RandomCanonical.hpp
58.4 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
/**
* \file RandomCanonical.hpp
* \brief Header for RandomCanonical.
*
* Use the random bits from Generator to produce random integers of various
* sizes, random reals with various precisions, a random probability, etc.
*
* Copyright (c) Charles Karney (2006-2011) <charles@karney.com> and licensed
* under the MIT/X11 License. For more information, see
* http://randomlib.sourceforge.net/
**********************************************************************/
#if !defined(RANDOMLIB_RANDOMCANONICAL_HPP)
#define RANDOMLIB_RANDOMCANONICAL_HPP 1
#include <bitset>
#include <RandomLib/RandomPower2.hpp>
#include <RandomLib/RandomEngine.hpp>
#if defined(_MSC_VER)
// Squelch warnings about constant conditional expressions and casts truncating
// constants
# pragma warning (push)
# pragma warning (disable: 4127 4310)
#endif
namespace RandomLib {
/**
* \brief Generate random integers, reals, and booleans.
*
* Use the random bits from Generator to produce random integers of various
* sizes, random reals with various precisions, a random probability, etc.
* RandomCanonical assumes that Generator produces random results as 32-bit
* quantities (of type uint32_t) via Generator::Ran32(), 64-bit quantities
* (of type uint64_t) via Generator::Ran64(), and in "natural" units of
* Generator::width bits (of type Generator::result_type) via
* Generator::Ran().
*
* For the most part this class uses Ran() when needing \e width or fewer
* bits, otherwise it uses Ran64(). However, when \e width = 64, the
* resulting code is RandomCanonical::Unsigned(\e n) is inefficient because
* of the 64-bit arithmetic. For this reason RandomCanonical::Unsigned(\e n)
* uses Ran32() if less than 32 bits are required (even though this results
* in more numbers being produced by the Generator).
*
* This class has been tested with the 32-bit and 64-bit versions of MT19937
* and SFMT19937. Other random number generators could be used provided that
* they provide a whole number of random bits so that Ran() is uniformly
* distributed in [0,2<sup><i>w</i></sup>). Probably some modifications
* would be needed if \e w is not 32 or 64.
*
* @tparam Generator the type of the underlying generator.
**********************************************************************/
template<class Generator>
class RandomCanonical : public Generator {
public:
/**
* The type of operator()().
**********************************************************************/
typedef typename Generator::result_type result_type;
/**
* The type of elements of Seed().
**********************************************************************/
typedef typename RandomSeed::seed_type seed_type;
enum {
/**
* The number of random bits in result_type.
**********************************************************************/
width = Generator::width
};
/**
* \name Constructors which set the seed
**********************************************************************/
///@{
/**
* Initialize from a vector.
*
* @tparam IntType the integral type of the elements of the vector.
* @param[in] v the vector of elements.
**********************************************************************/
template<typename IntType>
explicit RandomCanonical(const std::vector<IntType>& v) : Generator(v) {}
/**
* Initialize from a pair of iterator setting seed to [\e a, \e b)
*
* @tparam InputIterator the type of the iterator.
* @param[in] a the beginning iterator.
* @param[in] b the ending iterator.
**********************************************************************/
template<typename InputIterator>
RandomCanonical(InputIterator a, InputIterator b) : Generator(a, b) {}
/**
* Initialize with seed [\e n]
*
* @param[in] n the new seed to use.
**********************************************************************/
explicit RandomCanonical(seed_type n);
/**
* Initialize with seed []. This can be followed by a call to Reseed() to
* select a unique seed.
**********************************************************************/
RandomCanonical() : Generator() {}
/**
* Initialize from a string. See RandomCanonical::StringToVector
*
* @param[in] s the string to be decoded into a seed.
**********************************************************************/
explicit RandomCanonical(const std::string& s) : Generator(s) {}
///@}
/**
* \name Member functions returning integers
**********************************************************************/
///@{
/**
* Return a raw result in [0, 2<sup><i>w</i></sup>) from the
* underlying Generator.
*
* @return a <i>w</i>-bit random number.
**********************************************************************/
result_type operator()() throw() { return Generator::Ran(); }
/**
* A random integer in [0, \e n). This allows a RandomCanonical object to
* be passed to those standard template library routines that require
* random numbers. E.g.,
* \code
RandomCanonical r;
int a[] = {0, 1, 2, 3, 4};
std::random_shuffle(a, a+5, r);
\endcode
*
* @param[in] n the upper end of the interval. The upper end of the
* interval is open, so \e n is never returned.
* @return the random integer in [0, \e n).
**********************************************************************/
result_type operator()(result_type n) throw()
{ return Integer<result_type>(n); }
// Integer results (binary range)
/**
* A random integer of type IntType in [0, 2<sup><i>b</i></sup>).
*
* @tparam IntType the integer type of the returned random numbers.
* @tparam bits how many random bits to return.
* @return the random result.
**********************************************************************/
template<typename IntType, int bits> IntType Integer() throw() {
// A random integer of type IntType in [0, 2^bits)
STATIC_ASSERT(std::numeric_limits<IntType>::is_integer &&
std::numeric_limits<IntType>::radix == 2,
"Integer<T,b>(): bad integer type IntType");
// Check that we have enough digits in Ran64
STATIC_ASSERT(bits > 0 && bits <= std::numeric_limits<IntType>::digits &&
bits <= 64, "Integer<T,b>(): invalid value for bits");
// Prefer masking to shifting so that we don't have to worry about sign
// extension (a non-issue, because Ran/64 are unsigned?).
return bits <= width ?
IntType(Generator::Ran() & Generator::mask
>> (bits <= width ? width - bits : 0)) :
IntType(Generator::Ran64() & u64::mask >> (64 - bits));
}
/**
* A random integer in [0, 2<sup><i>b</i></sup>).
*
* @tparam bits how many random bits to return.
* @return the random result.
**********************************************************************/
template<int bits>
result_type Integer() throw() { return Integer<result_type, bits>(); }
/**
* A random integer of type IntType in
* [std::numeric_limits<IntType>::min(), std::numeric_limits::max()].
