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91a686d1f5
mtwist_rand_0_1 produces numbers in the range [0, 1) and mtwist_rand_m1_1 produces numbers in the range (-1, 1). The numbers will not be denormal, so the distribution should be fairly uniform (as much as Mersenne Twister itself is), but this needs proper testing. 0 is included for the mtwist_rand_0_1 as it seems useful, but -1 is not included in mtwist_rand_m1_1 in order to keep the extremes of the distribution balanced around 0.
105 lines
2.9 KiB
C
105 lines
2.9 KiB
C
/*
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mersenne.c
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Mersenne Twister PRNG
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Copyright (C) 2013 Bill Currie <bill@taniwha.org>
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Author: Bill Currie <bill@taniwha.org>
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Date: 2013/01/21
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This program is free software; you can redistribute it and/or
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modify it under the terms of the GNU General Public License
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as published by the Free Software Foundation; either version 2
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of the License, or (at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
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See the GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program; if not, write to:
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Free Software Foundation, Inc.
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59 Temple Place - Suite 330
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Boston, MA 02111-1307, USA
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*/
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#ifdef HAVE_CONFIG_H
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# include "config.h"
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#endif
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/* This implementation is based on the pseudo-code given on
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http://en.wikipedia.org/wiki/Mersenne_twister (as of the above date) with
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some references to the code available from
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http://www.cs.hmc.edu/~geoff/mtwist.html
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The main difference is the actual generator has been modified such that
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rather than pre-generating the 624 untempered values and then
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regenerating new ones every 624th call, one single untempered value is
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generated every call. While the per-call time will be higher for this
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implementation, it should be constant and should also be very close to
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the averate call time of the standard implementation.
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The code has been tested by generating 2048 values with both
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implementations using the same seed (0xdeadbeef) and comparing the output.
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There were no differences.
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*/
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#define IMPLEMENT_MTWIST_Funcs
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#include "QF/mersenne.h"
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#define KNUTH_MULT 1812433253ul // 0x6c078965
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#define KNUTH_SHIFT 30
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#define HIGH_BITS 0x80000000
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#define LOW_BITS 0x7fffffff
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#define MT_RECURRENCE 0x9908b0df
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#define MT_TEMPER_U 11
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#define MT_TEMPER_S 7
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#define MT_TEMPER_T 15
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#define MT_TEMPER_L 18
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#define MT_TEMPER_B 0x9d2c5680
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#define MT_TEMPER_C 0xefc60000
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#define MT_FEEDBACK 397
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#define MT state->state
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void
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mtwist_seed (mtstate_t *state, uint32_t seed)
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{
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int i;
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state->index = 0;
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MT[0] = seed;
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for (i = 1; i < MT_STATE_SIZE; i++) {
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MT[i] = KNUTH_MULT * (MT[i - 1] ^ (MT[i - 1] >> KNUTH_SHIFT)) + i;
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}
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}
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static inline void
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mtwist_generate (mtstate_t *state, int i)
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{
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uint32_t y;
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static const uint32_t recurrence[] = { 0, MT_RECURRENCE };
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y = (MT[i] & HIGH_BITS) | (MT[(i + 1) % MT_STATE_SIZE] & LOW_BITS);
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MT[i] = MT[(i + MT_FEEDBACK) % MT_STATE_SIZE] ^ (y >> 1);
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MT[i] ^= recurrence[y & 1];
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}
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uint32_t
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mtwist_rand (mtstate_t *state)
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{
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uint32_t y;
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mtwist_generate (state, state->index);
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y = MT[state->index];
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y ^= (y >> MT_TEMPER_U);
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y ^= (y << MT_TEMPER_S) & MT_TEMPER_B;
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y ^= (y << MT_TEMPER_T) & MT_TEMPER_C;
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y ^= (y >> MT_TEMPER_L);
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state->index = (state->index + 1) % MT_STATE_SIZE;
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return y;
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}
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