blitz Version 0.9
blitz/rand-tt800.h
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00001 /***************************************************************************
00002  * blitz/rand-tt800.h      Matsumoto and Kurita's TT800 uniform random 
00003  *                         number generator.
00004  *
00005  * $Id: rand-tt800.h,v 1.2 2003/01/14 11:29:18 patricg Exp $
00006  *
00007  ***************************************************************************
00008  *
00009  * The class TT800 encapsulates Makoto Matsumoto and Yoshiharu Kurita's 
00010  * TT800 twisted generalized feedback shift register (TGFSR) random number 
00011  * generator.  The generator has period 2^800 - 1.
00012  *
00013  * Contact: M. Matsumoto <matumoto@math.keio.ac.jp>
00014  *
00015  * See: M. Matsumoto and Y. Kurita, Twisted GFSR Generators II, 
00016  *      ACM Transactions on Modelling and Computer Simulation,
00017  *      Vol. 4, No. 3, 1994, pages 254-266.
00018  *
00019  * (c) 1994 Association for Computing Machinery.  
00020  *
00021  * Distributed with consent of the authors.
00022  *
00023  ***************************************************************************/
00024 
00025 #ifndef BZ_RAND_TT800_H
00026 #define BZ_RAND_TT800_H
00027 
00028 #ifndef BZ_RANDOM_H
00029  #include <blitz/random.h>
00030 #endif
00031 
00032 BZ_NAMESPACE(blitz)
00033 
00034 class TT800 {
00035 
00036 public:
00037     typedef double T_numtype;
00038 
00039     TT800(double low = 0.0, double high = 1.0, double = 0.0)
00040         : low_(low), length_(high-low)
00041     { 
00042         // Initial 25 seeds
00043         x[0] = 0x95f24dab; x[1] = 0x0b685215; x[2] = 0xe76ccae7;
00044         x[3] = 0xaf3ec239; x[4] = 0x715fad23; x[5] = 0x24a590ad;
00045         x[6] = 0x69e4b5ef; x[7] = 0xbf456141; x[8] = 0x96bc1b7b;
00046         x[9] = 0xa7bdf825; x[10] = 0xc1de75b7; x[11] = 0x8858a9c9;
00047         x[12] = 0x2da87693; x[13] = 0xb657f9dd; x[14] = 0xffdc8a9f;
00048         x[15] = 0x8121da71; x[16] = 0x8b823ecb; x[17] = 0x885d05f5;
00049         x[18] = 0x4e20cd47; x[19] = 0x5a9ad5d9; x[20] = 0x512c0c03;
00050         x[21] = 0xea857ccd; x[22] = 0x4cc1d30f; x[23] = 0x8891a8a1;
00051         x[24] = 0xa6b7aadb;
00052 
00053         // Magic vector 'a', don't change
00054         mag01[0] = 0;
00055         mag01[1] = 0x8ebfd028;
00056 
00057         k = 0;
00058 
00059         // f = 1/(2^32);
00060 
00061         f = (1.0 / 65536) / 65536;
00062     }
00063 
00064     void randomize() 
00065     { 
00066         BZ_NOT_IMPLEMENTED();            // NEEDS_WORK
00067     }
00068  
00069     unsigned long randomUint32()
00070     {
00071         if (k==N)
00072             generate();
00073 
00074         unsigned long y = x[k];
00075         y ^= (y << 7) & 0x2b5b2500; /* s and b, magic vectors */
00076         y ^= (y << 15) & 0xdb8b0000; /* t and c, magic vectors */
00077         y &= 0xffffffff; /* you may delete this line if word size = 32 */
00078 
00079         // the following line was added by Makoto Matsumoto in the 1996 version
00080         // to improve lower bit's corellation.
00081         // Delete this line to use the code published in 1994.
00082 
00083         y ^= (y >> 16); /* added to the 1994 version */
00084         k++;
00085     }
00086  
00087     double random()
00088     { 
00089         unsigned long y1 = randomUint32();
00090         unsigned long y2 = randomUint32();
00091 
00092         return low_ + length_ * ((y1 * f) * y2 * f);
00093     } 
00094 
00095 protected:
00096     void generate()
00097     {
00098         /* generate N words at one time */
00099         int kk;
00100         for (kk=0;kk<N-M;kk++) {
00101             x[kk] = x[kk+M] ^ (x[kk] >> 1) ^ mag01[x[kk] % 2];
00102         }
00103         for (; kk<N;kk++) {
00104             x[kk] = x[kk+(M-N)] ^ (x[kk] >> 1) ^ mag01[x[kk] % 2];
00105         }
00106         k=0;
00107     }
00108 
00109 private:
00110     enum { N = 25, M = 7 };
00111 
00112     double low_, length_;
00113     double f;
00114     int k;
00115     unsigned long x[N];
00116     unsigned long mag01[2];
00117 };
00118 
00119 BZ_NAMESPACE_END
00120 
00121 #endif // BZ_RAND_TT800_H
00122 
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