*
* @tparam IntType the integer type of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename IntType> IntType Integer() throw();
/**
* A random result_type in [0, std::numeric_limits<result_type>::max()].
*
* @return the random result.
**********************************************************************/
result_type Integer() throw()
{ return Integer<result_type>(); }
// Integer results (finite range)
/**
* A random integer of type IntType in [0, \e n). \e Excludes \e n. If \e
* n == 0, treat as std::numeric_limits::max() + 1. If \e n < 0, return 0.
* Compare RandomCanonical::Integer<int>(0) which returns a result in
* [0,2<sup>31</sup>) with RandomCanonical::Integer<int>() which returns a
* result in [−2<sup>31</sup>,2<sup>31</sup>).
*
* @tparam IntType the integer type of the returned random numbers.
* @param[in] n the upper end of the semi-open interval.
* @return the random result in [0, \e n).
**********************************************************************/
template<typename IntType> IntType Integer(IntType n) throw();
/**
* A random integer of type IntType in Closed interval [0, \e n]. \e
* Includes \e n. If \e n < 0, return 0.
*
* @tparam IntType the integer type of the returned random numbers.
* @param[in] n the upper end of the closed interval.
* @return the random result in [0, \e n].
**********************************************************************/
template<typename IntType> IntType IntegerC(IntType n) throw();
/**
* A random integer of type IntType in Closed interval [\e m, \e n]. \e
* Includes both endpoints. If \e n < \e m, return \e m.
*
* @tparam IntType the integer type of the returned random numbers.
* @param[in] m the lower end of the closed interval.
* @param[in] n the upper end of the closed interval.
* @return the random result in [\e m, \e n].
**********************************************************************/
template<typename IntType> IntType IntegerC(IntType m, IntType n) throw();
///@}
/**
* \name Member functions returning real fixed-point numbers
**********************************************************************/
///@{
/**
* In the description of the functions FixedX returning \ref fixed
* "fixed-point" numbers, \e u is a random real number uniformly
* distributed in (0, 1), \e p is the precision, and \e h =
* 1/2<sup><i>p</i></sup>. Each of the functions come in three variants,
* e.g.,
* - RandomCanonical::Fixed<RealType,p>() --- return \ref fixed
* "fixed-point" real of type RealType, precision \e p;
* - RandomCanonical::Fixed<RealType>() --- as above with \e p =
* std::numeric_limits<RealType>::digits;
* - RandomCanonical::Fixed() --- as above with RealType = double.
*
* See the \ref reals "summary" for a comparison of the functions.
*
* Return \e i \e h with \e i in [0,2<sup><i>p</i></sup>) by rounding \e u
* down to the previous \ref fixed "fixed" real. Result is in default
* interval [0,1).
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec> RealType Fixed() throw() {
// RandomCanonical reals in [0, 1). Results are of the form i/2^prec for
// integer i in [0,2^prec).
STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer &&
std::numeric_limits<RealType>::radix == 2,
"Fixed(): bad real type RealType");
STATIC_ASSERT(prec > 0 && prec <= std::numeric_limits<RealType>::digits,
"Fixed(): invalid precision");
RealType x = 0; // Accumulator
int s = 0; // How many bits so far
// Let n be the loop count. Typically prec = 24, n = 1 for float; prec =
// 53, n = 2 for double; prec = 64, n = 2 for long double. For Sun
// Sparc's, we have prec = 113, n = 4 for long double. For Windows, long
// double is the same as double (prec = 53).
do {
s += width;
x += RandomPower2::shiftf<RealType>
(RealType(Generator::Ran() >> (s > prec ? s - prec : 0)),
-(s > prec ? prec : s));
} while (s < prec);
return x;
}
/**
* See documentation for RandomCanonical::Fixed<RealType,prec>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType Fixed() throw()
{ return Fixed<RealType, std::numeric_limits<RealType>::digits>(); }
/**
* See documentation for RandomCanonical::Fixed<RealType,prec>().
*
* @return the random double.
**********************************************************************/
double Fixed() throw() { return Fixed<double>(); }
/**
* An alias for RandomCanonical::Fixed<RealType>(). Returns a random
* number of type RealType in [0,1).
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType Real() throw()
{ return Fixed<RealType>(); }
/**
* An alias for RandomCanonical::Fixed(). Returns a random double in
* [0,1).
*
* @return the random double.
**********************************************************************/
double Real() throw() { return Fixed(); }
/**
* Return \e i \e h with \e i in (0,2<sup><i>p</i></sup>] by rounding \e u
* up to the next \ref fixed "fixed" real. Result is in upper interval
* (0,1].
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec> RealType FixedU() throw()
{ return RealType(1) - Fixed<RealType, prec>(); }
/**
* See documentation for RandomCanonical::FixedU<RealType,prec>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FixedU() throw()
{ return FixedU<RealType, std::numeric_limits<RealType>::digits>(); }
/**
* See documentation for RandomCanonical::FixedU<RealType,prec>().
*
* @return the random double.
**********************************************************************/
double FixedU() throw() { return FixedU<double>(); }
/**
* Return \e i \e h with \e i in [0,2<sup><i>p</i></sup>] by rounding \e u
* to the nearest \ref fixed "fixed" real. Result is in nearest interval
* [0,1]. The probability of returning interior values is <i>h</i> while
* the probability of returning the endpoints is <i>h</i>/2.
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec> RealType FixedN() throw() {
const RealType x = Fixed<RealType, prec>();
return x || Boolean() ? x : RealType(1);
}
/**
* See documentation for RandomCanonical::FixedN<RealType,prec>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FixedN() throw()
{ return FixedN<RealType, std::numeric_limits<RealType>::digits>(); }
/**
* See documentation for RandomCanonical::FixedN<RealType,prec>().
*
* @return the random double.
**********************************************************************/
double FixedN() throw() { return FixedN<double>(); }
/**
* Return \e i \e h with \e i in [−2<sup><i>p</i></sup>,
* 2<sup><i>p</i></sup>] by rounding 2\e u − 1 to the nearest \ref
* fixed "fixed" real. Result is in wide interval [−1,1]. The
* probability of returning interior values is <i>h</i>/2 while the
* probability of returning the endpoints is <i>h</i>/4.
