174 lines
6.7 KiB
C++
174 lines
6.7 KiB
C++
/* 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
|