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Diffstat (limited to 'extern/mantaflow/helper/util/randomstream.h')
-rw-r--r-- | extern/mantaflow/helper/util/randomstream.h | 429 |
1 files changed, 429 insertions, 0 deletions
diff --git a/extern/mantaflow/helper/util/randomstream.h b/extern/mantaflow/helper/util/randomstream.h new file mode 100644 index 00000000000..35b9c7d8858 --- /dev/null +++ b/extern/mantaflow/helper/util/randomstream.h @@ -0,0 +1,429 @@ +/****************************************************************************** + * + * MantaFlow fluid solver framework + * Copyright 2011 Tobias Pfaff, Nils Thuerey + * + * This program is free software, distributed under the terms of the + * Apache License, Version 2.0 + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Random numbers + * + * Based on an example by Makoto Matsumoto, Takuji Nishimura, Shawn Cokus, and Richard J. Wagner + * + ******************************************************************************/ + +#ifndef _RANDOMSTREAM_H +#define _RANDOMSTREAM_H + +namespace Manta { + +#include <iostream> +#include <stdio.h> +#include <time.h> +#include "vectorbase.h" + +class MTRand { + // Data + public: + typedef unsigned long uint32; // unsigned integer type, at least 32 bits + + enum { N = 624 }; // length of state vector + enum { SAVE = N + 1 }; // length of array for save() + + protected: + enum { M = 397 }; // period parameter + + uint32 state[N]; // internal state + uint32 *pNext; // next value to get from state + int left; // number of values left before reload needed + + // Methods + public: + MTRand(const uint32 &oneSeed); // initialize with a simple uint32 + MTRand(uint32 *const bigSeed, uint32 const seedLength = N); // or an array + MTRand(); // auto-initialize with /dev/urandom or time() and clock() + + // Do NOT use for CRYPTOGRAPHY without securely hashing several returned + // values together, otherwise the generator state can be learned after + // reading 624 consecutive values. + + // Access to 32-bit random numbers + double rand(); // real number in [0,1] + double rand(const double &n); // real number in [0,n] + double randExc(); // real number in [0,1) + double randExc(const double &n); // real number in [0,n) + double randDblExc(); // real number in (0,1) + double randDblExc(const double &n); // real number in (0,n) + uint32 randInt(); // integer in [0,2^32-1] + uint32 randInt(const uint32 &n); // integer in [0,n] for n < 2^32 + double operator()() + { + return rand(); + } // same as rand() + + // Access to 53-bit random numbers (capacity of IEEE double precision) + double rand53(); // real number in [0,1) + + // Access to nonuniform random number distributions + double randNorm(const double &mean = 0.0, const double &variance = 1.0); + + // Re-seeding functions with same behavior as initializers + void seed(const uint32 oneSeed); + void seed(uint32 *const bigSeed, const uint32 seedLength = N); + void seed(); + + // Saving and loading generator state + void save(uint32 *saveArray) const; // to array of size SAVE + void load(uint32 *const loadArray); // from such array + friend std::ostream &operator<<(std::ostream &os, const MTRand &mtrand); + friend std::istream &operator>>(std::istream &is, MTRand &mtrand); + + protected: + void initialize(const uint32 oneSeed); + void reload(); + uint32 hiBit(const uint32 &u) const + { + return u & 0x80000000UL; + } + uint32 loBit(const uint32 &u) const + { + return u & 0x00000001UL; + } + uint32 loBits(const uint32 &u) const + { + return u & 0x7fffffffUL; + } + uint32 mixBits(const uint32 &u, const uint32 &v) const + { + return hiBit(u) | loBits(v); + } + uint32 twist(const uint32 &m, const uint32 &s0, const uint32 &s1) const + { + return m ^ (mixBits(s0, s1) >> 1) ^ (-loBit(s1) & 0x9908b0dfUL); + } + static uint32 hash(time_t t, clock_t c); +}; + +inline MTRand::MTRand(const uint32 &oneSeed) +{ + seed(oneSeed); +} + +inline MTRand::MTRand(uint32 *const bigSeed, const uint32 seedLength) +{ + seed(bigSeed, seedLength); +} + +inline MTRand::MTRand() +{ + seed(); +} + +inline double MTRand::rand() +{ + return double(randInt()) * (1.0 / 4294967295.0); +} + +inline double MTRand::rand(const double &n) +{ + return rand() * n; +} + +inline double MTRand::randExc() +{ + return double(randInt()) * (1.0 / 4294967296.0); +} + +inline double MTRand::randExc(const double &n) +{ + return randExc() * n; +} + +inline double MTRand::randDblExc() +{ + return (double(randInt()) + 0.5) * (1.0 / 4294967296.0); +} + +inline double MTRand::randDblExc(const double &n) +{ + return randDblExc() * n; +} + +inline double MTRand::rand53() +{ + uint32 a = randInt() >> 5, b = randInt() >> 6; + return (a * 67108864.0 + b) * (1.0 / 9007199254740992.0); // by Isaku Wada +} + +inline double MTRand::randNorm(const double &mean, const double &variance) +{ + // Return a real number from a normal (Gaussian) distribution with given + // mean and variance by Box-Muller method + double r = sqrt(-2.0 * log(1.0 - randDblExc())) * variance; + double phi = 2.0 * 3.14159265358979323846264338328 * randExc(); + return mean + r * cos(phi); +} + +inline MTRand::uint32 MTRand::randInt() +{ + // Pull a 32-bit integer from the generator state + // Every other access function simply transforms the numbers extracted here + + if (left == 0) + reload(); + --left; + + uint32 s1; + s1 = *pNext++; + s1 ^= (s1 >> 11); + s1 ^= (s1 << 7) & 0x9d2c5680UL; + s1 ^= (s1 << 15) & 0xefc60000UL; + return (s1 ^ (s1 >> 18)); +} + +inline MTRand::uint32 MTRand::randInt(const uint32 &n) +{ + // Find which bits are used in n + // Optimized by Magnus Jonsson (magnus@smartelectronix.com) + uint32 used = n; + used |= used >> 1; + used |= used >> 2; + used |= used >> 4; + used |= used >> 8; + used |= used >> 16; + + // Draw numbers until one is found in [0,n] + uint32 i; + do + i = randInt() & used; // toss unused bits to shorten search + while (i > n); + return i; +} + +inline void MTRand::seed(const uint32 oneSeed) +{ + // Seed the generator with a simple uint32 + initialize(oneSeed); + reload(); +} + +inline void MTRand::seed(uint32 *const bigSeed, const uint32 seedLength) +{ + // Seed the generator with an array of uint32's + // There are 2^19937-1 possible initial states. This function allows + // all of those to be accessed by providing at least 19937 bits (with a + // default seed length of N = 624 uint32's). Any bits above the lower 32 + // in each element are discarded. + // Just call seed() if you want to get array from /dev/urandom + initialize(19650218UL); + const unsigned int Nenum = N; + int i = 1; + uint32 j = 0; + int k = (Nenum > seedLength ? Nenum : seedLength); + for (; k; --k) { + state[i] = state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1664525UL); + state[i] += (bigSeed[j] & 0xffffffffUL) + j; + state[i] &= 0xffffffffUL; + ++i; + ++j; + if (i >= N) { + state[0] = state[N - 1]; + i = 1; + } + if (j >= seedLength) + j = 0; + } + for (k = N - 1; k; --k) { + state[i] = state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1566083941UL); + state[i] -= i; + state[i] &= 0xffffffffUL; + ++i; + if (i >= N) { + state[0] = state[N - 1]; + i = 1; + } + } + state[0] = 0x80000000UL; // MSB is 1, assuring non-zero initial array + reload(); +} + +inline void MTRand::seed() +{ + // Seed the generator with an array from /dev/urandom if available + // Otherwise use a hash of time() and clock() values + + // First try getting