The constants N,M and K are not declared twice when using RNG in different file of the same program
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1 changed files with 452 additions and 449 deletions
901
eo/src/eoRNG.h
901
eo/src/eoRNG.h
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@ -1,449 +1,452 @@
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/*
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* Random number generator adapted from (see comments below)
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*
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* The random number generator is modified into a class
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* by Maarten Keijzer (mak@dhi.dk). Also added the Box-Muller
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* transformation to generate normal deviates.
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*
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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License as published by the Free Software Foundation; either
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version 2 of the License, or (at your option) any later version.
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This library is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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Lesser General Public License for more details.
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You should have received a copy of the GNU Lesser General Public
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License along with this library; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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Contact: todos@geneura.ugr.es, http://geneura.ugr.es
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*/
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/* ************ DOCUMENTATION IN ORIGINAL FILE *********************/
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// This is the ``Mersenne Twister'' random number generator MT19937, which
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// generates pseudorandom integers uniformly distributed in 0..(2^32 - 1)
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// starting from any odd seed in 0..(2^32 - 1). This version is a recode
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// by Shawn Cokus (Cokus@math.washington.edu) on March 8, 1998 of a version by
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// Takuji Nishimura (who had suggestions from Topher Cooper and Marc Rieffel in
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// July-August 1997).
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//
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// Effectiveness of the recoding (on Goedel2.math.washington.edu, a DEC Alpha
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// running OSF/1) using GCC -O3 as a compiler: before recoding: 51.6 sec. to
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// generate 300 million random numbers; after recoding: 24.0 sec. for the same
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// (i.e., 46.5% of original time), so speed is now about 12.5 million random
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// number generations per second on this machine.
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//
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// According to the URL <http://www.math.keio.ac.jp/~matumoto/emt.html>
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// (and paraphrasing a bit in places), the Mersenne Twister is ``designed
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// with consideration of the flaws of various existing generators,'' has
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// a period of 2^19937 - 1, gives a sequence that is 623-dimensionally
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// equidistributed, and ``has passed many stringent tests, including the
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// die-hard test of G. Marsaglia and the load test of P. Hellekalek and
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// S. Wegenkittl.'' It is efficient in memory usage (typically using 2506
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// to 5012 bytes of static data, depending on data type sizes, and the code
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// is quite short as well). It generates random numbers in batches of 624
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// at a time, so the caching and pipelining of modern systems is exploited.
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// It is also divide- and mod-free.
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//
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// This library is free software; you can redistribute it and/or modify it
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// under the terms of the GNU Library General Public License as published by
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// the Free Software Foundation (either version 2 of the License or, at your
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// option, any later version). This library is distributed in the hope that
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// it will be useful, but WITHOUT ANY WARRANTY, without even the implied
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// warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See
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// the GNU Library General Public License for more details. You should have
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// received a copy of the GNU Library General Public License along with this
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// library; if not, write to the Free Software Foundation, Inc., 59 Temple
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// Place, Suite 330, Boston, MA 02111-1307, USA.
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//
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// The code as Shawn received it included the following notice:
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//
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// Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura. When
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// you use this, send an e-mail to <matumoto@math.keio.ac.jp> with
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// an appropriate reference to your work.
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//
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// It would be nice to CC: <Cokus@math.washington.edu> when you write.
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//
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//
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// uint32 must be an unsigned integer type capable of holding at least 32
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// bits; exactly 32 should be fastest, but 64 is better on an Alpha with
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// GCC at -O3 optimization so try your options and see what's best for you
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//
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/* ************ END DOCUMENTATION IN ORIGINAL FILE *********************/
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#ifndef EO_RANDOM_NUMBER_GENERATOR
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#define EO_RANDOM_NUMBER_GENERATOR
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#include <ctime>
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#include <eoPersistent.h>
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#include <eoObject.h>
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// TODO: check for various compilers if this is exactly 32 bits
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// Unfortunately MSVC's preprocessor does not comprehends sizeof()
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// so neat preprocessing tricks will not work
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typedef unsigned long uint32; // Compiler and platform dependent!
