
|
||||
typedef boost::random::detail::ptr_helper<UniformRandomNumberGenerator> traits;
|
||||
typedef boost::random::detail::pass_through_engine<UniformRandomNumberGenerator> internal_engine_type;
|
||||
public:
|
||||
typedef UniformRandomNumberGenerator base_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
|
||||
#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
explicit backward_compatible_uniform_01(typename traits::rvalue_type rng)
|
||||
: _rng(rng),
|
||||
_factor(result_type(1) /
|
||||
(result_type((_rng.max)()-(_rng.min)()) +
|
||||
result_type(std::numeric_limits<base_result>::is_integer ? 1 : 0)))
|
||||
{
|
||||
}
|
||||
// compiler-generated copy ctor and copy assignment are fine
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
|
||||
typename traits::value_type& base() { return _rng.base(); }
|
||||
const typename traits::value_type& base() const { return _rng.base(); }
|
||||
void reset() { }
|
||||
|
||||
result_type operator()() {
|
||||
for (;;) {
|
||||
result_type result = result_type(_rng() - (_rng.min)()) * _factor;
|
||||
if (result < result_type(1))
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const backward_compatible_uniform_01& u)
|
||||
{
|
||||
os << u._rng;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, backward_compatible_uniform_01& u)
|
||||
{
|
||||
is >> u._rng;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
typedef typename internal_engine_type::result_type base_result;
|
||||
internal_engine_type _rng;
|
||||
result_type _factor;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UniformRandomNumberGenerator, class RealType>
|
||||
const bool backward_compatible_uniform_01<UniformRandomNumberGenerator, RealType>::has_fixed_range;
|
||||
#endif
|
||||
|
||||
template<class UniformRandomNumberGenerator>
|
||||
struct select_uniform_01
|
||||
{
|
||||
template<class RealType>
|
||||
struct apply
|
||||
{
|
||||
typedef backward_compatible_uniform_01<UniformRandomNumberGenerator, RealType> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct select_uniform_01<float>
|
||||
{
|
||||
template<class RealType>
|
||||
struct apply
|
||||
{
|
||||
typedef new_uniform_01<float> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct select_uniform_01<double>
|
||||
{
|
||||
template<class RealType>
|
||||
struct apply
|
||||
{
|
||||
typedef new_uniform_01<double> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct select_uniform_01<long double>
|
||||
{
|
||||
template<class RealType>
|
||||
struct apply
|
||||
{
|
||||
typedef new_uniform_01<long double> type;
|
||||
};
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
// Because it is so commonly used: uniform distribution on the real [0..1)
|
||||
// range. This allows for specializations to avoid a costly int -> float
|
||||
// conversion plus float multiplication
|
||||
template<class UniformRandomNumberGenerator = double, class RealType = double>
|
||||
class uniform_01
|
||||
: public detail::select_uniform_01<UniformRandomNumberGenerator>::BOOST_NESTED_TEMPLATE apply<RealType>::type
|
||||
{
|
||||
typedef typename detail::select_uniform_01<UniformRandomNumberGenerator>::BOOST_NESTED_TEMPLATE apply<RealType>::type impl_type;
|
||||
typedef boost::random::detail::ptr_helper<UniformRandomNumberGenerator> traits;
|
||||
public:
|
||||
|
||||
uniform_01() {}
|
||||
|
||||
explicit uniform_01(typename traits::rvalue_type rng)
|
||||
: impl_type(rng)
|
||||
{
|
||||
}
|
||||
|
||||
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const uniform_01& u)
|
||||
{
|
||||
os << static_cast<const impl_type&>(u);
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, uniform_01& u)
|
||||
{
|
||||
is >> static_cast<impl_type&>(u);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
};
|
||||
|
||||
#endif
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_01_HPP
|
||||
300
Boost/boost/random/uniform_int.hpp
Normal file
300
Boost/boost/random/uniform_int.hpp
Normal file
@@ -0,0 +1,300 @@
|
||||
/* boost random/uniform_int.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: uniform_int.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-04-08 added min<max assertion (N. Becker)
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_INT_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_INT_HPP
|
||||
|
||||
#include <cassert>
|
||||
#include <iostream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/signed_unsigned_tools.hpp>
|
||||
#include <boost/type_traits/make_unsigned.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* The distribution function uniform_int models a \random_distribution.
|
||||
* On each invocation, it returns a random integer value uniformly
|
||||
* distributed in the set of integer numbers {min, min+1, min+2, ..., max}.
|
||||
*
|
||||
* The template parameter IntType shall denote an integer-like value type.
|
||||
*/
|
||||
template<class IntType = int>
|
||||
class uniform_int
|
||||
{
|
||||
public:
|
||||
typedef IntType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
/// \cond hide_private_members
|
||||
typedef typename make_unsigned<result_type>::type range_type;
|
||||
/// \endcond
|
||||
|
||||
/**
|
||||
* Constructs a uniform_int object. @c min and @c max are
|
||||
* the parameters of the distribution.