an array from /dev/urandom + FILE *urandom = fopen("/dev/urandom", "rb"); + if (urandom) { + uint32 bigSeed[N]; + uint32 *s = bigSeed; + int i = N; + bool success = true; + while (success && i--) + success = fread(s++, sizeof(uint32), 1, urandom); + fclose(urandom); + if (success) { + seed(bigSeed, N); + return; + } + } + + // Was not successful, so use time() and clock() instead + seed(hash(time(NULL), clock())); +} + +inline void MTRand::initialize(const uint32 intseed) +{ + // Initialize generator state with seed + // See Knuth TAOCP Vol 2, 3rd Ed, p.106 for multiplier. + // In previous versions, most significant bits (MSBs) of the seed affect + // only MSBs of the state array. Modified 9 Jan 2002 by Makoto Matsumoto. + uint32 *s = state; + uint32 *r = state; + int i = 1; + *s++ = intseed & 0xffffffffUL; + for (; i < N; ++i) { + *s++ = (1812433253UL * (*r ^ (*r >> 30)) + i) & 0xffffffffUL; + r++; + } +} + +inline void MTRand::reload() +{ + // Generate N new values in state + // Made clearer and faster by Matthew Bellew (matthew.bellew@home.com) + uint32 *p = state; + int i; + for (i = N - M; i--; ++p) + *p = twist(p[M], p[0], p[1]); + for (i = M; --i; ++p) + *p = twist(p[M - N], p[0], p[1]); + *p = twist(p[M - N], p[0], state[0]); + + left = N, pNext = state; +} + +inline MTRand::uint32 MTRand::hash(time_t t, clock_t c) +{ + // Get a uint32 from t and c + // Better than uint32(x) in case x is floating point in [0,1] + // Based on code by Lawrence Kirby (fred@genesis.demon.co.uk) + + static uint32 differ = 0; // guarantee time-based seeds will change + + uint32 h1 = 0; + unsigned char *p = (unsigned char *)&t; + for (size_t i = 0; i < sizeof(t); ++i) { + h1 *= std::numeric_limits<unsigned char>::max() + 2U; + h1 += p[i]; + } + uint32 h2 = 0; + p = (unsigned char *)&c; + for (size_t j = 0; j < sizeof(c); ++j) { + h2 *= std::numeric_limits<unsigned char>::max() + 2U; + h2 += p[j]; + } + return (h1 + differ++) ^ h2; +} + +inline void MTRand::save(uint32 *saveArray) const +{ + uint32 *sa = saveArray; + const uint32 *s = state; + int i = N; + for (; i--; *sa++ = *s++) { + } + *sa = left; +} + +inline void MTRand::load(uint32 *const loadArray) +{ + uint32 *s = state; + uint32 *la = loadArray; + int i = N; + for (; i--; *s++ = *la++) { + } + left = *la; + pNext = &state[N - left]; +} + +inline std::ostream &operator<<(std::ostream &os, const MTRand &mtrand) +{ + const MTRand::uint32 *s = mtrand.state; + int i = mtrand.N; + for (; i--; os << *s++ << "\t") { + } + return os << mtrand.left; +} + +inline std::istream &operator>>(std::istream &is, MTRand &mtrand) +{ + MTRand::uint32 *s = mtrand.state; + int i = mtrand.N; + for (; i--; is >> *s++) { + } + is >> mtrand.left; + mtrand.pNext = &mtrand.state[mtrand.N - mtrand.left]; + return is; +} + +// simple interface to mersenne twister +class RandomStream { + public: + inline RandomStream(long seed) : mtr(seed){}; + ~RandomStream() + { + } + + /*! get a random number from the stream */ + inline double getDouble(void) + { + return mtr.rand(); + }; + inline float getFloat(void) + { + return (float)mtr.rand(); + }; + + inline float getFloat(float min, float max) + { + return mtr.rand(max - min) + min; + }; + inline float getRandNorm(float mean, float var) + { + return mtr.randNorm(mean, var); + }; + +#if FLOATINGPOINT_PRECISION == 1 + inline Real getReal() + { + return getFloat(); + } + +#else + inline Real getReal() + { + return getDouble(); + } +#endif + + inline Vec3 getVec3() + { + Real a = getReal(), b = getReal(), c = getReal(); + return Vec3(a, b, c); + } + inline Vec3 getVec3Norm() + { + Vec3 a = getVec3(); + normalize(a); + return a; + } + + private: + MTRand mtr; +}; + +} // namespace Manta + +#endif |