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec> RealType FixedW() throw() {
// Random reals in [-1, 1]. Round random in [-1, 1] to nearest multiple
// of 1/2^prec. Results are of the form i/2^prec for integer i in
// [-2^prec,2^prec].
STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer &&
std::numeric_limits<RealType>::radix == 2,
"FixedW(): bad real type RealType");
STATIC_ASSERT(prec > 0 && prec <= std::numeric_limits<RealType>::digits,
"FixedW(): invalid precision");
RealType x = -RealType(1); // Accumulator
int s = -1; // How many bits so far
do {
s += width;
x += RandomPower2::shiftf<RealType>
(RealType(Generator::Ran() >> (s > prec ? s - prec : 0)),
-(s > prec ? prec : s));
} while (s < prec);
return (x + RealType(1) != RealType(0)) || Boolean() ? x : RealType(1);
}
/**
* See documentation for RandomCanonical::FixedW<RealType,prec>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FixedW() throw()
{ return FixedW<RealType, std::numeric_limits<RealType>::digits>(); }
/**
* See documentation for RandomCanonical::FixedW<RealType,prec>().
*
* @return the random double.
**********************************************************************/
double FixedW() throw() { return FixedW<double>(); }
/**
* Return (<i>i</i>+1/2)\e h with \e i in [2<sup><i>p</i>−1</sup>,
* 2<sup><i>p</i>−1</sup>) by rounding \e u − 1/2 to nearest
* offset \ref fixed "fixed" real. Result is in symmetric interval
* (−1/2,1/2).
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec> RealType FixedS() throw()
{ return Fixed<RealType, prec>() -
( RealType(1) - RandomPower2::pow2<RealType>(-prec) ) / 2; }
/**
* See documentation for RandomCanonical::FixedS<RealType,prec>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FixedS() throw()
{ return FixedS<RealType, std::numeric_limits<RealType>::digits>(); }
/**
* See documentation for RandomCanonical::FixedS<RealType,prec>().
*
* @return the random double.
**********************************************************************/
double FixedS() throw() { return FixedS<double>(); }
/**
* Return \e i \e h with \e i in (0,2<sup><i>p</i></sup>) by rounding (1
* − \e h)\e u up to next \ref fixed "fixed" real. Result is in open
* interval (0,1).
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec> RealType FixedO() throw() {
// A real of type RealType in (0, 1) with precision prec
STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer &&
std::numeric_limits<RealType>::radix == 2,
"FixedO(): bad real type RealType");
STATIC_ASSERT(prec > 0 && prec <= std::numeric_limits<RealType>::digits,
"FixedO(): invalid precision");
RealType x;
// Loop executed 2^prec/(2^prec-1) times on average.
do
x = Fixed<RealType, prec>();
while (x == 0);
return x;
}
/**
* See documentation for RandomCanonical::FixedO<RealType,prec>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FixedO() throw()
{ return FixedO<RealType, std::numeric_limits<RealType>::digits>(); }
/**
* See documentation for RandomCanonical::FixedO<RealType,prec>().
*
* @return the random double.
**********************************************************************/
double FixedO() throw() { return FixedO<double>(); }
/**
* Return \e i \e h with \e i in [0,2<sup><i>p</i></sup>] by rounding (1 +
* \e h)\e u down to previous \ref fixed "fixed" real. Result is in closed
* interval [0,1].
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec> RealType FixedC() throw() {
// A real of type RealType in [0, 1] with precision prec
STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer &&
std::numeric_limits<RealType>::radix == 2,
"FixedC(): bad real type RealType");
STATIC_ASSERT(prec > 0 && prec <= std::numeric_limits<RealType>::digits,
"FixedC(): invalid precision");
if (prec < width) {
// Sample an integer in [0, n) where n = 2^prec + 1. This uses the
// same logic as Unsigned(n - 1). However, unlike Unsigned, there
// doesn't seem to be much of a penalty for the 64-bit arithmetic here
// when result_type = unsigned long long. Presumably this is because
// the compiler can do some of the arithmetic.
const result_type
n = (result_type(1) << (prec < width ? prec : 0)) + 1,
// Computing this instead of 2^width/n suffices, because of the form
// of n.
r = Generator::mask / n,
m = r * n;
result_type u;
do
u = Generator::Ran();
while (u >= m);
// u is rv in [0, r * n)
return RandomPower2::shiftf<RealType>(RealType(u / r), -prec);
// Could also special case prec < 64, using Ran64(). However the
// general code below is faster.
} else { // prec >= width
// Synthesize a prec+1 bit random, Y, width bits at a time. If number
// is odd, return Fixed<RealType, prec>() (w prob 1/2); else if number
// is zero, return 1 (w prob 1/2^(prec+1)); else repeat. Normalizing
// probabilities on returned results we find that Fixed<RealType,
// prec>() is returned with prob 2^prec/(2^prec+1), and 1 is return
// with prob 1/(2^prec+1), as required. Loop executed twice on average
// and so consumes 2rvs more than rvs for Fixed<RealType, prec>(). As
// in FloatZ, do NOT try to save on calls to Ran() by using the
// leftover bits from Fixed.
while (true) {
// If prec + 1 < width then mask x with (1 << prec + 1) - 1
const result_type x = Generator::Ran(); // Low width bits of Y
if (x & 1u) // Y odd?
return Fixed<RealType, prec>(); // Prob 1/2 on each loop iteration
if (x)
continue; // Y nonzero
int s = prec + 1 - width; // Bits left to check (s >= 0)
while (true) {
if (s <= 0) // We're done. Y = 0
// Prob 1/2^(prec+1) on each loop iteration
return RealType(1); // We get here once every 60000 yrs (p = 64)!
// Check the next min(s, width) bits.
if (Generator::Ran() >> (s > width ? 0 : width - s))
break;
s -= width; // Decrement s
}
}
}
}
/**
* See documentation for RandomCanonical::FixedC<RealType,prec>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FixedC() throw()
{ return FixedC<RealType, std::numeric_limits<RealType>::digits>(); }
/**
* See documentation for RandomCanonical::FixedC<RealType,prec>().
