001    /*
002     * Licensed to the Apache Software Foundation (ASF) under one or more
003     * contributor license agreements.  See the NOTICE file distributed with
004     * this work for additional information regarding copyright ownership.
005     * The ASF licenses this file to You under the Apache License, Version 2.0
006     * (the "License"); you may not use this file except in compliance with
007     * the License.  You may obtain a copy of the License at
008     *
009     *      http://www.apache.org/licenses/LICENSE-2.0
010     *
011     * Unless required by applicable law or agreed to in writing, software
012     * distributed under the License is distributed on an "AS IS" BASIS,
013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014     * See the License for the specific language governing permissions and
015     * limitations under the License.
016     */
017    package org.apache.commons.math3.random;
018    
019    import java.io.Serializable;
020    
021    import org.apache.commons.math3.util.FastMath;
022    
023    
024    /** This class implements a powerful pseudo-random number generator
025     * developed by Makoto Matsumoto and Takuji Nishimura during
026     * 1996-1997.
027    
028     * <p>This generator features an extremely long period
029     * (2<sup>19937</sup>-1) and 623-dimensional equidistribution up to 32
030     * bits accuracy. The home page for this generator is located at <a
031     * href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">
032     * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html</a>.</p>
033    
034     * <p>This generator is described in a paper by Makoto Matsumoto and
035     * Takuji Nishimura in 1998: <a
036     * href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/ARTICLES/mt.pdf">Mersenne
037     * Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random
038     * Number Generator</a>, ACM Transactions on Modeling and Computer
039     * Simulation, Vol. 8, No. 1, January 1998, pp 3--30</p>
040    
041     * <p>This class is mainly a Java port of the 2002-01-26 version of
042     * the generator written in C by Makoto Matsumoto and Takuji
043     * Nishimura. Here is their original copyright:</p>
044    
045     * <table border="0" width="80%" cellpadding="10" align="center" bgcolor="#E0E0E0">
046     * <tr><td>Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
047     *     All rights reserved.</td></tr>
048    
049     * <tr><td>Redistribution and use in source and binary forms, with or without
050     * modification, are permitted provided that the following conditions
051     * are met:
052     * <ol>
053     *   <li>Redistributions of source code must retain the above copyright
054     *       notice, this list of conditions and the following disclaimer.</li>
055     *   <li>Redistributions in binary form must reproduce the above copyright
056     *       notice, this list of conditions and the following disclaimer in the
057     *       documentation and/or other materials provided with the distribution.</li>
058     *   <li>The names of its contributors may not be used to endorse or promote
059     *       products derived from this software without specific prior written
060     *       permission.</li>
061     * </ol></td></tr>
062    
063     * <tr><td><strong>THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
064     * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
065     * INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
066     * MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
067     * DISCLAIMED.  IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
068     * BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY,
069     * OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
070     * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
071     * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
072     * OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
073     * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE
074     * USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
075     * DAMAGE.</strong></td></tr>
076     * </table>
077    
078     * @version $Id: MersenneTwister.java 1416643 2012-12-03 19:37:14Z tn $
079     * @since 2.0
080    
081     */
082    public class MersenneTwister extends BitsStreamGenerator implements Serializable {
083    
084        /** Serializable version identifier. */
085        private static final long serialVersionUID = 8661194735290153518L;
086    
087        /** Size of the bytes pool. */
088        private static final int   N     = 624;
089    
090        /** Period second parameter. */
091        private static final int   M     = 397;
092    
093        /** X * MATRIX_A for X = {0, 1}. */
094        private static final int[] MAG01 = { 0x0, 0x9908b0df };
095    
096        /** Bytes pool. */
097        private int[] mt;
098    
099        /** Current index in the bytes pool. */
100        private int   mti;
101    
102        /** Creates a new random number generator.
103         * <p>The instance is initialized using the current time plus the
104         * system identity hash code of this instance as the seed.</p>
105         */
106        public MersenneTwister() {
107            mt = new int[N];
108            setSeed(System.currentTimeMillis() + System.identityHashCode(this));
109        }
110    
111        /** Creates a new random number generator using a single int seed.
112         * @param seed the initial seed (32 bits integer)
113         */
114        public MersenneTwister(int seed) {
115            mt = new int[N];
116            setSeed(seed);
117        }
118    
119        /** Creates a new random number generator using an int array seed.
120         * @param seed the initial seed (32 bits integers array), if null
121         * the seed of the generator will be related to the current time
122         */
123        public MersenneTwister(int[] seed) {
124            mt = new int[N];
125            setSeed(seed);
126        }
127    
128        /** Creates a new random number generator using a single long seed.
129         * @param seed the initial seed (64 bits integer)
130         */
131        public MersenneTwister(long seed) {
132            mt = new int[N];
133            setSeed(seed);
134        }
135    
136        /** Reinitialize the generator as if just built with the given int seed.
