| 1 | /* boost random/inversive_congruential.hpp header file |
| 2 | * |
| 3 | * Copyright Jens Maurer 2000-2001 |
| 4 | * Distributed under the Boost Software License, Version 1.0. (See |
| 5 | * accompanying file LICENSE_1_0.txt or copy at |
| 6 | * http://www.boost.org/LICENSE_1_0.txt) |
| 7 | * |
| 8 | * See http://www.boost.org for most recent version including documentation. |
| 9 | * |
| 10 | * $Id$ |
| 11 | * |
| 12 | * Revision history |
| 13 | * 2001-02-18 moved to individual header files |
| 14 | */ |
| 15 | |
| 16 | #ifndef BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP |
| 17 | #define BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP |
| 18 | |
| 19 | #include <iosfwd> |
| 20 | #include <stdexcept> |
| 21 | #include <boost/assert.hpp> |
| 22 | #include <boost/config.hpp> |
| 23 | #include <boost/cstdint.hpp> |
| 24 | #include <boost/integer/static_log2.hpp> |
| 25 | #include <boost/random/detail/config.hpp> |
| 26 | #include <boost/random/detail/const_mod.hpp> |
| 27 | #include <boost/random/detail/seed.hpp> |
| 28 | #include <boost/random/detail/operators.hpp> |
| 29 | #include <boost/random/detail/seed_impl.hpp> |
| 30 | |
| 31 | #include <boost/random/detail/disable_warnings.hpp> |
| 32 | |
| 33 | namespace boost { |
| 34 | namespace random { |
| 35 | |
| 36 | // Eichenauer and Lehn 1986 |
| 37 | /** |
| 38 | * Instantiations of class template @c inversive_congruential_engine model a |
| 39 | * \pseudo_random_number_generator. It uses the inversive congruential |
| 40 | * algorithm (ICG) described in |
| 41 | * |
| 42 | * @blockquote |
| 43 | * "Inversive pseudorandom number generators: concepts, results and links", |
| 44 | * Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation |
| 45 | * Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman |
| 46 | * (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps |
| 47 | * @endblockquote |
| 48 | * |
| 49 | * The output sequence is defined by x(n+1) = (a*inv(x(n)) - b) (mod p), |
| 50 | * where x(0), a, b, and the prime number p are parameters of the generator. |
| 51 | * The expression inv(k) denotes the multiplicative inverse of k in the |
| 52 | * field of integer numbers modulo p, with inv(0) := 0. |
| 53 | * |
| 54 | * The template parameter IntType shall denote a signed integral type large |
| 55 | * enough to hold p; a, b, and p are the parameters of the generators. The |
| 56 | * template parameter val is the validation value checked by validation. |
| 57 | * |
| 58 | * @xmlnote |
| 59 | * The implementation currently uses the Euclidian Algorithm to compute |
| 60 | * the multiplicative inverse. Therefore, the inversive generators are about |
| 61 | * 10-20 times slower than the others (see section"performance"). However, |
| 62 | * the paper talks of only 3x slowdown, so the Euclidian Algorithm is probably |
| 63 | * not optimal for calculating the multiplicative inverse. |
| 64 | * @endxmlnote |
| 65 | */ |
| 66 | template<class IntType, IntType a, IntType b, IntType p> |
| 67 | class inversive_congruential_engine |
| 68 | { |
| 69 | public: |
| 70 | typedef IntType result_type; |
| 71 | BOOST_STATIC_CONSTANT(bool, has_fixed_range = false); |
| 72 | |
| 73 | BOOST_STATIC_CONSTANT(result_type, multiplier = a); |
| 74 | BOOST_STATIC_CONSTANT(result_type, increment = b); |
| 75 | BOOST_STATIC_CONSTANT(result_type, modulus = p); |
| 76 | BOOST_STATIC_CONSTANT(IntType, default_seed = 1); |
| 77 | |
| 78 | static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return b == 0 ? 1 : 0; } |
| 79 | static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return p-1; } |
| 80 | |
| 81 | /** |
| 82 | * Constructs an @c inversive_congruential_engine, seeding it with |