*
* @return the random double.
**********************************************************************/
double FixedC() throw() { return FixedC<double>(); }
///@}
/**
* \name Member functions returning real floating-point numbers
**********************************************************************/
///@{
// The floating results produces results on a floating scale. Here the
// separation between possible results is smaller for smaller numbers.
/**
* In the description of the functions FloatX returning \ref floating
* "floating-point" numbers, \e u is a random real number uniformly
* distributed in (0, 1), \e p is the precision, and \e e is the exponent
* range. Each of the functions come in three variants, e.g.,
* - RandomCanonical::Float<RealType,p,e>() --- return \ref floating
* "floating-point" real of type RealType, precision \e p, and exponent
* range \e e;
* - RandomCanonical::Float<RealType>() --- as above with \e p =
* std::numeric_limits<RealType>::digits and \e e =
* - std::numeric_limits<RealType>::min_exponent;
* - RandomCanonical::Float() --- as above with RealType = double.
*
* See the \ref reals "summary" for a comparison of the functions.
*
* Return result is in default interval [0,1) by rounding \e u down
* to the previous \ref floating "floating" real.
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @tparam erange the exponent range of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec, int erange> RealType Float() throw()
{ return FloatZ<RealType, prec, erange, false>(0, 0); }
/**
* See documentation for RandomCanonical::Float<RealType,prec,erange>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType Float() throw() {
return Float<RealType, std::numeric_limits<RealType>::digits,
-std::numeric_limits<RealType>::min_exponent>();
}
/**
* See documentation for RandomCanonical::Float<RealType,prec,erange>().
*
* @return the random double.
**********************************************************************/
double Float() throw() { return Float<double>(); }
/**
* Return result is in upper interval (0,1] by round \e u up to the
* next \ref floating "floating" real.
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @tparam erange the exponent range of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec, int erange> RealType FloatU() throw()
{ return FloatZ<RealType, prec, erange, true>(0, 0); }
/**
* See documentation for RandomCanonical::FloatU<RealType,prec,erange>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FloatU() throw() {
return FloatU<RealType, std::numeric_limits<RealType>::digits,
-std::numeric_limits<RealType>::min_exponent>();
}
/**
* See documentation for RandomCanonical::FloatU<RealType,prec,erange>().
*
* @return the random double.
**********************************************************************/
double FloatU() throw() { return FloatU<double>(); }
/**
* Return result is in nearest interval [0,1] by rounding \e u to
* the nearest \ref floating "floating" real.
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @tparam erange the exponent range of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec, int erange> RealType FloatN()
throw() {
// Use Float or FloatU each with prob 1/2, i.e., return Boolean() ?
// Float() : FloatU(). However, rather than use Boolean(), we pick the
// high bit off a Ran() and pass the rest of the number to FloatZ to use.
// This saves 1/2 a call to Ran().
const result_type x = Generator::Ran();
return x >> (width - 1) ? // equivalent to Boolean()
// Float<RealType, prec, erange>()
FloatZ<RealType, prec, erange, false>(width - 1, x) :
// FloatU<RealType, prec, erange>()
FloatZ<RealType, prec, erange, true>(width - 1, x);
}
/**
* See documentation for RandomCanonical::FloatN<RealType,prec,erange>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FloatN() throw() {
return FloatN<RealType, std::numeric_limits<RealType>::digits,
-std::numeric_limits<RealType>::min_exponent>();
}
/**
* See documentation for RandomCanonical::FloatN<RealType,prec,erange>().
*
* @return the random double.
**********************************************************************/
double FloatN() throw() { return FloatN<double>(); }
/**
* Return result is in wide interval [−1,1], by rounding 2\e u
* − 1 to the nearest \ref floating "floating" real.
*
* @tparam RealType the real type of the returned random numbers.
* @tparam prec the precision of the returned random numbers.
* @tparam erange the exponent range of the returned random numbers.
* @return the random result.
**********************************************************************/
template<typename RealType, int prec, int erange>
RealType FloatW() throw() {
const result_type x = Generator::Ran();
const int y = int(x >> (width - 2));
return (1 - (y & 2)) * // Equiv to (Boolean() ? -1 : 1) *
( y & 1 ? // equivalent to Boolean()
// Float<RealType, prec, erange>()
FloatZ<RealType, prec, erange, false>(width - 2, x) :
// FloatU<RealType, prec, erange>()
FloatZ<RealType, prec, erange, true>(width - 2, x) );
}
/**
* See documentation for RandomCanonical::FloatW<RealType,prec,erange>().
*
* @tparam RealType the real type of the returned random numbers.
* @return the random result with the full precision of RealType.
**********************************************************************/
template<typename RealType> RealType FloatW() throw() {
return FloatW<RealType, std::numeric_limits<RealType>::digits,
-std::numeric_limits<RealType>::min_exponent>();
}
/**
* See documentation for RandomCanonical::FloatW<RealType,prec,erange>().
*
* @return the random double.
**********************************************************************/
double FloatW() throw() { return FloatW<double>(); }
///@}
/**
* \name Member functions returning booleans
**********************************************************************/
///@{
/**
* A coin toss. Equivalent to RandomCanonical::Integer<bool>().
*
* @return true with probability 1/2.
**********************************************************************/
bool Boolean() throw() { return Generator::Ran() & 1u; }
/**
* The Bernoulli distribution, true with probability \e p. False if \e p
* ≤ 0; true if \e p ≥ 1. Equivalent to RandomCanonical::Float() <
* \e p, but typically faster.
*
* @tparam NumericType the type (integer or real) of the argument.
* @param[in] p the probability.
* @return true with probability \e p.
**********************************************************************/
template<typename NumericType> bool Prob(NumericType p) throw();
/**
* True with probability <i>m</i>/<i>n</i>. False if \e m ≤ 0 or \e n <
* 0; true if \e m ≥ \e n. With real types, Prob(\e x, \e y) is exact
* but slower than Prob(<i>x</i>/<i>y</i>).
*
* @tparam NumericType the type (integer or real) of the argument.
* @param[in] m the numerator of the probability.
* @param[in] n the denominator of the probability.
* @return true with probability <i>m</i>/<i>n</i>.