|
||||
*
|
||||
* Requires: min <= max
|
||||
*/
|
||||
explicit uniform_int(IntType min_arg = 0, IntType max_arg = 9)
|
||||
: _min(min_arg), _max(max_arg)
|
||||
{
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
// MSVC fails BOOST_STATIC_ASSERT with std::numeric_limits at class scope
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<IntType>::is_integer);
|
||||
#endif
|
||||
assert(min_arg <= max_arg);
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns: The "min" parameter of the distribution
|
||||
*/
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
|
||||
/**
|
||||
* Returns: The "max" parameter of the distribution
|
||||
*/
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
|
||||
void reset() { }
|
||||
|
||||
// can't have member function templates out-of-line due to MSVC bugs
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
return generate(eng, _min, _max, _range);
|
||||
}
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, result_type n)
|
||||
{
|
||||
assert(n > 0);
|
||||
|
||||
if (n == 1)
|
||||
{
|
||||
return 0;
|
||||
}
|
||||
|
||||
return generate(eng, 0, n - 1, n - 1);
|
||||
}
|
||||
|
||||
#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 uniform_int& ud)
|
||||
{
|
||||
os << ud._min << " " << ud._max;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, uniform_int& ud)
|
||||
{
|
||||
is >> std::ws >> ud._min >> std::ws >> ud._max;
|
||||
ud.init();
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
|
||||
#ifdef BOOST_MSVC
|
||||
#pragma warning(push)
|
||||
// disable division by zero warning, since we can't
|
||||
// actually divide by zero.
|
||||
#pragma warning(disable:4723)
|
||||
#endif
|
||||
|
||||
/// \cond hide_private_members
|
||||
template<class Engine>
|
||||
static result_type generate(Engine& eng, result_type min_value, result_type /*max_value*/, range_type range)
|
||||
{
|
||||
typedef typename Engine::result_type base_result;
|
||||
// ranges are always unsigned
|
||||
typedef typename make_unsigned<base_result>::type base_unsigned;
|
||||
const base_result bmin = (eng.min)();
|
||||
const base_unsigned brange =
|
||||
random::detail::subtract<base_result>()((eng.max)(), (eng.min)());
|
||||
|
||||
if(range == 0) {
|
||||
return min_value;
|
||||
} else if(brange == range) {
|
||||
// this will probably never happen in real life
|
||||
// basically nothing to do; just take care we don't overflow / underflow
|
||||
base_unsigned v = random::detail::subtract<base_result>()(eng(), bmin);
|
||||
return random::detail::add<base_unsigned, result_type>()(v, min_value);
|
||||
} else if(brange < range) {
|
||||
// use rejection method to handle things like 0..3 --> 0..4
|
||||
for(;;) {
|
||||
// concatenate several invocations of the base RNG
|
||||
// take extra care to avoid overflows
|
||||
|
||||
// limit == floor((range+1)/(brange+1))
|
||||
// Therefore limit*(brange+1) <= range+1
|
||||
range_type limit;
|
||||
if(range == (std::numeric_limits<range_type>::max)()) {
|
||||
limit = range/(range_type(brange)+1);
|
||||
if(range % (range_type(brange)+1) == range_type(brange))
|
||||
++limit;
|
||||
} else {
|
||||
limit = (range+1)/(range_type(brange)+1);
|
||||
}
|
||||
|
||||
// We consider "result" as expressed to base (brange+1):
|
||||
// For every power of (brange+1), we determine a random factor
|
||||
range_type result = range_type(0);
|
||||
range_type mult = range_type(1);
|
||||
|
||||
// loop invariants:
|
||||
// result < mult
|
||||
// mult <= range
|
||||
while(mult <= limit) {
|
||||
// Postcondition: result <= range, thus no overflow
|
||||
//
|
||||
// limit*(brange+1)<=range+1 def. of limit (1)
|
||||
// eng()-bmin<=brange eng() post. (2)
|
||||
// and mult<=limit. loop condition (3)
|
||||
// Therefore mult*(eng()-bmin+1)<=range+1 by (1),(2),(3) (4)
|
||||
// Therefore mult*(eng()-bmin)+mult<=range+1 rearranging (4) (5)
|
||||
// result<mult loop invariant (6)
|
||||
// Therefore result+mult*(eng()-bmin)<range+1 by (5), (6) (7)
|
||||
//
|
||||
// Postcondition: result < mult*(brange+1)
|
||||
//
|
||||
// result<mult loop invariant (1)
|
||||
// eng()-bmin<=brange eng() post. (2)
|
||||
// Therefore result+mult*(eng()-bmin) <
|
||||
// mult+mult*(eng()-bmin) by (1) (3)
|
||||
// Therefore result+(eng()-bmin)*mult <
|
||||
// mult+mult*brange by (2), (3) (4)
|
||||
// Therefore result+(eng()-bmin)*mult <
|
||||
// mult*(brange+1) by (4)
|
||||
result += static_cast<range_type>(random::detail::subtract<base_result>()(eng(), bmin) * mult);
|
||||
|
||||
// equivalent to (mult * (brange+1)) == range+1, but avoids overflow.
