Commit c7005aee authored by Lukas Weber's avatar Lukas Weber
Browse files

first compiling version of the hdf5 overhaul

parent 4e6b7133
cmake_minimum_required(VERSION 2.6)
find_package(MPI REQUIRED)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g -Wall -O3 -std=c++11 -pedantic ${MPI_LINK_FLAGS} ${MPI_COMPILE_FLAGS}")
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g -Wall -O3 -std=c++17 -pedantic ${MPI_LINK_FLAGS} ${MPI_COMPILE_FLAGS}")
option(MEASUREMENTS_APPEND "Use append mode for writing measurements" OFF)
......@@ -24,10 +27,9 @@ set(SRCs
add_library(load_leveller STATIC ${SRCs})
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<h1>MersenneTwister.h</h1><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="comment">// MersenneTwister.h</span>
<a name="l00002"></a>00002 <span class="comment">// Mersenne Twister random number generator -- a C++ class MTRand</span>
<a name="l00003"></a>00003 <span class="comment">// Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus</span>
<a name="l00004"></a>00004 <span class="comment">// Richard J. Wagner v1.0 15 May 2003</span>
<a name="l00005"></a>00005
<a name="l00006"></a>00006 <span class="comment">// The Mersenne Twister is an algorithm for generating random numbers. It</span>
<a name="l00007"></a>00007 <span class="comment">// was designed with consideration of the flaws in various other generators.</span>
<a name="l00008"></a>00008 <span class="comment">// The period, 2^19937-1, and the order of equidistribution, 623 dimensions,</span>
<a name="l00009"></a>00009 <span class="comment">// are far greater. The generator is also fast; it avoids multiplication and</span>
<a name="l00010"></a>00010 <span class="comment">// division, and it benefits from caches and pipelines. For more information</span>
<a name="l00011"></a>00011 <span class="comment">// see the inventors' web page at</span>
<a name="l00012"></a>00012
<a name="l00013"></a>00013 <span class="comment">// Reference</span>
<a name="l00014"></a>00014 <span class="comment">// M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally</span>
<a name="l00015"></a>00015 <span class="comment">// Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on</span>
<a name="l00016"></a>00016 <span class="comment">// Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3-30.</span>
<a name="l00017"></a>00017
<a name="l00018"></a>00018 <span class="comment">// Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,</span>
<a name="l00019"></a>00019 <span class="comment">// Copyright (C) 2000 - 2003, Richard J. Wagner</span>
<a name="l00020"></a>00020 <span class="comment">// All rights reserved. </span>
<a name="l00021"></a>00021 <span class="comment">//</span>
<a name="l00022"></a>00022 <span class="comment">// Redistribution and use in source and binary forms, with or without</span>
<a name="l00023"></a>00023 <span class="comment">// modification, are permitted provided that the following conditions</span>
<a name="l00024"></a>00024 <span class="comment">// are met:</span>
<a name="l00025"></a>00025 <span class="comment">//</span>
<a name="l00026"></a>00026 <span class="comment">// 1. Redistributions of source code must retain the above copyright</span>
<a name="l00027"></a>00027 <span class="comment">// notice, this list of conditions and the following disclaimer.</span>
<a name="l00028"></a>00028 <span class="comment">//</span>
<a name="l00029"></a>00029 <span class="comment">// 2. Redistributions in binary form must reproduce the above copyright</span>
<a name="l00030"></a>00030 <span class="comment">// notice, this list of conditions and the following disclaimer in the</span>
<a name="l00031"></a>00031 <span class="comment">// documentation and/or other materials provided with the distribution.</span>
<a name="l00032"></a>00032 <span class="comment">//</span>
<a name="l00033"></a>00033 <span class="comment">// 3. The names of its contributors may not be used to endorse or promote </span>
<a name="l00034"></a>00034 <span class="comment">// products derived from this software without specific prior written </span>
<a name="l00035"></a>00035 <span class="comment">// permission.</span>
<a name="l00036"></a>00036 <span class="comment">//</span>
<a name="l00037"></a>00037 <span class="comment">// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS</span>
<a name="l00038"></a>00038 <span class="comment">// "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT</span>
<a name="l00039"></a>00039 <span class="comment">// LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR</span>
<a name="l00040"></a>00040 <span class="comment">// A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR</span>
<a name="l00041"></a>00041 <span class="comment">// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,</span>
<a name="l00042"></a>00042 <span class="comment">// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,</span>
<a name="l00043"></a>00043 <span class="comment">// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR</span>
<a name="l00044"></a>00044 <span class="comment">// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF</span>
<a name="l00045"></a>00045 <span class="comment">// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING</span>