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//-----------------------------------------------------------------------------
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// eoRng
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//-----------------------------------------------------------------------------
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/**
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eoRng is a persitent class that uses the ``Mersenne Twister'' random number generator MT19937
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for generating random numbers. The various member functions implement useful functions
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for evolutionary algorithms. Included are: rand(), random(), flip() and normal().
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Note for people porting EO to other platforms: please make sure that the typedef
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uint32 in the file eoRng.h is exactly 32 bits long. It may be longer, but not
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shorter. If it is longer, file compatibility between EO on different platforms
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may be broken.
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*/
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class eoRng : public eoObject, public eoPersistent
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{
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public :
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/**
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ctor takes a random seed; if you want another seed, use reseed
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@see reseed
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*/
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eoRng(uint32 s = (uint32) time(0) ) : state(0), next(0), left(-1), cached(false)
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{
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state = new uint32[N+1];
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initialize(s);
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}
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~eoRng(void)
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{
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delete [] state;
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}
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/**
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Re-initializes the Random Number Generator.
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*/
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void reseed(uint32 s)
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{
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initialize(s);
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}
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/**
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uniform(m = 1.0) returns a random double in the range [0, m)
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*/
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double uniform(double m = 1.0)
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{ // random number between [0, m]
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return m * double(rand()) / double(rand_max());
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}
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/**
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random() returns a random integer in the range [0, m)
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*/
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uint32 random(uint32 m)
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{
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return uint32(uniform() * double(m));
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}
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/**
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flip() tosses a biased coin such that flip(x/100.0) will
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returns true x% of the time
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*/
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bool flip(float bias)
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{
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return uniform() < bias;
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}
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/**
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normal() zero mean gaussian deviate with standard deviation of 1
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*/
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double normal(void); // gaussian mutation, stdev 1
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/**
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normal(stdev) zero mean gaussian deviate with user defined standard deviation
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*/
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double normal(double stdev)
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{
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return stdev * normal();
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}
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/**
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normal(mean, stdev) user defined mean gaussian deviate with user defined standard deviation
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*/
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double normal(double mean, double stdev)
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{
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return mean + normal(stdev);
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}
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/**
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rand() returns a random number in the range [0, rand_max)
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*/
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uint32 rand();
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/**
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rand_max() the maximum returned by rand()
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*/
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uint32 rand_max(void) const { return (uint32) 0xffffffff; }
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/**
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roulette_wheel(vec, total = 0) does a roulette wheel selection
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on the input vector vec. If the total is not supplied, it is
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calculated. It returns an integer denoting the selected argument.
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*/
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template <class T>
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int roulette_wheel(const std::vector<T>& vec, T total = 0)
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{
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if (total == 0)
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{ // count
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for (int i = 0; i < vec.size(); ++i)
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total += vec[i];
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}
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float change = uniform() * total;
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int i = 0;
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while (change > 0)
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{
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change -= vec[i++];
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}
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return --i;
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}
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///
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void printOn(ostream& _os) const
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{
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for (int i = 0; i < N; ++i)
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{
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_os << state[i] << ' ';
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}
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_os << int(next - state) << ' ';
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_os << left << ' ' << cached << ' ' << cacheValue;
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}
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///
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void readFrom(istream& _is)
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{
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for (int i = 0; i < N; ++i)
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{
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_is >> state[i];
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}
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int n;
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_is >> n;
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next = state + n;
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_is >> left;
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_is >> cached;
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_is >> cacheValue;
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}
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private :
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uint32 restart(void);
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void initialize(uint32 seed);
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uint32* state; // the array for the state
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uint32* next;
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int left;
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bool cached;
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float cacheValue;
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static const int N;
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static const int M;
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static const uint32 K; // a magic constant
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};
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// Initialization of statics
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const int eoRng::N = 624;
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const int eoRng::M = 397;
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const uint32 eoRng::K = (0x9908B0DFU); // a magic constant
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/**
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The one and only global eoRng object
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*/
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static eoRng rng;
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/**
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The class uniform_generator can be used in the STL generate function
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to easily generate random floats and doubles between [0, _max). _max
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defaults to 1.0
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*/
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template <class T = double> class uniform_generator
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{
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public :
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uniform_generator(T _max = T(1.0), eoRng& _rng = rng) : maxim(_max), uniform(_rng) {}
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virtual T operator()(void) { return (T) uniform.uniform(maxim); }
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private :
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T maxim;
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eoRng& uniform;
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};
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/**
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The class random_generator can be used in the STL generate function
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to easily generate random ints between [0, _max).