| 83 | * the default seed. |
| 84 | */ |
| 85 | inversive_congruential_engine() { seed(); } |
| 86 | |
| 87 | /** |
| 88 | * Constructs an @c inversive_congruential_engine, seeding it with @c x0. |
| 89 | */ |
| 90 | BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(inversive_congruential_engine, |
| 91 | IntType, x0) |
| 92 | { seed(x0); } |
| 93 | |
| 94 | /** |
| 95 | * Constructs an @c inversive_congruential_engine, seeding it with values |
| 96 | * produced by a call to @c seq.generate(). |
| 97 | */ |
| 98 | BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(inversive_congruential_engine, |
| 99 | SeedSeq, seq) |
| 100 | { seed(seq); } |
| 101 | |
| 102 | /** |
| 103 | * Constructs an @c inversive_congruential_engine, seeds it |
| 104 | * with values taken from the itrator range [first, last), |
| 105 | * and adjusts first to point to the element after the last one |
| 106 | * used. If there are not enough elements, throws @c std::invalid_argument. |
| 107 | * |
| 108 | * first and last must be input iterators. |
| 109 | */ |
| 110 | template<class It> inversive_congruential_engine(It& first, It last) |
| 111 | { seed(first, last); } |
| 112 | |
| 113 | /** |
| 114 | * Calls seed(default_seed) |
| 115 | */ |
| 116 | void seed() { seed(default_seed); } |
| 117 | |
| 118 | /** |
| 119 | * If c mod m is zero and x0 mod m is zero, changes the current value of |
| 120 | * the generator to 1. Otherwise, changes it to x0 mod m. If c is zero, |
| 121 | * distinct seeds in the range [1,m) will leave the generator in distinct |
| 122 | * states. If c is not zero, the range is [0,m). |
| 123 | */ |
| 124 | BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(inversive_congruential_engine, IntType, x0) |
| 125 | { |
| 126 | // wrap _x if it doesn't fit in the destination |
| 127 | if(modulus == 0) { |
| 128 | _value = x0; |
| 129 | } else { |
| 130 | _value = x0 % modulus; |
| 131 | } |
| 132 | // handle negative seeds |
| 133 | if(_value <= 0 && _value != 0) { |
| 134 | _value += modulus; |
| 135 | } |
| 136 | // adjust to the correct range |
| 137 | if(increment == 0 && _value == 0) { |
| 138 | _value = 1; |
| 139 | } |
| 140 | BOOST_ASSERT(_value >= (min)()); |
| 141 | BOOST_ASSERT(_value <= (max)()); |
| 142 | } |
| 143 | |
| 144 | /** |
| 145 | * Seeds an @c inversive_congruential_engine using values from a SeedSeq. |
| 146 | */ |
| 147 | BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(inversive_congruential_engine, SeedSeq, seq) |
| 148 | { seed(detail::seed_one_int<IntType, modulus>(seq)); } |
| 149 | |
| 150 | /** |
| 151 | * seeds an @c inversive_congruential_engine with values taken |
| 152 | * from the itrator range [first, last) and adjusts @c first to |
| 153 | * point to the element after the last one used. If there are |
| 154 | * not enough elements, throws @c std::invalid_argument. |
| 155 | * |
| 156 | * @c first and @c last must be input iterators. |
| 157 | */ |
| 158 | template<class It> void seed(It& first, It last) |
| 159 | { seed(detail::get_one_int<IntType, modulus>(first, last)); } |
| 160 | |
| 161 | /** Returns the next output of the generator. */ |
| 162 | IntType operator()() |
| 163 | { |
| 164 | typedef const_mod<IntType, p> do_mod; |
| 165 | _value = do_mod::mult_add(a, do_mod::invert(_value), b); |
| 166 | return _value; |
| 167 | } |
| 168 | |
| 169 | /** Fills a range with random values */ |
| 170 | template<class Iter> |
| 171 | void generate(Iter first, Iter last) |
| 172 | { detail::generate_from_int(*this, first, last); } |
| 173 | |
| 174 | /** Advances the state of the generator by @c z. */ |
| 175 | void discard(boost::uintmax_t z) |