<a name="l00046"></a>00046 <span class="comment">// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS</span>
<a name="l00047"></a>00047 <span class="comment">// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.</span>
<a name="l00048"></a>00048
<a name="l00049"></a>00049 <span class="comment">// The original code included the following notice:</span>
<a name="l00050"></a>00050 <span class="comment">//</span>
<a name="l00051"></a>00051 <span class="comment">// When you use this, send an email to:</span>
<a name="l00052"></a>00052 <span class="comment">// with an appropriate reference to your work.</span>
<a name="l00053"></a>00053 <span class="comment">//</span>
<a name="l00054"></a>00054 <span class="comment">// It would be nice to CC: and</span>
<a name="l00055"></a>00055 <span class="comment">// when you write.</span>
<a name="l00056"></a>00056 <span class="comment">//</span>
<a name="l00057"></a>00057 <span class="comment">//</span>
<a name="l00058"></a>00058 <span class="comment">// Added function get_seed, that is needed for our Monte-Carlo class (S.W.)</span>
<a name="l00059"></a>00059 <span class="comment">//</span>
<a name="l00060"></a>00060 <span class="comment">//</span>
<a name="l00061"></a>00061 <span class="comment">//</span>
<a name="l00062"></a>00062
<a name="l00063"></a>00063 <span class="preprocessor">#ifndef MERSENNETWISTER_H</span>
<a name="l00064"></a>00064 <span class="preprocessor"></span><span class="preprocessor">#define MERSENNETWISTER_H</span>
<a name="l00065"></a>00065 <span class="preprocessor"></span>
<a name="l00066"></a>00066 <span class="comment">// Not thread safe (unless auto-initialization is avoided and each thread has</span>
<a name="l00067"></a>00067 <span class="comment">// its own MTRand object)</span>
<a name="l00068"></a>00068
<a name="l00069"></a>00069 <span class="preprocessor">#include &lt;iostream&gt;</span>
<a name="l00070"></a>00070 <span class="preprocessor">#include &lt;limits.h&gt;</span>
<a name="l00071"></a>00071 <span class="preprocessor">#include &lt;stdio.h&gt;</span>
<a name="l00072"></a>00072 <span class="preprocessor">#include &lt;time.h&gt;</span>
<a name="l00073"></a>00073 <span class="preprocessor">#include &lt;math.h&gt;</span>
<a name="l00074"></a>00074
<a name="l00075"></a>00075 <span class="keyword">class </span>MTRand {
<a name="l00076"></a>00076 <span class="comment">// Data</span>
<a name="l00077"></a>00077 <span class="keyword">public</span>:
<a name="l00078"></a>00078 <span class="keyword">typedef</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">long</span> uint32; <span class="comment">// unsigned integer type, at least 32 bits</span>
<a name="l00079"></a>00079
<a name="l00080"></a>00080 <span class="keyword">enum</span> { N = 624 }; <span class="comment">// length of state vector</span>
<a name="l00081"></a>00081 <span class="keyword">enum</span> { SAVE = N + 1 }; <span class="comment">// length of array for save()</span>
<a name="l00082"></a>00082
<a name="l00083"></a>00083 <span class="keyword">protected</span>:
<a name="l00084"></a>00084 <span class="keyword">enum</span> { M = 397 }; <span class="comment">// period parameter</span>
<a name="l00085"></a>00085
<a name="l00086"></a>00086 uint32 state[N]; <span class="comment">// internal state</span>
<a name="l00087"></a>00087 uint32 *pNext; <span class="comment">// next value to get from state</span>
<a name="l00088"></a>00088 <span class="keywordtype">int</span> left; <span class="comment">// number of values left before reload needed</span>
<a name="l00089"></a>00089
<a name="l00090"></a>00090 uint32 myoneseed;
<a name="l00091"></a>00091
<a name="l00092"></a>00092 <span class="comment">//Methods</span>
<a name="l00093"></a>00093 <span class="keyword">public</span>:
<a name="l00094"></a>00094 MTRand( <span class="keyword">const</span> uint32&amp; oneSeed ); <span class="comment">// initialize with a simple uint32</span>
<a name="l00095"></a>00095 MTRand( uint32 *<span class="keyword">const</span> bigSeed, uint32 <span class="keyword">const</span> seedLength = N ); <span class="comment">// or an array</span>
<a name="l00096"></a>00096 MTRand(); <span class="comment">// auto-initialize with /dev/urandom or time() and clock()</span>
<a name="l00097"></a>00097
<a name="l00098"></a>00098 <span class="comment">// Do NOT use for CRYPTOGRAPHY without securely hashing several returned</span>
<a name="l00099"></a>00099 <span class="comment">// values together, otherwise the generator state can be learned after</span>
<a name="l00100"></a>00100 <span class="comment">// reading 624 consecutive values.</span>
<a name="l00101"></a>00101
<a name="l00102"></a>00102 <span class="comment">// Access to 32-bit random numbers</span>
<a name="l00103"></a>00103 <span class="keywordtype">double</span> rand(); <span class="comment">// real number in [0,1]</span>
<a name="l00104"></a>00104 <span class="keywordtype">double</span> rand( <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; n ); <span class="comment">// real number in [0,n]</span>
<a name="l00105"></a>00105 <span class="keywordtype">double</span> randExc(); <span class="comment">// real number in [0,1)</span>
