mt19937.h

Go to the documentation of this file.

#ifndef MT19937_H
#define MT19937_H

/* 
   This is a modified version of (see below for details):

   A C-program for MT19937, with initialization improved 2002/1/26.
   Coded by Takuji Nishimura and Makoto Matsumoto.

   Before using, initialize the state by using init_genrand(seed)  
   or init_by_array(init_key, key_length).

   Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
   All rights reserved.
   Copyright (C) 2005, Mutsuo Saito
   All rights reserved.

   Redistribution and use in source and binary forms, with or without
   modification, are permitted provided that the following conditions
   are met:

     1. Redistributions of source code must retain the above copyright
        notice, this list of conditions and the following disclaimer.

     2. Redistributions in binary form must reproduce the above copyright
        notice, this list of conditions and the following disclaimer in the
        documentation and/or other materials provided with the distribution.

     3. The names of its contributors may not be used to endorse or promote 
        products derived from this software without specific prior written 
        permission.

   THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
   "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
   LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
   A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE COPYRIGHT OWNER OR
   CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
   EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
   PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
   PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
   LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
   NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
   SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.


   Any feedback is very welcome.
   http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
   email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
*/

/*
    Modifications to the originial mt19937.{h,c} code by Nishimura, Matsumoto and 
    Saito:
    - Implemented as C++ class with local variables, to allow for multiple generators.
    - Inclusion guard added.
    
    Hans Ekkehard Plesser, 2008-01-03
    
*/

#include "randomgen.h"
#include <vector>

namespace librandom 
{
  class MT19937 : public RandomGen {
  public:
    
    explicit MT19937(unsigned long);
    
    ~MT19937() {};

    RngPtr clone(unsigned long s)
      {
    return RngPtr(new MT19937(s));
      }
 
  private:
    void   seed_(unsigned long);
    
    double drand_();
    
  private:
    // functions inherited from C-version of mt19937

    /* initializes mt[N] with a seed */
    void init_genrand(unsigned long);

    /* generates a random number on [0,0xffffffff]-interval */
    unsigned long genrand_int32();

    /* generates a random number on [0,1)-real-interval */
    double genrand_real2();
    
    /* Period parameters */  
    static const unsigned int N;
    static const unsigned int M;
    static const unsigned long MATRIX_A;   /* constant vector a */
    static const unsigned long UPPER_MASK; /* most significant w-r bits */
    static const unsigned long LOWER_MASK; /* least significant r bits */
    static const double        I2DFactor_; 

    std::vector<unsigned long> mt; /* the array for the state vector  */
    int mti; /* mti==N+1 means mt[N] is not initialized */
  };
}

inline
double librandom::MT19937::drand_()
{
  return genrand_real2();
}

inline
double librandom::MT19937::genrand_real2()
{
  return I2DFactor_ * genrand_int32(); 
  /* divided by 2^32 */
}


#endif