| 176 | { |
| 177 | for(boost::uintmax_t j = 0; j < z; ++j) { |
| 178 | (*this)(); |
| 179 | } |
| 180 | } |
| 181 | |
| 182 | /** |
| 183 | * Writes the textual representation of the generator to a @c std::ostream. |
| 184 | */ |
| 185 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, inversive_congruential_engine, x) |
| 186 | { |
| 187 | os << x._value; |
| 188 | return os; |
| 189 | } |
| 190 | |
| 191 | /** |
| 192 | * Reads the textual representation of the generator from a @c std::istream. |
| 193 | */ |
| 194 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, inversive_congruential_engine, x) |
| 195 | { |
| 196 | is >> x._value; |
| 197 | return is; |
| 198 | } |
| 199 | |
| 200 | /** |
| 201 | * Returns true if the two generators will produce identical |
| 202 | * sequences of outputs. |
| 203 | */ |
| 204 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(inversive_congruential_engine, x, y) |
| 205 | { return x._value == y._value; } |
| 206 | |
| 207 | /** |
| 208 | * Returns true if the two generators will produce different |
| 209 | * sequences of outputs. |
| 210 | */ |
| 211 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(inversive_congruential_engine) |
| 212 | |
| 213 | private: |
| 214 | IntType _value; |
| 215 | }; |
| 216 | |
| 217 | #ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION |
| 218 | // A definition is required even for integral static constants |
| 219 | template<class IntType, IntType a, IntType b, IntType p> |
| 220 | const bool inversive_congruential_engine<IntType, a, b, p>::has_fixed_range; |
| 221 | template<class IntType, IntType a, IntType b, IntType p> |
| 222 | const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::multiplier; |
| 223 | template<class IntType, IntType a, IntType b, IntType p> |
| 224 | const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::increment; |
| 225 | template<class IntType, IntType a, IntType b, IntType p> |
| 226 | const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::modulus; |
| 227 | template<class IntType, IntType a, IntType b, IntType p> |
| 228 | const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::default_seed; |
| 229 | #endif |
| 230 | |
| 231 | /// \cond show_deprecated |
| 232 | |
| 233 | // provided for backwards compatibility |
| 234 | template<class IntType, IntType a, IntType b, IntType p, IntType val = 0> |
| 235 | class inversive_congruential : public inversive_congruential_engine<IntType, a, b, p> |
| 236 | { |
| 237 | typedef inversive_congruential_engine<IntType, a, b, p> base_type; |
| 238 | public: |
| 239 | inversive_congruential(IntType x0 = 1) : base_type(x0) {} |
| 240 | template<class It> |
| 241 | inversive_congruential(It& first, It last) : base_type(first, last) {} |
| 242 | }; |
| 243 | |
| 244 | /// \endcond |
| 245 | |
| 246 | /** |
| 247 | * The specialization hellekalek1995 was suggested in |
| 248 | * |
| 249 | * @blockquote |
| 250 | * "Inversive pseudorandom number generators: concepts, results and links", |
| 251 | * Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation |
| 252 | * Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman |
| 253 | * (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps |
| 254 | * @endblockquote |
| 255 | */ |
| 256 | typedef inversive_congruential_engine<uint32_t, 9102, 2147483647-36884165, |
| 257 | 2147483647> hellekalek1995; |
| 258 | |
| 259 | } // namespace random |
| 260 | |
| 261 | using random::hellekalek1995; |
| 262 | |
| 263 | } // namespace boost |
| 264 | |
| 265 | #include <boost/random/detail/enable_warnings.hpp> |
| 266 | |
| 267 | #endif // BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP |
| 268 | |