soar_rand.h

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/*************************************************************************
 * PLEASE SEE THE FILE "license.txt" (INCLUDED WITH THIS SOFTWARE PACKAGE)
 * AND BELOW FOR LICENSE AND COPYRIGHT INFORMATION.
 *************************************************************************/

/*************************************************************************
 *
 *  file:  soar_rand.h
 *
 * =======================================================================
 *  The ANSI rand and srand functions (at least the implementations
 *  provided with Visual Studio) cause problems for us, mostly because
 *  of threading issues (see bug 595).
 *  This is a replacement random number generator that doesn't suffer
 *  from those issues. It also automatically seeds itself, so we don't
 *  have to do that.
 *  Usage: SoarRand() will return a double in [0,1].
 *         SoarRand.RandInt(n) will return an integer in [0,n].
 *         See implementation for complete list of available functions.
 * =======================================================================
 */

// Mersenne Twister random number generator -- a C++ class MTRand
// Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
// Richard J. Wagner  v1.0  15 May 2003  rjwagner@writeme.com

// The Mersenne Twister is an algorithm for generating random numbers.  It
// was designed with consideration of the flaws in various other generators.
// The period, 2^19937-1, and the order of equidistribution, 623 dimensions,
// are far greater.  The generator is also fast; it avoids multiplication and
// division, and it benefits from caches and pipelines.  For more information
// see the inventors' web page at http://www.math.keio.ac.jp/~matumoto/emt.html

// Reference
// M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally
// Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on
// Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3-30.

// Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
// Copyright (C) 2000 - 2003, Richard J. Wagner
// All rights reserved.                          
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions
// are met:
//
//   1. Redistributions of source code must retain the above copyright
//      notice, this list of conditions and the following disclaimer.
//
//   2. 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.
//
//   3. The names of its contributors may not be used to endorse or promote 
//      products derived from this software without specific prior written 
//      permission.
//
// 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 OWNER 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.

// The original code included the following notice:
//
//     When you use this, send an email to: matumoto@math.keio.ac.jp
//     with an appropriate reference to your work.
//
// It would be nice to CC: rjwagner@writeme.com and Cokus@math.washington.edu
// when you write.

#ifndef SOAR_RAND_H
#define SOAR_RAND_H

// Not thread safe (unless auto-initialization is avoided and each thread has
// its own MTRand object)

#include <iostream>
#include <limits.h>
#include <stdio.h>
#include <time.h>
#include <math.h>
#include "Export.h"

class MTRand {
// Data
public:
 enum { N = 624 };       // length of state vector
 enum { SAVE = N + 1 };  // length of array for save()

protected:
 enum { M = 397 };  // period parameter
 
 uint32_t state[N]; // internal state
 uint32_t *pNext;   // next value to get from state
 int left;          // number of values left before reload needed


//Methods
public:
 MTRand( const uint32_t& oneSeed );  // initialize with a simple uint32
 MTRand( uint32_t *const bigSeed, uint32_t const seedLength = N );  // or an array
 MTRand();  // auto-initialize with /dev/urandom or time() and clock()
 
 // Do NOT use for CRYPTOGRAPHY without securely hashing several returned
 // values together, otherwise the generator state can be learned after
 // reading 624 consecutive values.
 
 // Access to 32-bit random numbers
 double rand();                          // real number in [0,1]
 double rand( const double& n );         // real number in [0,n]
 double randExc();                       // real number in [0,1)
 double randExc( const double& n );      // real number in [0,n)
 double randDblExc();                    // real number in (0,1)
 double randDblExc( const double& n );   // real number in (0,n)
 uint32_t randInt();                     // integer in [0,2^32-1]
 uint32_t randInt( const uint32_t& n );  // integer in [0,n] for n < 2^32
 double operator()() { return rand(); }  // same as rand()
 
 // Access to 53-bit random numbers (capacity of IEEE double precision)
 double rand53();  // real number in [0,1)
 
 // Access to nonuniform random number distributions
 double randNorm( const double& mean = 0.0, const double& stddeviation = 0.0 );
 