<a name="l00106"></a>00106 <span class="keywordtype">double</span> randExc( <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; n ); <span class="comment">// real number in [0,n)</span>
<a name="l00107"></a>00107 <span class="keywordtype">double</span> randDblExc(); <span class="comment">// real number in (0,1)</span>
<a name="l00108"></a>00108 <span class="keywordtype">double</span> randDblExc( <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; n ); <span class="comment">// real number in (0,n)</span>
<a name="l00109"></a>00109 uint32 randInt(); <span class="comment">// integer in [0,2^32-1]</span>
<a name="l00110"></a>00110 uint32 randInt( <span class="keyword">const</span> uint32&amp; n ); <span class="comment">// integer in [0,n] for n &lt; 2^32</span>
<a name="l00111"></a>00111 <span class="keywordtype">double</span> operator()() { <span class="keywordflow">return</span> rand(); } <span class="comment">// same as rand()</span>
<a name="l00112"></a>00112
<a name="l00113"></a>00113 <span class="comment">// Access to 53-bit random numbers (capacity of IEEE double precision)</span>
<a name="l00114"></a>00114 <span class="keywordtype">double</span> rand53(); <span class="comment">// real number in [0,1)</span>
<a name="l00115"></a>00115
<a name="l00116"></a>00116 <span class="comment">// Access to nonuniform random number distributions</span>
<a name="l00117"></a>00117 <span class="keywordtype">double</span> randNorm( <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; mean = 0.0, <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; variance = 0.0 );
<a name="l00118"></a>00118
<a name="l00119"></a>00119 <span class="comment">// Re-seeding functions with same behavior as initializers</span>
<a name="l00120"></a>00120 <span class="keywordtype">void</span> seed( <span class="keyword">const</span> uint32 oneSeed );
<a name="l00121"></a>00121 <span class="keywordtype">void</span> seed( uint32 *<span class="keyword">const</span> bigSeed, <span class="keyword">const</span> uint32 seedLength = N );
<a name="l00122"></a>00122 <span class="keywordtype">void</span> seed();
<a name="l00123"></a>00123
<a name="l00124"></a>00124 uint32 get_seed() {<span class="keywordflow">return</span> myoneseed;}
<a name="l00125"></a>00125
<a name="l00126"></a>00126 <span class="comment">// Saving and loading generator state</span>
<a name="l00127"></a>00127 <span class="keywordtype">void</span> save( uint32* saveArray ) <span class="keyword">const</span>; <span class="comment">// to array of size SAVE</span>
<a name="l00128"></a>00128 <span class="keywordtype">void</span> load( uint32 *<span class="keyword">const</span> loadArray ); <span class="comment">// from such array</span>
<a name="l00129"></a>00129 <span class="keyword">friend</span> std::ostream&amp; operator&lt;&lt;( std::ostream&amp; os, <span class="keyword">const</span> MTRand&amp; mtrand );
<a name="l00130"></a>00130 <span class="keyword">friend</span> std::istream&amp; operator&gt;&gt;( std::istream&amp; is, MTRand&amp; mtrand );
<a name="l00131"></a>00131
<a name="l00132"></a>00132 <span class="keyword">protected</span>:
<a name="l00133"></a>00133 <span class="keywordtype">void</span> initialize( <span class="keyword">const</span> uint32 oneSeed );
<a name="l00134"></a>00134 <span class="keywordtype">void</span> reload();
<a name="l00135"></a>00135 uint32 hiBit( <span class="keyword">const</span> uint32&amp; u )<span class="keyword"> const </span>{ <span class="keywordflow">return</span> u &amp; 0x80000000UL; }
<a name="l00136"></a>00136 uint32 loBit( <span class="keyword">const</span> uint32&amp; u )<span class="keyword"> const </span>{ <span class="keywordflow">return</span> u &amp; 0x00000001UL; }
<a name="l00137"></a>00137 uint32 loBits( <span class="keyword">const</span> uint32&amp; u )<span class="keyword"> const </span>{ <span class="keywordflow">return</span> u &amp; 0x7fffffffUL; }
<a name="l00138"></a>00138 uint32 mixBits( <span class="keyword">const</span> uint32&amp; u, <span class="keyword">const</span> uint32&amp; v )<span class="keyword"> const</span>
<a name="l00139"></a>00139 <span class="keyword"> </span>{ <span class="keywordflow">return</span> hiBit(u) | loBits(v); }
<a name="l00140"></a>00140 uint32 twist( <span class="keyword">const</span> uint32&amp; m, <span class="keyword">const</span> uint32&amp; s0, <span class="keyword">const</span> uint32&amp; s1 )<span class="keyword"> const</span>
<a name="l00141"></a>00141 <span class="keyword"> </span>{ <span class="keywordflow">return</span> m ^ (mixBits(s0,s1)&gt;&gt;1) ^ (-loBit(s1) &amp; 0x9908b0dfUL); }
<a name="l00142"></a>00142 <span class="keyword">static</span> uint32 hash( time_t t, clock_t c );
<a name="l00143"></a>00143 };
<a name="l00144"></a>00144
<a name="l00145"></a>00145
<a name="l00146"></a>00146 <span class="keyword">inline</span> MTRand::MTRand( <span class="keyword">const</span> uint32&amp; oneSeed )
<a name="l00147"></a>00147 { seed(oneSeed); }
<a name="l00148"></a>00148
<a name="l00149"></a>00149 <span class="keyword">inline</span> MTRand::MTRand( uint32 *<span class="keyword">const</span> bigSeed, <span class="keyword">const</span> uint32 seedLength )
