/****************************************************************************** * * 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 #include #include #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::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::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