package edu.northwestern.at.utils.math.randomnumbers;
/* Please see the license information in the header below. */
import java.io.*;
import java.util.*;
/** MersenneTwister and MersenneTwisterFast.
*
* <p>
* <strong>Version 8</strong>,
* based on version MT199937(99/10/29)
* of the Mersenne Twister algorithm found at
* <a href="http://www.math.keio.ac.jp/matumoto/emt.html">
* The Mersenne Twister Home Page</a>, with the initialization
* improved using the new 2002/1/26 initialization algorithm
* By Sean Luke, April 2004.
* </p>
*
* <p>
* <strong>MersenneTwister</strong> is a drop-in subclass replacement
* for java.util.Random. It is properly synchronized and
* can be used in a multithreaded environment. On modern VMs such
* as HotSpot, it is approximately 1/3 slower than java.util.Random.
* </p>
*
* <p>
* <strong>MersenneTwisterFast</strong> 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 <em>not</em> synchronized, so the same MersenneTwisterFast
* instance cannot be shared by multiple threads. But all this helps
* MersenneTwisterFast achieve well over twice the speed of MersenneTwister.
* java.util.Random is about 1/3 slower than MersenneTwisterFast.
* </p>
*
* <h3>
* About the Mersenne Twister
* </h3>
*
* <p>
* This is a Java version of the C-program for MT19937: Integer version.
* The MT19937 algorithm was created by Makoto Matsumoto and Takuji Nishimura,
* who ask: "When you use this, send an email to: matumoto@math.keio.ac.jp
* with an appropriate reference to your work". Indicate that this
* is a translation of their algorithm into Java.
* </p>
*
* <p>
* <strong>Reference.</strong>
* Makato Matsumoto and Takuji Nishimura,
* "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform
* Pseudo-Random Number Generator",
* <em>ACM Transactions on Modeling and Computer Simulation,</em>
* Vol. 8, No. 1, January 1998, pp 3--30.
* </p>
*
* <h3>
* About this Version
* </h3>
*
* <p>
* <strong>Changes Since V7:</strong> A documentation error in MersenneTwisterFast
* (but not MersenneTwister) stated that nextDouble selects uniformly from
* the full-open interval [0,1]. It does not. nextDouble's contract is
* identical across MersenneTwisterFast, MersenneTwister, and java.util.Random,
* namely, selection in the half-open interval [0,1). That is, 1.0 should
* not be returned. A similar contract exists in nextFloat.
* </p>
*
* <p>
* <strong>Changes Since V6:</strong> License has changed from LGPL to BSD.
* New timing information to compare against
* java.util.Random. Recent versions of HotSpot have helped Random increase
* in speed to the point where it is faster than MersenneTwister but slower
* than MersenneTwisterFast (which should be the case, as it's a less complex
* algorithm but is synchronized).
* </p>
*
* <p>
* <strong>Changes Since V5:</strong> New empty constructor made to work the same
* as java.util.Random -- namely, it seeds based on the current time in
* milliseconds.
* </p>
*
* <p>
* <strong>Changes Since V4:</strong> New initialization algorithms. See
* (see <a href="http://www.math.keio.ac.jp/matumoto/MT2002/emt19937ar.html"</a>
* http://www.math.keio.ac.jp/matumoto/MT2002/emt19937ar.html</a>)
* </p>
*
* <p>
* The MersenneTwister code is based on standard MT19937 C/C++
* code by Takuji Nishimura,
* with suggestions from Topher Cooper and Marc Rieffel, July 1997.
* The code was originally translated into Java by Michael Lecuyer,
* January 1999, and the original code is Copyright (c) 1999 by Michael Lecuyer.
* </p>
*
* <h3>
* Java notes
* </h3>
*
* <p>
* 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>
* <p>
* 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.
* </p>
*
* <p>
* MersenneTwister can be used reliably
* on JDK version 1.1.5 or above. Earlier Java versions have serious bugs in
* java.util.Random; only MersenneTwisterFast (and not MersenneTwister nor
* java.util.Random) should be used with them.
* </p>
*
* <h3>
* License
* </h3>
*
* <p>
* Copyright (c) 2003 by Sean Luke. <br>
* Portions copyright (c) 1993 by Michael Lecuyer. <br>
* All rights reserved. <br>
* </p>
*
* <p>
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
* </p>
*
* <ul>
* <li> Redistributions of source code must retain the above copyright notice,
* this list of conditions and the following disclaimer.</li>
* <li> 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.</li>
* <li> Neither the name of the copyright owners, their employers, nor the
* names of its contributors may be used to endorse or promote products
* derived from this software without specific prior written permission.</li>
* </ul>
*
* <p>
* 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 OWNERS 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.
* </p>
*
* @version 8
*/
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;
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;
/* implemented here because there's a bug in Random's implementation
of the Gaussian code (divide by zero, and log(0), ugh!), yet its
gaussian variables are private so we can't access them here. :-( */
private double __nextNextGaussian;
private boolean __haveNextNextGaussian;
/**
* Constructor using the default seed.
*/
public MersenneTwister()
{
this(System.currentTimeMillis());
}
/**
* 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.
*/
public MersenneTwister(final long seed)
{
super(seed); /* just in case */
setSeed(seed);
}
/**
* Constructor using an array.