|
||||
if(mult * range_type(brange) == range - mult + 1) {
|
||||
// The destination range is an integer power of
|
||||
// the generator's range.
|
||||
return(result);
|
||||
}
|
||||
|
||||
// Postcondition: mult <= range
|
||||
//
|
||||
// limit*(brange+1)<=range+1 def. of limit (1)
|
||||
// mult<=limit loop condition (2)
|
||||
// Therefore mult*(brange+1)<=range+1 by (1), (2) (3)
|
||||
// mult*(brange+1)!=range+1 preceding if (4)
|
||||
// Therefore mult*(brange+1)<range+1 by (3), (4) (5)
|
||||
//
|
||||
// Postcondition: result < mult
|
||||
//
|
||||
// See the second postcondition on the change to result.
|
||||
mult *= range_type(brange)+range_type(1);
|
||||
}
|
||||
// loop postcondition: range/mult < brange+1
|
||||
//
|
||||
// mult > limit loop condition (1)
|
||||
// Suppose range/mult >= brange+1 Assumption (2)
|
||||
// range >= mult*(brange+1) by (2) (3)
|
||||
// range+1 > mult*(brange+1) by (3) (4)
|
||||
// range+1 > (limit+1)*(brange+1) by (1), (4) (5)
|
||||
// (range+1)/(brange+1) > limit+1 by (5) (6)
|
||||
// limit < floor((range+1)/(brange+1)) by (6) (7)
|
||||
// limit==floor((range+1)/(brange+1)) def. of limit (8)
|
||||
// not (2) reductio (9)
|
||||
//
|
||||
// loop postcondition: (range/mult)*mult+(mult-1) >= range
|
||||
//
|
||||
// (range/mult)*mult + range%mult == range identity (1)
|
||||
// range%mult < mult def. of % (2)
|
||||
// (range/mult)*mult+mult > range by (1), (2) (3)
|
||||
// (range/mult)*mult+(mult-1) >= range by (3) (4)
|
||||
//
|
||||
// Note that the maximum value of result at this point is (mult-1),
|
||||
// so after this final step, we generate numbers that can be
|
||||
// at least as large as range. We have to really careful to avoid
|
||||
// overflow in this final addition and in the rejection. Anything
|
||||
// that overflows is larger than range and can thus be rejected.
|
||||
|
||||
// range/mult < brange+1 -> no endless loop
|
||||
range_type result_increment = uniform_int<range_type>(0, range/mult)(eng);
|
||||
if((std::numeric_limits<range_type>::max)() / mult < result_increment) {
|
||||
// The multiplcation would overflow. Reject immediately.
|
||||
continue;
|
||||
}
|
||||
result_increment *= mult;
|
||||
// unsigned integers are guaranteed to wrap on overflow.
|
||||
result += result_increment;
|
||||
if(result < result_increment) {
|
||||
// The addition overflowed. Reject.
|
||||
continue;
|
||||
}
|
||||
if(result > range) {
|
||||
// Too big. Reject.
|
||||
continue;
|
||||
}
|
||||
return random::detail::add<range_type, result_type>()(result, min_value);
|
||||
}
|
||||
} else { // brange > range
|
||||
base_unsigned bucket_size;
|
||||
// it's safe to add 1 to range, as long as we cast it first,
|
||||
// because we know that it is less than brange. However,
|
||||
// we do need to be careful not to cause overflow by adding 1
|
||||
// to brange.
|
||||
if(brange == (std::numeric_limits<base_unsigned>::max)()) {
|
||||
bucket_size = brange / (static_cast<base_unsigned>(range)+1);
|
||||
if(brange % (static_cast<base_unsigned>(range)+1) == static_cast<base_unsigned>(range)) {
|
||||
++bucket_size;
|
||||
}
|
||||
} else {
|
||||
bucket_size = (brange+1) / (static_cast<base_unsigned>(range)+1);
|
||||
}
|
||||
for(;;) {
|
||||
base_unsigned result =
|
||||
random::detail::subtract<base_result>()(eng(), bmin);
|
||||
result /= bucket_size;
|
||||
// result and range are non-negative, and result is possibly larger
|
||||
// than range, so the cast is safe
|
||||
if(result <= static_cast<base_unsigned>(range))
|
||||
return random::detail::add<base_unsigned, result_type>()(result, min_value);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#ifdef BOOST_MSVC
|
||||
#pragma warning(pop)
|
||||
#endif
|
||||
|
||||
void init()
|
||||
{
|
||||
_range = random::detail::subtract<result_type>()(_max, _min);
|
||||
}
|
||||
|
||||
/// \endcond
|
||||
|
||||
// The result_type may be signed or unsigned, but the _range is always
|
||||
// unsigned.