<a name="l00150"></a>00150 { seed(bigSeed,seedLength); }
<a name="l00151"></a>00151
<a name="l00152"></a>00152 <span class="keyword">inline</span> MTRand::MTRand()
<a name="l00153"></a>00153 { seed(); }
<a name="l00154"></a>00154
<a name="l00155"></a>00155 <span class="keyword">inline</span> <span class="keywordtype">double</span> MTRand::rand()
<a name="l00156"></a>00156 { <span class="keywordflow">return</span> double(randInt()) * (1.0/4294967295.0); }
<a name="l00157"></a>00157
<a name="l00158"></a>00158 <span class="keyword">inline</span> <span class="keywordtype">double</span> MTRand::rand( <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; n )
<a name="l00159"></a>00159 { <span class="keywordflow">return</span> rand() * n; }
<a name="l00160"></a>00160
<a name="l00161"></a>00161 <span class="keyword">inline</span> <span class="keywordtype">double</span> MTRand::randExc()
<a name="l00162"></a>00162 { <span class="keywordflow">return</span> double(randInt()) * (1.0/4294967296.0); }
<a name="l00163"></a>00163
<a name="l00164"></a>00164 <span class="keyword">inline</span> <span class="keywordtype">double</span> MTRand::randExc( <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; n )
<a name="l00165"></a>00165 { <span class="keywordflow">return</span> randExc() * n; }
<a name="l00166"></a>00166
<a name="l00167"></a>00167 <span class="keyword">inline</span> <span class="keywordtype">double</span> MTRand::randDblExc()
<a name="l00168"></a>00168 { <span class="keywordflow">return</span> ( <span class="keywordtype">double</span>(randInt()) + 0.5 ) * (1.0/4294967296.0); }
<a name="l00169"></a>00169
<a name="l00170"></a>00170 <span class="keyword">inline</span> <span class="keywordtype">double</span> MTRand::randDblExc( <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; n )
<a name="l00171"></a>00171 { <span class="keywordflow">return</span> randDblExc() * n; }
<a name="l00172"></a>00172
<a name="l00173"></a>00173 <span class="keyword">inline</span> <span class="keywordtype">double</span> MTRand::rand53()
<a name="l00174"></a>00174 {
<a name="l00175"></a>00175 uint32 a = randInt() &gt;&gt; 5, b = randInt() &gt;&gt; 6;
<a name="l00176"></a>00176 <span class="keywordflow">return</span> ( a * 67108864.0 + b ) * (1.0/9007199254740992.0); <span class="comment">// by Isaku Wada</span>
<a name="l00177"></a>00177 }
<a name="l00178"></a>00178
<a name="l00179"></a>00179 <span class="keyword">inline</span> <span class="keywordtype">double</span> MTRand::randNorm( <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; mean, <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; variance )
<a name="l00180"></a>00180 {
<a name="l00181"></a>00181 <span class="comment">// Return a real number from a normal (Gaussian) distribution with given</span>
<a name="l00182"></a>00182 <span class="comment">// mean and variance by Box-Muller method</span>
<a name="l00183"></a>00183 <span class="keywordtype">double</span> r = sqrt( -2.0 * log( 1.0-randDblExc()) ) * variance;
<a name="l00184"></a>00184 <span class="keywordtype">double</span> phi = 2.0 * 3.14159265358979323846264338328 * randExc();
<a name="l00185"></a>00185 <span class="keywordflow">return</span> mean + r * cos(phi);
<a name="l00186"></a>00186 }
<a name="l00187"></a>00187
<a name="l00188"></a>00188 <span class="keyword">inline</span> MTRand::uint32 MTRand::randInt()
<a name="l00189"></a>00189 {
<a name="l00190"></a>00190 <span class="comment">// Pull a 32-bit integer from the generator state</span>
<a name="l00191"></a>00191 <span class="comment">// Every other access function simply transforms the numbers extracted here</span>
<a name="l00192"></a>00192
<a name="l00193"></a>00193 <span class="keywordflow">if</span>( left == 0 ) reload();
<a name="l00194"></a>00194 --left;
<a name="l00195"></a>00195
<a name="l00196"></a>00196 <span class="keyword">register</span> uint32 s1;
<a name="l00197"></a>00197 s1 = *pNext++;
<a name="l00198"></a>00198 s1 ^= (s1 &gt;&gt; 11);
<a name="l00199"></a>00199 s1 ^= (s1 &lt;&lt; 7) &amp; 0x9d2c5680UL;
<a name="l00200"></a>00200 s1 ^= (s1 &lt;&lt; 15) &amp; 0xefc60000UL;
<a name="l00201"></a>00201 <span class="keywordflow">return</span> ( s1 ^ (s1 &gt;&gt; 18) );
<a name="l00202"></a>00202 }
<a name="l00203"></a>00203
<a name="l00204"></a>00204 <span class="keyword">inline</span> MTRand::uint32 MTRand::randInt( <span class="keyword">const</span> uint32&amp; n )
<a name="l00205"></a>00205 {
<a name="l00206"></a>00206 <span class="comment">// Find which bits are used in n</span>
<a name="l00207"></a>00207 <span class="comment">// Optimized by Magnus Jonsson (</span>
<a name="l00208"></a>00208 uint32 used = n;
<a name="l00209"></a>00209 used |= used &gt;&gt; 1;
<a name="l00210"></a>00210 used |= used &gt;&gt; 2;
<a name="l00211"></a>00211 used |= used &gt;&gt; 4;
<a name="l00212"></a>00212 used |= used &gt;&gt; 8;
<a name="l00213"></a>00213 used |= used &gt;&gt; 16;
<a name="l00214"></a>00214
<a name="l00215"></a>00215 <span class="comment">// Draw numbers until one is found in [0,n]</span>
<a name="l00216"></a>00216 uint32 i;
<a name="l00217"></a>00217 <span class="keywordflow">do</span>