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*/
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template <class T = uint32> class random_generator
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{
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public :
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random_generator(int _max, eoRng& _rng = rng) : maxim(_max), random(_rng) {}
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virtual T operator()(void) { return (T) random.random(max); }
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private :
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T maxim;
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eoRng& random;
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};
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/**
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The class normal_generator can be used in the STL generate function
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to easily generate gaussian distributed floats and doubles. The user
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can supply a standard deviation which defaults to 1.
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*/
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template <class T = double> class normal_generator
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{
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public :
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normal_generator(T _stdev = T(1.0), eoRng& _rng = rng) : stdev(_stdev), normal(_rng) {}
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virtual T operator()(void) { return (T) normal.normal(stdev); }
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private :
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T stdev;
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eoRng& normal;
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};
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// Implementation of some eoRng members.... Don't mind the mess, it does work.
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#define hiBit(u) ((u) & 0x80000000U) // mask all but highest bit of u
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#define loBit(u) ((u) & 0x00000001U) // mask all but lowest bit of u
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#define loBits(u) ((u) & 0x7FFFFFFFU) // mask the highest bit of u
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#define mixBits(u, v) (hiBit(u)|loBits(v)) // move hi bit of u to hi bit of v
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inline void eoRng::initialize(uint32 seed)
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{
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//
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// We initialize state[0..(N-1)] via the generator
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//
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// x_new = (69069 * x_old) mod 2^32
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//
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// from Line 15 of Table 1, p. 106, Sec. 3.3.4 of Knuth's
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// _The Art of Computer Programming_, Volume 2, 3rd ed.
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//
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// Notes (SJC): I do not know what the initial state requirements
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// of the Mersenne Twister are, but it seems this seeding generator
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// could be better. It achieves the maximum period for its modulus
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// (2^30) iff x_initial is odd (p. 20-21, Sec. 3.2.1.2, Knuth); if
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// x_initial can be even, you have sequences like 0, 0, 0, ...;
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// 2^31, 2^31, 2^31, ...; 2^30, 2^30, 2^30, ...; 2^29, 2^29 + 2^31,
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// 2^29, 2^29 + 2^31, ..., etc. so I force seed to be odd below.
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//
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// Even if x_initial is odd, if x_initial is 1 mod 4 then
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//
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// the lowest bit of x is always 1,
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// the next-to-lowest bit of x is always 0,
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// the 2nd-from-lowest bit of x alternates ... 0 1 0 1 0 1 0 1 ... ,
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// the 3rd-from-lowest bit of x 4-cycles ... 0 1 1 0 0 1 1 0 ... ,
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// the 4th-from-lowest bit of x has the 8-cycle ... 0 0 0 1 1 1 1 0 ... ,
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// ...
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//
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// and if x_initial is 3 mod 4 then
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//
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// the lowest bit of x is always 1,
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// the next-to-lowest bit of x is always 1,
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// the 2nd-from-lowest bit of x alternates ... 0 1 0 1 0 1 0 1 ... ,
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// the 3rd-from-lowest bit of x 4-cycles ... 0 0 1 1 0 0 1 1 ... ,
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// the 4th-from-lowest bit of x has the 8-cycle ... 0 0 1 1 1 1 0 0 ... ,
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// ...
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//
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// The generator's potency (min. s>=0 with (69069-1)^s = 0 mod 2^32) is
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// 16, which seems to be alright by p. 25, Sec. 3.2.1.3 of Knuth. It
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// also does well in the dimension 2..5 spectral tests, but it could be
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// better in dimension 6 (Line 15, Table 1, p. 106, Sec. 3.3.4, Knuth).
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//
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// Note that the random number user does not see the values generated
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// here directly since restart() will always munge them first, so maybe
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// none of all of this matters. In fact, the seed values made here could
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// even be extra-special desirable if the Mersenne Twister theory says
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// so-- that's why the only change I made is to restrict to odd seeds.