137         * <p>The state of the generator is exactly the same as a new
138         * generator built with the same seed.</p>
139         * @param seed the initial seed (32 bits integer)
140         */
141        @Override
142        public void setSeed(int seed) {
143            // we use a long masked by 0xffffffffL as a poor man unsigned int
144            long longMT = seed;
145            // NB: unlike original C code, we are working with java longs, the cast below makes masking unnecessary
146            mt[0]= (int) longMT;
147            for (mti = 1; mti < N; ++mti) {
148                // See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier.
149                // initializer from the 2002-01-09 C version by Makoto Matsumoto
150                longMT = (1812433253l * (longMT ^ (longMT >> 30)) + mti) & 0xffffffffL;
151                mt[mti]= (int) longMT;
152            }
153    
154            clear(); // Clear normal deviate cache
155        }
156    
157        /** Reinitialize the generator as if just built with the given int array seed.
158         * <p>The state of the generator is exactly the same as a new
159         * generator built with the same seed.</p>
160         * @param seed the initial seed (32 bits integers array), if null
161         * the seed of the generator will be the current system time plus the
162         * system identity hash code of this instance
163         */
164        @Override
165        public void setSeed(int[] seed) {
166    
167            if (seed == null) {
168                setSeed(System.currentTimeMillis() + System.identityHashCode(this));
169                return;
170            }
171    
172            setSeed(19650218);
173            int i = 1;
174            int j = 0;
175    
176            for (int k = FastMath.max(N, seed.length); k != 0; k--) {
177                long l0 = (mt[i] & 0x7fffffffl)   | ((mt[i]   < 0) ? 0x80000000l : 0x0l);
178                long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
179                long l  = (l0 ^ ((l1 ^ (l1 >> 30)) * 1664525l)) + seed[j] + j; // non linear
180                mt[i]   = (int) (l & 0xffffffffl);
181                i++; j++;
182                if (i >= N) {
183                    mt[0] = mt[N - 1];
184                    i = 1;
185                }
186                if (j >= seed.length) {
187                    j = 0;
188                }
189            }
190    
191            for (int k = N - 1; k != 0; k--) {
192                long l0 = (mt[i] & 0x7fffffffl)   | ((mt[i]   < 0) ? 0x80000000l : 0x0l);
193                long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
194                long l  = (l0 ^ ((l1 ^ (l1 >> 30)) * 1566083941l)) - i; // non linear
195                mt[i]   = (int) (l & 0xffffffffL);
196                i++;
197                if (i >= N) {
198                    mt[0] = mt[N - 1];
199                    i = 1;
200                }
201            }
202    
203            mt[0] = 0x80000000; // MSB is 1; assuring non-zero initial array
204    
205            clear(); // Clear normal deviate cache
206    
207        }
208    
209        /** Reinitialize the generator as if just built with the given long seed.
210         * <p>The state of the generator is exactly the same as a new
211         * generator built with the same seed.</p>
212         * @param seed the initial seed (64 bits integer)
213         */
214        @Override
215        public void setSeed(long seed) {
216            setSeed(new int[] { (int) (seed >>> 32), (int) (seed & 0xffffffffl) });
217        }
218    
219        /** Generate next pseudorandom number.
220         * <p>This method is the core generation algorithm. It is used by all the
221         * public generation methods for the various primitive types {@link
222         * #nextBoolean()}, {@link #nextBytes(byte[])}, {@link #nextDouble()},
223         * {@link #nextFloat()}, {@link #nextGaussian()}, {@link #nextInt()},
224         * {@link #next(int)} and {@link #nextLong()}.</p>
225         * @param bits number of random bits to produce
226         * @return random bits generated
227         */
228        @Override
229        protected int next(int bits) {
230    
231            int y;
232    
233            if (mti >= N) { // generate N words at one time
234                int mtNext = mt[0];
235                for (int k = 0; k < N - M; ++k) {
236                    int mtCurr = mtNext;
237                    mtNext = mt[k + 1];
238                    y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
239                    mt[k] = mt[k + M] ^ (y >>> 1) ^ MAG01[y & 0x1];
240                }
241                for (int k = N - M; k < N - 1; ++k) {
242                    int mtCurr = mtNext;
243                    mtNext = mt[k + 1];
244                    y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
245                    mt[k] = mt[k + (M - N)] ^ (y >>> 1) ^ MAG01[y & 0x1];
246                }
247                y = (mtNext & 0x80000000) | (mt[0] & 0x7fffffff);
248                mt[N - 1] = mt[M - 1] ^ (y >>> 1) ^ MAG01[y & 0x1];
249    
250                mti = 0;
251            }
252    
253            y = mt[mti++];
254    
255            // tempering
256            y ^=  y >>> 11;
257            y ^= (y <<   7) & 0x9d2c5680;
258            y ^= (y <<  15) & 0xefc60000;
259            y ^=  y >>> 18;
260    
261            return y >>> (32 - bits);
262    
263        }
264    
265    }