**********************************************************************/
template<typename NumericType>
bool Prob(NumericType m, NumericType n) throw();
///@}
// Bits
/**
* \name Functions returning bitsets
* These return random bits in a std::bitset.
**********************************************************************/
///@{
/**
* Return \e nbits random bits
*
* @tparam nbits the number of bits in the bitset.
* @return the random bitset.
**********************************************************************/
template<int nbits> std::bitset<nbits> Bits() throw();
///@}
/**
* A "global" random number generator (not thread-safe!), initialized with
* a fixed seed [].
**********************************************************************/
static RANDOMLIB_EXPORT RandomCanonical Global;
private:
typedef RandomSeed::u32 u32;
typedef RandomSeed::u64 u64;
/**
* A helper for Integer(\e n). A random unsigned integer in [0, \e n]. If
* \e n ≥ 2<sup>32</sup>, this \e must be invoked with \e onep = false.
* Otherwise, it \e should be invoked with \e onep = true.
**********************************************************************/
template<typename UIntT>
typename UIntT::type Unsigned(typename UIntT::type n) throw();
/**
* A helper for Float and FloatU. Produces \e up ? FloatU() : Float(). On
* entry the low \e b bits of \e m are usable random bits.
**********************************************************************/
template<typename RealType, int prec, int erange, bool up>
RealType FloatZ(int b, result_type m) throw();
/**
* The one-argument version of Prob for real types
**********************************************************************/
template<typename RealType> bool ProbF(RealType z) throw();
/**
* The two-argument version of Prob for real types
**********************************************************************/
template<typename RealType> bool ProbF(RealType x, RealType y) throw();
};
template<class Generator>
RandomCanonical<Generator>::RandomCanonical(seed_type n)
: Generator(n) {
// Compile-time checks on real types
#if HAVE_LONG_DOUBLE
STATIC_ASSERT(std::numeric_limits<float>::radix == 2 &&
std::numeric_limits<double>::radix == 2 &&
std::numeric_limits<long double>::radix == 2,
"RandomCanonical: illegal floating type");
STATIC_ASSERT(0 <= std::numeric_limits<float>::digits &&
std::numeric_limits<float>::digits <=
std::numeric_limits<double>::digits &&
std::numeric_limits<double>::digits <=
std::numeric_limits<long double>::digits,
"RandomCanonical: inconsistent floating precision");
#else
STATIC_ASSERT(std::numeric_limits<float>::radix == 2 &&
std::numeric_limits<double>::radix == 2,
"RandomCanonical: illegal floating type");
STATIC_ASSERT(0 <= std::numeric_limits<float>::digits &&
std::numeric_limits<float>::digits <=
std::numeric_limits<double>::digits,
"RandomCanonical: inconsistent floating precision");
#endif
#if HAVE_LONG_DOUBLE
#endif
#if RANDOMLIB_POWERTABLE
// checks on power2
#if HAVE_LONG_DOUBLE
STATIC_ASSERT(std::numeric_limits<long double>::digits ==
RANDOMLIB_LONGDOUBLEPREC,
"RandomPower2: RANDOMLIB_LONGDOUBLEPREC incorrect");
#else
STATIC_ASSERT(std::numeric_limits<double>::digits ==
RANDOMLIB_LONGDOUBLEPREC,
"RandomPower2: RANDOMLIB_LONGDOUBLEPREC incorrect");
#endif
// Make sure table hasn't underflowed
STATIC_ASSERT(RandomPower2::minpow >=
std::numeric_limits<float>::min_exponent -
(RANDOMLIB_HASDENORM(float) ?
std::numeric_limits<float>::digits : 1),
"RandomPower2 table underflow");
STATIC_ASSERT(RandomPower2::maxpow >= RandomPower2::minpow + 1,
"RandomPower2 table empty");
// Needed by RandomCanonical::Fixed<long double>()
#if HAVE_LONG_DOUBLE
STATIC_ASSERT(RandomPower2::minpow <=
-std::numeric_limits<long double>::digits,
"RandomPower2 minpow not small enough for long double");
#else
STATIC_ASSERT(RandomPower2::minpow <=
-std::numeric_limits<double>::digits,
"RandomPower2 minpow not small enough for double");
#endif
// Needed by ProbF
STATIC_ASSERT(RandomPower2::maxpow - width >= 0,
"RandomPower2 maxpow not large enough for ProbF");
#endif
// Needed for RandomCanonical::Bits()
STATIC_ASSERT(2 * std::numeric_limits<unsigned long>::digits - width >= 0,
"Bits<n>(): unsigned long too small");
}
template<class Generator> template<typename IntType>
inline IntType RandomCanonical<Generator>::Integer() throw() {
// A random integer of type IntType in [min(IntType), max(IntType)].
STATIC_ASSERT(std::numeric_limits<IntType>::is_integer &&
std::numeric_limits<IntType>::radix == 2,
"Integer: bad integer type IntType");
const int d = std::numeric_limits<IntType>::digits +
std::numeric_limits<IntType>::is_signed; // Include the sign bit
// Check that we have enough digits in Ran64
STATIC_ASSERT(d > 0 && d <= 64, "Integer: bad bit-size");
if (d <= width)
return IntType(Generator::Ran());
else // d <= 64
return IntType(Generator::Ran64());
}
template<class Generator> template<typename UIntT>
inline typename UIntT::type
RandomCanonical<Generator>::Unsigned(typename UIntT::type n) throw() {
// A random unsigned in [0, n]. In n fits in 32-bits, call with UIntType =
// u32 and onep = true else call with UIntType = u64 and onep = false.
// There are a few cases (e.g., n = 0x80000000) where on a 64-bit machine
// with a 64-bit Generator it would be quicker to call this with UIntType =
// result_type and invoke Ran(). However this speed advantage disappears
// if the argument isn't a compile time constant.