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//
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left = -1;
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register uint32 x = (seed | 1U) & 0xFFFFFFFFU, *s = state;
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register int j;
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for(left=0, *s++=x, j=N; --j;
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*s++ = (x*=69069U) & 0xFFFFFFFFU);
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}
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inline uint32 eoRng::restart(void)
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{
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register uint32 *p0=state, *p2=state+2, *pM=state+M, s0, s1;
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register int j;
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left=N-1, next=state+1;
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for(s0=state[0], s1=state[1], j=N-M+1; --j; s0=s1, s1=*p2++)
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*p0++ = *pM++ ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);
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for(pM=state, j=M; --j; s0=s1, s1=*p2++)
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*p0++ = *pM++ ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);
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s1=state[0], *p0 = *pM ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);
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s1 ^= (s1 >> 11);
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s1 ^= (s1 << 7) & 0x9D2C5680U;
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s1 ^= (s1 << 15) & 0xEFC60000U;
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return(s1 ^ (s1 >> 18));
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}
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inline uint32 eoRng::rand(void)
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{
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uint32 y;
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if(--left < 0)
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return(restart());
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y = *next++;
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y ^= (y >> 11);
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y ^= (y << 7) & 0x9D2C5680U;
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y ^= (y << 15) & 0xEFC60000U;
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return(y ^ (y >> 18));
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}
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inline double eoRng::normal(void)
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{
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if (cached)
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{
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cached = false;
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return cacheValue;
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}
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float rSquare, factor, var1, var2;
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do
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{
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var1 = 2.0 * uniform() - 1.0;
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var2 = 2.0 * uniform() - 1.0;
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rSquare = var1 * var1 + var2 * var2;
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}
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while (rSquare >= 1.0 || rSquare == 0.0);
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factor = sqrt(-2.0 * log(rSquare) / rSquare);
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cacheValue = var1 * factor;
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cached = true;
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return (var2 * factor);
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}
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#endif
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/*
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* Random number generator adapted from (see comments below)
|
||||
*
|
||||
* The random number generator is modified into a class
|
||||
* by Maarten Keijzer (mak@dhi.dk). Also added the Box-Muller
|
||||
* transformation to generate normal deviates.
|
||||
*
|
||||
This library is free software; you can redistribute it and/or
|
||||
modify it under the terms of the GNU Lesser General Public
|
||||
License as published by the Free Software Foundation; either
|
||||
version 2 of the License, or (at your option) any later version.
|
||||
|
||||
This library is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
||||
Lesser General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Lesser General Public
|
||||
License along with this library; if not, write to the Free Software
|
||||
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
|
||||
|
||||
Contact: todos@geneura.ugr.es, http://geneura.ugr.es
|
||||
*/
|
||||
|
||||
/* ************ DOCUMENTATION IN ORIGINAL FILE *********************/
|
||||
|
||||
// This is the ``Mersenne Twister'' random number generator MT19937, which
|
||||
// generates pseudorandom integers uniformly distributed in 0..(2^32 - 1)
|
||||
// starting from any odd seed in 0..(2^32 - 1). This version is a recode
|
||||
// by Shawn Cokus (Cokus@math.washington.edu) on March 8, 1998 of a version by
|
||||
// Takuji Nishimura (who had suggestions from Topher Cooper and Marc Rieffel in
|
||||
// July-August 1997).
|
||||
//
|
||||
// Effectiveness of the recoding (on Goedel2.math.washington.edu, a DEC Alpha
|
||||
// running OSF/1) using GCC -O3 as a compiler: before recoding: 51.6 sec. to
|
||||
// generate 300 million random numbers; after recoding: 24.0 sec. for the same
|
||||
// (i.e., 46.5% of original time), so speed is now about 12.5 million random
|
||||
// number generations per second on this machine.
|
||||
//
|
||||
// According to the URL <http://www.math.keio.ac.jp/~matumoto/emt.html>
|
||||
// (and paraphrasing a bit in places), the Mersenne Twister is ``designed
|
||||
// with consideration of the flaws of various existing generators,'' has
|
||||
// a period of 2^19937 - 1, gives a sequence that is 623-dimensionally
|
||||
// equidistributed, and ``has passed many stringent tests, including the
|
||||
// die-hard test of G. Marsaglia and the load test of P. Hellekalek and
|
||||
// S. Wegenkittl.'' It is efficient in memory usage (typically using 2506
|
||||
// to 5012 bytes of static data, depending on data type sizes, and the code
|
||||
// is quite short as well). It generates random numbers in batches of 624
|
||||
// at a time, so the caching and pipelining of modern systems is exploited.
