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| -rw-r--r-- | src/mt19937-64.c | 187 |
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diff --git a/src/mt19937-64.c b/src/mt19937-64.c new file mode 100644 index 0000000..a0c897f --- /dev/null +++ b/src/mt19937-64.c @@ -0,0 +1,187 @@ +/* + A C-program for MT19937-64 (2004/9/29 version). + Coded by Takuji Nishimura and Makoto Matsumoto. + + This is a 64-bit version of Mersenne Twister pseudorandom number + generator. + + Before using, initialize the state by using init_genrand64(seed) + or init_by_array64(init_key, key_length). + + Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura, + 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. + + References: + T. Nishimura, ``Tables of 64-bit Mersenne Twisters'' + ACM Transactions on Modeling and + Computer Simulation 10. (2000) 348--357. + M. Matsumoto and T. Nishimura, + ``Mersenne Twister: a 623-dimensionally equidistributed + uniform pseudorandom number generator'' + ACM Transactions on Modeling and + Computer Simulation 8. (Jan. 1998) 3--30. + + Any feedback is very welcome. + http://www.math.hiroshima-u.ac.jp/~m-mat/MT/emt.html + email: m-mat @ math.sci.hiroshima-u.ac.jp (remove spaces) +*/ + + +#include "mt19937-64.h" +#include <stdio.h> + +#define NN 312 +#define MM 156 +#define MATRIX_A 0xB5026F5AA96619E9ULL +#define UM 0xFFFFFFFF80000000ULL /* Most significant 33 bits */ +#define LM 0x7FFFFFFFULL /* Least significant 31 bits */ + + +/* The array for the state vector */ +static unsigned long long mt[NN]; +/* mti==NN+1 means mt[NN] is not initialized */ +static int mti=NN+1; + +/* initializes mt[NN] with a seed */ +void init_genrand64(unsigned long long seed) +{ + mt[0] = seed; + for (mti=1; mti<NN; mti++) + mt[mti] = (6364136223846793005ULL * (mt[mti-1] ^ (mt[mti-1] >> 62)) + mti); +} + +/* initialize by an array with array-length */ +/* init_key is the array for initializing keys */ +/* key_length is its length */ +void init_by_array64(unsigned long long init_key[], + unsigned long long key_length) +{ + unsigned long long i, j, k; + init_genrand64(19650218ULL); + i=1; j=0; + k = (NN>key_length ? NN : key_length); + for (; k; k--) { + mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 62)) * 3935559000370003845ULL)) + + init_key[j] + j; /* non linear */ + i++; j++; + if (i>=NN) { mt[0] = mt[NN-1]; i=1; } + if (j>=key_length) j=0; + } + for (k=NN-1; k; k--) { + mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 62)) * 2862933555777941757ULL)) + - i; /* non linear */ + i++; + if (i>=NN) { mt[0] = mt[NN-1]; i=1; } + } + + mt[0] = 1ULL << 63; /* MSB is 1; assuring non-zero initial array */ +} + +/* generates a random number on [0, 2^64-1]-interval */ +unsigned long long genrand64_int64(void) +{ + int i; + unsigned long long x; + static unsigned long long mag01[2]={0ULL, MATRIX_A}; + + if (mti >= NN) { /* generate NN words at one time */ + + /* if init_genrand64() has not been called, */ + /* a default initial seed is used */ + if (mti == NN+1) + init_genrand64(5489ULL); + + for (i=0;i<NN-MM;i++) { + x = (mt[i]&UM)|(mt[i+1]&LM); + mt[i] = mt[i+MM] ^ (x>>1) ^ mag01[(int)(x&1ULL)]; + } + for (;i<NN-1;i++) { + x = (mt[i]&UM)|(mt[i+1]&LM); + mt[i] = mt[i+(MM-NN)] ^ (x>>1) ^ mag01[(int)(x&1ULL)]; + } + x = (mt[NN-1]&UM)|(mt[0]&LM); + mt[NN-1] = mt[MM-1] ^ (x>>1) ^ mag01[(int)(x&1ULL)]; + + mti = 0; + } + + x = mt[mti++]; + + x ^= (x >> 29) & 0x5555555555555555ULL; + x ^= (x << 17) & 0x71D67FFFEDA60000ULL; + x ^= (x << 37) & 0xFFF7EEE000000000ULL; + x ^= (x >> 43); + + return x; +} + +/* generates a random number on [0, 2^63-1]-interval */ +long long genrand64_int63(void) +{ + return (long long)(genrand64_int64() >> 1); +} + +/* generates a random number on [0,1]-real-interval */ +double genrand64_real1(void) +{ + return (genrand64_int64() >> 11) * (1.0/9007199254740991.0); +} + +/* generates a random number on [0,1)-real-interval */ +double genrand64_real2(void) +{ + return (genrand64_int64() >> 11) * (1.0/9007199254740992.0); +} + +/* generates a random number on (0,1)-real-interval */ +double genrand64_real3(void) +{ + return ((genrand64_int64() >> 12) + 0.5) * (1.0/4503599627370496.0); +} + +#ifdef MT19937_64_MAIN +int main(void) +{ + int i; + unsigned long long init[4]={0x12345ULL, 0x23456ULL, 0x34567ULL, 0x45678ULL}, length=4; + init_by_array64(init, length); + printf("1000 outputs of genrand64_int64()\n"); + for (i=0; i<1000; i++) { + printf("%20llu ", genrand64_int64()); + if (i%5==4) printf("\n"); + } + printf("\n1000 outputs of genrand64_real2()\n"); + for (i=0; i<1000; i++) { + printf("%10.8f ", genrand64_real2()); + if (i%5==4) printf("\n"); + } + return 0; +} +#endif |