//
// Special case n == 0 is handled by the callers of Unsigned. The
// following is to guard against a division by 0 in the return statement
// (but it shouldn't happen).
n = n ? n : 1U; // n >= 1
// n1 = n + 1, but replace overflowed value by 1. Overflow occurs, e.g.,
// when n = u32::mask and then we have r1 = 0, m = u32::mask.
const typename UIntT::type n1 = ~n ? n + 1U : 1U;
// "Ratio method". Find m = r * n1 - 1, s.t., 0 < (q - n1) < m <= q, where
// q = max(UIntType), and sample in u in [0, m] and return u / r. If onep
// then we use Ran32() else Rand64().
const typename UIntT::type
// r = floor((q + 1)/n1), r1 = r - 1, avoiding overflow. Actually
// overflow can occur if std::numeric_limits<u32>::digits == 64, because
// then we can have onep && n > U32_MASK. This is however ruled out by
// the callers to Unsigned. (If Unsigned is called in this way, the
// results are bogus, but there is no error condition.)
r1 = ((UIntT::width == 32 ? typename UIntT::type(u32::mask) :
typename UIntT::type(u64::mask)) - n) / n1,
m = r1 * n1 + n; // m = r * n1 - 1, avoiding overflow
// Here r1 in [0, (q-1)/2], m in [(q+1)/2, q]
typename UIntT::type u; // Find a random number in [0, m]
do
// For small n1, this is executed once (since m is nearly q). In the
// worst case the loop is executed slightly less than twice on average.
u = UIntT::width == 32 ? typename UIntT::type(Generator::Ran32()) :
typename UIntT::type(Generator::Ran64());
while (u > m);
// Now u is in [0, m] = [0, r * n1), so u / r is in [0, n1) = [0, n]. An
// alternative unbiased method would be u % n1; but / appears to be faster.
return u / (r1 + 1U);
}
template<class Generator> template<typename IntType>
inline IntType RandomCanonical<Generator>::Integer(IntType n) throw() {
// A random integer of type IntType in [0, n). If n == 0, treat as
// max(IntType) + 1. If n < 0, treat as 1 and return 0.
// N.B. Integer<IntType>(0) is equivalent to Integer<IntType>() for
// unsigned types. For signed types, the former returns a non-negative
// result and the latter returns a result in the full range.
STATIC_ASSERT(std::numeric_limits<IntType>::is_integer &&
std::numeric_limits<IntType>::radix == 2,
"Integer(n): bad integer type IntType");
const int d = std::numeric_limits<IntType>::digits;
// Check that we have enough digits in Ran64
STATIC_ASSERT(d > 0 && d <= 64, "Integer(n): bad bit-size");
return n > IntType(1) ?
(d <= 32 || n - 1 <= IntType(u32::mask) ?
IntType(Unsigned<u32>(u32::type(n - 1))) :
IntType(Unsigned<u64>(u64::type(n - 1)))) :
( n ? IntType(0) : // n == 1 || n < 0
Integer<IntType, d>()); // n == 0
}
template<class Generator> template<typename IntType>
inline IntType RandomCanonical<Generator>::IntegerC(IntType n) throw() {
// A random integer of type IntType in [0, n]
STATIC_ASSERT(std::numeric_limits<IntType>::is_integer &&
std::numeric_limits<IntType>::radix == 2,
"IntegerC(n): bad integer type IntType");
const int d = std::numeric_limits<IntType>::digits;
// Check that we have enough digits in Ran64
STATIC_ASSERT(d > 0 && d <= 64, "IntegerC(n): bad bit-size");
return n > IntType(0) ?
(d <= 32 || n <= IntType(u32::mask) ?
IntType(Unsigned<u32>(u32::type(n))) :
IntType(Unsigned<u64>(u64::type(n))))
: IntType(0); // n <= 0
}
template<class Generator> template<typename IntType>
inline IntType RandomCanonical<Generator>::IntegerC(IntType m, IntType n)
throw() {
// A random integer of type IntType in [m, n]
STATIC_ASSERT(std::numeric_limits<IntType>::is_integer &&
std::numeric_limits<IntType>::radix == 2,
"IntegerC(m,n): bad integer type IntType");
const int d = std::numeric_limits<IntType>::digits +
std::numeric_limits<IntType>::is_signed; // Include sign bit
// Check that we have enough digits in Ran64
STATIC_ASSERT(d > 0 && d <= 64, "IntegerC(m,n): bad bit-size");
// The unsigned subtraction, n - m, avoids the underflow that is possible
// in the signed operation.
return m + (n <= m ? 0 :
d <= 32 ?
IntType(IntegerC<u32::type>(u32::type(n) - u32::type(m))) :
IntType(IntegerC<u64::type>(u64::type(n) - u64::type(m))));
}
template<class Generator>
template<typename RealType, int prec, int erange, bool up> inline
RealType RandomCanonical<Generator>::FloatZ(int b, result_type m) throw() {
// Produce up ? FloatU() : Float(). On entry the low b bits of m are
// usable random bits.
STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer &&
std::numeric_limits<RealType>::radix == 2,
"FloatZ: bad real type RealType");
STATIC_ASSERT(prec > 0 && prec <= std::numeric_limits<RealType>::digits,
"FloatZ: invalid precision");
STATIC_ASSERT(erange >= 0, "FloatZ: invalid exponent range");
// With subnormals: condition that smallest number is representable
STATIC_ASSERT(!RANDOMLIB_HASDENORM(RealType) ||
// Need 1/2^(erange+prec) > 0
prec + erange <= std::numeric_limits<RealType>::digits -
std::numeric_limits<RealType>::min_exponent,
"FloatZ: smallest number cannot be represented");
// Without subnormals :condition for no underflow in while loop
STATIC_ASSERT(RANDOMLIB_HASDENORM(RealType) ||
// Need 1/2^(erange+1) > 0
erange <= - std::numeric_limits<RealType>::min_exponent,
"FloatZ: underflow possible");
// Simpler (but slower) version of FloatZ. However this method cannot
// handle the full range of exponents and, in addition, is slower on
// average.
// template<typename RealType, int prec, int erange, bool up>
// RealType FloatZ() {
// RealType x = Fixed<RealType, erange + 1>();
// int s; // Determine exponent (-erange <= s <= 0)
// frexp(x, &s); // Prob(s) = 2^(s-1)
// // Scale number in [1,2) by 2^(s-1). If x == 0 scale number in [0,1).
