package distributions; import java.io.*; /** * Mersenne Twister and MersenneTwisterFast: * <P> * <b>MersenneTwister</b> is a drop-in subclass replacement * for java.util.Random. It is properly synchronized and * can be used in a multithreaded environment. * * <p><b>MersenneTwisterFast</b> is not a subclass of java.util.Random. It has * the same public methods as Random does, however, and it is * algorithmically identical to MersenneTwister. MersenneTwisterFast * has hard-code inlined all of its methods directly, and made all of them * final (well, the ones of consequence anyway). Further, these * methods are <i>not</i> synchronized, so the same MersenneTwisterFast * instance cannot be shared by multiple threads. But all this helps * MersenneTwisterFast achieve over twice the speed of MersenneTwister. * * <p><b>About the Mersenne Twister. </b> * This is a Java version of the C-program for MT19937: Integer version. * next(32) generates one pseudorandom unsigned integer (32bit) * which is uniformly distributed among 0 to 2^32-1 for each * call. next(int bits) >>>'s by (32-bits) to get a value ranging * between 0 and 2^bits-1 long inclusive; hope that's correct. * setSeed(seed) set initial values to the working area * of 624 words. For setSeed(seed), seed is any 32-bit integer * <b>except for 0</b>. * * <p>Orignally Coded by Takuji Nishimura, considering the suggestions by * Topher Cooper and Marc Rieffel in July-Aug. 1997. * More information can be found * <A HREF="http://www.math.keio.ac.jp/matumoto/emt.html"> * here. </a> * <P> * Translated to Java by Michael Lecuyer January 30, 1999 * Copyright (C) 1999 Michael Lecuyer * <P> * This library is free software; you can redistribute it and or * modify it under the terms of the GNU Library General Public * License as published by the Free Software Foundation; either * version 2 of the License, or (at your option) any later * version. * This library is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * See the GNU Library General Public License for more details. * You should have received a copy of the GNU Library General * Public License along with this library; if not, write to the * Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA * 02111-1307 USA * <P> * Makoto Matsumoto and Takuji Nishimura, the original authors * ask "When you use this, send an email to: matumoto@math.keio.ac.jp * with an appropriate reference to your work" You might also point * out this was a translation. * <P> * <b>Reference. </b> * M. Matsumoto and T. Nishimura, * "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform * Pseudo-Random Number Generator", * <i>ACM Transactions on Modeling and Computer Simulation,</i> * Vol. 8, No. 1, January 1998, pp 3--30. * * <p><b>About this version. </b> This is a modification of the * <a href="http://www.theorem.com/java/index.htm#Mersenne">original * code</a> made to conform to proper java.util.Random format by * <a href="http://www.cs.umd.edu/users/seanl/">Sean Luke,</a> * August 7, 1999. * * <p><b>Bug Fixes. </b>This implementation implements the bug fixes made * in Java 1.2's version of Random, which means it can be used with * earlier versions of Java. See * <a href="http://www.javasoft.com/products/jdk/1.2/docs/api/java/util/Random.html"> * the JDK 1.2 java.util.Random documentation</a> for further documentation * on the random-number generation contracts made. Additionally, there's * an undocumented bug in the JDK java.util.Random.nextBytes() method, * which this code fixes. * * <p><b>Important Note. </b> Just like java.util.Random, this * generator accepts a long seed but doesn't use all of it. java.util.Random * uses 48 bits. The Mersenne Twister instead uses 32 bits (int size). * So it's best if your seed does not exceed the int range. */ public class MersenneTwister extends java.util.Random implements Serializable { // Period parameters private static final int N = 624; private static final int M = 397; private static final int MATRIX_A = 0x9908b0df; // private static final * constant vector a private static final int UPPER_MASK = 0x80000000; // most significant w-r bits private static final int LOWER_MASK = 0x7fffffff; // least significant r bits // Tempering parameters private static final int TEMPERING_MASK_B = 0x9d2c5680; private static final int TEMPERING_MASK_C = 0xefc60000; // #define TEMPERING_SHIFT_U(y) (y >>> 11) // #define TEMPERING_SHIFT_S(y) (y << 7) // #define