|
||||
// It is also divide- and mod-free.
|
||||
//
|
||||
// This library is free software; you can redistribute it and/or modify it
|
||||
// under the terms of the GNU Library General Public License as published by
|
||||
// the Free Software Foundation (either version 2 of the License or, at your
|
||||
// option, any later version). This library is distributed in the hope that
|
||||
// it will be useful, but WITHOUT ANY WARRANTY, without even the implied
|
||||
// warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See
|
||||
// the GNU Library General Public License for more details. You should have
|
||||
// received a copy of the GNU Library General Public License along with this
|
||||
// library; if not, write to the Free Software Foundation, Inc., 59 Temple
|
||||
// Place, Suite 330, Boston, MA 02111-1307, USA.
|
||||
//
|
||||
// The code as Shawn received it included the following notice:
|
||||
//
|
||||
// Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura. When
|
||||
// you use this, send an e-mail to <matumoto@math.keio.ac.jp> with
|
||||
// an appropriate reference to your work.
|
||||
//
|
||||
// It would be nice to CC: <Cokus@math.washington.edu> when you write.
|
||||
//
|
||||
|
||||
//
|
||||
// uint32 must be an unsigned integer type capable of holding at least 32
|
||||
// bits; exactly 32 should be fastest, but 64 is better on an Alpha with
|
||||
// GCC at -O3 optimization so try your options and see what's best for you
|
||||
//
|
||||
|
||||
/* ************ END DOCUMENTATION IN ORIGINAL FILE *********************/
|
||||
|
||||
|
||||
#ifndef EO_RANDOM_NUMBER_GENERATOR
|
||||
#define EO_RANDOM_NUMBER_GENERATOR
|
||||
|
||||
#include <ctime>
|
||||
|
||||
#include <eoPersistent.h>
|
||||
#include <eoObject.h>
|
||||
|
||||
// TODO: check for various compilers if this is exactly 32 bits
|
||||
// Unfortunately MSVC's preprocessor does not comprehends sizeof()
|
||||
// so neat preprocessing tricks will not work
|
||||
|
||||
typedef unsigned long uint32; // Compiler and platform dependent!
|
||||
|
||||
//-----------------------------------------------------------------------------
|
||||
// eoRng
|
||||
//-----------------------------------------------------------------------------
|
||||
/**
|
||||
eoRng is a persitent class that uses the ``Mersenne Twister'' random number generator MT19937
|
||||
for generating random numbers. The various member functions implement useful functions
|
||||
for evolutionary algorithms. Included are: rand(), random(), flip() and normal().
|
||||
|
||||
Note for people porting EO to other platforms: please make sure that the typedef
|
||||
uint32 in the file eoRng.h is exactly 32 bits long. It may be longer, but not
|
||||
shorter. If it is longer, file compatibility between EO on different platforms
|
||||
may be broken.
|
||||
*/
|
||||
class eoRng : public eoObject, public eoPersistent
|
||||
{
|
||||
public :
|
||||
/**
|
||||
ctor takes a random seed; if you want another seed, use reseed
|
||||
@see reseed
|
||||
*/
|
||||
|
||||
eoRng(uint32 s = (uint32) time(0) ) : state(0), next(0), left(-1), cached(false), N(624), M(397), K((0x9908B0DFU) {
|
||||
state = new uint32[N+1];
|
||||
initialize(s);
|
||||
}
|
||||
|
||||
~eoRng(void)
|
||||
{
|
||||
delete [] state;
|
||||
}
|
||||
|
||||
/**
|
||||
Re-initializes the Random Number Generator.