// return ((up ? FixedU<RealType, prec - 1>() :
// Fixed<RealType, prec - 1>()) + (x ? 1 : 0)) *
// RandomPower2::pow2<RealType>(s - 1);
// }
//
// Use {a, b} to denote the inteval: up ? (a, b] : [a, b)
//
// The code produces the number as
//
// Interval count prob = spacing
// {1,2} / 2 2^(prec-1) 1/2^prec
// {1,2} / 2^s 2^(prec-1) 1/2^(prec+s-1) for s = 2..erange+1
// {0,1} / 2^(erange+1) 2^(prec-1) 1/2^(prec+erange)
// Generate prec bits in {0, 1}
RealType x = up ? FixedU<RealType, prec>() : Fixed<RealType, prec>();
// Use whole interval if erange == 0 and handle the interval {1/2, 1}
if (erange == 0 || (up ? x > RealType(0.5) : x >= RealType(0.5)))
return x;
x += RealType(0.5); // Shift remaining portion to {1/2, 1}
if (b == 0) {
m = Generator::Ran(); // Random bits
b = width; // Bits available in m
}
int sm = erange; // sm = erange - s + 2
// Here x in {1, 2} / 2, prob 1/2
do { // s = 2 thru erange+1, sm = erange thru 1
x /= 2;
if (m & 1u)
return x; // x in {1, 2} / 2^s, prob 1/2^s
if (--b)
m >>= 1;
else {
m = Generator::Ran();
b = width;
}
} while (--sm);
// x in {1, 2} / 2^(erange+1), prob 1/2^(erange+1). Don't worry about the
// possible overhead of the calls to pow here. We rarely get here.
if (RANDOMLIB_HASDENORM(RealType) || // subnormals allowed
// No subnormals but smallest number still representable
prec + erange <= -std::numeric_limits<RealType>::min_exponent + 1 ||
// Possibility of underflow, so have to test on x. Here, we have -prec
// + 1 < erange + min_exp <= 0 so pow2 can be used
x >= (RealType(1) +
RandomPower2::pow2<RealType>
(erange + std::numeric_limits<RealType>::min_exponent)) *
(erange + 1 > -RandomPower2::minpow ?
std::pow(RealType(2), - erange - 1) :
RandomPower2::pow2<RealType>(- erange - 1)))
// shift x to {0, 1} / 2^(erange+1)
// Use product of pow's since max(erange + 1) =
// std::numeric_limits<RealType>::digits -
// std::numeric_limits<RealType>::min_exponent and pow may underflow
return x -
(erange + 1 > -RandomPower2::minpow ?
std::pow(RealType(2), -(erange + 1)/2) *
std::pow(RealType(2), -(erange + 1) + (erange + 1)/2) :
RandomPower2::pow2<RealType>(- erange - 1));
else
return up ? // Underflow to up ? min() : 0
// pow is OK here.
std::pow(RealType(2), std::numeric_limits<RealType>::min_exponent - 1)
: RealType(0);
}
/// \cond SKIP
// True with probability n. Since n is an integer this is equivalent to n >
// 0.
template<class Generator> template<typename IntType>
inline bool RandomCanonical<Generator>::Prob(IntType n) throw() {
STATIC_ASSERT(std::numeric_limits<IntType>::is_integer,
"Prob(n): invalid integer type IntType");
return n > 0;
}
/// \endcond
// True with probability p. true if p >= 1, false if p <= 0 or isnan(p).
template<class Generator> template<typename RealType>
inline bool RandomCanonical<Generator>::ProbF(RealType p) throw() {
// Simulate Float<RealType>() < p. The definition involves < (instead of
// <=) because Float<RealType>() is in [0,1) so it is "biased downwards".
// Instead of calling Float<RealType>(), we generate only as many bits as
// necessary to determine the result. This makes the routine considerably
// faster than Float<RealType>() < x even for type float. Compared with
// the inexact Fixed<RealType>() < p, this is about 20% slower with floats
// and 20% faster with doubles and long doubles.
STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer &&
std::numeric_limits<RealType>::radix == 2,
"ProbF(p): invalid real type RealType");
// Generate Real() c bits at a time where c is chosen so that cast doesn't
// loose any bits and so that it uses up just one rv.
const int c = std::numeric_limits<RealType>::digits > width ?
width : std::numeric_limits<RealType>::digits;
STATIC_ASSERT(c > 0, "ProbF(p): Illegal chunk size");
const RealType mult = RandomPower2::pow2<RealType>(c);
// A recursive definition:
//
// return p > RealType(0) &&
// (p >= RealType(1) ||
// ProbF(mult * p - RealType(Integer<result_type, c>())));
//
// Pre-loop tests needed to avoid overflow
if (!(p > RealType(0))) // Ensure false if isnan(p)
return false;
else if (p >= RealType(1))
return true;
do { // Loop executed slightly more than once.
// Here p is in (0,1). Write Fixed() = (X + y)/mult where X is an
// integer in [0, mult) and y is a real in [0,1). Then Fixed() < p
// becomes p' > y where p' = p * mult - X.
p *= mult; // Form p'. Multiplication is exact
p -= RealType(Integer<result_type, c>()); // Also exact
if (p <= RealType(0))
return false; // If p' <= 0 the result is definitely false.
// Exit if p' >= 1; the result is definitely true. Otherwise p' is in
// (0,1) and the result is true with probability p'.
