Source code

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 */
017package org.apache.commons.math3.random;
018
019import java.io.Serializable;
020
021import 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 * @since 2.0
079
080 */
081public class MersenneTwister extends BitsStreamGenerator implements Serializable {
082
083    /** Serializable version identifier. */
084    private static final long serialVersionUID = 8661194735290153518L;
085
086    /** Size of the bytes pool. */
087    private static final int   N     = 624;
088
089    /** Period second parameter. */
090    private static final int   M     = 397;
091
092    /** X * MATRIX_A for X = {0, 1}. */
093    private static final int[] MAG01 = { 0x0, 0x9908b0df };
094
095    /** Bytes pool. */
096    private int[] mt;
097
098    /** Current index in the bytes pool. */
099    private int   mti;
100
101    /** Creates a new random number generator.
102     * <p>The instance is initialized using the current time plus the
103     * system identity hash code of this instance as the seed.</p>
104     */
105    public MersenneTwister() {
106        mt = new int[N];
107        setSeed(System.currentTimeMillis() + System.identityHashCode(this));
108    }
109
110    /** Creates a new random number generator using a single int seed.
111     * @param seed the initial seed (32 bits integer)
112     */
113    public MersenneTwister(int seed) {
114        mt = new int[N];
115        setSeed(seed);
116    }
117
118    /** Creates a new random number generator using an int array seed.
119     * @param seed the initial seed (32 bits integers array), if null
120     * the seed of the generator will be related to the current time
121     */
122    public MersenneTwister(int[] seed) {
123        mt = new int[N];
124        setSeed(seed);
125    }
126
127    /** Creates a new random number generator using a single long seed.
128     * @param seed the initial seed (64 bits integer)
129     */
130    public MersenneTwister(long seed) {
131        mt = new int[N];
132        setSeed(seed);
133    }
134
135    /** Reinitialize the generator as if just built with the given int seed.
136     * <p>The state of the generator is exactly the same as a new
137     * generator built with the same seed.</p>
138     * @param seed the initial seed (32 bits integer)
139     */
140    @Override
141    public void setSeed(int seed) {
142        // we use a long masked by 0xffffffffL as a poor man unsigned int
143        long longMT = seed;
144        // NB: unlike original C code, we are working with java longs, the cast below makes masking unnecessary
145        mt[0]= (int) longMT;
146        for (mti = 1; mti < N; ++mti) {
147            // See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier.
148            // initializer from the 2002-01-09 C version by Makoto Matsumoto
149            longMT = (1812433253l * (longMT ^ (longMT >> 30)) + mti) & 0xffffffffL;
150            mt[mti]= (int) longMT;
151        }
152
153        clear(); // Clear normal deviate cache
154    }
155
156    /** Reinitialize the generator as if just built with the given int array seed.
157     * <p>The state of the generator is exactly the same as a new
158     * generator built with the same seed.</p>
159     * @param seed the initial seed (32 bits integers array), if null
160     * the seed of the generator will be the current system time plus the
161     * system identity hash code of this instance
162     */
163    @Override
164    public void setSeed(int[] seed) {
165
166        if (seed == null) {
167            setSeed(System.currentTimeMillis() + System.identityHashCode(this));
168            return;
169        }
170
171        setSeed(19650218);
172        int i = 1;
173        int j = 0;
174
175        for (int k = FastMath.max(N, seed.length); k != 0; k--) {
176            long l0 = (mt[i] & 0x7fffffffl)   | ((mt[i]   < 0) ? 0x80000000l : 0x0l);
177            long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
178            long l  = (l0 ^ ((l1 ^ (l1 >> 30)) * 1664525l)) + seed[j] + j; // non linear
179            mt[i]   = (int) (l & 0xffffffffl);
180            i++; j++;
181            if (i >= N) {
182                mt[0] = mt[N - 1];
183                i = 1;
184            }
185            if (j >= seed.length) {
186                j = 0;
187            }
188        }
189
190        for (int k = N - 1; k != 0; k--) {
191            long l0 = (mt[i] & 0x7fffffffl)   | ((mt[i]   < 0) ? 0x80000000l : 0x0l);
192            long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
193            long l  = (l0 ^ ((l1 ^ (l1 >> 30)) * 1566083941l)) - i; // non linear
194            mt[i]   = (int) (l & 0xffffffffL);
195            i++;
196            if (i >= N) {
197                mt[0] = mt[N - 1];
198                i = 1;
199            }
200        }
201
202        mt[0] = 0x80000000; // MSB is 1; assuring non-zero initial array
203
204        clear(); // Clear normal deviate cache
205
206    }
207
208    /** Reinitialize the generator as if just built with the given long seed.
209     * <p>The state of the generator is exactly the same as a new
210     * generator built with the same seed.</p>
211     * @param seed the initial seed (64 bits integer)
212     */
213    @Override
214    public void setSeed(long seed) {
215        setSeed(new int[] { (int) (seed >>> 32), (int) (seed & 0xffffffffl) });
216    }
217
218    /** Generate next pseudorandom number.
219     * <p>This method is the core generation algorithm. It is used by all the
220     * public generation methods for the various primitive types {@link
221     * #nextBoolean()}, {@link #nextBytes(byte[])}, {@link #nextDouble()},
222     * {@link #nextFloat()}, {@link #nextGaussian()}, {@link #nextInt()},
223     * {@link #next(int)} and {@link #nextLong()}.</p>
224     * @param bits number of random bits to produce
225     * @return random bits generated
226     */
227    @Override
228    protected int next(int bits) {
229
230        int y;
231
232        if (mti >= N) { // generate N words at one time
233            int mtNext = mt[0];
234            for (int k = 0; k < N - M; ++k) {
235                int mtCurr = mtNext;
236                mtNext = mt[k + 1];
237                y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
238                mt[k] = mt[k + M] ^ (y >>> 1) ^ MAG01[y & 0x1];
239            }
240            for (int k = N - M; k < N - 1; ++k) {
241                int mtCurr = mtNext;
242                mtNext = mt[k + 1];
243                y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
244                mt[k] = mt[k + (M - N)] ^ (y >>> 1) ^ MAG01[y & 0x1];
245            }
246            y = (mtNext & 0x80000000) | (mt[0] & 0x7fffffff);
247            mt[N - 1] = mt[M - 1] ^ (y >>> 1) ^ MAG01[y & 0x1];
248
249            mti = 0;
250        }
251
252        y = mt[mti++];
253
254        // tempering
255        y ^=  y >>> 11;
256        y ^= (y <<   7) & 0x9d2c5680;
257        y ^= (y <<  15) & 0xefc60000;
258        y ^=  y >>> 18;
259
260        return y >>> (32 - bits);
261
262    }
263
264}