<a name="l00218"></a>00218 i = randInt() &amp; used; <span class="comment">// toss unused bits to shorten search</span>
<a name="l00219"></a>00219 <span class="keywordflow">while</span>( i &gt; n );
<a name="l00220"></a>00220 <span class="keywordflow">return</span> i;
<a name="l00221"></a>00221 }
<a name="l00222"></a>00222
<a name="l00223"></a>00223
<a name="l00224"></a>00224 <span class="keyword">inline</span> <span class="keywordtype">void</span> MTRand::seed( <span class="keyword">const</span> uint32 oneSeed )
<a name="l00225"></a>00225 {
<a name="l00226"></a>00226 <span class="comment">// Seed the generator with a simple uint32</span>
<a name="l00227"></a>00227 myoneseed=oneSeed;
<a name="l00228"></a>00228 initialize(oneSeed);
<a name="l00229"></a>00229 reload();
<a name="l00230"></a>00230 }
<a name="l00231"></a>00231
<a name="l00232"></a>00232
<a name="l00233"></a>00233 <span class="keyword">inline</span> <span class="keywordtype">void</span> MTRand::seed( uint32 *<span class="keyword">const</span> bigSeed, <span class="keyword">const</span> uint32 seedLength )
<a name="l00234"></a>00234 {
<a name="l00235"></a>00235 <span class="comment">// Seed the generator with an array of uint32's</span>
<a name="l00236"></a>00236 <span class="comment">// There are 2^19937-1 possible initial states. This function allows</span>
<a name="l00237"></a>00237 <span class="comment">// all of those to be accessed by providing at least 19937 bits (with a</span>
<a name="l00238"></a>00238 <span class="comment">// default seed length of N = 624 uint32's). Any bits above the lower 32</span>
<a name="l00239"></a>00239 <span class="comment">// in each element are discarded.</span>
<a name="l00240"></a>00240 <span class="comment">// Just call seed() if you want to get array from /dev/urandom</span>
<a name="l00241"></a>00241 initialize(19650218UL);
<a name="l00242"></a>00242 <span class="keyword">register</span> <span class="keywordtype">int</span> i = 1;
<a name="l00243"></a>00243 <span class="keyword">register</span> uint32 j = 0;
<a name="l00244"></a>00244 <span class="keyword">register</span> <span class="keywordtype">int</span> k = ( N &gt; seedLength ? N : seedLength );
<a name="l00245"></a>00245 <span class="keywordflow">for</span>( ; k; --k )
<a name="l00246"></a>00246 {
<a name="l00247"></a>00247 state[i] =
<a name="l00248"></a>00248 state[i] ^ ( (state[i-1] ^ (state[i-1] &gt;&gt; 30)) * 1664525UL );
<a name="l00249"></a>00249 state[i] += ( bigSeed[j] &amp; 0xffffffffUL ) + j;
<a name="l00250"></a>00250 state[i] &amp;= 0xffffffffUL;
<a name="l00251"></a>00251 ++i; ++j;
<a name="l00252"></a>00252 <span class="keywordflow">if</span>( i &gt;= N ) { state[0] = state[N-1]; i = 1; }
<a name="l00253"></a>00253 <span class="keywordflow">if</span>( j &gt;= seedLength ) j = 0;
<a name="l00254"></a>00254 }
<a name="l00255"></a>00255 <span class="keywordflow">for</span>( k = N - 1; k; --k )
<a name="l00256"></a>00256 {
<a name="l00257"></a>00257 state[i] =
<a name="l00258"></a>00258 state[i] ^ ( (state[i-1] ^ (state[i-1] &gt;&gt; 30)) * 1566083941UL );
<a name="l00259"></a>00259 state[i] -= i;
<a name="l00260"></a>00260 state[i] &amp;= 0xffffffffUL;
<a name="l00261"></a>00261 ++i;
<a name="l00262"></a>00262 <span class="keywordflow">if</span>( i &gt;= N ) { state[0] = state[N-1]; i = 1; }
<a name="l00263"></a>00263 }
<a name="l00264"></a>00264 state[0] = 0x80000000UL; <span class="comment">// MSB is 1, assuring non-zero initial array</span>
<a name="l00265"></a>00265 reload();
<a name="l00266"></a>00266 myoneseed=-1;
<a name="l00267"></a>00267 }
<a name="l00268"></a>00268
<a name="l00269"></a>00269
<a name="l00270"></a>00270 <span class="keyword">inline</span> <span class="keywordtype">void</span> MTRand::seed()
<a name="l00271"></a>00271 {
<a name="l00272"></a>00272 <span class="comment">// Seed the generator with an array from /dev/urandom if available</span>
<a name="l00273"></a>00273 <span class="comment">// Otherwise use a hash of time() and clock() values</span>
<a name="l00274"></a>00274
<a name="l00275"></a>00275 <span class="comment">// First try getting an array from /dev/urandom</span>
<a name="l00276"></a>00276 <span class="comment">//FILE* urandom = fopen( "/dev/urandom", "rb" );</span>
<a name="l00277"></a>00277 <span class="comment">//if( urandom )</span>
<a name="l00278"></a>00278 <span class="comment">//{</span>
<a name="l00279"></a>00279 <span class="comment">// uint32 bigSeed[N];</span>
<a name="l00280"></a>00280 <span class="comment">// register uint32 *s = bigSeed;</span>
<a name="l00281"></a>00281 <span class="comment">// register int i = N;</span>
<a name="l00282"></a>00282 <span class="comment">// register bool success = true;</span>
<a name="l00283"></a>00283 <span class="comment">// while( success &amp;&amp; i-- )</span>
<a name="l00284"></a>00284 <span class="comment">// success = fread( s++, sizeof(uint32), 1, urandom );</span>
<a name="l00285"></a>00285 <span class="comment">// fclose(urandom);</span>
<a name="l00286"></a>00286 <span class="comment">// if( success ) { seed( bigSeed, N ); return; }</span>
<a name="l00287"></a>00287 <span class="comment">//}</span>
<a name="l00288"></a>00288
<a name="l00289"></a>00289 <span class="comment">// Was not successful, so use time() and clock() instead</span>