} while (p < RealType(1));
return true;
}
/// \cond SKIP
// True with probability m/n (ratio of integers)
template<class Generator> template<typename IntType>
inline bool RandomCanonical<Generator>::Prob(IntType m, IntType n) throw() {
STATIC_ASSERT(std::numeric_limits<IntType>::is_integer,
"Prob(m,n): invalid integer type IntType");
// Test n >= 0 without triggering compiler warning when n = unsigned
return m > 0 && (n > 0 || n == 0) && (m >= n || Integer<IntType>(n) < m);
}
/// \endcond
// True with probability x/y (ratio of reals)
template<class Generator> template<typename RealType>
inline bool RandomCanonical<Generator>::ProbF(RealType x, RealType y)
throw() {
STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer &&
std::numeric_limits<RealType>::radix == 2,
"ProbF(x,y): invalid real type RealType");
if (!(x > RealType(0) && y >= RealType(0))) // Do the trivial cases
return false; // Also if either x or y is a nan
else if (x >= y)
return true;
// Now 0 < x < y
int ex, ey; // Extract exponents
x = std::frexp(x, &ex);
y = std::frexp(y, &ey);
// Now 0.5 <= x,y < 1
if (x > y) {
x *= RealType(0.5);
++ex;
}
int s = ey - ex;
// Now 0.25 < x < y < 1, s >= 0, 0.5 < x/y <= 1
// Return true with prob 2^-s * x/y
while (s > 0) { // With prob 1 - 2^-s return false
// Check the next min(s, width) bits.
if (Generator::Ran() >> (s > width ? 0 : width - s))
return false;
s -= width;
}
// Here with prob 2^-s
const int c = std::numeric_limits<RealType>::digits > width ?
width : std::numeric_limits<RealType>::digits;
STATIC_ASSERT(c > 0, "ProbF(x,y): invalid chunk size");
const RealType mult = RandomPower2::pow2<RealType>(c);
// Generate infinite precision z = Real().
// As soon as we know z > y, start again
// As soon as we know z < x, return true
// As soon as we know x < z < y, return false
while (true) { // Loop executed 1/y on average
RealType xa = x, ya = y;
while (true) { // Loop executed slightly more than once
// xa <= ya, ya > 0, xa < 1.
// Here (xa,ya) are in (0,1). Write z = (Z + z')/mult where Z is an
// integer in [0, mult) and z' is a real in [0,1). Then z < x becomes
// z' < x' where x' = x * mult - Z.
const RealType d = RealType(Integer<result_type, c>());
if (ya < RealType(1)) {
ya *= mult; // Form ya'
ya -= d;
if (ya <= RealType(0))
break; // z > y, start again
}
if (xa > RealType(0)) {
xa *= mult; // Form xa'
xa -= d;
if (xa >= RealType(1))
return true; // z < x
}
if (xa <= RealType(0) && ya >= RealType(1))
return false; // x < z < y
}
}
}
template<class Generator> template<int nbits>
inline std::bitset<nbits> RandomCanonical<Generator>::Bits() throw() {
// Return nbits random bits
STATIC_ASSERT(nbits >= 0, "Bits<n>(): invalid nbits");
const int ulbits = std::numeric_limits<bitset_uint_t>::digits;
STATIC_ASSERT(2 * ulbits >= width,
"Bits<n>(): integer constructor type too narrow");
std::bitset<nbits> b;
int m = nbits;
while (m > 0) {
result_type x = Generator::Ran();
if (m < nbits)
b <<= (width > ulbits ? width - ulbits : width);
if (width > ulbits && // x doesn't fit into a bitset_uint_t
// But on the first time through the loop the most significant bits
// may not be needed.
(nbits > ((nbits-1)/width) * width + ulbits || m < nbits)) {
// Handle most significant width - ulbits bits.
b |= (bitset_uint_t)(x >> (width > ulbits ? ulbits : 0));
b <<= ulbits;
}
// Bitsets can be constructed from a bitset_uint_t.
b |= (bitset_uint_t)(x);
m -= width;
}
return b;
}
/// \cond SKIP
// The specialization of Integer<bool> is required because bool(int) in the
// template definition will test for non-zeroness instead of returning the
// low bit.
#if HAVE_LONG_DOUBLE
#define RANDOMCANONICAL_SPECIALIZE(RandomType) \
template<> template<> \
inline bool RandomType::Integer<bool>() \
throw() { return Boolean(); } \
RANDOMCANONICAL_SPECIALIZE_PROB(RandomType, float) \
RANDOMCANONICAL_SPECIALIZE_PROB(RandomType, double) \
RANDOMCANONICAL_SPECIALIZE_PROB(RandomType, long double)
#else
#define RANDOMCANONICAL_SPECIALIZE(RandomType) \
template<> template<> \
inline bool RandomType::Integer<bool>() \
throw() { return Boolean(); } \
RANDOMCANONICAL_SPECIALIZE_PROB(RandomType, float) \
RANDOMCANONICAL_SPECIALIZE_PROB(RandomType, double)
#endif
// Connect Prob(p) with ProbF(p) for all real types
// Connect Prob(x, y) with ProbF(x, y) for all real types
#define RANDOMCANONICAL_SPECIALIZE_PROB(RandomType, RealType) \
template<> template<> \
inline bool RandomType::Prob<RealType>(RealType p) \
throw() { return ProbF<RealType>(p); } \
template<> template<> \
inline bool RandomType::Prob<RealType>(RealType x, RealType y) \
throw() { return ProbF<RealType>(x, y); }
RANDOMCANONICAL_SPECIALIZE(RandomCanonical<MRandomGenerator32>)
RANDOMCANONICAL_SPECIALIZE(RandomCanonical<MRandomGenerator64>)
RANDOMCANONICAL_SPECIALIZE(RandomCanonical<SRandomGenerator32>)
RANDOMCANONICAL_SPECIALIZE(RandomCanonical<SRandomGenerator64>)
#undef RANDOMCANONICAL_SPECIALIZE
#undef RANDOMCANONICAL_SPECIALIZE_PROB
/// \endcond
/**
* Hook XRandomNN to XRandomGeneratorNN
**********************************************************************/
typedef RandomCanonical<MRandomGenerator32> MRandom32;
typedef RandomCanonical<MRandomGenerator64> MRandom64;
typedef RandomCanonical<SRandomGenerator32> SRandom32;
typedef RandomCanonical<SRandomGenerator64> SRandom64;
} // namespace RandomLib
namespace std {
/**
* Swap two RandomCanonicals. This is about 3x faster than the default swap.
**********************************************************************/
template<class Generator>
void swap(RandomLib::RandomCanonical<Generator>& r,
RandomLib::RandomCanonical<Generator>& s) throw() {
r.swap(s);
}
} // namespace srd
#if defined(_MSC_VER)
# pragma warning (pop)
#endif
#endif // RANDOMLIB_RANDOMCANONICAL_HPP