TEMPERING_SHIFT_T(y) (y << 15) // #define TEMPERING_SHIFT_L(y) (y >>> 18) private int mt[]; // the array for the state vector private int mti; // mti==N+1 means mt[N] is not initialized private int mag01[]; // a good initial seed (of int size, though stored in a long) private static final long GOOD_SEED = 4357; /** * Constructor using the default seed. */ public MersenneTwister() { super(GOOD_SEED); setSeed(GOOD_SEED); } /** * Constructor using a given seed. Though you pass this seed in * as a long, it's best to make sure it's actually an integer. * * @param seed generator starting number, often the time of day. */ public MersenneTwister(long seed) { super(seed); /* just in case */ setSeed(seed); } /** * Initalize the pseudo random number generator. * The Mersenne Twister only uses an integer for its seed; * It's best that you don't pass in a long that's bigger * than an int. * * Note that for very old versions of jdk (like 1.0.2), * setSeed will not properly reset the gaussian mechanism, * so nextGaussian() may return <i>one</i> more extra * gaussian drawn from the old seed rather than the new one. * * @param seed from constructor * */ synchronized public void setSeed(long seed) { // this lets java.util.Random clear its nextNextGaussian field // Note this is broken in older jdks like 1.0.2. -- nextNextGaussian // will not be cleared so the very next gaussian you get *may* be drawn // from the old seed's generation. super.setSeed(seed); mt = new int[N]; // setting initial seeds to mt[N] using // the generator Line 25 of Table 1 in // [KNUTH 1981, The Art of Computer Programming // Vol. 2 (2nd Ed.), pp102] // the 0xffffffff is commented out because in Java // ints are always 32 bits; hence i & 0xffffffff == i mt[0]= ((int)seed); // & 0xffffffff; for (mti = 1; mti < N; mti++) mt[mti] = (69069 * mt[mti-1]); //& 0xffffffff; // mag01[x] = x * MATRIX_A for x=0,1 mag01 = new int[2]; mag01[0] = 0x0; mag01[1] = MATRIX_A; } /** * Returns an integer with <i>bits</i> bits filled with a random number. */ synchronized protected int next(int bits) { int y; if (mti >= N) // generate N words at one time { int kk; 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 & 0x1]; } 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 & 0x1]; } y = (mt[N-1] & UPPER_MASK) | (mt[0] & LOWER_MASK); mt[N-1] = mt[M-1] ^ (y >>> 1) ^ mag01[y & 0x1]; mti = 0; } y = mt[mti++]; y ^= y >>> 11; // TEMPERING_SHIFT_U(y) y ^= (y << 7) & TEMPERING_MASK_B; // TEMPERING_SHIFT_S(y) y ^= (y << 15) & TEMPERING_MASK_C; // TEMPERING_SHIFT_T(y) y ^= (y >>> 18); // TEMPERING_SHIFT_L(y) return y >>> (32 - bits); // hope that's right! } /* If you've got a truly old version of Java, you can omit these two next methods. */ private synchronized void writeObject(ObjectOutputStream out) throws IOException { // just so we're synchronized. out.defaultWriteObject(); } private synchronized void readObject (ObjectInputStream in) throws IOException, ClassNotFoundException { // just so we're synchronized. in.defaultReadObject(); } /** This method is missing from jdk 1.0.x and below. JDK 1.1 includes this for us, but what the heck.*/ public boolean nextBoolean() {return next(1) != 0;} /** This method is missing from JDK 1.1 and below. JDK 1.2 includes this for us, but what the heck. */ public int nextInt(int n) { if (n<=0) throw new IllegalArgumentException("n must be positive"); if ((n & -n) == n) // i.e., n is a power of 2 return (int)((n * (long)next(31)) >> 31); int bits, val; do { bits = next(31); val = bits % n; } while(bits - val + (n-1) < 0); return val; } /** A bug fix for versions of JDK 1.1 and below. JDK 1.2 fixes this for us, but what the heck. */ public double nextDouble() { return (((long)next(26) << 27) + next(27)) / (double)(1L << 53); } /** A bug fix for versions of JDK 1.1 and below. JDK 1.2 fixes this for us, but what the heck. */ public float nextFloat() { return next(24) / ((float)(1 << 24)); } /** A bug fix for all versions of the JDK. The JDK appears to use all four bytes in an integer as independent byte values! Totally wrong. I've submitted a bug report. */ public void nextBytes(byte[] bytes) { for (int x=0;x<bytes.length;x++) bytes[x] = (byte)next(8); } /** For completeness' sake, though it's not in java.util.Random. */ public char nextChar() { // chars are 16-bit UniCode values return (char)(next(16)); } /** For completeness' sake, though it's not in java.util.Random. */ public