<a name="l00290"></a>00290 myoneseed=hash( time(NULL), clock() );
<a name="l00291"></a>00291 seed( myoneseed );
<a name="l00292"></a>00292 }
<a name="l00293"></a>00293
<a name="l00294"></a>00294
<a name="l00295"></a>00295 <span class="keyword">inline</span> <span class="keywordtype">void</span> MTRand::initialize( <span class="keyword">const</span> uint32 seed )
<a name="l00296"></a>00296 {
<a name="l00297"></a>00297 <span class="comment">// Initialize generator state with seed</span>
<a name="l00298"></a>00298 <span class="comment">// See Knuth TAOCP Vol 2, 3rd Ed, p.106 for multiplier.</span>
<a name="l00299"></a>00299 <span class="comment">// In previous versions, most significant bits (MSBs) of the seed affect</span>
<a name="l00300"></a>00300 <span class="comment">// only MSBs of the state array. Modified 9 Jan 2002 by Makoto Matsumoto.</span>
<a name="l00301"></a>00301 <span class="keyword">register</span> uint32 *s = state;
<a name="l00302"></a>00302 <span class="keyword">register</span> uint32 *r = state;
<a name="l00303"></a>00303 <span class="keyword">register</span> <span class="keywordtype">int</span> i = 1;
<a name="l00304"></a>00304 *s++ = seed &amp; 0xffffffffUL;
<a name="l00305"></a>00305 <span class="keywordflow">for</span>( ; i &lt; N; ++i )
<a name="l00306"></a>00306 {
<a name="l00307"></a>00307 *s++ = ( 1812433253UL * ( *r ^ (*r &gt;&gt; 30) ) + i ) &amp; 0xffffffffUL;
<a name="l00308"></a>00308 r++;
<a name="l00309"></a>00309 }
<a name="l00310"></a>00310 }
<a name="l00311"></a>00311
<a name="l00312"></a>00312
<a name="l00313"></a>00313 <span class="keyword">inline</span> <span class="keywordtype">void</span> MTRand::reload()
<a name="l00314"></a>00314 {
<a name="l00315"></a>00315 <span class="comment">// Generate N new values in state</span>
<a name="l00316"></a>00316 <span class="comment">// Made clearer and faster by Matthew Bellew (</span>
<a name="l00317"></a>00317 <span class="keyword">register</span> uint32 *p = state;
<a name="l00318"></a>00318 <span class="keyword">register</span> <span class="keywordtype">int</span> i;
<a name="l00319"></a>00319 <span class="keywordflow">for</span>( i = N - M; i--; ++p )
<a name="l00320"></a>00320 *p = twist( p[M], p[0], p[1] );
<a name="l00321"></a>00321 <span class="keywordflow">for</span>( i = M; --i; ++p )
<a name="l00322"></a>00322 *p = twist( p[M-N], p[0], p[1] );
<a name="l00323"></a>00323 *p = twist( p[M-N], p[0], state[0] );
<a name="l00324"></a>00324
<a name="l00325"></a>00325 left = N, pNext = state;
<a name="l00326"></a>00326 }
<a name="l00327"></a>00327
<a name="l00328"></a>00328
<a name="l00329"></a>00329 <span class="keyword">inline</span> MTRand::uint32 MTRand::hash( time_t t, clock_t c )
<a name="l00330"></a>00330 {
<a name="l00331"></a>00331 <span class="comment">// Get a uint32 from t and c</span>
<a name="l00332"></a>00332 <span class="comment">// Better than uint32(x) in case x is floating point in [0,1]</span>
<a name="l00333"></a>00333 <span class="comment">// Based on code by Lawrence Kirby (</span>
<a name="l00334"></a>00334
<a name="l00335"></a>00335 <span class="keyword">static</span> uint32 differ = 0; <span class="comment">// guarantee time-based seeds will change</span>
<a name="l00336"></a>00336
<a name="l00337"></a>00337 uint32 h1 = 0;
<a name="l00338"></a>00338 <span class="keywordtype">unsigned</span> <span class="keywordtype">char</span> *p = (<span class="keywordtype">unsigned</span> <span class="keywordtype">char</span> *) &amp;t;
<a name="l00339"></a>00339 <span class="keywordflow">for</span>( <span class="keywordtype">size_t</span> i = 0; i &lt; <span class="keyword">sizeof</span>(t); ++i )
<a name="l00340"></a>00340 {
<a name="l00341"></a>00341 h1 *= UCHAR_MAX + 2U;
<a name="l00342"></a>00342 h1 += p[i];
<a name="l00343"></a>00343 }
<a name="l00344"></a>00344 uint32 h2 = 0;
<a name="l00345"></a>00345 p = (<span class="keywordtype">unsigned</span> <span class="keywordtype">char</span> *) &amp;c;
<a name="l00346"></a>00346 <span class="keywordflow">for</span>( <span class="keywordtype">size_t</span> j = 0; j &lt; <span class="keyword">sizeof</span>(c); ++j )
<a name="l00347"></a>00347 {
<a name="l00348"></a>00348 h2 *= UCHAR_MAX + 2U;
<a name="l00349"></a>00349 h2 += p[j];
<a name="l00350"></a>00350 }
<a name="l00351"></a>00351 <span class="keywordflow">return</span> ( h1 + differ++ ) ^ h2;
<a name="l00352"></a>00352 }
<a name="l00353"></a>00353
<a name="l00354"></a>00354
<a name="l00355"></a>00355 <span class="keyword">inline</span> <span class="keywordtype">void</span> MTRand::save( uint32* saveArray )<span class="keyword"> const</span>
<a name="l00356"></a>00356 <span class="keyword"></span>{
<a name="l00357"></a>00357 <span class="keyword">register</span> uint32 *sa = saveArray;
<a name="l00358"></a>00358 <span class="keyword">register</span> <span class="keyword">const</span> uint32 *s = state;
<a name="l00359"></a>00359 <span class="keyword">register</span> <span class="keywordtype">int</span> i = N;
<a name="l00360"></a>00360 <span class="keywordflow">for</span>( ; i--; *sa++ = *s++ ) {}
<a name="l00361"></a>00361 *sa = left;
<a name="l00362"></a>00362 }
<a name="l00363"></a>00363