|
||||
result_type _min, _max;
|
||||
range_type _range;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_INT_HPP
|
||||
101
Boost/boost/random/uniform_on_sphere.hpp
Normal file
101
Boost/boost/random/uniform_on_sphere.hpp
Normal file
@@ -0,0 +1,101 @@
|
||||
/* boost random/uniform_on_sphere.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: uniform_on_sphere.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
|
||||
|
||||
#include <vector>
|
||||
#include <algorithm> // std::transform
|
||||
#include <functional> // std::bind2nd, std::divides
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/normal_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* Instantiations of class template uniform_on_sphere model a
|
||||
* \random_distribution. Such a distribution produces random
|
||||
* numbers uniformly distributed on the unit sphere of arbitrary
|
||||
* dimension @c dim. The @c Cont template parameter must be a STL-like
|
||||
* container type with begin and end operations returning non-const
|
||||
* ForwardIterators of type @c Cont::iterator. Each invocation of the
|
||||
* @c UniformRandomNumberGenerator shall result in a floating-point
|
||||
* value in the range [0,1).
|
||||
*/
|
||||
template<class RealType = double, class Cont = std::vector<RealType> >
|
||||
class uniform_on_sphere
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef Cont result_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c uniform_on_sphere distribution.
|
||||
* @c dim is the dimension of the sphere.
|
||||
*/
|
||||
explicit uniform_on_sphere(int dim = 2) : _container(dim), _dim(dim) { }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
void reset() { _normal.reset(); }
|
||||
|
||||
template<class Engine>
|
||||
const result_type & operator()(Engine& eng)
|
||||
{
|
||||
RealType sqsum = 0;
|
||||
for(typename Cont::iterator it = _container.begin();
|
||||
it != _container.end();
|
||||
++it) {
|
||||
RealType val = _normal(eng);
|
||||
*it = val;
|
||||
sqsum += val * val;
|
||||
}
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
using std::sqrt;
|
||||
#endif
|
||||
// for all i: result[i] /= sqrt(sqsum)
|
||||
std::transform(_container.begin(), _container.end(), _container.begin(),
|
||||
std::bind2nd(std::divides<RealType>(), sqrt(sqsum)));
|
||||
return _container;
|
||||
}
|
||||
|
||||
#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 uniform_on_sphere& sd)
|
||||
{
|
||||
os << sd._dim;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, uniform_on_sphere& sd)
|
||||
{
|
||||
is >> std::ws >> sd._dim;
|
||||
sd._container.resize(sd._dim);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
normal_distribution<RealType> _normal;
|
||||
result_type _container;
|
||||
int _dim;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
|
||||
108
Boost/boost/random/uniform_real.hpp
Normal file
108
Boost/boost/random/uniform_real.hpp
Normal file
@@ -0,0 +1,108 @@
|
||||
/* boost random/uniform_real.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: uniform_real.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-04-08 added min<max assertion (N. Becker)
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_REAL_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_REAL_HPP
|
||||
|
||||
#include <cassert>
|
||||
#include <iostream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* The distribution function uniform_real models a random distribution.
|
||||
* On each invocation, it returns a random floating-point value uniformly
|
||||
* distributed in the range [min..max). The value is computed using
|
||||
* std::numeric_limits<RealType>::digits random binary digits, i.e.
|
||||
* the mantissa of the floating-point value is completely filled with
|
||||
* random bits.
|
||||
*
|
||||
* Note: The current implementation is buggy, because it may not fill
|
||||
* all of the mantissa with random bits.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class uniform_real
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
/**
|
||||
* Constructs a uniform_real object. @c min and @c max are the
|
||||
* parameters of the distribution.
|
||||
*
|
||||
* Requires: min <= max
|
||||
*/
|
||||
explicit uniform_real(RealType min_arg = RealType(0),
|
||||
RealType max_arg = RealType(1))
|
||||
: _min(min_arg), _max(max_arg)
|
||||
{
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
assert(min_arg <= max_arg);
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/**
|
||||
* Returns: The "min" parameter of the distribution
|
||||
*/
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
|
||||
/**
|
||||
* Returns: The "max" parameter of the distribution
|
||||
*/
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
|
||||
void reset() { }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng) {
|
||||
result_type numerator = static_cast<result_type>(eng() - eng.min BOOST_PREVENT_MACRO_SUBSTITUTION());
|
||||
result_type divisor = static_cast<result_type>(eng.max BOOST_PREVENT_MACRO_SUBSTITUTION() - eng.min BOOST_PREVENT_MACRO_SUBSTITUTION());
|
||||
assert(divisor > 0);
|
||||
assert(numerator >= 0 && numerator <= divisor);
|
||||
return numerator / divisor * (_max - _min) + _min;
|
||||
}
|
||||
|
||||
#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 uniform_real& ud)
|
||||
{
|
||||
os << ud._min << " " << ud._max;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, uniform_real& ud)
|
||||
{
|
||||
is >> std::ws >> ud._min >> std::ws >> ud._max;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
RealType _min, _max;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_REAL_HPP
|
||||
158
Boost/boost/random/uniform_smallint.hpp
Normal file
158
Boost/boost/random/uniform_smallint.hpp
Normal file
@@ -0,0 +1,158 @@
|
||||
/* boost random/uniform_smallint.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* 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: uniform_smallint.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-04-08 added min<max assertion (N. Becker)
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_SMALLINT_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_SMALLINT_HPP
|
||||
|
||||
#include <cassert>
|
||||
#include <iostream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
// uniform integer distribution on a small range [min, max]
|
||||
|
||||
/**
|
||||
* The distribution function uniform_smallint models a \random_distribution.
