mt.c

/* {=================================================================
 *
 * mt.c
 * Mersenne Twister random number generator
 * Luis Carvalho (lexcarvalho@gmail.com)
 * Adapted from mt19937ar.c: state vector is now kept on a dedicated
 * 		struct instead of global var, as implemented by Luiz Henrique
 * 		de Figueiredo on lrandom (at 
 * 		http://www.tecgraf.puc-rio.br/~lhf/ftp/lua/lrandom.tar.gz).
 *
 * Original file can be found at:
 * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
 * [ A C-program for MT19937, with initialization improved 2002/1/26.
 * Coded by Takuji Nishimura and Makoto Matsumoto. ]
 * 
 * See Copyright Notice at the bottom of this file
 *
 * ==================================================================} */

#include "rng.h"

/* Period parameters */  
#define N RNG_MAXSTATES
#define M 397
#define MATRIX_A 0x9908b0dfUL   /* constant vector a */
#define UPPER_MASK 0x80000000UL /* most significant w-r bits */
#define LOWER_MASK 0x7fffffffUL /* least significant r bits */

#define mt (o->v)
#define mti (o->i)

/* initializes mt[N] with a seed */
void init_genrand(nl_RNG *o, unsigned long s)
{
    mt[0]= s & 0xffffffffUL;
    for (mti=1; mti<N; mti++) {
        mt[mti] = 
	    (1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti); 
        /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
        /* In the previous versions, MSBs of the seed affect   */
        /* only MSBs of the array mt[].                        */
        /* 2002/01/09 modified by Makoto Matsumoto             */
        mt[mti] &= 0xffffffffUL;
        /* for >32 bit machines */
    }
}

/* initialize by an array with array-length */
/* init_key is the array for initializing keys */
/* key_length is its length */
/* slight change for C++, 2004/2/26 */
void init_by_array(nl_RNG *o, unsigned long init_key[], int key_length)
{
    int i, j, k;
    init_genrand(o, 19650218UL);
    i=1; j=0;
    k = (N>key_length ? N : key_length);
    for (; k; k--) {
        mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL))
          + init_key[j] + j; /* non linear */
        mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
        i++; j++;
        if (i>=N) { mt[0] = mt[N-1]; i=1; }
        if (j>=key_length) j=0;
    }
    for (k=N-1; k; k--) {
        mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL))
          - i; /* non linear */
        mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
        i++;
        if (i>=N) { mt[0] = mt[N-1]; i=1; }
    }

    mt[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */ 
}

/* generates a random number on [0,0xffffffff]-interval */
unsigned long genrand_int32(nl_RNG *o)
{
    unsigned long y;
    static unsigned long mag01[2]={0x0UL, MATRIX_A};
    /* mag01[x] = x * MATRIX_A  for x=0,1 */

    if (mti >= N) { /* generate N words at one time */
        int kk;

        if (mti == N+1)   /* if init_genrand() has not been called, */
            init_genrand(o, 5489UL); /* a default initial seed is used */

        for (kk=0;kk<N-M;kk++) {
            y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
            mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL];
        }
        for (;kk<N-1;kk++) {
            y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
            mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1UL];
        }
        y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
        mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL];

        mti = 0;
    }
  
    y = mt[mti++];

    /* Tempering */
    y ^= (y >> 11);
    y ^= (y << 7) & 0x9d2c5680UL;
    y ^= (y << 15) & 0xefc60000UL;
    y ^= (y >> 18);

    return y;
}

/* generates a random number on [0,0x7fffffff]-interval */
long genrand_int31(nl_RNG *o)
{
    return (long)(genrand_int32(o)>>1);
}

/* generates a random number on [0,1]-real-interval */
double genrand_real1(nl_RNG *o)
{
    return genrand_int32(o)*(1.0/4294967295.0); 
    /* divided by 2^32-1 */ 
}

/* generates a random number on [0,1)-real-interval */
double genrand_real2(nl_RNG *o)
{
    return genrand_int32(o)*(1.0/4294967296.0); 
    /* divided by 2^32 */
}

/* generates a random number on (0,1)-real-interval */
double genrand_real3(nl_RNG *o)
{
    return (((double)genrand_int32(o)) + 0.5)*(1.0/4294967296.0); 
    /* divided by 2^32 */
}

/* generates a random number on [0,1) with 53-bit resolution*/
double genrand_res53(nl_RNG *o) 
{ 
    unsigned long a=genrand_int32(o)>>5, b=genrand_int32(o)>>6; 
    return(a*67108864.0+b)*(1.0/9007199254740992.0); 
} 
/* These real versions are due to Isaku Wada, 2002/01/09 added */

/* {=================================================================
*
*  Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
*  All rights reserved.                          
*
*  Redistribution and use in source and binary forms, with or without
*  modification, are permitted provided that the following conditions
*  are met:
*
*    1. Redistributions of source code must retain the above copyright
*       notice, this list of conditions and the following disclaimer.
*
*    2. Redistributions in binary form must reproduce the above copyright
*       notice, this list of conditions and the following disclaimer in the
*       documentation and/or other materials provided with the distribution.
*
*    3. The names of its contributors may not be used to endorse or promote 
*       products derived from this software without specific prior written 
*       permission.
*
*  THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
*  "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
*  LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
*  A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE COPYRIGHT OWNER OR
*  CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
*  EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
*  PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
*  PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
*  LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
*  NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
*  SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*
* ==================================================================} */