package com.idega.util.math; import java.io.IOException; import java.io.ObjectInputStream; import java.io.ObjectOutputStream; import java.io.Serializable; /** * <h3>MersenneTwister and MersenneTwisterFast</h3> * <p><b>Version 7</b>, 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, July 2003. * * <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. On modern VMs such * as HotSpot, it is approximately 1/3 slower than java.util.Random. * * <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 well over twice the speed of MersenneTwister. * java.util.Random is about 1/3 slower than MersenneTwisterFast. * * <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><b>Reference. </b> * Makato Matsumoto and Takuji 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. * * <h3>About this Version</h3> * * <p><b>Changes Since V6:</b> 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><b>Changes Since V5:</b> New empty constructor made to work the same * as java.util.Random -- namely, it seeds based on the current time in * milliseconds. * * <p><b>Changes Since V4:</b> 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>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. * * <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> 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>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. * * <h3>License</h3> * * Copyright (c) 2003 by Sean Luke. <br> * Portions copyright (c) 1993 by Michael Lecuyer. <br> * All rights reserved. <br> * * <p>Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions are met: * <ul> * <li> Redistributions of source code must retain the above copyright notice, * this list of conditions and the following disclaimer. * <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> 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. * </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. * @version 6 */ 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. this.__haveNextNextGaussian = false; this.mt = new int[N]; this.mag01 = new int[2]; this.mag01[0] = 0x0; this.mag01[1] = MATRIX_A; this.mt[0]= (int)(seed & 0xfffffff); for (this.mti=1; this.mti<N; this.mti++) { this.mt[this.mti] = (1812433253 * (this.mt[this.mti-1] ^ (this.mt[this.mti-1] >>> 30)) + this.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 */ this.mt[this.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--) { this.mt[i] = (this.mt[i] ^ ((this.mt[i-1] ^ (this.mt[i-1] >>> 30)) * 1664525)) + array[j] + j; /* non linear */ this.mt[i] &= 0xffffffff; /* for WORDSIZE > 32 machines */ i++; j++; if (i>=N) { this.mt[0] = this.mt[N-1]; i=1; } if (j>=array.length) { j=0; } } for (k=N-1; k!=0; k--) { this.mt[i] = (this.mt[i] ^ ((this.mt[i-1] ^ (this.mt[i-1] >>> 30)) * 1566083941)) - i; /* non linear */ this.mt[i] &= 0xffffffff; /* for WORDSIZE > 32 machines */ i++; if (i>=N) { this.mt[0] = this.mt[N-1]; i=1; } } this.mt[0] = 0x80000000; /* MSB is 1; assuring non-zero initial array */ } /** * Returns an integer with <i>bits</i> bits filled with a random number. */ synchronized protected int next(final int bits) { int y; if (this.mti >= N) // generate N words at one time { int kk; for (kk = 0; kk < N - M; kk++) { y = (this.mt[kk] & UPPER_MASK) | (this.mt[kk+1] & LOWER_MASK); this.mt[kk] = this.mt[kk+M] ^ (y >>> 1) ^ this.mag01[y & 0x1]; } for (; kk < N-1; kk++) { y = (this.mt[kk] & UPPER_MASK) | (this.mt[kk+1] & LOWER_MASK); this.mt[kk] = this.mt[kk+(M-N)] ^ (y >>> 1) ^ this.mag01[y & 0x1]; } y = (this.mt[N-1] & UPPER_MASK) | (this.mt[0] & LOWER_MASK); this.mt[N-1] = this.mt[M-1] ^ (y >>> 1) ^ this.mag01[y & 0x1]; this.mti = 0; } y = this.mt[this.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 (this.__haveNextNextGaussian) { this.__haveNextNextGaussian = false; return this.__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); this.__nextNextGaussian = v2 * multiplier; this.__haveNextNextGaussian = true; return v1 * multiplier; } } /** * Tests the code. */ public static void main(String args[]) { int j; MersenneTwister r; // CORRECTNESS TEST // COMPARE WITH http://www.math.keio.ac.jp/matumoto/CODES/MT2002/mt19937ar.out r = new MersenneTwister(new int[]{0x123, 0x234, 0x345, 0x456}); System.out.println("Output of MersenneTwister with new (2002/1/26) seeding mechanism"); for (j=0;j<1000;j++) { // first, convert the int from signed to "unsigned" long l = 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%5==4) { System.out.println(); } } // SPEED TEST final long SEED = 4357; int xx; long ms; System.out.println("\nTime to test grabbing 100000000 ints"); r = new MersenneTwister(SEED); ms = System.currentTimeMillis(); xx=0; for (j = 0; j < 100000000; j++) { xx += r.nextInt(); } System.out.println("Mersenne Twister: " + (System.currentTimeMillis()-ms) + " Ignore this: " + xx); System.out.println("To compare this with java.util.Random, run this same test on MersenneTwisterFast."); System.out.println("The comparison with Random is removed from MersenneTwister because it is a proper"); System.out.println("subclass of Random and this unfairly makes some of Random's methods un-inlinable,"); System.out.println("so it would make Random look worse than it is."); // TEST TO COMPARE TYPE CONVERSION BETWEEN // MersenneTwisterFast.java AND MersenneTwister.java System.out.println("\nGrab the first 1000 booleans"); r = new MersenneTwister(SEED); 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(); } System.out.println("\nGrab 1000 booleans of increasing probability using nextBoolean(double)"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextBoolean((j/999.0)) + " "); if (j%8==7) { System.out.println(); } } if (!(j%8==7)) { System.out.println(); } System.out.println("\nGrab 1000 booleans of increasing probability using nextBoolean(float)"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextBoolean((j/999.0f)) + " "); 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(SEED); 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(SEED); 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(SEED); 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(SEED); 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(SEED); int max = 1; for (j = 0; j < 1000; j++) { System.out.print(r.nextInt(max) + " "); max *= 2; if (max <= 0) { max = 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(SEED); 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 longs of different sizes"); r = new MersenneTwister(SEED); long max2 = 1; for (j = 0; j < 1000; j++) { System.out.print(r.nextLong(max2) + " "); max2 *= 2; if (max2 <= 0) { max2 = 1; } if (j%4==3) { System.out.println(); } } if (!(j%4==3)) { System.out.println(); } System.out.println("\nGrab the first 1000 floats"); r = new MersenneTwister(SEED); 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(SEED); 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(SEED); 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(); } } }