|
||||
* On each invocation, it returns a random integer value uniformly distributed
|
||||
* in the set of integer numbers {min, min+1, min+2, ..., max}. It assumes
|
||||
* that the desired range (max-min+1) is small compared to the range of the
|
||||
* underlying source of random numbers and thus makes no attempt to limit
|
||||
* quantization errors.
|
||||
*
|
||||
* Let r<sub>out</sub>=(max-min+1) the desired range of integer numbers, and
|
||||
* let r<sub>base</sub> be the range of the underlying source of random
|
||||
* numbers. Then, for the uniform distribution, the theoretical probability
|
||||
* for any number i in the range r<sub>out</sub> will be p<sub>out</sub>(i) =
|
||||
* 1/r<sub>out</sub>. Likewise, assume a uniform distribution on r<sub>base</sub> for
|
||||
* the underlying source of random numbers, i.e. p<sub>base</sub>(i) =
|
||||
* 1/r<sub>base</sub>. Let p<sub>out_s</sub>(i) denote the random
|
||||
* distribution generated by @c uniform_smallint. Then the sum over all
|
||||
* i in r<sub>out</sub> of (p<sub>out_s</sub>(i)/p<sub>out</sub>(i) - 1)<sup>2</sup>
|
||||
* shall not exceed r<sub>out</sub>/r<sub>base</sub><sup>2</sup>
|
||||
* (r<sub>base</sub> mod r<sub>out</sub>)(r<sub>out</sub> -
|
||||
* r<sub>base</sub> mod r<sub>out</sub>).
|
||||
*
|
||||
* The template parameter IntType shall denote an integer-like value type.
|
||||
*
|
||||
* Note: The property above is the square sum of the relative differences
|
||||
* in probabilities between the desired uniform distribution
|
||||
* p<sub>out</sub>(i) and the generated distribution p<sub>out_s</sub>(i).
|
||||
* The property can be fulfilled with the calculation
|
||||
* (base_rng mod r<sub>out</sub>), as follows: Let r = r<sub>base</sub> mod
|
||||
* r<sub>out</sub>. The base distribution on r<sub>base</sub> is folded onto the
|
||||
* range r<sub>out</sub>. The numbers i < r have assigned (r<sub>base</sub>
|
||||
* div r<sub>out</sub>)+1 numbers of the base distribution, the rest has
|
||||
* only (r<sub>base</sub> div r<sub>out</sub>). Therefore,
|
||||
* p<sub>out_s</sub>(i) = ((r<sub>base</sub> div r<sub>out</sub>)+1) /
|
||||
* r<sub>base</sub> for i < r and p<sub>out_s</sub>(i) = (r<sub>base</sub>
|
||||
* div r<sub>out</sub>)/r<sub>base</sub> otherwise. Substituting this in the
|
||||
* above sum formula leads to the desired result.
|
||||
*
|
||||
* Note: The upper bound for (r<sub>base</sub> mod r<sub>out</sub>)
|
||||
* (r<sub>out</sub> - r<sub>base</sub> mod r<sub>out</sub>) is
|
||||
* r<sub>out</sub><sup>2</sup>/4. Regarding the upper bound for the
|
||||
* square sum of the relative quantization error of
|
||||
* r<sub>out</sub><sup>3</sup>/(4*r<sub>base</sub><sup>2</sup>), it
|
||||
* seems wise to either choose r<sub>base</sub> so that r<sub>base</sub> >
|
||||
* 10*r<sub>out</sub><sup>2</sup> or ensure that r<sub>base</sub> is
|
||||
* divisible by r<sub>out</sub>.
|
||||
*/
|
||||
template<class IntType = int>
|
||||
class uniform_smallint
|
||||
{
|
||||
public:
|
||||
typedef IntType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c uniform_smallint. @c min and @c max are the
|
||||
* lower and upper bounds of the output range, respectively.
|
||||
*/
|
||||
explicit uniform_smallint(IntType min_arg = 0, IntType max_arg = 9)
|
||||
: _min(min_arg), _max(max_arg)
|
||||
{
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
// MSVC fails BOOST_STATIC_ASSERT with std::numeric_limits at class scope
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<IntType>::is_integer);
|
||||
#endif
|
||||
}
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
|
||||
void reset() { }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
typedef typename Engine::result_type base_result;
|
||||
base_result _range = static_cast<base_result>(_max-_min)+1;
|
||||
base_result _factor = 1;
|
||||
|
||||
// LCGs get bad when only taking the low bits.
|
||||
// (probably put this logic into a partial template specialization)
|
||||
// Check how many low bits we can ignore before we get too much
|
||||
// quantization error.
