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Diffstat (limited to 'ml/dlib/dlib/rand/mersenne_twister.h')
| -rw-r--r-- | ml/dlib/dlib/rand/mersenne_twister.h | 210 |
1 files changed, 210 insertions, 0 deletions
diff --git a/ml/dlib/dlib/rand/mersenne_twister.h b/ml/dlib/dlib/rand/mersenne_twister.h new file mode 100644 index 000000000..66ee87f54 --- /dev/null +++ b/ml/dlib/dlib/rand/mersenne_twister.h @@ -0,0 +1,210 @@ +/* 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,v 1.20 2005/07/21 22:04:31 jmaurer Exp $ + * + * Revision history + * 2001-02-18 moved to individual header files +*/ + +#ifndef DLIB_BOOST_RANDOM_MERSENNE_TWISTER_HPP +#define DLIB_BOOST_RANDOM_MERSENNE_TWISTER_HPP + +#include <iostream> +#include <algorithm> // std::copy +#include <stdexcept> +#include "../uintn.h" +#include "../serialize.h" + +namespace dlib +{ + namespace random_helpers + { + + // ------------------------------------------------------------------------------------ + + // http://www.math.keio.ac.jp/matumoto/emt.html + 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; + const static int word_size = w; + const static int state_size = n; + const static int shift_size = m; + const static int mask_bits = r; + const static UIntType parameter_a = a; + const static int output_u = u; + const static int output_s = s; + const static UIntType output_b = b; + const static int output_t = t; + const static UIntType output_c = c; + const static int output_l = l; + + const static bool has_fixed_range = false; + + mersenne_twister() { seed(); } + + explicit mersenne_twister(UIntType value) { seed(value); } + + void seed () { seed(UIntType(5489)); } + + // compiler-generated copy ctor and assignment operator are fine + + void seed(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; + } + } + + result_type min() const { return 0; } + result_type max() const + { + // avoid "left shift count >= with of type" warning + result_type res = 0; + for(int i = 0; i < w; ++i) + res |= (1u << i); + return res; + } + + result_type operator()(); + + friend void serialize( + const mersenne_twister& item, + std::ostream& out + ) + { + dlib::serialize(item.x, out); + dlib::serialize(item.i, out); + } + + friend void deserialize( + mersenne_twister& item, + std::istream& in + ) + { + dlib::deserialize(item.x, in); + dlib::deserialize(item.i, in); + } + + private: + + void twist(int block); + + // 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; + }; + + // ------------------------------------------------------------------------------------ + + 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; + } + } + + // ------------------------------------------------------------------------------------ + + 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 + + + typedef random_helpers::mersenne_twister<uint32,32,351,175,19,0xccab8ee7,11, + 7,0x31b6ab00,15,0xffe50000,17, 0xa37d3c92> mt11213b; + + // validation by experiment from mt19937.c + typedef random_helpers::mersenne_twister<uint32,32,624,397,31,0x9908b0df,11, + 7,0x9d2c5680,15,0xefc60000,18, 3346425566U> mt19937; + +} // namespace dlib + + +#endif // DLIB_BOOST_RANDOM_MERSENNE_TWISTER_HPP + |