|
||||
*/
|
||||
void reseed(uint32 s)
|
||||
{
|
||||
initialize(s);
|
||||
}
|
||||
|
||||
/**
|
||||
uniform(m = 1.0) returns a random double in the range [0, m)
|
||||
*/
|
||||
double uniform(double m = 1.0)
|
||||
{ // random number between [0, m]
|
||||
return m * double(rand()) / double(rand_max());
|
||||
}
|
||||
|
||||
/**
|
||||
random() returns a random integer in the range [0, m)
|
||||
*/
|
||||
uint32 random(uint32 m)
|
||||
{
|
||||
return uint32(uniform() * double(m));
|
||||
}
|
||||
|
||||
/**
|
||||
flip() tosses a biased coin such that flip(x/100.0) will
|
||||
returns true x% of the time
|
||||
*/
|
||||
bool flip(float bias)
|
||||
{
|
||||
return uniform() < bias;
|
||||
}
|
||||
|
||||
/**
|
||||
normal() zero mean gaussian deviate with standard deviation of 1
|
||||
*/
|
||||
double normal(void); // gaussian mutation, stdev 1
|
||||
|
||||
/**
|
||||
normal(stdev) zero mean gaussian deviate with user defined standard deviation
|
||||
*/
|
||||
double normal(double stdev)
|
||||
{
|
||||
return stdev * normal();
|
||||
}
|
||||
|
||||
/**
|
||||
normal(mean, stdev) user defined mean gaussian deviate with user defined standard deviation
|
||||
*/
|
||||
double normal(double mean, double stdev)
|
||||
{
|
||||
return mean + normal(stdev);
|
||||
}
|
||||
|
||||
/**
|
||||
rand() returns a random number in the range [0, rand_max)
|
||||
*/
|
||||
uint32 rand();
|
||||
|
||||
/**
|
||||
rand_max() the maximum returned by rand()
|
||||
*/
|
||||
uint32 rand_max(void) const { return (uint32) 0xffffffff; }
|
||||
|
||||
/**
|
||||
roulette_wheel(vec, total = 0) does a roulette wheel selection
|
||||
on the input vector vec. If the total is not supplied, it is
|
||||
calculated. It returns an integer denoting the selected argument.
|
||||
*/
|
||||
template <class T>
|
||||
int roulette_wheel(const std::vector<T>& vec, T total = 0)
|
||||
{
|
||||
if (total == 0)
|
||||
{ // count
|
||||
for (int i = 0; i < vec.size(); ++i)
|
||||
total += vec[i];
|
||||
}
|
||||
|
||||
float change = uniform() * total;
|
||||
|
||||
int i = 0;
|
||||
|
||||
while (change > 0)
|
||||
{
|
||||
change -= vec[i++];
|
||||
}
|
||||
|
||||
return --i;
|
||||
}
|
||||
|
||||
///
|
||||
void printOn(ostream& _os) const
|
||||
{
|
||||
for (int i = 0; i < N; ++i)
|
||||
{
|
||||
_os << state[i] << ' ';
|
||||
}
|
||||
_os << int(next - state) << ' ';
|
||||
_os << left << ' ' << cached << ' ' << cacheValue;
|
||||
}
|
||||
|
||||
///
|
||||
void readFrom(istream& _is)
|
||||
{
|
||||
for (int i = 0; i < N; ++i)
|
||||
{
|
||||
_is >> state[i];
|
||||
}
|
||||
|
||||
int n;
|
||||
_is >> n;
|
||||
next = state + n;
|
||||
|
||||
_is >> left;
|
||||
_is >> cached;
|
||||
_is >> cacheValue;
|
||||
}
|
||||
|
||||
|
||||
private :
|
||||
uint32 restart(void);
|
||||
void initialize(uint32 seed);
|
||||
|
||||
uint32* state; // the array for the state
|
||||
uint32* next;
|
||||
int left;
|
||||
|
||||
bool cached;
|
||||
float cacheValue;
|
||||
|
||||
const int N;
|
||||
const int M;
|
||||
const uint32 K; // a magic constant
|
||||
|
||||
/**
|
||||
Private copy ctor and assignment operator to make sure that
|
||||
nobody accidentally copies the random number generator.
|
||||
If you want similar RNG's, make two RNG's and initialize
|
||||
them with the same seed.