 // Re-seeding functions with same behavior as initializers
 void seed( const uint32_t oneSeed );
 void seed( uint32_t *const bigSeed, const uint32_t seedLength = N );
 void seed();
 
 // Saving and loading generator state
 void save( uint32_t* saveArray ) const;  // to array of size SAVE
 void load( uint32_t* const loadArray );  // from such array
 friend std::ostream& operator<<( std::ostream& os, const MTRand& mtrand );
 friend std::istream& operator>>( std::istream& is, MTRand& mtrand );

protected:
 void initialize( const uint32_t oneSeed );
 void reload();
 uint32_t hiBit( const uint32_t& u ) const { return u & 0x80000000U; }
 uint32_t loBit( const uint32_t& u ) const { return u & 0x00000001U; }
 uint32_t loBits( const uint32_t& u ) const { return u & 0x7fffffffU; }
 uint32_t mixBits( const uint32_t& u, const uint32_t& v ) const
  { return hiBit(u) | loBits(v); }
#ifdef _MSC_VER
#pragma warning( push ) // save current warning settings
#pragma warning( disable : 4146 ) // warning C4146: unary minus operator applied to unsigned type, result still unsigned
#endif
 uint32_t twist( const uint32_t& m, const uint32_t& s0, const uint32_t& s1 ) const
  { return m ^ (mixBits(s0,s1)>>1) ^ (-loBit(s1) & 0x9908b0dfU); } // RPM 1/06 this line causes Visual Studio warning C4146, but is actually safe
#ifdef _MSC_VER
#pragma warning( pop ) // return warning settings to what they were
#endif

 static uint32_t hash( time_t t, clock_t c );
};


inline MTRand::MTRand( const uint32_t& oneSeed )
 { seed(oneSeed); }

inline MTRand::MTRand( uint32_t *const bigSeed, const uint32_t seedLength )
 { seed(bigSeed,seedLength); }

inline MTRand::MTRand()
 { seed(); }

inline double MTRand::rand()
 { return double(randInt()) * (1.0/4294967295.0); }

inline double MTRand::rand( const double& n )
 { return rand() * n; }

inline double MTRand::randExc()
 { return double(randInt()) * (1.0/4294967296.0); }

inline double MTRand::randExc( const double& n )
 { return randExc() * n; }

inline double MTRand::randDblExc()
 { return ( double(randInt()) + 0.5 ) * (1.0/4294967296.0); }

inline double MTRand::randDblExc( const double& n )
 { return randDblExc() * n; }

inline double MTRand::rand53()
{
 uint32_t a = randInt() >> 5, b = randInt() >> 6;
 return ( a * 67108864.0 + b ) * (1.0/9007199254740992.0);  // by Isaku Wada
}

inline double MTRand::randNorm( const double& mean, const double& stddeviation )
{
 // Return a real number from a normal (Gaussian) distribution with given
 // mean and variance by Box-Muller method
 double r = sqrt( -2.0 * log( 1.0-randDblExc()) ) * stddeviation;
 double phi = 2.0 * 3.14159265358979323846264338328 * randExc();
 return mean + r * cos(phi);
}

inline uint32_t MTRand::randInt()
{
 // Pull a 32-bit integer from the generator state
 // Every other access function simply transforms the numbers extracted here
 
 if( left == 0 ) reload();
 --left;
  
 register uint32_t s1;
 s1 = *pNext++;
 s1 ^= (s1 >> 11);
 s1 ^= (s1 <<  7) & 0x9d2c5680U;
 s1 ^= (s1 << 15) & 0xefc60000U;
 return ( s1 ^ (s1 >> 18) );
}

inline uint32_t MTRand::randInt( const uint32_t& n )
{
 // Find which bits are used in n
 // Optimized by Magnus Jonsson (magnus@smartelectronix.com)
 uint32_t used = n;
 used |= used >> 1;
 used |= used >> 2;
 used |= used >> 4;
 used |= used >> 8;
 used |= used >> 16;
 