<a name="l00364"></a>00364
<a name="l00365"></a>00365 <span class="keyword">inline</span> <span class="keywordtype">void</span> MTRand::load( uint32 *<span class="keyword">const</span> loadArray )
<a name="l00366"></a>00366 {
<a name="l00367"></a>00367 <span class="keyword">register</span> uint32 *s = state;
<a name="l00368"></a>00368 <span class="keyword">register</span> uint32 *la = loadArray;
<a name="l00369"></a>00369 <span class="keyword">register</span> <span class="keywordtype">int</span> i = N;
<a name="l00370"></a>00370 <span class="keywordflow">for</span>( ; i--; *s++ = *la++ ) {}
<a name="l00371"></a>00371 left = *la;
<a name="l00372"></a>00372 pNext = &amp;state[N-left];
<a name="l00373"></a>00373 }
<a name="l00374"></a>00374
<a name="l00375"></a>00375
<a name="l00376"></a>00376 <span class="keyword">inline</span> std::ostream&amp; operator&lt;&lt;( std::ostream&amp; os, <span class="keyword">const</span> MTRand&amp; mtrand )
<a name="l00377"></a>00377 {
<a name="l00378"></a>00378 <span class="keyword">register</span> <span class="keyword">const</span> MTRand::uint32 *s = mtrand.state;
<a name="l00379"></a>00379 <span class="keyword">register</span> <span class="keywordtype">int</span> i = mtrand.N;
<a name="l00380"></a>00380 <span class="keywordflow">for</span>( ; i--; os &lt;&lt; *s++ &lt;&lt; <span class="stringliteral">"\t"</span> ) {}
<a name="l00381"></a>00381 <span class="keywordflow">return</span> os &lt;&lt; mtrand.left;
<a name="l00382"></a>00382 }
<a name="l00383"></a>00383
<a name="l00384"></a>00384
<a name="l00385"></a>00385 <span class="keyword">inline</span> std::istream&amp; operator&gt;&gt;( std::istream&amp; is, MTRand&amp; mtrand )
<a name="l00386"></a>00386 {
<a name="l00387"></a>00387 <span class="keyword">register</span> MTRand::uint32 *s = mtrand.state;
<a name="l00388"></a>00388 <span class="keyword">register</span> <span class="keywordtype">int</span> i = mtrand.N;
<a name="l00389"></a>00389 <span class="keywordflow">for</span>( ; i--; is &gt;&gt; *s++ ) {}
<a name="l00390"></a>00390 is &gt;&gt; mtrand.left;
<a name="l00391"></a>00391 mtrand.pNext = &amp;mtrand.state[mtrand.N-mtrand.left];
<a name="l00392"></a>00392 <span class="keywordflow">return</span> is;
<a name="l00393"></a>00393 }
<a name="l00394"></a>00394
<a name="l00395"></a>00395 <span class="preprocessor">#endif // MERSENNETWISTER_H</span>
<a name="l00396"></a>00396 <span class="preprocessor"></span>
<a name="l00397"></a>00397 <span class="comment">// Change log:</span>
<a name="l00398"></a>00398 <span class="comment">//</span>
<a name="l00399"></a>00399 <span class="comment">// v0.1 - First release on 15 May 2000</span>
<a name="l00400"></a>00400 <span class="comment">// - Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus</span>
<a name="l00401"></a>00401 <span class="comment">// - Translated from C to C++</span>
<a name="l00402"></a>00402 <span class="comment">// - Made completely ANSI compliant</span>
<a name="l00403"></a>00403 <span class="comment">// - Designed convenient interface for initialization, seeding, and</span>
<a name="l00404"></a>00404 <span class="comment">// obtaining numbers in default or user-defined ranges</span>
<a name="l00405"></a>00405 <span class="comment">// - Added automatic seeding from /dev/urandom or time() and clock()</span>
<a name="l00406"></a>00406 <span class="comment">// - Provided functions for saving and loading generator state</span>
<a name="l00407"></a>00407 <span class="comment">//</span>
<a name="l00408"></a>00408 <span class="comment">// v0.2 - Fixed bug which reloaded generator one step too late</span>
<a name="l00409"></a>00409 <span class="comment">//</span>
<a name="l00410"></a>00410 <span class="comment">// v0.3 - Switched to clearer, faster reload() code from Matthew Bellew</span>
<a name="l00411"></a>00411 <span class="comment">//</span>
<a name="l00412"></a>00412 <span class="comment">// v0.4 - Removed trailing newline in saved generator format to be consistent</span>
<a name="l00413"></a>00413 <span class="comment">// with output format of built-in types</span>
<a name="l00414"></a>00414 <span class="comment">//</span>
<a name="l00415"></a>00415 <span class="comment">// v0.5 - Improved portability by replacing static const int's with enum's and</span>
<a name="l00416"></a>00416 <span class="comment">// clarifying return values in seed(); suggested by Eric Heimburg</span>
<a name="l00417"></a>00417 <span class="comment">// - Removed MAXINT constant; use 0xffffffffUL instead</span>
<a name="l00418"></a>00418 <span class="comment">//</span>
<a name="l00419"></a>00419 <span class="comment">// v0.6 - Eliminated seed overflow when uint32 is larger than 32 bits</span>
<a name="l00420"></a>00420 <span class="comment">// - Changed integer [0,n] generator to give better uniformity</span>
<a name="l00421"></a>00421 <span class="comment">//</span>
<a name="l00422"></a>00422 <span class="comment">// v0.7 - Fixed operator precedence ambiguity in reload()</span>
<a name="l00423"></a>00423 <span class="comment">// - Added access for real numbers in (0,1) and (0,n)</span>
<a name="l00424"></a>00424 <span class="comment">//</span>