*/
public MersenneTwister(final int[] array)
{
super(System.currentTimeMillis()); /* pick something at random just in case */
setSeed(array);
}
/**
* Initalize the pseudo random number generator. Don't
* pass in a long that's bigger than an int (Mersenne Twister
* only uses the first 32 bits for its seed).
*/
synchronized public void setSeed(final long seed)
{
// it's always good style to call super
super.setSeed(seed);
// Due to a bug in java.util.Random clear up to 1.2, we're
// doing our own Gaussian variable.
__haveNextNextGaussian = false;
mt = new int[N];
mag01 = new int[2];
mag01[0] = 0x0;
mag01[1] = MATRIX_A;
mt[0] = (int) (seed & 0xfffffff);
for (mti = 1; mti < N; mti++)
{
mt[mti] =
(1812433253 * (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] &= 0xffffffff;
/* for >32 bit machines */
}
}
/**
* An alternative, more complete, method of seeding the
* pseudo random number generator. array must be an
* array of 624 ints, and they can be any value as long as
* they're not *all* zero.
*/
synchronized public void setSeed(final int[] array)
{
int i, j, k;
setSeed(19650218);
i = 1;
j = 0;
k = (N > array.length ? N : array.length);
for (; k != 0; k--)
{
mt[i] = (mt[i] ^ ((mt[i - 1] ^ (mt[i - 1] >>> 30)) * 1664525)) + array[j] + j; /* non linear */
mt[i] &= 0xffffffff; /* for WORDSIZE > 32 machines */
i++;
j++;
if (i >= N)
{
mt[0] = mt[N - 1];
i = 1;
}
if (j >= array.length) j = 0;
}
for (k = N - 1; k != 0; k--)
{
mt[i] = (mt[i] ^ ((mt[i - 1] ^ (mt[i - 1] >>> 30)) * 1566083941)) - i; /* non linear */
mt[i] &= 0xffffffff; /* for WORDSIZE > 32 machines */
i++;
if (i >= N)
{
mt[0] = mt[N - 1];
i = 1;
}
}
mt[0] = 0x80000000; /* MSB is 1; assuring non-zero initial array */
}
/**
* Returns an integer with <em>bits</em> bits filled with a random number.
*/
synchronized protected int next(final int bits)
{
int y;
if (mti >= N) // generate N words at one time
{
int kk;
final int[] mt = this.mt; // locals are slightly faster
final int[] mag01 = this.mag01; // locals are slightly faster
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(final ObjectOutputStream out)
throws IOException
{
// just so we're synchronized.
out.defaultWriteObject();
}
private synchronized void readObject(final 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 generates a coin flip with a probability <tt>probability</tt>
of returning true, else returning false. <tt>probability</tt> must
be between 0.0 and 1.0, inclusive. Not as precise a random real
event as nextBoolean(double), but twice as fast. To explicitly
use this, remember you may need to cast to float first. */
public boolean nextBoolean(final float probability)
{
if (probability < 0.0f || probability > 1.0f)
throw new IllegalArgumentException("probability must be between 0.0 and 1.0 inclusive.");
if (probability == 0.0f) return false; // fix half-open issues
else if (probability == 1.0f) return true; // fix half-open issues
return nextFloat() < probability;
}
/** This generates a coin flip with a probability <tt>probability</tt>
of returning true, else returning false. <tt>probability</tt> must
be between 0.0 and 1.0, inclusive. */
public boolean nextBoolean(final double probability)
{
if (probability < 0.0 || probability > 1.0)
throw new IllegalArgumentException("probability must be between 0.0 and 1.0 inclusive.");
if (probability == 0.0) return false; // fix half-open issues
else if (probability == 1.0) return true; // fix half-open issues
return nextDouble() < probability;
}
/** This method is missing from JDK 1.1 and below. JDK 1.2
includes this for us, but what the heck. */
public int nextInt(final int n)
{
if (n <= 0)
throw new IllegalArgumentException("n must be >= 0");
if ((n & -n) == n)
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;
}
/** This method is for completness' sake.
Returns a long drawn uniformly from 0 to n-1. Suffice it to say,
n must be > 0, or an IllegalArgumentException is raised. */
public long nextLong(final long n)
{
if (n <= 0)
throw new IllegalArgumentException("n must be >= 0");
long bits, val;
do
{
bits = (nextLong() >>> 1);
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(final 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));
}
/** A bug fix for all JDK code including 1.2. nextGaussian can theoretically
ask for the log of 0 and divide it by 0! See Java bug
<a href="http://developer.java.sun.com/developer/bugParade/bugs/4254501.html">
http://developer.java.sun.com/developer/bugParade/bugs/4254501.html</a>
*/
synchronized public double nextGaussian()
{
if (__haveNextNextGaussian)
{
__haveNextNextGaussian = false;
return __nextNextGaussian;
}
else
{
double v1, v2, s;
do
{
v1 = 2 * nextDouble() - 1; // between -1.0 and 1.0
v2 = 2 * nextDouble() - 1; // between -1.0 and 1.0
s = v1 * v1 + v2 * v2;
} while (s >= 1 || s == 0);
double multiplier = /* Strict*/Math.sqrt(-2 * /* Strict*/Math.log(s) / s);
__nextNextGaussian = v2 * multiplier;
__haveNextNextGaussian = true;
return v1 * multiplier;
}
}
}