 // Draw numbers until one is found in [0,n]
 uint32_t i;
 do
  i = randInt() & used;  // toss unused bits to shorten search
 while( i > n );
 return i;
}


inline void MTRand::seed( const uint32_t oneSeed )
{
 // Seed the generator with a simple uint32
 initialize(oneSeed);
 reload();
}


inline void MTRand::seed( uint32_t *const bigSeed, const uint32_t seedLength )
{
 // Seed the generator with an array of uint32's
 // There are 2^19937-1 possible initial states.  This function allows
 // all of those to be accessed by providing at least 19937 bits (with a
 // default seed length of N = 624 uint32's).  Any bits above the lower 32
 // in each element are discarded.
 // Just call seed() if you want to get array from /dev/urandom
 initialize(19650218U);
 register int i = 1;
 register uint32_t j = 0;
 register int k = ( N > seedLength ? N : seedLength );
 for( ; k; --k )
 {
  state[i] =
   state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1664525U );
  state[i] += ( bigSeed[j] & 0xffffffffU ) + j;
  state[i] &= 0xffffffffU;
  ++i;  ++j;
  if( i >= N ) { state[0] = state[N-1];  i = 1; }
  if( j >= seedLength ) j = 0;
 }
 for( k = N - 1; k; --k )
 {
  state[i] =
   state[i] ^ ( (state[i-1] ^ (state[i-1] >> 30)) * 1566083941U );
  state[i] -= i;
  state[i] &= 0xffffffffU;
  ++i;
  if( i >= N ) { state[0] = state[N-1];  i = 1; }
 }
 state[0] = 0x80000000U;  // MSB is 1, assuring non-zero initial array
 reload();
}


inline void MTRand::seed()
{
 // Seed the generator with an array from /dev/urandom if available
 // Otherwise use a hash of time() and clock() values
 
 // First try getting an array from /dev/urandom
 FILE* urandom = fopen( "/dev/urandom", "rb" );
 if( urandom )
 {
  uint32_t bigSeed[N];
  register uint32_t* s = bigSeed;
  register int i = N;
  register bool success = true;
  while( success && i-- )
   //success = fread( s++, sizeof(uint32_t), 1, urandom );
   success = (fread( s++, sizeof(uint32_t), 1, urandom ) == 0); // RPM 1/06 modified to eliminate Visual Studio warning C4800
  fclose(urandom);
  if( success ) { seed( bigSeed, N );  return; }
 }
 
 // Was not successful, so use time() and clock() instead
 seed( hash( time(NULL), clock() ) );
}


inline void MTRand::initialize( const uint32_t seed )
{
 // Initialize generator state with seed
 // See Knuth TAOCP Vol 2, 3rd Ed, p.106 for multiplier.
 // In previous versions, most significant bits (MSBs) of the seed affect
 // only MSBs of the state array.  Modified 9 Jan 2002 by Makoto Matsumoto.
 register uint32_t* s = state;
 register uint32_t* r = state;
 register int i = 1;
 *s++ = seed & 0xffffffffU;
 for( ; i < N; ++i )
 {
  *s++ = ( 1812433253U * ( *r ^ (*r >> 30) ) + i ) & 0xffffffffU;
  r++;
 }
}


inline void MTRand::reload()
{
 // Generate N new values in state
 // Made clearer and faster by Matthew Bellew (matthew.bellew@home.com)
 register uint32_t *p = state;
 register int i;
 for( i = N - M; i--; ++p )
  *p = twist( p[M], p[0], p[1] );
 for( i = M; --i; ++p )
  *p = twist( p[M-N], p[0], p[1] );
 *p = twist( p[M-N], p[0], state[0] );

 left = N, pNext = state;
}


inline uint32_t MTRand::hash( time_t t, clock_t c )
{
 // Get a uint32 from t and c
 // Better than uint32(x) in case x is floating point in [0,1]
 // Based on code by Lawrence Kirby (fred@genesis.demon.co.uk)