<a name="l00425"></a>00425 <span class="comment">// v0.8 - Included time.h header to properly support time_t and clock_t</span>
<a name="l00426"></a>00426 <span class="comment">//</span>
<a name="l00427"></a>00427 <span class="comment">// v1.0 - Revised seeding to match 26 Jan 2002 update of Nishimura and Matsumoto</span>
<a name="l00428"></a>00428 <span class="comment">// - Allowed for seeding with arrays of any length</span>
<a name="l00429"></a>00429 <span class="comment">// - Added access for real numbers in [0,1) with 53-bit resolution</span>
<a name="l00430"></a>00430 <span class="comment">// - Added access for real numbers from normal (Gaussian) distributions</span>
<a name="l00431"></a>00431 <span class="comment">// - Increased overall speed by optimizing twist()</span>
<a name="l00432"></a>00432 <span class="comment">// - Doubled speed of integer [0,n] generation</span>
<a name="l00433"></a>00433 <span class="comment">// - Fixed out-of-range number generation on 64-bit machines</span>
<a name="l00434"></a>00434 <span class="comment">// - Improved portability by substituting literal constants for long enum's</span>
<a name="l00435"></a>00435 <span class="comment">// - Changed license from GNU LGPL to BSD</span>
<a name="l00436"></a>00436 <span class="comment">//</span>
<a name="l00437"></a>00437 <span class="comment">// Added function get_seed, that is needed for our Monte-Carlo class (S.W.)</span>
<a name="l00438"></a>00438
<a name="l00439"></a>00439
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<h1>acml_rand.h</h1><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="preprocessor">#ifndef MCL_ACML_RAND_H </span>
<a name="l00002"></a>00002 <span class="preprocessor"></span><span class="preprocessor">#define MCL_ACML_RAND_H</span>
<a name="l00003"></a>00003 <span class="preprocessor"></span>
<a name="l00004"></a>00004 <span class="keyword">extern</span> <span class="stringliteral">"C"</span> <span class="keywordtype">void</span> dranduniform_(<span class="keywordtype">int</span> *N, <span class="keywordtype">double</span> *A, <span class="keywordtype">double</span> *B, <span class="keywordtype">int</span> *state,
<a name="l00005"></a>00005 <span class="keywordtype">double</span> *X, <span class="keywordtype">int</span> *info);
<a name="l00006"></a>00006 <span class="keyword">extern</span> <span class="stringliteral">"C"</span> <span class="keywordtype">void</span> dranddiscreteuniform_(<span class="keywordtype">int</span> *N, <span class="keywordtype">int</span> *A, <span class="keywordtype">int</span> *B, <span class="keywordtype">int</span> *state,
<a name="l00007"></a>00007 <span class="keywordtype">int</span> *X, <span class="keywordtype">int</span> *info);
<a name="l00008"></a>00008 <span class="keyword">extern</span> <span class="stringliteral">"C"</span> <span class="keywordtype">void</span> drandinitialize_(<span class="keywordtype">int</span> *GENID, <span class="keywordtype">int</span> *SUBID, <span class="keywordtype">int</span> *SEED,
<a name="l00009"></a>00009 <span class="keywordtype">int</span> *LSEED, <span class="keywordtype">int</span> *STATE, <span class="keywordtype">int</span> *LSTATE,
<a name="l00010"></a>00010 <span class="keywordtype">int</span> *INFO);
<a name="l00011"></a>00011 <span class="preprocessor">#include &lt;cstdlib&gt;</span>
<a name="l00012"></a>00012 <span class="keyword">class </span>acml_rand {
<a name="l00013"></a>00013 <span class="keyword">public</span>:
<a name="l00014"></a>00014 acml_rand(uint seed, <span class="keywordtype">double</span> A, <span class="keywordtype">double</span> B, <span class="keywordtype">int</span> len=1000) {
<a name="l00015"></a>00015 len_ = len;
<a name="l00016"></a>00016 vec = <span class="keyword">new</span> <span class="keywordtype">double</span>[len_];
<a name="l00017"></a>00017 A_ = A;
<a name="l00018"></a>00018 B_ = B;
<a name="l00019"></a>00019 <span class="comment">//fill seed array</span>
<a name="l00020"></a>00020 seed_len = 624;
<a name="l00021"></a>00021 <span class="keywordtype">int</span> *seed_array = <span class="keyword">new</span> <span class="keywordtype">int</span>[seed_len];
<a name="l00022"></a>00022 srand48(seed);
<a name="l00023"></a>00023 <span class="keywordflow">for</span> (uint i = 0; i &lt; (uint)seed_len; ++i) {
<a name="l00024"></a>00024 seed_array[i] = (int) lrand48();
<a name="l00025"></a>00025 }
<a name="l00026"></a>00026 <span class="comment">//initialize Mersenne PRNG int genid = 3;</span>
<a name="l00027"></a>00027 <span class="keywordtype">int</span> info;
<a name="l00028"></a>00028 <span class="keywordtype">int</span> ignored = 0;
<a name="l00029"></a>00029 <span class="keywordtype">int</span> genid=3;
<a name="l00030"></a>00030 state_len = 700;
<a name="l00031"></a>00031 state = <span class="keyword">new</span> <span class="keywordtype">int</span>[state_len];
<a name="l00032"></a>00032 drandinitialize_(&amp;genid, &amp;ignored, seed_array, &amp;seed_len, state,
<a name="l00033"></a>00033 &amp;state_len, &amp;info);
<a name="l00034"></a>00034 generate();
<a name="l00035"></a>00035 }
<a name="l00036"></a>00036 ~acml_rand() {
<a name="l00037"></a>00037 <span class="keyword">delete</span>[]vec;
<a name="l00038"></a>00038 <span clas