|
||||
*/
|
||||
eoRng (const eoRng&); // no implementation
|
||||
eoRng& operator=(const eoRng&); // dito
|
||||
};
|
||||
|
||||
/**
|
||||
The one and only global eoRng object
|
||||
*/
|
||||
static eoRng rng;
|
||||
|
||||
/**
|
||||
The class uniform_generator can be used in the STL generate function
|
||||
to easily generate random floats and doubles between [0, _max). _max
|
||||
defaults to 1.0
|
||||
*/
|
||||
template <class T = double> class uniform_generator
|
||||
{
|
||||
public :
|
||||
uniform_generator(T _max = T(1.0), eoRng& _rng = rng) : maxim(_max), uniform(_rng) {}
|
||||
|
||||
virtual T operator()(void) { return (T) uniform.uniform(maxim); }
|
||||
private :
|
||||
T maxim;
|
||||
eoRng& uniform;
|
||||
};
|
||||
|
||||
/**
|
||||
The class random_generator can be used in the STL generate function
|
||||
to easily generate random ints between [0, _max).
|
||||
*/
|
||||
template <class T = uint32> class random_generator
|
||||
{
|
||||
public :
|
||||
random_generator(int _max, eoRng& _rng = rng) : maxim(_max), random(_rng) {}
|
||||
|
||||
virtual T operator()(void) { return (T) random.random(max); }
|
||||
|
||||
private :
|
||||
T maxim;
|
||||
eoRng& random;
|
||||
};
|
||||
|
||||
/**
|
||||
The class normal_generator can be used in the STL generate function
|
||||
to easily generate gaussian distributed floats and doubles. The user
|
||||
can supply a standard deviation which defaults to 1.
|
||||
*/
|
||||
template <class T = double> class normal_generator
|
||||
{
|
||||
public :
|
||||
normal_generator(T _stdev = T(1.0), eoRng& _rng = rng) : stdev(_stdev), normal(_rng) {}
|
||||
|
||||
virtual T operator()(void) { return (T) normal.normal(stdev); }
|
||||
|
||||
private :
|
||||
T stdev;
|
||||
eoRng& normal;
|
||||
};
|
||||
|
||||
// Implementation of some eoRng members.... Don't mind the mess, it does work.
|
||||
|
||||
|
||||
#define hiBit(u) ((u) & 0x80000000U) // mask all but highest bit of u
|
||||
#define loBit(u) ((u) & 0x00000001U) // mask all but lowest bit of u
|
||||
#define loBits(u) ((u) & 0x7FFFFFFFU) // mask the highest bit of u
|
||||
#define mixBits(u, v) (hiBit(u)|loBits(v)) // move hi bit of u to hi bit of v
|
||||
|
||||
inline void eoRng::initialize(uint32 seed)
|
||||
{
|
||||
//
|
||||
// We initialize state[0..(N-1)] via the generator
|
||||
//
|
||||
// x_new = (69069 * x_old) mod 2^32
|
||||
//
|
||||
// from Line 15 of Table 1, p. 106, Sec. 3.3.4 of Knuth's
|
||||
// _The Art of Computer Programming_, Volume 2, 3rd ed.
|
||||
//
|
||||
// Notes (SJC): I do not know what the initial state requirements
|
||||
// of the Mersenne Twister are, but it seems this seeding generator
|
||||
// could be better. It achieves the maximum period for its modulus
|
||||
// (2^30) iff x_initial is odd (p. 20-21, Sec. 3.2.1.2, Knuth); if
|
||||
// x_initial can be even, you have sequences like 0, 0, 0, ...;
|
||||
// 2^31, 2^31, 2^31, ...; 2^30, 2^30, 2^30, ...; 2^29, 2^29 + 2^31,
|
||||
// 2^29, 2^29 + 2^31, ..., etc. so I force seed to be odd below.
|
||||
//
|
||||
// Even if x_initial is odd, if x_initial is 1 mod 4 then
|
||||
//
|
||||
// the lowest bit of x is always 1,
|
||||
// the next-to-lowest bit of x is always 0,
|
||||
// the 2nd-from-lowest bit of x alternates ... 0 1 0 1 0 1 0 1 ... ,
|
||||
// the 3rd-from-lowest bit of x 4-cycles ... 0 1 1 0 0 1 1 0 ... ,
|
||||
// the 4th-from-lowest bit of x has the 8-cycle ... 0 0 0 1 1 1 1 0 ... ,
|
||||
// ...