|
||||
base_result r_base = (eng.max)() - (eng.min)();
|
||||
if(r_base == (std::numeric_limits<base_result>::max)()) {
|
||||
_factor = 2;
|
||||
r_base /= 2;
|
||||
}
|
||||
r_base += 1;
|
||||
if(r_base % _range == 0) {
|
||||
// No quantization effects, good
|
||||
_factor = r_base / _range;
|
||||
} else {
|
||||
// carefully avoid overflow; pessimizing here
|
||||
for( ; r_base/_range/32 >= _range; _factor *= 2)
|
||||
r_base /= 2;
|
||||
}
|
||||
|
||||
return static_cast<result_type>(((eng() - (eng.min)()) / _factor) % _range + _min);
|
||||
}
|
||||
|
||||
#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 uniform_smallint& ud)
|
||||
{
|
||||
os << ud._min << " " << ud._max;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, uniform_smallint& ud)
|
||||
{
|
||||
is >> std::ws >> ud._min >> std::ws >> ud._max;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
|
||||
result_type _min;
|
||||
result_type _max;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_SMALLINT_HPP
|
||||
220
Boost/boost/random/variate_generator.hpp
Normal file
220
Boost/boost/random/variate_generator.hpp
Normal file
@@ -0,0 +1,220 @@
|
||||
/* boost random/variate_generator.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: variate_generator.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_RANDOM_GENERATOR_HPP
|
||||
#define BOOST_RANDOM_RANDOM_GENERATOR_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
// implementation details
|
||||
#include <boost/detail/workaround.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
#include <boost/random/detail/pass_through_engine.hpp>
|
||||
#include <boost/random/detail/uniform_int_float.hpp>
|
||||
#include <boost/random/detail/ptr_helper.hpp>
|
||||
|
||||
// Borland C++ 5.6.0 has problems using its numeric_limits traits as
|
||||
// template parameters
|
||||
#if BOOST_WORKAROUND(__BORLANDC__, <= 0x564)
|
||||
#include <boost/type_traits/is_integral.hpp>
|
||||
#endif
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/// \cond hide_private_members
|
||||
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<bool have_int, bool want_int>
|
||||
struct engine_helper;
|
||||
|
||||
// for consistency, always have two levels of decorations
|
||||
template<>
|
||||
struct engine_helper<true, true>
|
||||
{
|
||||
template<class Engine, class DistInputType>
|
||||
struct impl
|
||||
{
|
||||
typedef pass_through_engine<Engine> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct engine_helper<false, false>
|
||||
{
|
||||
template<class Engine, class DistInputType>
|
||||
struct impl
|
||||
{
|
||||
typedef uniform_01<Engine, DistInputType> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct engine_helper<true, false>
|
||||
{
|
||||
template<class Engine, class DistInputType>
|
||||
struct impl
|
||||
{
|
||||
typedef uniform_01<Engine, DistInputType> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct engine_helper<false, true>
|
||||
{
|
||||
template<class Engine, class DistInputType>
|
||||
struct impl
|
||||
{
|
||||
typedef uniform_int_float<Engine, unsigned long> type;
|
||||
};
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
|
||||
///\endcond
|
||||
|
||||
/**
|
||||
* A random variate generator is used to join a random number
|
||||
* generator together with a random number distribution.
|
||||
* Boost.Random provides a vast choice of \generators as well
|
||||
* as \distributions.
|
||||
*
|
||||
* Instantations of class template @c variate_generator model
|
||||
* a \number_generator.
|
||||
*
|
||||
* The argument for the template parameter Engine shall be of
|
||||
* the form U, U&, or U*, where U models a
|
||||
* \uniform_random_number_generator. Then, the member
|
||||
* engine_value_type names U (not the pointer or reference to U).
|
||||
*
|
||||
* Specializations of @c variate_generator satisfy the
|
||||
* requirements of CopyConstructible. They also satisfy the
|
||||
* requirements of Assignable unless the template parameter
|
||||
* Engine is of the form U&.
|
||||
*
|
||||
* The complexity of all functions specified in this section
|
||||
* is constant. No function described in this section except
|
||||
* the constructor throws an exception.
|
||||
*/
|
||||
template<class Engine, class Distribution>
|
||||
class variate_generator
|
||||
{
|
||||
private:
|
||||
typedef random::detail::pass_through_engine<Engine> decorated_engine;
|
||||
|
||||
public:
|
||||
typedef typename decorated_engine::base_type engine_value_type;
|
||||
typedef Engine engine_type;
|
||||
typedef Distribution distribution_type;
|
||||
typedef typename Distribution::result_type result_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c variate_generator object with the associated
|
||||
* \uniform_random_number_generator eng and the associated
|
||||
* \random_distribution d.
|
||||
*
|
||||
* Throws: If and what the copy constructor of Engine or
|
||||
* Distribution throws.