short nextShort() { return (short)(next(16)); } /** For completeness' sake, though it's not in java.util.Random. */ public byte nextByte() { return (byte)(next(8)); } /** * Tests the code. */ public static void main(String args[]) { int j; MersenneTwister r; // UNCOMMENT THIS TO TEST FOR PROPER GAUSSIAN STATE INITIALIZATION /* System.out.println("If the gaussian state is properly initialized when setSeed() is called,\nthen #1 != #2, but #1 == #3\nIt's known that java 1.0.2 doesn't do gaussian initialization right,\nso setSeed() may result in one last gaussian drawn from the *previous* seed."); r = new MersenneTwister(1); r.nextGaussian(); // loads the later gaussian into the state System.out.println("1: " + r.nextGaussian()); r = new MersenneTwister(1); r.nextGaussian(); // loads the later gaussian into the state r.setSeed(1); // should reset the gaussian state System.out.println("2: " + r.nextGaussian()); System.out.println("3: " + r.nextGaussian()); */ // UNCOMMENT THIS TO TEST FOR CORRECTNESS // COMPARE WITH http://www.math.keio.ac.jp/~nisimura/random/int/mt19937int.out /* r = new MersenneTwister(4357); System.out.println("Output of MersenneTwister.java"); for (j=0;j<1000;j++) { // first, convert the int from signed to "unsigned" long l = (long)r.nextInt(); if (l < 0 ) l += 4294967296L; // max int value String s = String.valueOf(l); while(s.length() < 10) s = " " + s; // buffer System.out.print(s + " "); if (j%8==7) System.out.println(); } */ // UNCOMMENT THIS TO TEST FOR SPEED /* r = new MersenneTwister(); System.out.println("\nTime to test grabbing 10000000 ints"); long ms = System.currentTimeMillis(); int xx=0; for (j = 0; j < 10000000; j++) xx += r.nextInt(); System.out.println("Mersenne Twister: " + (System.currentTimeMillis()-ms + " Ignore this: " + xx)); Random rr = new Random(1); xx = 0; ms = System.currentTimeMillis(); for (j = 0; j < 10000000; j++) xx += rr.nextInt(); System.out.println("java.util.Random: " + (System.currentTimeMillis()-ms + " Ignore this: " + xx)); */ // UNCOMMENT THIS TO DO TEST DIFFERENT TYPE OUTPUTS // THIS CAN BE USED TO COMPARE THE DIFFERENCE BETWEEN // MersenneTwisterFast.java AND MersenneTwister.java /* System.out.println("\nGrab the first 1000 booleans"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print(r.nextBoolean() + " "); if (j%8==7) System.out.println(); } if (!(j%8==7)) System.out.println(); byte[] bytes = new byte[1000]; System.out.println("\nGrab the first 1000 bytes using nextBytes"); r = new MersenneTwister(); r.nextBytes(bytes); for (j = 0; j < 1000; j++) { System.out.print(bytes[j] + " "); if (j%16==15) System.out.println(); } if (!(j%16==15)) System.out.println(); byte b; System.out.println("\nGrab the first 1000 bytes -- must be same as nextBytes"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print((b = r.nextByte()) + " "); if (b!=bytes[j]) System.out.print("BAD "); if (j%16==15) System.out.println(); } if (!(j%16==15)) System.out.println(); System.out.println("\nGrab the first 1000 shorts"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print(r.nextShort() + " "); if (j%8==7) System.out.println(); } if (!(j%8==7)) System.out.println(); System.out.println("\nGrab the first 1000 ints"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print(r.nextInt() + " "); if (j%4==3) System.out.println(); } if (!(j%4==3)) System.out.println(); System.out.println("\nGrab the first 1000 ints of different sizes"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print(r.nextInt(j+1) + " "); if (j%4==3) System.out.println(); } if (!(j%4==3)) System.out.println(); System.out.println("\nGrab the first 1000 longs"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print(r.nextLong() + " "); if (j%3==2) System.out.println(); } if (!(j%3==2)) System.out.println(); System.out.println("\nGrab the first 1000 floats"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print(r.nextFloat() + " "); if (j%4==3) System.out.println(); } if (!(j%4==3)) System.out.println(); System.out.println("\nGrab the first 1000 doubles"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print(r.nextDouble() + " "); if (j%3==2) System.out.println(); } if (!(j%3==2)) System.out.println(); System.out.println("\nGrab the first 1000 gaussian doubles"); r = new MersenneTwister(); for (j = 0; j < 1000; j++) { System.out.print(r.nextGaussian() + " "); if (j%3==2) System.out.println(); } if (!(j%3==2)) System.out.println(); */ } }