|
||||
//
|
||||
// and if x_initial is 3 mod 4 then
|
||||
//
|
||||
// the lowest bit of x is always 1,
|
||||
// the next-to-lowest bit of x is always 1,
|
||||
// the 2nd-from-lowest bit of x alternates ... 0 1 0 1 0 1 0 1 ... ,
|
||||
// the 3rd-from-lowest bit of x 4-cycles ... 0 0 1 1 0 0 1 1 ... ,
|
||||
// the 4th-from-lowest bit of x has the 8-cycle ... 0 0 1 1 1 1 0 0 ... ,
|
||||
// ...
|
||||
//
|
||||
// The generator's potency (min. s>=0 with (69069-1)^s = 0 mod 2^32) is
|
||||
// 16, which seems to be alright by p. 25, Sec. 3.2.1.3 of Knuth. It
|
||||
// also does well in the dimension 2..5 spectral tests, but it could be
|
||||
// better in dimension 6 (Line 15, Table 1, p. 106, Sec. 3.3.4, Knuth).
|
||||
//
|
||||
// Note that the random number user does not see the values generated
|
||||
// here directly since restart() will always munge them first, so maybe
|
||||
// none of all of this matters. In fact, the seed values made here could
|
||||
// even be extra-special desirable if the Mersenne Twister theory says
|
||||
// so-- that's why the only change I made is to restrict to odd seeds.
|
||||
//
|
||||
|
||||
left = -1;
|
||||
|
||||
register uint32 x = (seed | 1U) & 0xFFFFFFFFU, *s = state;
|
||||
register int j;
|
||||
|
||||
for(left=0, *s++=x, j=N; --j;
|
||||
*s++ = (x*=69069U) & 0xFFFFFFFFU);
|
||||
}
|
||||
|
||||
|
||||
inline uint32 eoRng::restart(void)
|
||||
{
|
||||
register uint32 *p0=state, *p2=state+2, *pM=state+M, s0, s1;
|
||||
register int j;
|
||||
|
||||
left=N-1, next=state+1;
|
||||
|
||||
for(s0=state[0], s1=state[1], j=N-M+1; --j; s0=s1, s1=*p2++)
|
||||
*p0++ = *pM++ ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);
|
||||
|
||||
for(pM=state, j=M; --j; s0=s1, s1=*p2++)
|
||||
*p0++ = *pM++ ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);
|
||||
|
||||
s1=state[0], *p0 = *pM ^ (mixBits(s0, s1) >> 1) ^ (loBit(s1) ? K : 0U);
|
||||
s1 ^= (s1 >> 11);
|
||||
s1 ^= (s1 << 7) & 0x9D2C5680U;
|
||||
s1 ^= (s1 << 15) & 0xEFC60000U;
|
||||
return(s1 ^ (s1 >> 18));
|
||||
}
|
||||
|
||||
|
||||
inline uint32 eoRng::rand(void)
|
||||
{
|
||||
uint32 y;
|
||||
|
||||
if(--left < 0)
|
||||
return(restart());
|
||||
|
||||
y = *next++;
|
||||
y ^= (y >> 11);
|
||||
y ^= (y << 7) & 0x9D2C5680U;
|
||||
y ^= (y << 15) & 0xEFC60000U;
|
||||
return(y ^ (y >> 18));
|
||||
}
|
||||
|
||||
inline double eoRng::normal(void)
|
||||
{
|
||||
if (cached)
|
||||
{
|
||||
cached = false;
|
||||
return cacheValue;
|
||||
}
|
||||
|
||||
float rSquare, factor, var1, var2;
|
||||
|
||||
do
|
||||
{
|
||||
var1 = 2.0 * uniform() - 1.0;
|
||||
var2 = 2.0 * uniform() - 1.0;
|
||||
|
||||
rSquare = var1 * var1 + var2 * var2;
|
||||
}
|
||||
while (rSquare >= 1.0 || rSquare == 0.0);
|
||||
|
||||
factor = sqrt(-2.0 * log(rSquare) / rSquare);
|
||||
|
||||
cacheValue = var1 * factor;
|
||||
cached = true;
|
||||
|
||||
return (var2 * factor);
|
||||
}
|
||||
|
||||
#endif
|
||||
|
|
|
|||
Reference in a new issue