|
||||
*/
|
||||
variate_generator(Engine e, Distribution d)
|
||||
: _eng(decorated_engine(e)), _dist(d) { }
|
||||
|
||||
/**
|
||||
* Returns: distribution()(e)
|
||||
*
|
||||
* Notes: The sequence of numbers produced by the
|
||||
* \uniform_random_number_generator e, s<sub>e</sub>, is
|
||||
* obtained from the sequence of numbers produced by the
|
||||
* associated \uniform_random_number_generator eng, s<sub>eng</sub>,
|
||||
* as follows: Consider the values of @c numeric_limits<T>::is_integer
|
||||
* for @c T both @c Distribution::input_type and
|
||||
* @c engine_value_type::result_type. If the values for both types are
|
||||
* true, then se is identical to s<sub>eng</sub>. Otherwise, if the
|
||||
* values for both types are false, then the numbers in s<sub>eng</sub>
|
||||
* are divided by engine().max()-engine().min() to obtain the numbers
|
||||
* in s<sub>e</sub>. Otherwise, if the value for
|
||||
* @c engine_value_type::result_type is true and the value for
|
||||
* @c Distribution::input_type is false, then the numbers in s<sub>eng</sub>
|
||||
* are divided by engine().max()-engine().min()+1 to obtain the numbers in
|
||||
* s<sub>e</sub>. Otherwise, the mapping from s<sub>eng</sub> to
|
||||
* s<sub>e</sub> is implementation-defined. In all cases, an
|
||||
* implicit conversion from @c engine_value_type::result_type to
|
||||
* @c Distribution::input_type is performed. If such a conversion does
|
||||
* not exist, the program is ill-formed.
|
||||
*/
|
||||
result_type operator()() { return _dist(_eng); }
|
||||
/**
|
||||
* Returns: distribution()(e, value).
|
||||
* For the semantics of e, see the description of operator()().
|
||||
*/
|
||||
template<class T>
|
||||
result_type operator()(T value) { return _dist(_eng, value); }
|
||||
|
||||
/**
|
||||
* Returns: A reference to the associated uniform random number generator.
|
||||
*/
|
||||
engine_value_type& engine() { return _eng.base().base(); }
|
||||
/**
|
||||
* Returns: A reference to the associated uniform random number generator.
|
||||
*/
|
||||
const engine_value_type& engine() const { return _eng.base().base(); }
|
||||
|
||||
/**
|
||||
* Returns: A reference to the associated random distribution.
|
||||
*/
|
||||
distribution_type& distribution() { return _dist; }
|
||||
/**
|
||||
* Returns: A reference to the associated random distribution.
|
||||
*/
|
||||
const distribution_type& distribution() const { return _dist; }
|
||||
|
||||
/**
|
||||
* Precondition: distribution().min() is well-formed
|
||||
*
|
||||
* Returns: distribution().min()
|
||||
*/
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (distribution().min)(); }
|
||||
/**
|
||||
* Precondition: distribution().max() is well-formed
|
||||
*
|
||||
* Returns: distribution().max()
|
||||
*/
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (distribution().max)(); }
|
||||
|
||||
private:
|
||||
#if BOOST_WORKAROUND(__BORLANDC__, <= 0x564)
|
||||
typedef typename random::detail::engine_helper<
|
||||
::boost::is_integral<typename decorated_engine::result_type>::value,
|
||||
::boost::is_integral<typename Distribution::input_type>::value
|
||||
>::BOOST_NESTED_TEMPLATE impl<decorated_engine, typename Distribution::input_type>::type internal_engine_type;
|
||||
#else
|
||||
enum {
|
||||
have_int = std::numeric_limits<typename decorated_engine::result_type>::is_integer,
|
||||
want_int = std::numeric_limits<typename Distribution::input_type>::is_integer
|
||||
};
|
||||
typedef typename random::detail::engine_helper<have_int, want_int>::BOOST_NESTED_TEMPLATE impl<decorated_engine, typename Distribution::input_type>::type internal_engine_type;
|
||||
#endif
|
||||
|
||||
internal_engine_type _eng;
|
||||
distribution_type _dist;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_RANDOM_GENERATOR_HPP
|
||||
184
Boost/boost/random/xor_combine.hpp
Normal file
184
Boost/boost/random/xor_combine.hpp
Normal file
@@ -0,0 +1,184 @@
|
||||
/* boost random/xor_combine.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: xor_combine.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_XOR_COMBINE_HPP
|
||||
#define BOOST_RANDOM_XOR_COMBINE_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <cassert>
|
||||
#include <algorithm> // for std::min and std::max
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/cstdint.hpp> // uint32_t
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/// \cond hide_private_members
|
||||
#ifndef BOOST_NO_DEPENDENT_TYPES_IN_TEMPLATE_VALUE_PARAMETERS
|
||||
#define BOOST_RANDOM_VAL_TYPE typename URNG1::result_type
|
||||
#else
|
||||
#define BOOST_RANDOM_VAL_TYPE uint32_t
|
||||
#endif
|
||||
/// \endcond
|
||||
|
||||
/**
|
||||
* Instantiations of @c xor_combine model a \pseudo_random_number_generator.
|
||||
* To produce its output it invokes each of the base generators, shifts
|
||||
* their results and xors them together.
|
||||
*/
|
||||
template<class URNG1, int s1, class URNG2, int s2
|
||||
#ifndef BOOST_RANDOM_DOXYGEN
|
||||
, BOOST_RANDOM_VAL_TYPE val = 0
|
||||
#endif
|
||||
>
|
||||
class xor_combine
|
||||
{
|
||||
public:
|
||||
typedef URNG1 base1_type;
|
||||
typedef URNG2 base2_type;
|
||||
typedef typename base1_type::result_type result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(int, shift1 = s1);
|
||||
BOOST_STATIC_CONSTANT(int, shift2 = s2);
|
||||
|
||||
/**
|
||||
* Constructors a @c xor_combine by default constructing
|
||||
* both base generators.