 static uint32_t differ = 0;  // guarantee time-based seeds will change

 uint32_t h1 = 0;
 unsigned char *p = (unsigned char *) &t;
 for( size_t i = 0; i < sizeof(t); ++i )
 {
  h1 *= UCHAR_MAX + 2U;
  h1 += p[i];
 }
 uint32_t h2 = 0;
 p = (unsigned char *) &c;
 for( size_t j = 0; j < sizeof(c); ++j )
 {
  h2 *= UCHAR_MAX + 2U;
  h2 += p[j];
 }
 return ( h1 + differ++ ) ^ h2;
}


inline void MTRand::save( uint32_t* saveArray ) const
{
 register uint32_t* sa = saveArray;
 register const uint32_t* s = state;
 register int i = N;
 for( ; i--; *sa++ = *s++ ) {}
 *sa = left;
}


inline void MTRand::load( uint32_t* const loadArray )
{
 register uint32_t* s = state;
 register uint32_t* la = loadArray;
 register int i = N;
 for( ; i--; *s++ = *la++ ) {}
 left = *la;
 pNext = &state[N-left];
}


inline std::ostream& operator<<( std::ostream& os, const MTRand& mtrand )
{
 register const uint32_t* s = mtrand.state;
 register int i = mtrand.N;
 for( ; i--; os << *s++ << "\t" ) {}
 return os << mtrand.left;
}


inline std::istream& operator>>( std::istream& is, MTRand& mtrand )
{
 register uint32_t* s = mtrand.state;
 register int i = mtrand.N;
 for( ; i--; is >> *s++ ) {}
 is >> mtrand.left;
 mtrand.pNext = &mtrand.state[mtrand.N-mtrand.left];
 return is;
}

// real number in [0,1]
EXPORT double SoarRand();

// real number in [0,n]
EXPORT double SoarRand(const double& max);

// integer in [0,2^32-1]
EXPORT uint32_t SoarRandInt();

// integer in [0,n] for n < 2^32
EXPORT uint32_t SoarRandInt(const uint32_t& max);

// automatically seed with a value based on the time or /dev/urandom
EXPORT void SoarSeedRNG();

// seed with a provided value
EXPORT void SoarSeedRNG(const uint32_t seed);

#endif  // SOAR_RAND_H

// Change log:
//
// v0.1 - First release on 15 May 2000
//      - Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
//      - Translated from C to C++
//      - Made completely ANSI compliant
//      - Designed convenient interface for initialization, seeding, and
//        obtaining numbers in default or user-defined ranges
//      - Added automatic seeding from /dev/urandom or time() and clock()
//      - Provided functions for saving and loading generator state
//
// v0.2 - Fixed bug which reloaded generator one step too late
//
// v0.3 - Switched to clearer, faster reload() code from Matthew Bellew
//
// v0.4 - Removed trailing newline in saved generator format to be consistent
//        with output format of built-in types
//
// v0.5 - Improved portability by replacing static const int's with enum's and
//        clarifying return values in seed(); suggested by Eric Heimburg
//      - Removed MAXINT constant; use 0xffffffffUL instead
//
// v0.6 - Eliminated seed overflow when uint32 is larger than 32 bits
//      - Changed integer [0,n] generator to give better uniformity
//
// v0.7 - Fixed operator precedence ambiguity in reload()
//      - Added access for real numbers in (0,1) and (0,n)
//
// v0.8 - Included time.h header to properly support time_t and clock_t
//
// v1.0 - Revised seeding to match 26 Jan 2002 update of Nishimura and Matsumoto
//      - Allowed for seeding with arrays of any length
//      - Added access for real numbers in [0,1) with 53-bit resolution
//      - Added access for real numbers from normal (Gaussian) distributions
//      - Increased overall speed by optimizing twist()
//      - Doubled speed of integer [0,n] generation
//      - Fixed out-of-range number generation on 64-bit machines
//      - Improved portability by substituting literal constants for long enum's
//      - Changed license from GNU LGPL to BSD