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.math.random;
018
019 import java.io.Serializable;
020
021 import org.apache.commons.math.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 $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 ao??t 2010) $
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 as the
104 * seed.</p>
105 */
106 public MersenneTwister() {
107 mt = new int[N];
108 setSeed(System.currentTimeMillis());
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 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
154 /** Reinitialize the generator as if just built with the given int array seed.
155 * <p>The state of the generator is exactly the same as a new
156 * generator built with the same seed.</p>
157 * @param seed the initial seed (32 bits integers array), if null
158 * the seed of the generator will be related to the current time
159 */
160 @Override
161 public void setSeed(int[] seed) {
162
163 if (seed == null) {
164 setSeed(System.currentTimeMillis());
165 return;
166 }
167
168 setSeed(19650218);
169 int i = 1;
170 int j = 0;
171
172 for (int k = FastMath.max(N, seed.length); k != 0; k--) {
173 long l0 = (mt[i] & 0x7fffffffl) | ((mt[i] < 0) ? 0x80000000l : 0x0l);
174 long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
175 long l = (l0 ^ ((l1 ^ (l1 >> 30)) * 1664525l)) + seed[j] + j; // non linear
176 mt[i] = (int) (l & 0xffffffffl);
177 i++; j++;
178 if (i >= N) {
179 mt[0] = mt[N - 1];
180 i = 1;
181 }
182 if (j >= seed.length) {
183 j = 0;
184 }
185 }
186
187 for (int k = N - 1; k != 0; k--) {
188 long l0 = (mt[i] & 0x7fffffffl) | ((mt[i] < 0) ? 0x80000000l : 0x0l);
189 long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
190 long l = (l0 ^ ((l1 ^ (l1 >> 30)) * 1566083941l)) - i; // non linear
191 mt[i] = (int) (l & 0xffffffffL);
192 i++;
193 if (i >= N) {
194 mt[0] = mt[N - 1];
195 i = 1;
196 }
197 }
198
199 mt[0] = 0x80000000; // MSB is 1; assuring non-zero initial array
200
201 }
202
203 /** Reinitialize the generator as if just built with the given long seed.
204 * <p>The state of the generator is exactly the same as a new
205 * generator built with the same seed.</p>
206 * @param seed the initial seed (64 bits integer)
207 */
208 @Override
209 public void setSeed(long seed) {
210 setSeed(new int[] { (int) (seed >>> 32), (int) (seed & 0xffffffffl) });
211 }
212
213 /** Generate next pseudorandom number.
214 * <p>This method is the core generation algorithm. It is used by all the
215 * public generation methods for the various primitive types {@link
216 * #nextBoolean()}, {@link #nextBytes(byte[])}, {@link #nextDouble()},
217 * {@link #nextFloat()}, {@link #nextGaussian()}, {@link #nextInt()},
218 * {@link #next(int)} and {@link #nextLong()}.</p>
219 * @param bits number of random bits to produce
220 * @return random bits generated
221 */
222 @Override
223 protected int next(int bits) {
224
225 int y;
226
227 if (mti >= N) { // generate N words at one time
228 int mtNext = mt[0];
229 for (int k = 0; k < N - M; ++k) {
230 int mtCurr = mtNext;
231 mtNext = mt[k + 1];
232 y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
233 mt[k] = mt[k + M] ^ (y >>> 1) ^ MAG01[y & 0x1];
234 }
235 for (int k = N - M; k < N - 1; ++k) {
236 int mtCurr = mtNext;
237 mtNext = mt[k + 1];
238 y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
239 mt[k] = mt[k + (M - N)] ^ (y >>> 1) ^ MAG01[y & 0x1];
240 }
241 y = (mtNext & 0x80000000) | (mt[0] & 0x7fffffff);
242 mt[N - 1] = mt[M - 1] ^ (y >>> 1) ^ MAG01[y & 0x1];
243
244 mti = 0;
245 }
246
247 y = mt[mti++];
248
249 // tempering
250 y ^= y >>> 11;
251 y ^= (y << 7) & 0x9d2c5680;
252 y ^= (y << 15) & 0xefc60000;
253 y ^= y >>> 18;
254
255 return y >>> (32 - bits);
256
257 }
258
259 }