|
||||
*/
|
||||
xor_combine() : _rng1(), _rng2()
|
||||
{ }
|
||||
/**
|
||||
* Constructs a @c xor_combine by copying two base generators.
|
||||
*/
|
||||
xor_combine(const base1_type & rng1, const base2_type & rng2)
|
||||
: _rng1(rng1), _rng2(rng2) { }
|
||||
/**
|
||||
* Constructs a @c xor_combine, seeding both base generators
|
||||
* with @c v.
|
||||
*/
|
||||
xor_combine(const result_type & v)
|
||||
: _rng1(v), _rng2(v) { }
|
||||
/**
|
||||
* Constructs a @c xor_combine, seeding both base generators
|
||||
* with values from the iterator range [first, last) and changes
|
||||
* first to point to the element after the last one used. If there
|
||||
* are not enough elements in the range to seed both generators,
|
||||
* throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It> xor_combine(It& first, It last)
|
||||
: _rng1(first, last), _rng2( /* advanced by other call */ first, last) { }
|
||||
/**
|
||||
* Calls @c seed() for both base generators.
|
||||
*/
|
||||
void seed() { _rng1.seed(); _rng2.seed(); }
|
||||
/**
|
||||
* @c seeds both base generators with @c v.
|
||||
*/
|
||||
void seed(const result_type & v) { _rng1.seed(v); _rng2.seed(v); }
|
||||
/**
|
||||
* seeds both base generators with values from the iterator
|
||||
* range [first, last) and changes first to point to the element
|
||||
* after the last one used. If there are not enough elements in
|
||||
* the range to seed both generators, throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It> void seed(It& first, It last)
|
||||
{
|
||||
_rng1.seed(first, last);
|
||||
_rng2.seed(first, last);
|
||||
}
|
||||
|
||||
/** Returns the first base generator. */
|
||||
const base1_type& base1() { return _rng1; }
|
||||
/** Returns the second base generator. */
|
||||
const base2_type& base2() { return _rng2; }
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
// MSVC fails BOOST_STATIC_ASSERT with std::numeric_limits at class scope
|
||||
#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<typename base1_type::result_type>::is_integer);
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<typename base2_type::result_type>::is_integer);
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<typename base1_type::result_type>::digits >= std::numeric_limits<typename base2_type::result_type>::digits);
|
||||
#endif
|
||||
return (_rng1() << s1) ^ (_rng2() << s2);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the smallest value that the generator can produce.
|
||||
*/
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return std::min BOOST_PREVENT_MACRO_SUBSTITUTION((_rng1.min)(), (_rng2.min)()); }
|
||||
/**
|
||||
* Returns the largest value that the generator can produce.
|
||||
*/
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return std::max BOOST_PREVENT_MACRO_SUBSTITUTION((_rng1.min)(), (_rng2.max)()); }
|
||||
static bool validation(result_type x) { return val == x; }
|
||||
|
||||
#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 xor_combine& s)
|
||||
{
|
||||
os << s._rng1 << " " << s._rng2 << " ";
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, xor_combine& s)
|
||||
{
|
||||
is >> s._rng1 >> std::ws >> s._rng2 >> std::ws;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
friend bool operator==(const xor_combine& x, const xor_combine& y)
|
||||
{ return x._rng1 == y._rng1 && x._rng2 == y._rng2; }
|
||||
friend bool operator!=(const xor_combine& x, const xor_combine& y)
|
||||
{ return !(x == y); }
|
||||
#else
|
||||
// Use a member function; Streamable concept not supported.
|
||||
bool operator==(const xor_combine& rhs) const
|
||||
{ return _rng1 == rhs._rng1 && _rng2 == rhs._rng2; }
|
||||
bool operator!=(const xor_combine& rhs) const
|
||||
{ return !(*this == rhs); }
|
||||
#endif
|
||||
|
||||
private:
|
||||
base1_type _rng1;
|
||||
base2_type _rng2;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class URNG1, int s1, class URNG2, int s2, BOOST_RANDOM_VAL_TYPE val>
|
||||
const bool xor_combine<URNG1, s1, URNG2, s2, val>::has_fixed_range;
|
||||
template<class URNG1, int s1, class URNG2, int s2, BOOST_RANDOM_VAL_TYPE val>
|
||||
const int xor_combine<URNG1, s1, URNG2, s2, val>::shift1;
|
||||
template<class URNG1, int s1, class URNG2, int s2, BOOST_RANDOM_VAL_TYPE val>
|
||||
const int xor_combine<URNG1, s1, URNG2, s2, val>::shift2;
|
||||
#endif
|
||||
|
||||
#undef BOOST_RANDOM_VAL_TYPE
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_XOR_COMBINE_HPP
|
||||
Reference in New Issue
Block a user